275 lines
11 KiB
Plaintext
275 lines
11 KiB
Plaintext
@{
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ViewBag.Title = "VaR计算";
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Layout = "~/Views/Shared/_MainLayout.cshtml";
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}
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@section CSS{
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<style>
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.searchdiv .search-label {
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width: 100px;
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}
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.searchdiv .search-group {
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width: 262px;
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}
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.result-label {
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width: 70px;
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}
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.result-span {
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text-align: right;
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display: inline-block;
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border: 1px solid;
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width: 120px;
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min-height: 25px;
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margin-bottom: -6px;
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padding: 0 5px;
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}
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th, td {
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text-align: center;
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border: 1px solid;
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padding: 4px;
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}
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</style>
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}
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@section JS
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{
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<script src="~/Scripts/app/tradeHelper.js?v=@HtmlUtil.JsVersion"></script>
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<script>
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var valueDate = "@ViewBag.valueDate";
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const day_count = 244;
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main.setTradeDatePicker(moment(valueDate));
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let underlyingCtrl = new tradeHelper.UnderlyingSelectCtrl('#UnderlyingId').setFlag(tradeHelper.UnderlyingSelectFlag.OtcTrade);
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$(function () {
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$("#DateValueDate").val(valueDate);
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try {
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SetAceDropDown();
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} catch (e) {
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}
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$("#VaRType").bind("change", function () {
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if ($("#VaRType").val() == 0) {
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$("#TradeType,#PvPercent,#DateEndValueDate,#DateCalcStartDate,#DaysCount").prop("disabled", false);
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} else {
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$("#TradeType,#PvPercent,#DateEndValueDate,#DateCalcStartDate,#DaysCount").prop("disabled", true);
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}
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});
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$("#DateCalcStartDate").bind("change", function () {
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var endDate = !$('#DateEndValueDate').val() ? $('#DateValueDate').val() : $('#DateEndValueDate').val();
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var startDate = $("#DateCalcStartDate").val();
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getDaysCount(startDate, endDate);
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});
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$("#DaysCount,#DateValueDate,#DateEndValueDate").bind("change", function () {
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var endDate = !$('#DateEndValueDate').val() ? $('#DateValueDate').val() : $('#DateEndValueDate').val();
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var dayCount = $("#DaysCount").val();
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setCalcStartDate(endDate, dayCount);
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});
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$("#DateEndValueDate").bind("change", function () {
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if ($('#DateEndValueDate').val() && $('#DateEndValueDate').val() < $('#DateValueDate').val()) {
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main.alert("结束日期不得早于估值日期");
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$('#DateEndValueDate').val($('#DateEndValueDate').val());
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}
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});
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$("#DaysCount").val(244);
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$("#DaysCount").change()
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FastVue.numberInput(document.getElementById('PvPercent'), { precision: 0,append:'%' });
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});
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function CalcEodVaR() {
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if ($("#DateEndValueDate").val()) {
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if ($("#DateEndValueDate").val() < $("#DateValueDate").val()) {
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main.alert("结束日不应早于开始日！");
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return;
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}
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}
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var dayCount = $("#DaysCount").val();
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if (!(dayCount > 0)) {
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main.alert("回溯期限应大于0！");
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return;
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}
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var data = {
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ValueDate: $("#DateValueDate").val(),
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EndValueDate: $("#DateEndValueDate").val(),
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AssetId: $("#AssetId").val()
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};
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var varType = $("#VaRType").val();
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if (varType == 0) {
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var isNeedExport = false;
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if (confirm("计算时是否需要导出中间数据?")) {
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data["IsNeedExport"] = true;
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isNeedExport = true;
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} else {
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data["IsNeedExport"] = false;
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isNeedExport = false;
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}
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data["TradeType"] = $("#TradeType").val();
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data["DaysCount"] = dayCount;
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main.post("/eod_var/calcEodVaR", data).done(function (data) {
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if (data.success) {
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vue.search();
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if (isNeedExport) {
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var fileName = "EodVar中间数据" + $("#DateValueDate").val().replaceAll('-','') + ".xlsx"
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window.open("/App_Docs/Temp/" + fileName);
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}
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}
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});
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} else {
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main.post("/eod_var/calcSimpleDeltaGammaVaR", data).done(function (data) {
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if (data.success) {
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vue.search()
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}
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});
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}
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}
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var vue = new Vue({
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el: "#listdiv",
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data: {
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Model: null,
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//IsTotalVaR: function (underlyingCode,IsUnderlying) {
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// if (underlyingCode == "-- 总计 --") {
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// return "background:lightgreen";
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// } else if (IsUnderlying) {
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// return "background-color: #ffe3d9";
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// }
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//}
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},
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filters: {
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toPercent: function (val) {
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return (val * 100).toFixed(2) + "%";
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},
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grouping2Format: main.numberFormat(2, { grouping: true }),
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grouping4Format: main.numberFormat(4, { grouping: true })
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},
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mounted: function () { },
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methods: {
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search: function () {
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var thisObj = this;
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var pvpercent = parseInt($("#PvPercent").val()) / 100;
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var data = {
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ValueDate: $("#DateValueDate").val(), PvPercent: pvpercent, VarType: $("#VaRType").val(),
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UnderlyingIds: (!$("#UnderlyingId").val() ? "" : $("#UnderlyingId").val().join(",")),
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AssetId: $("#AssetId").val(),
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};
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if (data.VarType == 0) {
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data["TradeType"] = $("#TradeType").val();
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}
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main.post("/eod_var/getEodVaR", data).done(function (data) {
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thisObj.Model = data;
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});
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}
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}
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})
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function getDaysCount(startDate,endDate) {
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if (!startDate || !endDate) {
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$("#DaysCount").val(0);
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return;
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}
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main.post("/calendar/GetWorkDays", { from: startDate, to: endDate }).done(function (res) {
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$("#DaysCount").val(res.obj);
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});
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}
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function setCalcStartDate(endDate, daysCount) {
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var count = -1 * parseInt(daysCount);
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if (!count) {
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count = 0;
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$("#DaysCount").val(count);
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}
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if (!endDate) return;
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main.post("/calendar/GetNonHolidayShiftDay", { from: endDate, shiftDays: count }).done(function (res) {
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$("#DateCalcStartDate").val(res.obj);
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});
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}
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</script>
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}
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<div class="searchdiv">
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@Html.SearchDate("ValueDate", "估值日期")
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@Html.SearchDate("EndValueDate", "结束日期")
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@Html.MyAceDropdownInput2("VaRType", "计算方法", new List<SelectListItem>
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{
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new SelectListItem {Text = "历史模拟法", Value = "0"},
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new SelectListItem {Text = "简单Delta/Gamma法", Value = "1"},
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}, false)
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@Html.SearchDate("CalcStartDate", "回溯起始日期")
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<div id="DaysCountDiv" class="search-group" style="width:112px">
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<input class="text-box" type="text" name="DaysCount" style="margin-left:22px;width:73px" id="DaysCount">
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<label>天</label>
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</div>
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@Html.MyAceDropdownInput2("TradeType", "业务类型", new List<SelectListItem>
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{
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new SelectListItem {Text = "整体", Value = ""},
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new SelectListItem {Text = "场外", Value = "场外"},
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new SelectListItem {Text = "互换", Value = "互换"},
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new SelectListItem {Text = "远期", Value = "远期"},
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new SelectListItem {Text = "场内", Value = "场内"},
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new SelectListItem {Text = "商品", Value = "商品"},
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}, false)
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@Html.MyAceDropdownInput2("AssetId", "簿记账户", AssetunitController.GetClientassetunit())
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@MyControls.Btn("VaR计算", "CalcEodVaR()")
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</div>
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<div class="searchdiv">
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<div class="search-group">
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<span class="search-label">标的代码</span>
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<select class="" data-placeholder="请选择 标的代码" id="UnderlyingId" name="UnderlyingId" multiple></select>
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</div>
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<div id="PvPercentDiv" class="search-group">
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<label class="search-label">百分比</label>
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<input class="text-box" type="text" value="@PS.Config.ErpElement.EodVarPvPercent" name="PvPercent" id="PvPercent">
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</div>
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@MyControls.Btn("VaR查看", "vue.search()")
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</div>
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<div id="listdiv" style="overflow-y:scroll;margin:14px">
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<template v-if="Model == null || Model.length < 1">
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</template>
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<template v-else>
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<table>
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<thead style="background-color:lightgrey">
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<tr>
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<th>标的代码</th>
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<th>簿记账户</th>
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<th>试算Pv</th>
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<th>实际Pv</th>
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<th>盈亏</th>
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<th>盈亏比例</th>
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</tr>
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</thead>
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<tbody>
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<template v-for="(item,index) in Model">
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<tr>
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<td style="font-weight:bold">{{item.UnderlyingCode}}</td>
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<td style="font-weight:bold">{{item.AssetName}}</td>
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<td>{{item.CalcPv |grouping4Format}}</td>
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<td>{{item.RealPv |grouping4Format}}</td>
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<td>{{item.WinLoss |grouping4Format}}</td>
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<td>{{item.WinLossPercent |toPercent}}</td>
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</tr>
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</template>
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</tbody>
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</table>
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</template>
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</div>
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@*<div>
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<label class="result-label">试算Pv:</label><span id="calcPv" class="result-span"></span>
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</div>
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<div>
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<label class="result-label">实际Pv:</label><span id="realPv" class="result-span"></span>
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</div>
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<div>
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<label class="result-label" title="试算Pv - 实际Pv">盈亏:</label><span id="winLoss" class="result-span" title="试算Pv - 实际Pv"></span>
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</div>
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<div>
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<label class="result-label" title="盈亏/Abs(实际Pv)">盈亏比例:</label><span id="winLossPercent" class="result-span" title="盈亏/Abs(实际Pv)"></span>
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</div>*@
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