538 lines
19 KiB
JavaScript
538 lines
19 KiB
JavaScript
const datePickerOpt = {
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changeMonth: true,
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changeYear: true,
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showButtonPanel: true,
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showOtherMonths: true,
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selectOtherMonths: true,
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maxDate: pageObj.valueDate
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};
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//全局SkewMap
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const globalHandler = (new function () {
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this.init = function () {
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$('#uploadSkewMapCtrl').on('change', function () {
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$(this).next().text($(this).val());
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}).next().on('click', function () {
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$(this).prev().click();
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});
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};
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this.upload = function () {
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var formData = new FormData();
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formData.append("skewMapType", $("#skewMapType").val());
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//上传的文件file
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let files = document.getElementById('uploadSkewMapCtrl').files;
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if (!files.length) {
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return main.alert('请选择上传文件');
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}
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formData.append("file", files[0]);
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main.waitMe("show");
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$.ajax({
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url: '/skewMap/UploadSkewMap',
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type: 'POST',
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processData: false,
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contentType: false,
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data: formData,
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cache: false,
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success(resp) {
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if (resp.success) {
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parent.main.message("导入成功！");
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$('#uploadSkewMapCtrl').val('').next().text('请选择...');
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} else {
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main.message("导入失败：" + resp.msg);
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}
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},
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error() {
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main.message("导入失败");
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},
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complete() {
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main.waitMe("hide");
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}
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});
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};
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this.download = function () {
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$('#hide_skewMapType').val($("#skewMapType").val());
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$('#formGlobal').submit();
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};
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});
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//光证波动率
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const gzVolHandler = (new function () {
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var volInputCtrl;
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function getVol() {
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$("#varietyVol_gz").val("");
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let data = {
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varietyId: $('#varietyId_gz').val(),
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valueDate: $('#maintainDate_gz').val(),
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};
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if (!data.valueDate || !data.varietyId) return;
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main.post("/skewMap/GetVarietyVol", data).done(function (res) {
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if (res.obj) {
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volInputCtrl.setValue(res.obj.Vol);
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} else {
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main.message("光证波动率不存在");
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}
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});
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}
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this.init = function () {
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$("#maintainDate_gz").datepicker(datePickerOpt).val(pageObj.valueDate).change();
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let autoVariety = FastVue.autocomplete(document.getElementById('varietyId_gz'), {
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lookup: pageObj.varieties, nameField: 'Name', valueField: 'id', searchField: ['Name', 'Code', 'PinYin'],
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onSelect: getVol
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});
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volInputCtrl = FastVue.numberInput('varietyVol_gz', { append: '%' });
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$('#maintainDate_gz').on('change', function () {
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let enable = pageObj.valueDate === $("#maintainDate_gz").val();
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$('#btnSaveGzVol').prop('disabled', !enable);
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getVol();
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});
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}
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this.saveVol = function () {
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let data = {
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varietyId: $('#varietyId_gz').val(),
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valueDate: $('#maintainDate_gz').val(),
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vol: volInputCtrl.getValue()
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};
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if (!data.varietyId) {
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return main.alert('标的品种 必须填写');
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}
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if (!data.valueDate) {
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return main.alert('维护日期 必须填写');
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}
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if (!data.vol) {
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return main.alert(' 光证波动率 必须填写');
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}
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main.post("/skewMap/SetVarietyVol", data).done(function () {
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main.message("保存成功");
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});
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};
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});
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//标的BaseVol
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const baseVolVue = new Vue({
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el: "#baseVolWrap",
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data: {
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Vollist: {},
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expireList: [],
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BidVar: 1,
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AskVar: 1,
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Model: {
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canSaveVol: true, VolSurfaceMode: "MoneynessVol", InterpolationMethod: "", VolTable: [], VolType: "交易",
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DefaultVol: "0.3", CacheVollist: {}, StrikeDesc: "行权价", CheckAddExpire: true, CheckVols: true
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},
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},
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methods: {
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setVolTableProxy: function (volTable) {
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var thisObj = this;
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var list = volTable;
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const proxyProps = ["Strike"];
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if (list && list.length) {
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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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propDefines[pname + 'Proxy'] = {
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get: function () {
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return numeral(obj[pname] * 100).format("0.00");
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},
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set: function (newValue) {
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obj[pname] = newValue / 100; thisObj.Model.InputVolChange = true;
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}
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};
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});
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Object.defineProperties(obj, propDefines);
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});
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}
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else {
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var propDefines = {};
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proxyProps.map(function (pname) {
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propDefines[pname + 'Proxy'] = {
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get: function () { return numeral(volTable[pname] * 100).format("0.00"); },
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set: function (newValue) { volTable[pname] = newValue / 100; thisObj.Model.InputVolChange = true; }
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};
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});
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Object.defineProperties(volTable, propDefines);
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}
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return volTable;
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},
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watchVol: function (VolProxy) {
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var valueArray = String(VolProxy).split(".");
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if (valueArray.length > 1 && valueArray[1].length > 2) {
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if (pageObj.volMoreAccurate) {
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VolProxy = Math.floor(VolProxy * 10000) / 10000;
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}
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else {
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VolProxy = Math.floor(VolProxy * 100) / 100;
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}
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}
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return VolProxy;
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},
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checkvols: function (event) {
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//检查vol的数字必需为正数.
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//2. 同一个vol grid, 检查所有数字，发现max > 10 * min，就报错，提示交易员有问题。纠正后再保存。
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//如果用户选择忽略，则允许保存。
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if (event) {
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let vol = this.watchVol($(event.target).val());
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let strike = $(event.target).attr("Strike");
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let expire = $(event.target).attr("Expire");
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$.each(baseVolVue.expireList, function (i, obj) {
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if (obj.Expire === expire) {
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$.each(obj.Vols, function (j, item) {
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if (item.Strike === strike) {
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item.VolProxy = vol;
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item.Vol = vol / 100;
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}
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return false;
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});
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return false;
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}
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});
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if (vol <= 0) {
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$(event.target).focus();
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main.message("波动率请输入正数");
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this.Model.CheckVols = false;
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return;
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}
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}
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var maxVol = { Vol: 0 };
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var minVol = { Vol: 99999 };
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$.grep(baseVolVue.expireList, function (obj, index) {
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$.grep(obj.Vols, function (data, i) {
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if (data.Vol && obj.Expire !== "BidVar" && obj.Expire !== "AskVar") {
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if (data.Vol > maxVol.Vol) {
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maxVol = data;
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}
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if (data.Vol < minVol.Vol) {
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minVol = data;
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}
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}
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});
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});
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if (maxVol.Vol > 10 * minVol.Vol) {
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main.message("警告，最大Vol超过10倍最小Vol");
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}
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this.Model.CheckVols = true;
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},
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checkVar: function (ex) {
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if (!(/^\d+$/.test(ex.currentTarget.value))) {
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main.message("正确的Var值应为正整数");
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ex.currentTarget.focus();
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}
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},
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checkAddExpire: function (obj) {
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var thisObj = this;
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$("#newAddExpire").val($("#newAddExpire").val().toUpperCase());
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var newExpire = $("#newAddExpire").val();
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if (!newExpire || !thisObj.checkExpire(newExpire)) {
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main.message("请输入正确的期限");
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thisObj.Model.CheckAddExpire = false;
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$("#newAddExpire").focus();
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return;
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}
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var eList = [];
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$.each(this.expireList, function (i, obj) {
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if (!obj.IsNewExpire) {
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eList.push(obj);
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}
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});
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if (eList.some(x => x.Expire === newExpire)) {
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main.message("请输入不同的期限");
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thisObj.Model.CheckAddExpire = false;
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$("#newAddExpire").focus();
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} else {
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thisObj.Model.CheckAddExpire = true;
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}
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this.checkvols();
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},
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deleteExpire: function (expire) {
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var thisObj = this;
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var flag = false;
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var grepExpire = [];
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if (!expire.IsNewExpire) { //删除行为新增到期日时
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$.grep(thisObj.Vollist.VolTable, function (value) {
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if (value.Expire != expire.Expire) {
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grepExpire.push(value);
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}
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});
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} else {
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$.grep(thisObj.Vollist.VolTable, function (value) {
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if (value.Expire != "") {
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grepExpire.push(value);
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}
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});
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}
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if (!grepExpire.length) {
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flag = true;
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}
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if (!flag) {
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if (expire.IsNewExpire) { thisObj.Model.CheckAddExpire = true; }
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thisObj.Vollist.VolTable = grepExpire;
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thisObj.Vollist.Data = JSON.stringify(thisObj.Vollist.VolTable);
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}
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if (flag) {
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main.message("不能删光到期日");
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return;
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}
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thisObj.loadVollist();
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if (expire.IsNewExpire) {
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thisObj.Model.CheckAddExpire = true;
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}
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},
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loadVollist: function () { //为展示分析波动率数据
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var thisObj = this;
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//移除空
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thisObj.expireList = [];
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if (thisObj.Vollist.VolTable && thisObj.Vollist.VolTable.length) {
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thisObj.Vollist.VolTable.sort(function sortStrike(a, b) { return a.Strike - b.Strike });
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$.each(thisObj.Vollist.VolTable, function (i, d) {
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//补丁，有时候会出现Strike为1.0和1.00不是同一个strike情况
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d.Strike = main.toNumber(d.Strike, 4);
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if (typeof (d) !== "function") {
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if (d.IsNewExpire || (d.Expire !== "" && d.Vol !== 0)) {
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if (d.Expire === "AskVar") { thisObj.AskVar = d.Vol; }
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else if (d.Expire === "BidVar") { thisObj.BidVar = d.Vol; }
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else if (!thisObj.expireList.some(x => x.Expire === d.Expire)) {
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thisObj.expireList.push({ ValidState: d.ExpireValidState, Expire: d.Expire, IsNewExpire: d.IsNewExpire, Vols: [{ Vol: d.Vol, Strike: d.Strike }] });
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}
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else {
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$.each(thisObj.expireList, function (j, obj) {
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if (obj.Expire === d.Expire) {
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obj.Vols.push({ Vol: d.Vol, Strike: d.Strike });
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}
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});
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}
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}
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}
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});
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};
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var orderExpire = ["D", "W", "M", "Y"];
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$.each(thisObj.expireList, function (i, obj) {
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thisObj.setVolTableProxy(obj.Vols);
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$.each(obj.Vols, function (j, item) {
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item.VolProxy = numeral(item.Vol * 100).format("0.00")
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});
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})
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thisObj.expireList.sort(function sortExpire(a, b) {
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//比较到期日字母，比较数字
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var adata = thisObj.getExpireDay(a.Expire);
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var bdata = thisObj.getExpireDay(b.Expire);
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return adata - bdata;
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});
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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)$/.test(ex);
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}
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}
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});
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//标的BaseVol
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const baseVolHandler = (new function () {
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var _autoUnderlying;
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function initVoTable() {
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baseVolVue.BidVar = 1;
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baseVolVue.AskVar = 1;
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baseVolVue.expireList = [];
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baseVolVue.Vollist = {
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canSaveVol: true, VolTable: [{ Strike: 1, Expire: "", Vol: "" }],
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DefaultVol: "0.3", CacheVollist: {}, StrikeDesc: "行权价", CheckAddExpire: true, CheckVols: true
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};
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baseVolVue.loadVollist();
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}
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function getBaseVolInfo() {
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initVoTable();
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let data = {
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valueDate: _.trim($("#maintainDate").val()),
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underlyingCode: _.trim($('#selUnderlying').val())
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};
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if (!data.valueDate || !data.underlyingCode) {
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return;
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}
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main.post("/skewMap/GetBaseVol", data).done(function (res) {
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let baseVol = res.obj;
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if (baseVol) {
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baseVolVue.Vollist = baseVol;
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baseVolVue.loadVollist();
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} else {
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main.message("BaseVol不存在");
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}
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});
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}
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this.init = function () {
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$("#maintainDate").datepicker(datePickerOpt).val(pageObj.valueDate).change();
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$('#uploadBaseVolCtrl').on('change', function () {
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$(this).next().text($(this).val());
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}).next().on('click', function () {
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$(this).prev().click();
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});
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let unflag = tradeHelper.UnderlyingSelectFlag;
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let options = {
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SelectFlag: unflag.UsePinYinFilter | unflag.IncludeMatured,
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onSelect: getBaseVolInfo
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};
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_autoUnderlying = tradeHelper.UnderlyingAutoComplete('selUnderlying', options);
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_autoUnderlying.selectFirst();
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$('#maintainDate').on('change', function () {
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let enable = pageObj.valueDate === $("#maintainDate").val();
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$('#btnSaveBaseVol').prop('disabled', !enable);
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getBaseVolInfo();
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});
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};
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this.upload = function () {
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let files = document.getElementById('uploadBaseVolCtrl').files;
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if (!files.length) {
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return main.alert('请选择上传文件');
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}
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var formData = new FormData();
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formData.append("file", files[0]);
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main.waitMe("show");
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$.ajax({
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url: '/skewMap/UploadBaseVol',
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type: 'POST',
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processData: false,
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contentType: false,
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data: formData,
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cache: false,
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success: function (resp) {
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if (resp.success) {
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main.message("导入成功！");
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$('#uploadBaseVolCtrl').val('').next().text('请选择...');
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} else {
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main.message("导入失败：" + resp.msg);
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}
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},
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error(data) {
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main.message("导入失败");
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},
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complete() {
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main.waitMe("hide");
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}
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});
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};
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this.download = function (isAll) {
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let data = {
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valueDate: _.trim($("#maintainDate").val()),
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underlyingCode: isAll ? "" : _.trim($('#selUnderlying').val())
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};
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if (!data.valueDate) {
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return main.alert('维护日期 必须填写');
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}
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if (!isAll && !data.underlyingCode) {
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return main.alert('标的代码 必须填写');
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}
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$('#hide_base_valueDate').val(data.valueDate);
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$('#hide_base_underlyingCode').val(data.underlyingCode);
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$('#formBaseVol').submit();
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};
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this.addExpire = function () {
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if (baseVolVue.Vollist.VolTable.some(x => x.IsNewExpire)) {
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return main.message("已经有新增到期日");
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}
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var newVol = [];
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if (baseVolVue.expireList.length > 0) {
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$.each(baseVolVue.expireList[0].Vols, function (i, d) {
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newVol.push({ Strike: d.Strike, Vol: d.Vol });
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})
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} else {
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newVol.push({ Strike: 1, Vol: 0.3 });
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}
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$.each(newVol, function (i, d) {
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baseVolVue.Vollist.VolTable.push({
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Expire: "", IsNewExpire: true, Strike: d.Strike, Vol: d.Vol
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});
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})
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baseVolVue.loadVollist();
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};
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this.clearChange = getBaseVolInfo;
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this.saveBaseVol = function () {
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let data = {
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QuotationDate: _.trim($("#maintainDate").val()),
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ContractCode: _.trim($('#selUnderlying').val())
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};
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if (!data.QuotationDate) {
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return main.alert('维护日期 必须填写');
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}
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if (!data.ContractCode) {
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return main.alert('标的代码 必须填写');
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}
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if (!baseVolVue.Model.CheckAddExpire) {
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return main.message("请检查新增到期日是否正确");
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}
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if (!baseVolVue.Model.CheckVols) {
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return main.message("请检查波动率是否正确");
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|
}
|
|
if (!(/^\d+$/.test(baseVolVue.BidVar))) {
|
|
return main.message("请检查BidVar是否正确");
|
|
}
|
|
if (!(/^\d+$/.test(baseVolVue.AskVar))) {
|
|
return main.message("请检查AskVar是否正确");
|
|
}
|
|
|
|
let VolTable = [];
|
|
$.each(baseVolVue.expireList, function (i, obj) {
|
|
$.each(obj.Vols, function (j, d) {
|
|
VolTable.push({ Strike: d.Strike, Expire: obj.Expire.toUpperCase(), Vol: main.toNumber(d.Vol, 4) });
|
|
});
|
|
});
|
|
|
|
VolTable.push({ Strike: 1, Expire: "BidVar", Vol: baseVolVue.BidVar });
|
|
VolTable.push({ Strike: 1, Expire: "AskVar", Vol: baseVolVue.AskVar });
|
|
|
|
data.Data = JSON.stringify(VolTable);
|
|
|
|
main.post('/skewMap/SetBaseVol', data).done(function (res) {
|
|
main.alert("保存成功");
|
|
baseVolVue.Vollist = res.obj;
|
|
baseVolVue.loadVollist();
|
|
});
|
|
};
|
|
});
|
|
|
|
$(function () {
|
|
|
|
globalHandler.init();
|
|
|
|
gzVolHandler.init();
|
|
|
|
baseVolHandler.init();
|
|
}); |