408 lines
17 KiB
JavaScript
408 lines
17 KiB
JavaScript
var abType = ["报价Ask", "报价Bid"];
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const consVarieties = ylotc.varieties;
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var skey = $("#mainlayoutuser").html().trim() + "t_table";
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var storedata = JSON.parse(localStorage.getItem(skey));
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var default_Model = {
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OtherInfo: "",
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OtherInfoObj: {},
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WorkDayHTML: "",
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SelectModel: "波动率",
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Count: 1,
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InputVolChange: true, InputChange: false,
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QuotationModes: [{ Mode: "波动率", value: 0 }, { Mode: "百分比", value: 1 }, { Mode: "绝对价格", value: 2 }],
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TQuoteRecords: { LatestPrice: 0, quotaList: [{ Strike: 0 }] }, ExerciseDate: "", PricingModel: "BSM", ExerciseMode: "European", QuotationMode: "波动率", DefaultVol: "0.3", ZhiXingJianGe: "", ZhiXingShuLiang: 11, CanSaveLocalCache: false
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};
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if (storedata) {
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Underlying = storedata["Underlying"];
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expireList = storedata["expireList"];
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orderStrikes = storedata["orderStrikes"];
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default_Model = storedata["Model"];
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}
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const consUnderlyingFlag = (function () {
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let unSelFlag = tradeHelper.UnderlyingSelectFlag;
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return unSelFlag.UseForTrading | unSelFlag.IncludeMatured | unSelFlag.UsePinYinFilter;
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}());
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var autoVariety, autoUnderlying, salesCommissionCtrl;
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function __init(vue) {
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//标的品种
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autoVariety = FastVue.autocomplete(document.getElementById('VarietyId'), {
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lookup: consVarieties, nameField: 'Name', valueField: 'id', searchField: ['Name', 'Code', 'PinYin'],
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onSelect: function (data) { vue.changeVariety(data, 'select'); }
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});
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//标的资产
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autoUnderlying = tradeHelper.UnderlyingAutoComplete('UnderlyingCode').setFlag(consUnderlyingFlag);
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autoUnderlying.onSelect(vue.changeunderlying);
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//标的控件初始化
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if (vue.Underlying.UnderlyingName) {
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autoUnderlying.selectByCode(vue.Underlying.UnderlyingName);
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}
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else {
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autoUnderlying.selectFirst();
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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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Variety: tradeHelper.getEmptyVariety(),
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Underlying: { ...tradeHelper.getEmptyUnderlying(), Price: 0 },
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expireList: [{ Expire: "", IsNew: false, Vol: [{ Strike: "", VolValue: "" }] }],
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orderStrikes: [{ Vol: "", Strike: "", IsNew: false }],
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Model: default_Model,
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on_underlyingGetById: false
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},
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mounted: function () {
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//设置默认到期日
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var thisObj = this;
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$(window).on('beforeunload', function () {
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//设置local
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if (thisObj.CanSaveLocalCache) {
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var pagedata = JSON.stringify(vue.$data);
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localStorage.setItem(skey, pagedata);
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}
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});
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__init(thisObj);
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main.setTradeDatePicker();
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thisObj.setUnderlyingInstrumentType();
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},
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computed: {
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attachesFilter: function (d) {
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var data = $.map(value, function (a, t) { if (a.masterId == oid) return true; });
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return data;
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}
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},
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updated: function () {
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$(".chosen-select").trigger("chosen:updated");
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this.handlechange();
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if (this.Model.InputChange) {
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this.calcTTable();
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this.Model.InputChange = false;
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}
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},
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filters: {
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SetVolTypeName: function (rawName) {
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switch (rawName) {
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case "交易": return "交易Mid";
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case "报价Bid": return "交易Bid";
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case "报价Ask": return "交易Ask";
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default: return rawName;
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}
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},
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toInt: function (d) {
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return d.toFixed(0);
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},
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toPercent: function (d) {
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return (d * 100).toFixed(1) + "%";
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},
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CallPv: function (tt, iindex, index) {
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try {
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return tt[iindex].OVR[index].看涨.Pv.toFixed(2);
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} catch (e) {
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//
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}
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},
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percentVol: function (data) {
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return numeral(data * 100).format("0.00");
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}
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},
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methods: {
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setTQuoteRecordsProxy: function (TQuoteRecords) {
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var thisObj = this;
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var list = TQuoteRecords.quotaList;
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if (list && list.length) {
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const proxyProps = ["CallBidVol", "CallAskVol", "PutBidVol", "PutAskVol"];
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list.forEach(function (obj) {
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var propDefines = {};
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proxyProps.map(function (pname) {
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obj[pname + 'Proxy'] = numeral(obj[pname] * 100).format("0.00");
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});
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});
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}
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return TQuoteRecords;
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},
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FormatProxyValue: function (event) {
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var vol = $(event.target).val();
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$(event.target).val(numeral(vol).format("0.00"));
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},
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handlechange() {
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var thisObj = this;
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if (this.Model.SelectModel == "波动率") {
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$(".datatwo").css('display', 'none');
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$(".datathree").css('display', 'none');
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$(".dataone").css('display', 'block');
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} else if (this.Model.SelectModel == "百分比") {
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$(".datatwo").css('display', 'block')
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$(".dataone").css('display', 'none');
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$(".datathree").css('display', 'none');
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} else if (this.Model.SelectModel == "绝对价格") {
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$(".datatwo").css('display', 'none');
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$(".dataone").css('display', 'none');
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$(".datathree").css('display', 'block');
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}
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},
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percentVol: function (data) {
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return numeral(data * 100).format("0.00");
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},
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setUnderlyingInstrumentType: function () {
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var Underlying = $("#selUnderlyingInstrumentType").val();
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autoUnderlying.selectFirst({ InstrumentTypes: Underlying });
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},
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changeVariety: function (variety, flag) {
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if (flag === 'select') {
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if (this.Model.VarietyId === variety.id) return;
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//this.Model.UnderlyingInstrumentType = variety.InstrumentType;
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autoUnderlying.setVarietyId(variety.id);
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//Object.assign(this.Variety.underlying, tradeHelper.getEmptyUnderlying(variety.id));
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autoUnderlying.selectFirst(variety.id);
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} else {
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autoVariety.setData(variety);
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}
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Object.assign(this.Variety, variety || tradeHelper.getEmptyVariety());
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},
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changeunderlying: function (data) {
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var thisObj = this;
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if (thisObj.on_underlyingGetById) return;
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thisObj.Underlying.id = data.id;
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if (thisObj.Underlying.id) {
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thisObj.on_underlyingGetById = true;
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thisObj.Underlying.UnderlyingCode = data.Code;
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thisObj.Underlying.UnderlyingInstrumentType = data.InstrumentType;
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thisObj.Underlying.UnderlyingTypeId = data.VarietyId;
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thisObj.Underlying.ContractSize = data.ContractSize;
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thisObj.Underlying.CountRatio = data.CountRatio;
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thisObj.Underlying.Price = main.toNumber(data.Price);
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thisObj.Model.ExerciseDate = main.toDate(data.ExerciseDate);
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thisObj.Model.ZhiXingJianGe = main.toInt(thisObj.Underlying.Price * 0.05);
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if (thisObj.Model.ZhiXingJianGe <= 0) thisObj.Model.ZhiXingJianGe = 1;
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thisObj.changeVariety(data.VarietyId ? ylotc.varieties.find(x => x.id === data.VarietyId) : null);
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thisObj.Model.InputChange = true;
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main.setTradeDatePicker();
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thisObj.on_underlyingGetById = false;
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main.post("/Pricing/AjaxGetExerciseDate", { underlyingMaturityDate: data.MaturityDate, tradeDate: thisObj.Model.TradeDate }, { async: false }).done(function (res) {
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thisObj.Model.ExerciseDate = new moment(res.obj.ExerciseDate).format("YYYY-MM-DD");
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});
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}
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},
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changeVolMode: function () {
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var thisObj = this;
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},
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loadVols: function () { //读取波动率
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this.Model.InputChange = true;
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},
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changeJianGe: function () { //波动率模式改变
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this.Model.InputChange = true;
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this.Model.ZhiXingJianGe = main.toInt(Math.abs(this.Model.ZhiXingJianGe));
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},
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checkPayOffType: function () { //行权方式改变
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this.Model.InputChange = true;
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},
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changeZhiXingShuLiang: function () { //执行数量改变
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this.Model.InputChange = true;
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},
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changeUnderlyingPrice: function () { //执行数量改变
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if (main.toNumberExcludingNaN(this.Underlying.Price) == "0.00") {
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$("#UnderlyingPrice").focus();
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main.message("请输入正确的标的价格");
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return;
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}
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var thisObj = this;
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setTimeout(function () {
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thisObj.Model.InputChange = true;
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}, 10);
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},
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exerciseDateChange: function () { //到期日改变
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this.Model.ExerciseDate = $("#Trade_ExerciseDate").val();
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if (!this.Model.ExerciseDate) return;
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var systsemdate = $("#mainsystemvaluedate").html();
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var checkMaturityDate = this.Underlying.MaturityDate;
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if (this.Model.ExerciseDate > checkMaturityDate) {
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main.message("期权到期日不能大于标的到期日:{0}".template(this.Underlying.MaturityDate));
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this.Model.ExerciseDate = null;
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}
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if (this.Model.ExerciseDate < systsemdate) {
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main.message("期权到期日不能小于系统日期");
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this.Model.ExerciseDate = null;
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}
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this.Model.InputChange = true;
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},
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calcVolTTable: function () { //计算价格
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var thisObj = this;
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if (!thisObj.Model.ExerciseDate) {
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main.message("请输入期权到期日"); return;
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}
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if (!thisObj.Underlying.id) {
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main.message("请输入标的代码"); return;
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}
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//有改动
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if (thisObj.Underlying.Price <= 0) {
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main.message("请输入正数标的价格"); return;
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}
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//console.log(thisObj.Underlying.Price);
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thisObj.FormatVols();//同步Poxy字段和实际字段的值
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var reqObj = { Records: thisObj.Model.TQuoteRecords.quotaList, SpotPrice: thisObj.Underlying.Price, UnderlyingCode: thisObj.Underlying.UnderlyingCode, MaturityDate: thisObj.Model.ExerciseDate };
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main.post("/volatility/TQuoteWithCustomizedVol", reqObj).done(function (res) {
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thisObj.Model.TQuoteRecords = thisObj.setTQuoteRecordsProxy(res.obj);
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thisObj.Model.InputVolChange = false;
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});
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},
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FormatVols: function () {
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var thisObj = this;
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$.each(thisObj.Model.TQuoteRecords.quotaList, function (i, obj) {
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obj.CallBidVol = obj.CallBidVolProxy / 100;
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obj.CallAskVol = obj.CallAskVolProxy / 100;
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obj.PutBidVol = obj.PutBidVolProxy / 100;
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obj.PutAskVol = obj.PutAskVolProxy / 100;
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});
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},
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FixCenterNumber: function (strike) {
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var thisObj = this;
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if (strike == thisObj.Model.TQuoteRecords.LatestPrice) {
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return "<span style='background:green'>{0}</span>".template(strike);
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}
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return strike;
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},
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calcTTable: function () { //读取波动率 其实时间在服务端，永远为当前日期
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//检查输入
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var thisObj = this;
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thisObj.CanSaveLocalCache = false;
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if (!thisObj.Model.ExerciseDate) {
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main.message("请输入期权到期日"); return;
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}
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if (!thisObj.Underlying.id) {
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main.message("请输入标的代码"); return;
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}
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if (thisObj.Underlying.Price <= 0) {
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main.message("请输入正数标的价格"); return;
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}
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thisObj.Model.InputChange = false;
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var reqObj = { strikeCount: thisObj.Model.ZhiXingShuLiang, strikeInterval: thisObj.Model.ZhiXingJianGe, spotPrice: thisObj.Underlying.Price, underlyingCode: thisObj.Underlying.UnderlyingCode, maturityDate: thisObj.Model.ExerciseDate };
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main.post("/volatility/TQuote", reqObj).done(function (res) {
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if (res.obj.StatusCode != 0) {
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main.message(res.obj.Info);
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}
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else {
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//TQuote
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thisObj.Model.TQuoteRecords = thisObj.setTQuoteRecordsProxy(res.obj);
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thisObj.Model.Count = res.obj.quotaList == undefined ? 0 : res.obj.quotaList.length;
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thisObj.Model.OtherInfo = res.obj.OtherInfo;
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thisObj.getWorkDayDesc();
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thisObj.CanSaveLocalCache = true;
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}
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});
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},
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getWorkDayDesc: function () {
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var thisObj = this;
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var from = moment().format("YYYY-MM-DD");
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var to = main.toDate(thisObj.Model.ExerciseDate);
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var underlying = thisObj.Underlying;
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main.post("/calendar/DaysInPeriod", { from: from, to: to, varietyid: underlying.UnderlyingTypeId }).done(function (res) {
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var bidtunning = 0, asktunning = 0;
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bidtunning += res.obj; asktunning += res.obj;
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thisObj.Model.WorkDayHTML = "期权交易日天数: {0}".template(res.obj, bidtunning, asktunning);
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if (bidtunning != res.obj || asktunning != res.obj) {
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thisObj.Model.WorkDayHTML += "</br>买入期权交易调整后交易日天数:{1}</br>卖出期权交易调整后交易日天数:{2}</br>".template(res.obj, bidtunning, asktunning);
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}
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});
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},
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sortVolTypes: function () {
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var thisObj = this;
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//VolTypes 显示排序补丁
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var typeSort = ["报价Bid", "交易", "报价Ask"];
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thisObj.VolTypes.sort(function (a, b) {
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var aindex = typeSort.indexOf(a.VolModelName);
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var bindex = typeSort.indexOf(b.VolModelName);
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return aindex - bindex;
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});
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},
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getCTPdata: function (unid, vueObj) {
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var thisObj = this;
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main.post("/pricing/AjaxGetUnderlyingPrice", { underlyingCode: thisObj.Underlying.UnderlyingCode }).done(function (res) {
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if (typeof res.obj.price !== "undefined") {
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thisObj.Underlying.Price = main.toNumber(res.obj.price);
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thisObj.Model.InputChange = true;
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}
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else {
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thisObj.Underlying.Price = 0;
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}
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});
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},
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changeVolInput: function () {
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var thisObj = this;
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thisObj.FormatVols();//同步Poxy字段和实际字段的值
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var $obj = $(event.srcElement);
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var thisData = $obj.val() / 100;
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var type = $obj.attr("recordtype");
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var rindex = $obj.attr("recordindex");
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thisObj.Model.TQuoteRecords.quotaList[rindex][type] = thisData;
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thisObj.Model.InputVolChange = true;
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},
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getExpireDay: function (expire) {
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var mu = expire.substr(expire.length - 1, 1);
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var data = expire.substr(0, expire.length - 1);
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var drate = 1;
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switch (mu) {
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case "W": drate = 7; break;
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case "M": drate = 30; break;
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case "Y": drate = 365; break;
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}
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return data * drate;
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},
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checkExpire: function (ex) {
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return /^\d+(W|Y|M|D)$/.test(ex);
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},
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up: function (type) {
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var thisObj = this;
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thisObj.FormatVols();//同步Poxy字段和实际字段的值
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thisObj.Model.InputVolChange = true;
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$.each(thisObj.Model.TQuoteRecords.quotaList, function (i, d) {
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d[type] = d[type] + 0.001;
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});
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thisObj.setTQuoteRecordsProxy(thisObj.Model.TQuoteRecords);
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},
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down: function (type) {
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var thisObj = this;
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thisObj.FormatVols();//同步Poxy字段和实际字段的值
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thisObj.Model.InputVolChange = true;
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$.each(thisObj.Model.TQuoteRecords.quotaList, function (i, d) {
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d[type] = d[type] - 0.001;
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//d[type + 'Proxy'] = numeral(d[type] * 100).format("0.00");
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});
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thisObj.setTQuoteRecordsProxy(thisObj.Model.TQuoteRecords);
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},
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PercentNumber: function (data) {
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return numeral(data).format("0,0.00%");
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},
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clearChange: function () {
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// window.location.href = window.location.href;
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var thisObj = this;
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thisObj.changeunderlying();
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},
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closePage: function (cid) {
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parent.layer.closeAll();
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},
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showAlink: function (obj) {
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var thisObj = this;
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if (this.Model.SelectModel == "波动率") {
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$(obj).find("a").css("display", "inline");
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}
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},
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hideAlink: function (obj) {
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$(obj).find("a").css("display", "none");
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}
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}
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}); |