24 lines
825 B
C#
24 lines
825 B
C#
namespace YLErp.Modules.TradeRiskCalcModule.Abstract
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{
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/// <summary>
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/// 风险对冲使用到的日终持仓数据提供
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/// </summary>
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public interface ITradeRiskEodPositionDataProvider
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{
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/// <summary>
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/// 获取场内交易持仓数据列表
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/// </summary>
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/// <param name="volType">对冲|持仓</param>
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/// <returns></returns>
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IEnumerable<EodTradePosition> GetExchangeTradePositionList(string volType);
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/// <summary>
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/// 根据交易ID和波动率类型获取场外交易持仓数据
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/// </summary>
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/// <param name="tradeId"></param>
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/// <param name="volType">对冲|持仓</param>
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/// <returns></returns>
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EodTradePositionAndRisk GetOtcTradePositionData(int tradeId, string volType);
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}
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}
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