zszq-trs/YLErpWeb/Models/PricingModel.cs

using Qdp.Pricing.Base.Utilities;
using YLErp.Configuration;
using YLErp.Modules.SystemModule;

namespace YLErp.Web.Models
{
    /// <summary>
    /// 组合报价视图模型
    /// </summary>
    public class PricingModel : BasicViewModel
    {
        /// <summary>
        /// 是否导入
        /// </summary>
        public bool IsImport { get; set; }

        /// <summary>
        /// 定价数据
        /// </summary>
        public OtcOptionTradeFull Trade { get; set; }

        /// <summary>
        /// 系统日期
        /// </summary>
        public string SysDate { get; }

        /// <summary>
        /// 公司枚举
        /// </summary>
        public string Company { get; }

        /// <summary>
        /// 公司名称
        /// </summary>
        public string CompanyName { get; }

        /// <summary>
        /// 公司简称
        /// </summary>
        public string AbstractCompanyName { get; }

        /// <summary>
        /// 是否国君
        /// </summary>
        public bool IsGuoJun { get; }

        /// <summary>
        /// 是否pv四舍五入
        /// </summary>
        public bool IsPvRounded { get; }

        /// <summary>
        /// 是否交易波动率
        /// </summary>
        public bool IsTradeVol { get; }

        /// <summary>
        /// 是否更精确的波动率
        /// </summary>
        public bool VolMoreAccurate { get; }

        /// <summary>
        /// 是否精确模式
        /// </summary>
        public bool PrecisionOfMinuteInQuote { get; }

        /// <summary>
        /// 是否skew模式的波动率
        /// </summary>
        public bool SkewMapVol { get; }

        /// <summary>
        /// 是否获取目标波动率
        /// </summary>
        public bool GetTradeCloseVol { get; }

        /// <summary>
        /// 是否有权限选择交易员
        /// </summary>
        public bool CanSelectTrader { get; }

        /// <summary>
        /// 股票优先
        /// </summary>
        public bool StockFirst { get; }

        /// <summary>
        /// 定价计算时是否需要选择客户
        /// </summary>
        public bool ClientUsedForCalc { get; }

        /// <summary>
        /// 是否对冲下单
        /// </summary>
        public bool HedgingOrder { get; }

        /// <summary>
        /// 是否交易员
        /// </summary>
        public bool IsTrader { get; }

        /// <summary>
        /// 是否显示初始预付金
        /// </summary>
        public bool ShowInitialMargin { get; }

        /// <summary>
        /// 双向预付金
        /// </summary>
        public bool TwoSideMargin { get; }

        /// <summary>
        /// 是否计算预付金
        /// </summary>
        public bool CalcMargin { get; }

        /// <summary>
        /// 简易模式
        /// </summary>
        public bool SimpleMode { get; }

        /// <summary>
        /// QDP日历年天数
        /// </summary>
        public int DaysInYear { get; }

        /// <summary>
        /// 
        /// </summary>
        public string BinaryCalculation { get; set; }

        /// <summary>
        /// 交易编号必须大写
        /// </summary>
        public bool UpperTradeNumber { get; set; }

        /// <summary>
        /// 组合报价是否计算凤凰/雪球期权风险值
        /// </summary>
        public bool CalcAutocallGreeks { get; set; }

        /// <summary>
        /// 是否证券模式
        /// </summary>
        public bool SecuritiesEnvironment => PS.Config.ErpElement.SecuritiesEnvironment;

        /// <summary>
        /// 目标波动率配置
        /// </summary>
        public string TradeCloseVolatilityCfg { get; }

        /// <summary>
        /// 平滑过渡天数配置
        /// </summary>
        public string NumOfSmoothingDaysCfg { get; }
        /// <summary>
        /// 远期到期类型配置
        /// </summary>
        public string ForwardPriceTypeCfg { get; }

        public PricingModel(UserInfo userInfo, bool isTrader) : base(userInfo)
        {
            SysDate = valuedateBLL.ValueDate.ToString("yyyy-MM-dd");
            Company = PS.Config.Company.ToString();
            CompanyName = PS.Config.CompanyShortName.TrimToNull() ?? PS.Config.Company.ToString();
            AbstractCompanyName = PS.Config.CompanyName ?? string.Empty;
            IsGuoJun = PS.Config.Company == CompanyEnum.国泰君安;
            IsPvRounded = PS.Config.IsPVRounded;
            IsTradeVol = PS.Config.IsTradeVol;
            ShowInitialMargin = valuedateBLL.SystemDate.CanSetInitialMargin;
            //是否使用更加精确的波动率
            VolMoreAccurate = PS.Config.ErpElement.VolMoreAccurate;
            PrecisionOfMinuteInQuote = PS.Config.ErpElement.PrecisionOfMinuteInQuote;
            SkewMapVol = PS.Config.ErpElement.SkewMapVolConstruction;
            GetTradeCloseVol = true;
            CanSelectTrader = userInfo.交易管理_新增选择交易员;
            StockFirst = AppHelper.OtcConfig.StockFirst;
            ClientUsedForCalc = AppHelper.OtcConfig.ClientUsedForCalc;
            HedgingOrder = (AppHelper.OtcConfig.HedgingOrder & 1) == 1;
            TwoSideMargin = PS.Config.ErpElement.TwoSideMargin;
            IsTrader = isTrader;

            // 前端会JS直接覆盖成365，这里的赋值暂时没用
            DaysInYear = 365;

            //个性化设置
            var config = new SysUserConfigService(userInfo).GetConfigData<OtcWebUserConfig>(Server.CacheProvider);
            SimpleMode = config?.Pricing_SimpleMode ?? true;
            CalcMargin = config?.Pricing_CalcMargin ?? false;
            CalcAutocallGreeks = config?.Pricing_CalcAutocallGreeks ?? false;

            BinaryCalculation = valuedateBLL.BinaryCalculation;
            UpperTradeNumber = PS.Config.ErpElement.UpperTradeNumber;

            var nv = YieldChain.Helpers.UrlHelper.ParseQueryString(PS.Config.ErpElement.TradePricingCfg);
            TradeCloseVolatilityCfg = nv?["目标波动率"].TrimToNull() ?? "Mid";
            NumOfSmoothingDaysCfg = nv?["平滑过渡天数"].TrimToNull() ?? "NONE";
            ForwardPriceTypeCfg = nv?["远期期初价类型"].TrimToNull() ?? "期权行权价格";
        }
    }
}