zszq-trs/YLErpDAL/Modules/TradeRiskCalcModule/RequestService/TradingRiskReqModel.cs

using YLErp.Models;

namespace YLErp.Modules.TradeRiskCalcModule
{
    public class TradingRiskReqModelBase
    {
        /// <summary>
        /// 波动率类型
        /// </summary>
        public string VolType { get; set; }
        /// <summary>
        /// 分红率类型 交易、0 --国元特有，默认为交易
        /// </summary>
        public string DividendRateType { get; set; }
        /// <summary>
        /// 簿记账户过滤列表
        /// </summary>
        public List<int> BookIds { get; set; }

        /// <summary>
        /// 用户绑定的簿记账户
        /// </summary>
        public List<int> UserBookIds { get; set; }

        /// <summary>
        /// 簿记账户组过滤列表
        /// </summary>
        public IEnumerable<int> AssetIdGroupList { get; set; }

        /// <summary>
        /// 客户过滤列表
        /// </summary>
        public List<int> ClientIds { get; set; }

        /// <summary>
        /// 结构类型过滤列表
        /// </summary>
        public IEnumerable<string> AssetTypes { get; set; }

        /// <summary>
        /// 只显示当日有持仓的交易
        /// </summary>
        public bool OnlyPosition { get; set; }

        /// <summary>
        /// 反选项
        /// </summary>
        public string[] InvertSelects { get; set; }

        /// <summary>
        /// 是否反选项
        /// </summary>
        public bool IsInvertSelect(string input)
        {
            return InvertSelects != null && InvertSelects.Contains(input);
        }

        /// <summary>
        /// 标准化模型数据
        /// </summary>
        public virtual void Normalize()
        {
            if (string.IsNullOrWhiteSpace(VolType))
            {
                VolType = "对冲";
            }

            if (BookIds != null && BookIds.All(n => n == 0))
            {
                BookIds = null;
            }

            if (AssetIdGroupList != null && AssetIdGroupList.All(n => n == 0))
            {
                AssetIdGroupList = null;
            }

            if (ClientIds != null && ClientIds.All(n => n == 0))
            {
                ClientIds = null;
            }

            if (AssetTypes != null && AssetTypes.Any(n => !string.IsNullOrEmpty(n)))
            {
                AssetTypes = AssetTypes.Where(n => !string.IsNullOrEmpty(n)).ToArray();
            }
            else
            {
                AssetTypes = null;
            }
        }
    }

    /// <summary>
    /// 实时风险查询模型
    /// </summary>
    public class TradingRiskReqModel : TradingRiskReqModelBase
    {
        private string subListCode;

        /// <summary>
        /// 品种过滤列表(和标的过滤列表取并集)
        /// </summary>
        public IEnumerable<int> VarietyIds { get; set; }

        /// <summary>
        /// 品种分组过滤列表(和品种过滤列表取并集)
        /// </summary>
        public IEnumerable<string> VarietyGroups { get; set; }

        /// <summary>
        /// 标的过滤列表(和品种过滤列表取并集)
        /// </summary>
        public IEnumerable<int> UnderlyingIds { get; set; }

        /// <summary>
        /// 标的代码过滤(优先于VarietyIds和UnderlyingIds)
        /// 在定价试算时会从前端页面传入
        /// </summary>
        public IEnumerable<string> UnderlyingCodes { get; set; }

        /// <summary>
        /// 品种代码或标的代码
        /// </summary>
        public string SubListCode
        {
            get => subListCode;
            set
            {
                subListCode = value?.TrimEnd('\t');
                IsMainList = string.IsNullOrEmpty(value);
            }
        }

        /// <summary>
        /// 是否主页面列表请求
        /// </summary>
        public bool IsMainList { get; private set; } = true;

        public DateTime? ValueTime { get; set; }

        /// <summary>
        /// 是否权益类
        /// </summary>
        public bool Stock { get; set; }

        /// <summary>
        /// 是否包含权益类
        /// </summary>
        public bool IncludeStock { get; set; }

        /// <summary>
        /// 支持Delta风险敞口
        /// </summary>
        public bool CalcDeltaRisk { get; set; }

        /// <summary>
        /// 场内期权现价使用行情价(详情页使用,非光子并且SubListCode有值的情况下)
        /// </summary>
        public bool UseMarketForExOptions { get; set; }

        /// <summary>
        /// 请求来源(非系统内部调用暂定为'a1')
        /// </summary>
        public string RequestFrom { get; set; }

        //----以下用于优化性能----

        /// <summary>
        /// 强制获取最新结果集
        /// 前端页面需根据查询条件是否变化来判断请求输入值
        /// </summary>
        public bool ForceUpdate { get; set; } = true;

        /// <summary>
        /// 计算开始时间,ForceUpdate为false时适用
        /// 由页面传入已加载数据的计算时间，用于判断是否和当前结果集相同
        /// </summary>
        public DateTime CalcStartTime { get; set; }

        /// <summary>
        /// 标准化模型数据
        /// </summary>
        public override void Normalize()
        {
            base.Normalize();

            if (VarietyIds != null && VarietyIds.All(n => n < 1))
            {
                VarietyIds = null;
            }

            if (UnderlyingIds != null && UnderlyingIds.All(n => n < 1))
            {
                UnderlyingIds = null;
            }

            if (VarietyGroups != null && VarietyGroups.Any(n => !string.IsNullOrEmpty(n)))
            {
                VarietyGroups = VarietyGroups.Where(n => !string.IsNullOrEmpty(n)).ToArray();
            }
            else
            {
                VarietyGroups = null;
            }

            if (UnderlyingCodes != null && UnderlyingCodes.Any(n => !string.IsNullOrEmpty(n)))
            {
                UnderlyingCodes = UnderlyingCodes.Where(n => !string.IsNullOrEmpty(n)).ToArray();
            }
            else
            {
                UnderlyingCodes = null;
            }

            if (!string.IsNullOrWhiteSpace(SubListCode))
            {
                VarietyIds = null;
            }
        }
    }

    /// <summary>
    /// 价格试算查询模型
    /// </summary>
    public class TradingRiskPriceCalcReqModel : TradingRiskReqModelBase
    {
        /// <summary>
        /// [必需]标的价格
        /// </summary>
        public IEnumerable<TradingRiskPriceModel> Prices { get; set; }
    }

    public class TradingRiskPriceModel
    {
        public string Code { get; set; }

        public double Price { get; set; }

        public PriceModel ToPriceModel()
        {
            return new PriceModel { InstrumentCode = Code, Price = Price };
        }
    }
}