387 lines
10 KiB
C#
387 lines
10 KiB
C#
using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.Commons;
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namespace YLErp.Modules.SuperviseReportModule.CFMMC.Model
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{
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public abstract class SuperviseReportBaseModel
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{
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/// <summary>
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/// 报告主体名称
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/// </summary>
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public string MainName { get; set; }
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/// <summary>
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/// 报告主体的统一社会信用代码
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/// </summary>
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public string MainCode { get; set; }
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/// <summary>
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/// 交易对手方名称
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/// </summary>
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public string ClientName { get; set; }
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/// <summary>
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/// 交易对手方的统一社会信用代码
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/// </summary>
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public string ClientLicenseCode { get; set; }
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/// <summary>
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/// 交易编号
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/// </summary>
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public string TradeNumber { get; set; }
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/// <summary>
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/// 交易确认时间
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/// </summary>
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public DateTime? TradeDate { get; set; }
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/// <summary>
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/// 交易确认时间
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/// </summary>
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public string TradeDateString
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{
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get
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{
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return TradeDate == null ? "" : TradeDate.Value.ToString("yyyy-MM-dd");
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}
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}
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/// <summary>
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/// 标的资产类型
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/// </summary>
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public string VarietyType { get; set; }
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/// <summary>
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/// 买入卖出
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/// </summary>
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public string BuySell { get; set; }
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/// <summary>
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/// 工具类型
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/// </summary>
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public string ToolType { get; set; }
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/// <summary>
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/// 期权行权时间类型
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/// </summary>
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public string ExerciseMode { get; set; }
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/// <summary>
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/// 期权权利类型
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/// </summary>
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public string OptionType { get; set; }
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/// <summary>
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/// 产品结构
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/// </summary>
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public string TradeType { get; set; }
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/// <summary>
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/// 产品结构En
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/// </summary>
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public string TradeTypeEn { get; set; }
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/// <summary>
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/// 结构化交易中的组合类型
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/// <para>确定产品结构时使用</para>
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/// </summary>
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public string StructureType { get; set; }
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/// <summary>
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/// 二元期权PayoffType
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/// <para>确定产品结构时使用</para>
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/// </summary>
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public string PayoffType { get; set; }
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/// <summary>
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/// 资产类型En
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/// </summary>
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public string AssetTypeEn { get; set; }
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/// <summary>
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/// 标的资产品种
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/// </summary>
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public string VarietyCode { get; set; }
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/// <summary>
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/// 标的资产对应合约
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/// </summary>
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 数量单位
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/// </summary>
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public string QuoteUnit { get; set; }
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/// <summary>
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/// 数量单位En
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/// </summary>
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public string QuoteUnitEn { get; set; }
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/// <summary>
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/// 总名义数量
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/// </summary>
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public string TradeAmount { get; set; }
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/// <summary>
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/// 已平仓总名义数量/交易名义数量
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/// <para>该笔成交为部分解约或者解约，终止合约，所涉及的名义数量；成交对应合约手数*标的合约的合约乘数。</para>
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/// </summary>
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public string EndTradeAmount { get; set; }
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/// <summary>
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/// 价格符号
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/// </summary>
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public int PriceSymbol { get; set; }
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private double _strike;
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/// <summary>
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/// 执行价格
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/// </summary>
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public double Strike
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{
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get
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{
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return _strike;
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}
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set
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{
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if (PS.Config.Company == Configuration.CompanyEnum.国投)
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{
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_strike = OtcFormatHelper.FormatValue(value, 2);
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}
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else
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{
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_strike = OtcFormatHelper.FormatValue(value, 6);
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}
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}
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}
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/// <summary>
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/// 互换成交报送可能有两个Strike
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/// </summary>
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public List<double> Strike2 { get; set; }
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public string StrikeString
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{
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get
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{
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var strikeString = "";
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if (Strike2 != null && Strike2.Count > 0)
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{
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foreach (var x in Strike2)
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{
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if (PS.Config.Company == Configuration.CompanyEnum.国投)
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{
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strikeString += x.ToString("0.##") + ",";
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}
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else
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{
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strikeString += x.ToString("0.######") + ",";
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}
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}
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strikeString = strikeString.Substring(0, strikeString.Length - 1);
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}
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else
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{
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if (PS.Config.Company == Configuration.CompanyEnum.国投)
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{
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strikeString += Strike.ToString("0.##");
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}
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else
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{
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strikeString += Strike.ToString("0.######");
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}
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}
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return strikeString;
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}
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}
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private double? _foreignCurrencyRate;
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/// <summary>
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/// 外汇对人民币汇率
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/// </summary>
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public double? ForeignCurrencyRate
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{
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get { return _foreignCurrencyRate; }
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set { _foreignCurrencyRate = value.HasValue ? (double?)OtcFormatHelper.FormatValue(value ?? 0, 4) : null; }
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}
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private double _participateRate;
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/// <summary>
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/// 参与率
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/// </summary>
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public double ParticipateRate
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{
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get { return _participateRate; }
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set { _participateRate = OtcFormatHelper.FormatValue(value, 6); }
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}
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/// <summary>
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/// 参与率
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/// </summary>
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public string ParticipateRateString
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{
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get
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{
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return ParticipateRate.ToString("0.######");
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}
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}
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/// <summary>
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/// 计价货币
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/// </summary>
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public string QuoteCurrency { get; set; }
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/// <summary>
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/// 总名义金额
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/// </summary>
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public string StockEqvNotional { get; set; }
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/// <summary>
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/// 已平仓总名义金额/交易名义金额
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/// <para>该笔成交为部分解约或者解约，终止合约，所涉及的名义金额；交易名义数量*成交时标的期初价格。</para>
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/// </summary>
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public string EndStockEqvNotional { get; set; }
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private double _pv;
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/// <summary>
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/// 合约价值
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/// </summary>
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public double Pv
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{
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get { return _pv; }
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set { _pv = Math.Abs(OtcFormatHelper.FormatValue(value, 4)); }
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}
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/// <summary>
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/// 合约价值
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/// </summary>
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public string PvString
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{
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get
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{
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return Pv.ToString("0.####");
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}
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}
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/// <summary>
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/// 交易Id
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/// </summary>
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public int TradeId { get; set; }
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/// <summary>
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/// 交易确认书编号
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/// </summary>
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public string ContractCode { get; set; }
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/// <summary>
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/// 是否为年化期权
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/// </summary>
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public string IsAnnualTrade { get; set; }
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/// <summary>
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/// 估值方法
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/// </summary>
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public string ValuationMethod { get; set; }
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/// <summary>
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/// 浮动盈亏
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/// </summary>
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public decimal? UnRealizedPnL { get; set; }
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/// <summary>
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/// 到期日
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/// </summary>
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public DateTime? ExerciseDate { get; set; }
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/// <summary>
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/// 到期日
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/// </summary>
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public string ExerciseDateString
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{
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get
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{
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return ExerciseDate == null ? "" : ExerciseDate.Value.ToString("yyyy-MM-dd");
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}
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}
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public string DeltaCash { get; set; }
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#region 辅助属性
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[NotMapped]
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public string OriginalTradeNumber { get; set; }
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public trade _trade;
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public trade originalTrade { get; set; }
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[NotMapped]
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public trade trade
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{
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get
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{
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try
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{
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if (_trade == null)
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{
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if (!string.IsNullOrWhiteSpace(TradeJson))
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{
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_trade = trade.Deserialize(TradeJson);
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}
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else { _trade = originalTrade; }
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}
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}
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catch (Exception ex)
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{
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LogFactory.GetLogger("SuperviseReportBaseModel").Error(ex);
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}
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return _trade;
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}
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}
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[NotMapped]
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public string TradeJson { get; set; }
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///// <summary>
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///// 报价单位比率
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///// <para>通常情况下只有鸡蛋会是2</para>
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///// </summary>
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//[NotMapped]
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//public int CountRatio { get; set; }
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[NotMapped]
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public string OriginalVarietyCode { get; set; }
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/// <summary>
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/// 平仓比例
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/// </summary>
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[NotMapped]
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public double? UnwindPercentRate { get; set; }
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/// <summary>
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/// 客户Id
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/// </summary>
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[NotMapped]
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public int ClientId { get; set; }
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/// <summary>
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/// 父交易Id
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/// </summary>
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[NotMapped]
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public int? ParentTradeId { get; set; }
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/// <summary>
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/// 交易状态
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/// </summary>
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[NotMapped]
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public string TradeStatus { get; set; }
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public int IsGroup { get; set; }
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public double? _deltaCash { get; set; }
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#endregion
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}
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}
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