60 lines
4.4 KiB
SQL
60 lines
4.4 KiB
SQL
CREATE TABLE `eod_swap_position` (
|
||
`id` bigint NOT NULL AUTO_INCREMENT COMMENT 'ID',
|
||
`ValueDate` date NOT NULL COMMENT '归档日期',
|
||
`ClientId` int NOT NULL COMMENT '客户编码',
|
||
`SwapTradeId` int NOT NULL COMMENT '互换交易编码',
|
||
`PositionId` bigint NOT NULL COMMENT '持仓编码',
|
||
`PosiDirection` tinyint NOT NULL COMMENT '收支方向 1：收取，2：支付',
|
||
`PositionType` tinyint NOT NULL COMMENT '多空方向 1：long，2：short',
|
||
`UnderlyingCode` varchar(100) CHARACTER SET utf8 COLLATE utf8_general_ci DEFAULT NULL COMMENT '标的代码',
|
||
`ContractSize` double(18,4) NOT NULL COMMENT '合约乘数',
|
||
`CountRatio` double(18,4) NOT NULL COMMENT '合约乘积因子',
|
||
`PosiNetPrice` double(18,4) NOT NULL COMMENT '期初标的价格',
|
||
`PosiGrossPrice` double(18,4) NOT NULL COMMENT '期初标的价格-不含费',
|
||
`PosiQuantity` double(18,10) NOT NULL COMMENT '剩余持仓数量',
|
||
`PosiNotionalValue` double(18,4) NOT NULL COMMENT '期初名义本金',
|
||
`PosiTradingFee` double(18,4) NOT NULL COMMENT '开仓佣金费用',
|
||
`PosiStartDate` date NOT NULL COMMENT '起始日',
|
||
`PosiMatuirityDate` date DEFAULT NULL COMMENT '到期日',
|
||
`UnderlyingPrice` double(18,4) NOT NULL COMMENT '盯市价格',
|
||
`UnderlyingMarketValue` double(18,4) NOT NULL COMMENT '标的市值，空头持仓为负数',
|
||
`TdPosiDividend` double(18,4) NOT NULL COMMENT '当日浮动端分红',
|
||
`PosiMtmPnL` double(18,4) NOT NULL COMMENT '因标的价格变化导致的收益（盯市、未实现）',
|
||
`PosiDividendSum` double(18,4) NOT NULL COMMENT '因分红导致的分红收益（未实现）',
|
||
`PosiFeePending` double(18,4) NOT NULL COMMENT '后付的费用（未实现）',
|
||
`PosiProfitSum` double(18,4) NOT NULL COMMENT '浮动端的所有待实现收益（当前浮动腿的价值）',
|
||
`InterestDirection` tinyint NOT NULL COMMENT '利息端收支方向',
|
||
`InterestMode` tinyint NOT NULL COMMENT '计息基准类型',
|
||
`InterestPrincipalFix` double(18,4) NOT NULL COMMENT '计息基准固定值',
|
||
`InterestRateDefault` double(18,4) NOT NULL COMMENT '互换利率（年化）',
|
||
`InterestSwapInterval` text COMMENT '利息互换间隔',
|
||
`InterestFeePending` double(18,4) NOT NULL COMMENT '待结算其他费用',
|
||
`TdInterestPrincipal` double(18,4) NOT NULL COMMENT '当前交易日适用的具体计息基准值',
|
||
`TdInterestRate` double(18,4) NOT NULL COMMENT '当前交易日适用的具体利率值',
|
||
`TdInterestIncome` double(18,4) NOT NULL COMMENT '当日利率端新计利息',
|
||
`TdInterestFee` double(18,4) NOT NULL COMMENT '当日利率端新增费用',
|
||
`InterestIncomeSum` double(18,4) NOT NULL COMMENT '利率端待实现收益-利息',
|
||
`InterestFeeSum` double(18,4) NOT NULL COMMENT '利率端待实现收益-其他费用',
|
||
`InterestProfitSum` double(18,4) NOT NULL COMMENT '利率端待实现收益',
|
||
`SwapPositionValue` double(18,4) NOT NULL COMMENT '互换持仓价值',
|
||
`TdCloseQty` double(18,10) NOT NULL COMMENT '当日平仓数量',
|
||
`TdChangedQty` double(18,10) NOT NULL COMMENT '当日公司行为数量',
|
||
`TdCloseMtmPnl` double(18,4) NOT NULL COMMENT '当日浮动端平仓盈亏·盯市',
|
||
`TdCloseDividend` double(18,4) NOT NULL COMMENT '当日浮动端平仓盈亏·分红',
|
||
`TdCloseFee` double(18,4) NOT NULL COMMENT '当日浮动端平仓盈亏·费用',
|
||
`TdCloseInterest` double(18,4) NOT NULL COMMENT '当日利率端平仓盈亏·利息',
|
||
`TdCloseInterestFee` double(18,4) NOT NULL COMMENT '当日利率端平仓盈亏·其他费用',
|
||
`RealizedMtmPnL` double(18,4) NOT NULL COMMENT '浮动端累计已实现盈亏·盯市',
|
||
`RealizedDividend` double(18,4) NOT NULL COMMENT '浮动端累计已实现盈亏·分红',
|
||
`RealizedFee` double(18,4) NOT NULL COMMENT '浮动端累计已实现盈亏·费用',
|
||
`RealizedInterest` double(18,4) NOT NULL COMMENT '利率端累计已实现盈亏·利息',
|
||
`RealizedInterestFee` double(18,4) NOT NULL COMMENT '利率端累计已实现盈亏·其他费用',
|
||
`RealizedPnl` double(18,4) NOT NULL COMMENT '持仓累计已实现盈亏',
|
||
`TdCurrency` double(18,4) NOT NULL COMMENT '当日适用汇率',
|
||
`PosiStatus` tinyint NOT NULL COMMENT '持仓状态',
|
||
`Invalid` bit(1) NOT NULL COMMENT '是否无效',
|
||
`OptId` int NOT NULL COMMENT '操作人ID',
|
||
`OptName` varchar(64) DEFAULT NULL COMMENT '操作人名称',
|
||
`OptTime` datetime NOT NULL COMMENT '估值更新时间',
|
||
PRIMARY KEY (`id`) USING BTREE
|
||
) ENGINE=InnoDB AUTO_INCREMENT=9 DEFAULT CHARSET=utf8 ROW_FORMAT=DYNAMIC; |