254 lines
12 KiB
C#
254 lines
12 KiB
C#
namespace YLErp.Modules.ExcelAddinModule
|
|
{
|
|
/// <summary>
|
|
/// 主要是给Excel用
|
|
/// <para>接口响应Trade结构</para>
|
|
/// </summary>
|
|
public class Trade_Simplify
|
|
{
|
|
private trade trade;
|
|
/// <summary>
|
|
/// 交易编号
|
|
/// </summary>
|
|
public string TradeNumber { get { return trade.TradeNumber; } set { trade.TradeNumber = value; } }
|
|
/// <summary>
|
|
/// 客户名称
|
|
/// </summary>
|
|
public string ClientName { get { return trade.ClientName; } set { trade.ClientName = value; } }
|
|
/// <summary>
|
|
/// 标的代码
|
|
/// </summary>
|
|
public string UnderlyingCode { get { return trade.UnderlyingCode; } set { trade.UnderlyingCode = value; } }
|
|
/// <summary>
|
|
/// 标的品种
|
|
/// </summary>
|
|
public string UnderlyingAssetClass { get { return trade.UnderlyingAssetClass; } set { trade.UnderlyingAssetClass = value; } }
|
|
/// <summary>
|
|
/// 交易日期
|
|
/// </summary>
|
|
public DateTime? TradeDate { get { return trade.TradeDate; } set { trade.TradeDate = value; } }
|
|
/// <summary>
|
|
/// 买/卖
|
|
/// </summary>
|
|
public string BuySell { get { return trade.BuySell; } set { trade.BuySell = value; } }
|
|
/// <summary>
|
|
/// 开始日
|
|
/// </summary>
|
|
public DateTime? StartDate { get { return trade.StartDate; } set { trade.StartDate = value; } }
|
|
/// <summary>
|
|
/// 期权到期日
|
|
/// </summary>
|
|
public DateTime? ExerciseDate { get { return trade.ExerciseDate; } set { trade.ExerciseDate = value; } }
|
|
/// <summary>
|
|
/// 标的到期日
|
|
/// </summary>
|
|
public DateTime? MaturityDate { get { return trade.MaturityDate; } set { trade.MaturityDate = value; } }
|
|
/// <summary>
|
|
/// 单份期权价格
|
|
/// </summary>
|
|
public double? TradeSinglePrice { get { return trade.TradeSinglePrice; } set { trade.TradeSinglePrice = value; } }
|
|
/// <summary>
|
|
/// 交易价格
|
|
/// </summary>
|
|
public double? TradePrice { get { return trade.TradePrice; } set { trade.TradePrice = value; } }
|
|
/// <summary>
|
|
/// 交易状态
|
|
/// </summary>
|
|
public string TradeStatus { get { return trade.TradeStatus; } set { trade.TradeStatus = value; } }
|
|
/// <summary>
|
|
/// 平仓/执行日期
|
|
/// </summary>
|
|
public DateTime? UnWindDate { get { return trade.UnWindDate; } set { trade.UnWindDate = value; } }
|
|
/// <summary>
|
|
/// 操作者Id
|
|
/// </summary>
|
|
public int? OptId { get { return trade.OptId; } set { trade.OptId = value ?? 0; } }
|
|
/// <summary>
|
|
/// 操作者名称
|
|
/// </summary>
|
|
public string OptName { get { return trade.OptName; } set { trade.OptName = value; } }
|
|
/// <summary>
|
|
/// 操作时间
|
|
/// </summary>
|
|
public DateTime? OptDate { get { return trade.OptDate; } set { trade.OptDate = value; } }
|
|
/// <summary>
|
|
/// 有效状态
|
|
/// </summary>
|
|
public string ValidState { get { return trade.ValidState; } set { trade.ValidState = value; } }
|
|
/// <summary>
|
|
/// 现货价格
|
|
/// </summary>
|
|
public double? SpotPrice { get { return trade.SpotPrice; } set { trade.SpotPrice = value; } }
|
|
/// <summary>
|
|
/// 行权
|
|
/// </summary>
|
|
public string ExerciseMode { get { return trade.ExerciseMode; } set { trade.ExerciseMode = value; } }
|
|
/// <summary>
|
|
/// 涨/跌
|
|
/// </summary>
|
|
public string OptionType { get { return trade.OptionType; } set { trade.OptionType = value; } }
|
|
/// <summary>
|
|
/// 存续份额
|
|
/// </summary>
|
|
public double CurNotional { get { return trade.CurNotional; } set { trade.CurNotional = value; } }
|
|
/// <summary>
|
|
/// 成交份额
|
|
/// </summary>
|
|
public double OriginalNotional { get { return trade.OriginalNotional ?? 0; } set { trade.OriginalNotional = value; } }
|
|
/// <summary>
|
|
/// 前一日收盘份额
|
|
/// </summary>
|
|
public double LastDayNotional { get { return trade.LastDayNotional; } set { trade.LastDayNotional = value; } }
|
|
/// <summary>
|
|
/// 资产账簿名称
|
|
/// </summary>
|
|
public string AssetBookName { get { return trade.AssetBookName; } set { trade.AssetBookName = value; } }
|
|
/// <summary>
|
|
/// 行权价
|
|
/// </summary>
|
|
public double? Strike { get { return trade.Strike; } set { trade.Strike = value; } }
|
|
/// <summary>
|
|
/// 交易员名称
|
|
/// </summary>
|
|
public string TraderName { get { return trade.TraderName; } set { trade.TraderName = value; } }
|
|
/// <summary>
|
|
/// 交易类型
|
|
/// </summary>
|
|
public string TradeType { get { return trade.TradeType; } set { trade.TradeType = value; } }
|
|
/// <summary>
|
|
/// 标的资产类型
|
|
/// </summary>
|
|
public string UnderlyingInstrumentType { get { return trade.UnderlyingInstrumentType; } set { trade.UnderlyingInstrumentType = value; } }
|
|
/// <summary>
|
|
/// 名义本金
|
|
/// </summary>
|
|
public double? StockEqvNotionalReal { get { return trade.StockEqvNotionalReal; } set { trade.StockEqvNotionalReal = value ?? 0; } }
|
|
/// <summary>
|
|
/// 交易单位
|
|
/// </summary>
|
|
public string TradeUnit { get { return trade.TradeUnit; } set { trade.TradeUnit = value; } }
|
|
/// <summary>
|
|
/// 交易数量
|
|
/// </summary>
|
|
public double? TradeAmount { get { return trade.TradeAmount; } set { trade.TradeAmount = value ?? 0; } }
|
|
/// <summary>
|
|
/// 成交数量
|
|
/// </summary>
|
|
public double? TradeOriginalAmount { get { return trade.TradeOriginalAmount; } set { trade.TradeOriginalAmount = value ?? 0; } }
|
|
/// <summary>
|
|
/// 交易手数
|
|
/// </summary>
|
|
public double? Lots { get { return trade.Lots; } set { trade.Lots = value ?? 0; } }
|
|
/// <summary>
|
|
/// 平仓Vol
|
|
/// </summary>
|
|
public double? TradeCloseVolatility { get { return trade.TradeCloseVolatility; } set { trade.TradeCloseVolatility = value; } }
|
|
/// <summary>
|
|
/// 开仓Vol
|
|
/// </summary>
|
|
public double? TradeOpenVolatility { get { return trade.TradeOpenVolatility; } set { trade.TradeOpenVolatility = value; } }
|
|
/// <summary>
|
|
/// 平滑天数
|
|
/// </summary>
|
|
public int? NumOfSmoothingDays { get { return trade.NumOfSmoothingDays; } set { trade.NumOfSmoothingDays = value; } }
|
|
/// <summary>
|
|
/// 持仓波动率
|
|
/// </summary>
|
|
public double? Vol { get { return trade.Vol; } set { trade.Vol = value; } }
|
|
/// <summary>
|
|
/// 交易所代码
|
|
/// </summary>
|
|
public string ExchangeOptionCode { get { return trade.ExchangeOptionCode; } set { trade.ExchangeOptionCode = value; } }
|
|
/// <summary>
|
|
/// 亚式期权
|
|
/// </summary>
|
|
public trade_asian_option trade_asian_option { get { return TradeType == "亚式期权" ? trade.trade_asian_option : null; } set { trade.trade_asian_option = value; } }
|
|
/// <summary>
|
|
/// 彩虹期权
|
|
/// </summary>
|
|
public trade_rainbow_option trade_rainbow_option { get { return TradeType == "彩虹期权" ? trade.trade_rainbow_option : null; } set { trade.trade_rainbow_option = value; } }
|
|
/// <summary>
|
|
/// 障碍期权
|
|
/// </summary>
|
|
public trade_barrier_option trade_barrier_option { get { return TradeType == "障碍期权" ? trade.trade_barrier_option : null; } set { trade.trade_barrier_option = value; } }
|
|
/// <summary>
|
|
/// 二元期权
|
|
/// </summary>
|
|
public trade_binary_option trade_binary_option { get { return TradeType == "二元期权" ? trade.trade_binary_option : null; } set { trade.trade_binary_option = value; } }
|
|
///// <summary>
|
|
///// 香草期权(Excel可能会用到所以改成一个对象)
|
|
///// </summary>
|
|
//public object trade_vanilla_option { get { return TradeType == "香草期权" ? new object() : null; } }
|
|
|
|
///// <summary>
|
|
///// 合成价差期权(Excel可能会用到所以改成一个对象)
|
|
///// </summary>
|
|
//public object trade_synthetic_spread_option { get { return TradeType == "合成价差期权" ? new object() : null; } }
|
|
|
|
public trade_double_sharkfin_option trade_double_sharkfin_option { get { return TradeType == "双鲨期权" ? trade.trade_double_sharkfin_option : null; } set { trade.trade_double_sharkfin_option = value; } }
|
|
public trade_autocall trade_autocall { get { return TradeType == "凤凰期权" ? trade.trade_autocall : null; } set { trade.trade_autocall = value; } }
|
|
public trade_snowball trade_snowball { get { return TradeType == "雪球期权" ? trade.trade_snowball : null; } set { trade.trade_snowball = value; } }
|
|
public trade_rangeaccrual trade_rangeaccrual { get { return TradeType == "区间累积期权" ? trade.trade_rangeaccrual : null; } set { trade.trade_rangeaccrual = value; } }
|
|
public trade_airbag trade_airbag { get { return TradeType == "气囊结构" ? trade.trade_airbag : null; } set { trade.trade_airbag = value; } }
|
|
public trade_underlying_enhance trade_underlying_enhance { get { return TradeType == "收益增强结构" ? trade.trade_underlying_enhance : null; } set { trade.trade_underlying_enhance = value; } }
|
|
public trade_accumulator_option trade_accumulator_option { get { return TradeType == "累计期权" ? trade.trade_accumulator_option : null; } set { trade.trade_accumulator_option = value; } }
|
|
|
|
public trade_forward trade_Forward { get { return TradeType == "远期" ? trade.trade_forward : null; } set { trade.trade_forward = value; } }
|
|
/// <summary>
|
|
/// 资金情况
|
|
/// </summary>
|
|
public trade_cash trade_cash { get { return trade.trade_cash; } set { trade.trade_cash = value; } }
|
|
/// <summary>
|
|
/// 对冲波动率
|
|
/// </summary>
|
|
public double? TradeSavedVol { get { return trade.TradeSavedVol; } set { trade.TradeSavedVol = value; } }
|
|
/// <summary>
|
|
/// 昨收对冲波动率
|
|
/// </summary>
|
|
public double? YesterDayTradeSavedVol { get { return trade.YesterDayTradeSavedVol; } set { trade.YesterDayTradeSavedVol = value; } }
|
|
/// <summary>
|
|
/// 行权价类型
|
|
/// </summary>
|
|
public string IsMoneynessOption { get { return trade.IsMoneynessOption; } set { trade.IsMoneynessOption = value; } }
|
|
/// <summary>
|
|
/// 参与率
|
|
/// </summary>
|
|
public double ParticipationRate { get { return trade.ParticipationRate ?? 1; } set { trade.ParticipationRate = value; } }
|
|
/// <summary>
|
|
/// 保底收益率
|
|
/// </summary>
|
|
public double? PrincipalRate { get { return trade.PrincipalRate; } set { trade.PrincipalRate = value; } }
|
|
/// <summary>
|
|
/// 无风险利率
|
|
/// </summary>
|
|
public double? NoRiskRate { get { return trade.NoRiskRate; } set { trade.NoRiskRate = value; } }
|
|
/// <summary>
|
|
/// 分红率
|
|
/// </summary>
|
|
public double? DividendRate { get { return trade.DividendRate; } set { trade.DividendRate = value; } }
|
|
/// <summary>
|
|
/// 是否年化
|
|
/// </summary>
|
|
public bool IsAnnualized { get { return trade.IsAnnualized; } set { trade.IsAnnualized = value; } }
|
|
/// <summary>
|
|
/// 年化系数
|
|
/// </summary>
|
|
public double AnnualizeFactor { get { return trade.AnnualizeFactor ?? 1; } set { trade.AnnualizeFactor = value; } }
|
|
/// <summary>
|
|
/// 备注
|
|
/// </summary>
|
|
public string Comments { get { return trade.Comments; } set { trade.Comments = value; } }
|
|
|
|
public Dictionary<string, string> MetaDic { get { return trade.MetaDic; } set { trade.MetaDic = value; } }
|
|
|
|
public Trade_Simplify() : this(new trade()) { }
|
|
|
|
public Trade_Simplify(trade trade) { this.trade = trade; }
|
|
|
|
public static implicit operator Trade_Simplify(trade trade)
|
|
{
|
|
return new Trade_Simplify(trade);
|
|
}
|
|
}
|
|
}
|