zszq-trs/YLErpWeb/Models/RiskHedgingViewModel.cs

using YLErp.Modules.SystemModule;
using YLErp.Modules.TradeRiskCalcModule;

namespace YLErp.Web.Models
{
    /// <summary>
    /// 风险对冲视图模型
    /// </summary>
    public class RiskHedgingViewModel : BasicViewModel
    {
        public RiskHedgingViewModel(UserInfo userInfo) : base(userInfo)
        {
            var index = 0;
            VolTpes = new string[3];
            if (AppHelper.IsSupportVolTypeOnRiskCalc("对冲"))
            {
                VolTpes[index++] = "对冲";
            }
            if (AppHelper.IsSupportVolTypeOnRiskCalc("持仓"))
            {
                VolTpes[index++] = "持仓";
            }
            if (AppHelper.IsSupportVolTypeOnRiskCalc("交易曲面"))
            {
                VolTpes[index++] = "交易曲面";
            }
        }

        /// <summary>
        /// 支持的波动率类型集合
        /// </summary>
        public string[] VolTpes { get; }

        /// <summary>
        /// 实时风险查询对象
        /// </summary>
        public TradingRiskReqModel ReqModel { get; set; }

        /// <summary>
        /// 未参与排序的品种
        /// </summary>
        public IEnumerable<Variety> UnsortVarieties { get; set; }

        /// <summary>
        /// 参与排序的品种
        /// </summary>
        public IEnumerable<Variety> SortVarieties { get; set; }

        /// <summary>
        /// 自动对冲规则
        /// </summary>
        public IEnumerable<TradeAutoRule> AutoRules { get; set; }

        /// <summary>
        /// 是否主视图
        /// </summary>
        public bool IsMainView { get; set; }

        /// <summary>
        /// 用户配置项
        /// </summary>
        public RiskHedgingUserConfig UserConfig { get; set; }

        /// <summary>
        /// 是否权益类页面
        /// </summary>
        public bool IsStock { get; set; }

        /// <summary>
        /// 上一个收盘日
        /// </summary>
        public DateTime PreSettleDate { get; set; }

        /// <summary>
        /// 上一个交易日
        /// </summary>
        public DateTime PreTradingDate { get; set; }

        public List<UnderlyingPriceChangeLimition> OutRangedUms { get; set; }

        /// <summary>
        /// 标的价格阈值
        /// </summary>
        public IEnumerable<Modules.TradeRiskCalcModule.UnderlyingPriceChangeLimition> UnderlyingAlerts { get; set; }

        /// <summary>
        /// 获取波动率类型
        /// </summary>
        public string GetVolType()
        {
            return ReqModel?.VolType.TrimToNull() ?? VolTpes[0] ?? "无";
        }

        /// <summary>
        /// 获取参与排序的品种代码
        /// </summary>
        public IEnumerable<string> GetSortVarietyCodes()
        {
            if (SortVarieties == null)
            {
                return Enumerable.Empty<string>();
            }
            return SortVarieties.Select(n => n.VarietyCode).ToArray();
        }


    }

    public class UnderlyingPriceChangeLimition
    {
        public string UnderlyingCode { get; set; }

        public double basePrice { get; set; }

        public double nowPrice { get; set; }

        public double priceIncreaseRate { get; set; }

        public double priceDecreaseRate { get; set; }
    }

    /// <summary>
    /// 委托下单
    /// </summary>
    public class RiskHedgingOrderModel
    {
        public string Sign { get; set; }

        public string Token { get; set; }

        public string UserId { get; set; }

        //-------------------------------
        // 以下来自请求
        //-------------------------------

        /// <summary>
        /// 来自请求
        /// </summary>
        public string InstType { get; set; }

        /// <summary>
        /// 来自请求
        /// </summary>
        public IEnumerable<RiskHedgingOrderItem> Items { get; set; }

        /// <summary>
        /// 获取交易方向
        /// </summary>
        public string GetBuySell(bool deltaGreaterThanZero)
        {
            if (InstType.Equals("Stock", StringComparison.OrdinalIgnoreCase))
            {
                return deltaGreaterThanZero ? "卖出" : "买入";
            }
            return deltaGreaterThanZero ? "空头开仓" : "多头开仓";
        }

        public override string ToString()
        {
            return InstType;
        }
    }

    /// <summary>
    /// 委托下单项目
    /// </summary>
    public class RiskHedgingOrderItem
    {
        /// <summary>
        /// 来自请求
        /// </summary>
        public string UnderlyingCode { get; set; }

        /// <summary>
        /// 来自请求
        /// </summary>
        public double DeltaInLots { get; set; }

        public override string ToString()
        {
            return UnderlyingCode + "--" + DeltaInLots;
        }
    }
}