103 lines
2.6 KiB
C#
103 lines
2.6 KiB
C#
namespace YLErp.Modules.PricingModule
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{
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public class VueTemplateModel
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{
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public string structureType { get; set; }
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public List<pricingTemplateData> datas { get; set; }
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}
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public class pricingTemplateData
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{
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public OtcOptionTradeFull trade { get; set; }
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}
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public class HistoricalBacktestReq
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{
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/// <summary>
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/// 模板Id
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/// </summary>
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public string encryptId { get; set; }
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/// <summary>
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/// 维度
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/// </summary>
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public string[] Range { get; set; }
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/// <summary>
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/// 指标
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/// </summary>
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public string[] Index { get; set; }
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}
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/// <summary>
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/// 上传价格序列模型
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/// </summary>
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public class HistoricalBacktestPriceModel
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{
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/// <summary>
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/// 标的名称
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/// </summary>
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public string UnderlyingName { get; set; }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 时间序列
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/// </summary>
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public DateTime TimeSeries { get; set; }
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/// <summary>
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/// 标的价格
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/// </summary>
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public double Price { get; set; }
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}
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/// <summary>
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/// 回测结果模型
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/// </summary>
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public class HistoricalBacktestRes : HistoricalBacktestPriceModel
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{
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public HistoricalBacktestRes() { }
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public HistoricalBacktestRes(HistoricalBacktestPriceModel priceObj)
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{
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this.UnderlyingName = priceObj.UnderlyingName;
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this.UnderlyingCode = priceObj.UnderlyingCode;
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this.TimeSeries = priceObj.TimeSeries;
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this.ValueDate = priceObj.TimeSeries.Date.ToString("yyyy-MM-dd");
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this.Price = priceObj.Price;
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}
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/// <summary>
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/// 估值日期
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/// </summary>
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public string ValueDate { get; set; }
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/// <summary>
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///
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/// </summary>
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public double delta { get; set; }
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/// <summary>
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///
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/// </summary>
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public double deltaCash { get; set; }
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/// <summary>
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///
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/// </summary>
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public double deltaInLots { get; set; }
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/// <summary>
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///
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/// </summary>
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public double gamma { get; set; }
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/// <summary>
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///
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/// </summary>
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public double vega { get; set; }
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/// <summary>
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///
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/// </summary>
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public double rho { get; set; }
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/// <summary>
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///
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/// </summary>
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public double theta { get; set; }
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}
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}
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