388 lines
12 KiB
C#
388 lines
12 KiB
C#
using YLErp.Modules;
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namespace YLErp.Model
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{
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public class trade_contract_group
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{
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public int id { get; set; }
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public trade trade { get; set; }
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public trade_cash trade_cash { get; set; }
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public trade_span trade_span { get; set; }
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/// <summary>
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/// 结算确认书
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/// </summary>
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public trade_contract_r trade_contract_r { get; set; }
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/// <summary>
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/// 交易确认书
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/// </summary>
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public trade_contract_r ConfirmContractR { get; set; }
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public underlying_manager underlying_manager { get; set; }
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public trade_contract_document trade_contract_document { get; set; }
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public string TradeType => trade?.TradeType;
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public string ContractCode { get; set; }
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public string ContractDocUrl { get; set; }
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public double? UnwindVol { get; set; }
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public string ClientName { get; set; }
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public string UnwindVolString
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{
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get
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{
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if (trade_cash?.Action == "系统操作-行权费")
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{
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return "----";
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}
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return (UnwindVol ?? 0).OtcFormat(OtcFormatFlag.premiumRateP);
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}
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}
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private double? winloss;
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/// <summary>
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/// 实现盈亏(客户角度看的)
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/// </summary>
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public double WinLoss
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{
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get
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{
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if (winloss != null)
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{
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return winloss.Value;
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}
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return -(trade_cash.Amount + (trade.TradePrice ?? 0) * (trade_cash.UnwindPercentRate ?? 0) * ((trade.BuySell == "卖出" || trade.TradeType == "远期") ? 1 : -1));
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}
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set => winloss = value;
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}
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public double? TradeOriginalAmount
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{
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get
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{
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if (trade != null)
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{
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var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
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return PS.Config.IsUseDisplayNotional ? trade.TradeOriginalAmount * CountRatio : trade.TradeOriginalAmount;
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}
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else
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{
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return null;
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}
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}
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}
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public double TradeOriginalAmountV
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{
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get
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{
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if (trade != null && trade.OriginalNotional.HasValue)
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{
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double amount = 0;
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var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
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if (trade.TradeType == "累计期权")
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{
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amount = trade.OriginalNotional.Value / CountRatio;
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}
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if (trade.SpotPrice.HasValue)
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{
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amount = trade.OriginalStockEqvNotional.Value / trade.SpotPrice.Value / CountRatio;
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}
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var annRate = trade.ParticipationRate * trade.AnnualizeFactor;
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amount = trade.OriginalNotional.Value / (annRate ?? 1) / CountRatio;
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return PS.Config.IsUseDisplayNotional ? amount * CountRatio : amount;
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}
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else
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{
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return 0;
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}
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}
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}
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/// <summary>
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/// 从客户角度看，方向转换
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/// </summary>
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public string BuySell => trade != null ? trade.BuySell == "买入" ? "卖出" : "买入" : null;
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public double? TradePrice
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{
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get
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{
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if (trade != null)
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{
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if (trade.TradeType == "远期")
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{
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return trade.TradePrice * -1;//历史交易页面显示为 开仓总费用
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}
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else
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{
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return trade.TradePrice * ("卖出".Equals(trade.BuySell) ? -1 : 1);
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}
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}
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else
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{
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return 0;
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}
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}
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}
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public string TradeMultipleType
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{
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get
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{
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if (trade?.TradeType == "自定义交易" && !string.IsNullOrWhiteSpace(trade.StructureType))
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{
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return trade.StructureType;
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}
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return trade?.TradeMultipleType;
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}
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}
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public int CountRatio { get; set; }
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public string SealResult { get; set; }
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public string SealTime { get; set; }
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}
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public class trade_contract_group_simple
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{
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public int id { get; set; }
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public trade trade { get; set; }
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public trade_cash trade_cash { get; set; }
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public trade_span trade_span { get; set; }
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public underlying_manager underlying_manager { get; set; }
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public string TradeType => trade?.TradeType;
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public string ContractCode { get; set; }
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public string ContractDocUrl { get; set; }
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public double? UnwindVol { get; set; }
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public string ClientName { get; set; }
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public string UnwindVolString
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{
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get
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{
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if (trade_cash?.Action == "系统操作-行权费")
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{
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return "----";
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}
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return (UnwindVol ?? 0).OtcFormat(OtcFormatFlag.premiumRateP);
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}
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}
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private double? winloss;
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/// <summary>
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/// 实现盈亏(客户角度看的)
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/// </summary>
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public double WinLoss
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{
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get
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{
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if (winloss != null)
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{
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return winloss.Value;
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}
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return -(trade_cash.Amount + (trade.TradePrice ?? 0) * (trade_cash.UnwindPercentRate ?? 0) * ((trade.BuySell == "卖出" || trade.TradeType == "远期") ? 1 : -1));
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}
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set => winloss = value;
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}
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public double? TradeOriginalAmount
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{
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get
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{
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if (trade != null)
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{
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var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
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return PS.Config.IsUseDisplayNotional ? trade.TradeOriginalAmount * CountRatio : trade.TradeOriginalAmount;
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}
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else
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{
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return null;
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}
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}
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}
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public double TradeOriginalAmountV
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{
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get
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{
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if (trade != null && trade.OriginalNotional.HasValue)
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{
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double amount = 0;
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var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
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if (trade.TradeType == "累计期权")
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{
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amount = trade.OriginalNotional.Value / CountRatio;
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}
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if (trade.SpotPrice.HasValue)
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{
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amount = trade.OriginalStockEqvNotional.Value / trade.SpotPrice.Value / CountRatio;
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}
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var annRate = trade.ParticipationRate * trade.AnnualizeFactor;
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amount = trade.OriginalNotional.Value / (annRate ?? 1) / CountRatio;
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return PS.Config.IsUseDisplayNotional ? amount * CountRatio : amount;
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}
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else
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{
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return 0;
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}
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}
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}
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/// <summary>
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/// 从客户角度看，方向转换
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/// </summary>
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public string BuySell => trade != null ? trade.BuySell == "买入" ? "卖出" : "买入" : null;
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public double? TradePrice
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{
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get
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{
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if (trade != null)
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{
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if (trade.TradeType == "远期")
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{
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return trade.TradePrice * -1;//历史交易页面显示为 开仓总费用
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}
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else
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{
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if (trade.TradePrice == null) trade.TradePrice = 0;
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return trade.TradePrice * ("卖出".Equals(trade.BuySell) ? -1 : 1);
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}
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}
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else
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{
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return 0;
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}
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}
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}
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/// <summary>
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/// 某些情况下需要处理后显示的交易状态
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/// </summary>
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public string TradeStatusShow { get; set; }
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public string TradeMultipleType
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{
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get
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{
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if (trade?.TradeType == "自定义交易" && !string.IsNullOrWhiteSpace(trade.StructureType))
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{
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return trade.StructureType;
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}
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return trade?.TradeMultipleType;
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}
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}
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public Dictionary<string, string> dic { get; set; }
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public int CountRatio { get; set; }
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/// <summary>
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/// 累计了结时相应的乘数(标准累计：看涨乘数，看跌乘数；三段式：乘数1，乘数2，乘数3) 当乘数为0不处理
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/// </summary>
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public double ACCMultiplier { get; set; }
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/// <summary>
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/// 完整的标的代码：代码+点号+市场代码
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/// </summary>
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public string UnderlyingCodeFull =>
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string.IsNullOrEmpty(trade.UnderlyingCode) || string.IsNullOrEmpty(underlying_manager.MarketCode) ? trade.UnderlyingCode : trade.UnderlyingCode + "." + underlying_manager.MarketCode;
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//成交日
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public string TradeDate => trade != null && trade.TradeDate != null ? trade.TradeDate.Value.ToString("yyyy-MM-dd") : "";
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//到期日
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public string ExerciseDate => trade != null && trade.ExerciseDate != null ? trade.ExerciseDate.Value.ToString("yyyy-MM-dd") : "";
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//平仓日
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// public string UnWindDate => trade != null && trade.UnWindDate != null ? trade.UnWindDate.Value.ToString("yyyy-MM-dd") : "";
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//了结数量
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public double? UnwindTradeAmount
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{
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get
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{
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if (trade_cash != null)
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{
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return OtcFormatExtensions.OtcFormatValue(PS.Config.IsUseDisplayNotional ? trade_cash.UnwindNotional : trade_cash.UnwindNotional / CountRatio, OtcFormatFlag.notional);
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}
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else
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{
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return null;
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}
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}
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}
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public double Strike => trade != null ? ((trade.IsMoneynessOptionData ? trade.Strike * trade.SpotPrice : trade.Strike) ?? 0) : 0;
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public string StrikeString => Strike.OtcFormatUmPrice(); //执行价
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/// <summary>
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/// 宏源 A/B团队
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/// </summary>
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public string UserGroup { get; set; }
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public string UserGroupStr
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{
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get
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{
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if (!string.IsNullOrWhiteSpace(UserGroup) && PS.Config.Is宏源)
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{
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return UserGroup == "A" ? "A团队" : "B团队";
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}
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else
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{
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return null;
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}
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}
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}
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}
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public class trade_contract_groupGridSum
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{
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/// <summary>
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/// <summary>
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/// 名义本金合计
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/// </summary>
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public double? StockEqvNotionalSum { get; set; }
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/// <summary>
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/// 交易总额合计
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/// </summary>
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public double? TradePriceSum { get; set; }
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/// <summary>
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/// 了结总额合计
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/// </summary>
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public double? MinusAmountSum { get; set; }
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/// <summary>
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/// 盈亏合计
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/// </summary>
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public double? WinLossSum { get; set; }
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/// <summary>
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/// 盈亏合计（结算）
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/// </summary>
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public double? QuoteWinLossSum { get; set; }
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}
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}
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