zszq-trs/YLErpDAL/BLL/MarginCalculation/MarginCalcRequests.cs

using YLErp.Abstract.DataProviders;
using YLErp.Enums;

namespace YLErp.BLL.MarginCalculation
{
    /// <summary>
    /// 预付金计算请求参数
    /// </summary>
    public class RunMarginCalculationReq
    {
        public RunMarginCalculationReq(OptUserInfo user)
        {
            UserInfo = user ?? throw new ArgumentNullException(nameof(user));
        }

        public OptUserInfo UserInfo { get; private set; }

        /// <summary>
        /// 操作人ID
        /// </summary>
        public int userId => UserInfo.UserId;

        /// <summary>
        /// 操作人名称
        /// </summary>
        public string userName => UserInfo.UserName;

        /// <summary>
        /// 结算日
        /// </summary>
        public DateTime settleDate { get; set; }

        /// <summary>
        /// 用于计算的交易数据列表
        /// </summary>
        public List<trade> tradeList { get; set; }

        /// <summary>
        /// 计算单笔交易初始预付金时候需要用到该参数
        /// </summary>
        public int realTradeId { get; set; }

        /// <summary>
        /// 默认false,是否已经获取了奇异期权要素信息
        /// 这个属性应该是为了避免重复获取奇异期权要素信息提高性能
        /// </summary>
        public bool hasOptionInfo { get; set; }

        /// <summary>
        /// 是否用于计算相反方向的预付金,默认:false
        /// </summary>
        public bool forOtherSide { get; set; }

        /// <summary>
        /// 波动率类型(默认:交易)
        /// </summary>
        public string volType { get; set; } = "交易";

        public SettlementTypeEnum settlementType { get; set; } = SettlementTypeEnum.ClosePrice;

        public CalcMarginTypeEnum CalcMarginType { get; set; } = CalcMarginTypeEnum.None;

        /// <summary>
        /// 计算预付金时用到的价格提供接口实现
        /// </summary>
        public IPriceProvider PriceProvider { get; set; }

        public CalcScenarioEnum GetCalcScenario()
        {
            if (CalcMarginType == CalcMarginTypeEnum.EodMargin)
            {
                return CalcScenarioEnum.EodSettlement;
            }
            return CalcScenarioEnum.InitialMargin;
        }

        public RunMarginCalculationReq Clone()
        {
            return (RunMarginCalculationReq)MemberwiseClone();
        }

        public RunMarginCalculationReq Clone(List<trade> tradeList)
        {
            var clone = (RunMarginCalculationReq)MemberwiseClone();
            clone.tradeList = tradeList;
            return clone;
        }

        public RunMarginCalculationReq Clone(bool forOtherSide)
        {
            var clone = (RunMarginCalculationReq)MemberwiseClone();
            clone.forOtherSide = forOtherSide;
            return clone;
        }
    }

    public class GetTradeMarginReq : IPriceProvider
    {
        public trade trade;
        //关于交易id的多义性: 1.组合交易需要真实的交易id；2.考虑到波动率不能获取持仓波动率，将id赋值为0；3.定价页面结构化交易子交易id会赋值-1和-2
        //所以添加了这个字段
        public int realTradeId;
        public double price;
        public CalcMarginTypeEnum calcMarginType = CalcMarginTypeEnum.None;
        public SettlementTypeEnum settlementType = SettlementTypeEnum.ClosePrice;
        public bool hasOptionInfo = false;

        public RunMarginCalculationReq GetRunMarginCalculationReq()
        {
            return new RunMarginCalculationReq(OptUserInfo.SystemUser)
            {
                realTradeId = realTradeId,
                tradeList = new List<trade> { trade },
                settleDate = calcMarginType == CalcMarginTypeEnum.InitialMargin ? (trade.TradeDate ?? valuedateBLL.ValueDate) : valuedateBLL.ValueDate,
                hasOptionInfo = hasOptionInfo,
                forOtherSide = false,
                PriceProvider = this,
                volType = "交易",
                settlementType = settlementType,
                CalcMarginType = calcMarginType
            };
        }

        public double GetPrice(string instrumentCode)
        {
            return (trade.UnderlyingCode ?? string.Empty).Equals(instrumentCode, StringComparison.OrdinalIgnoreCase) ? price : 0;
        }

        public bool TryGetPrice(string instrumentCode, out double price)
        {
            if ((trade.UnderlyingCode ?? string.Empty).Equals(instrumentCode, StringComparison.OrdinalIgnoreCase))
            {
                price = this.price;
                return true;
            }
            price = 0;
            return false;
        }
    }

    public class CalcClientMarginReq
    {
        public CalcClientMarginReq(OptUserInfo user)
        {
            UserInfo = user ?? throw new ArgumentNullException(nameof(user));
        }

        public OptUserInfo UserInfo { get; private set; }

        /// <summary>
        /// 操作人ID
        /// </summary>
        public int userId => UserInfo.UserId;

        /// <summary>
        /// 操作人名称
        /// </summary>
        public string userName => UserInfo.UserName;

        /// <summary>
        /// 结算日
        /// </summary>
        public DateTime settleDate { get; set; }

        public List<trade_span> tradeSpans { get; set; }

        public List<trade_span> tradeSpansOtherSide { get; set; }

        public int SpanType { get; set; }

        public List<int> RefreshClientIds { get; set; }

        public Dictionary<int, double> clientAdditionalMarginDic { get; set; }

        public bool OnlyBuyer { get; set; } = true;

        /// <summary>
        /// 分客户收盘客户id
        /// </summary>
        public IEnumerable<int> ClientIds { get; set; }
    }
}