MTP2.0_CSharp/Muchinfo.MTPClient/Fx4.0/Main/04.Infrastructure/Muchinfo.TASClient.Infrastructure/Helpers/FloatPLExpressions.cs

using System.Collections.Generic;
using System.Collections.ObjectModel;
using Muchinfo.MTPClient.Data.Model;
using Muchinfo.MTPClient.Infrastructure.Cache;
using Muchinfo.MTPClient.Data.Enums;
using Muchinfo.MTPClient.Data.Model.Account;
using Muchinfo.MTPClient.Infrastructure.Utilities;
using System;
using System.Linq;

namespace Muchinfo.MTPClient.Infrastructure.Helpers
{
    /// <summary>
    /// Class FloatPLExpressions.
    /// </summary>
    public class FloatPLExpressions
    {
        /// <summary>
        /// 保留盈亏的小数位数
        /// </summary>
        public const int c_figures = 2;

        /// <summary>
        /// 计算持仓单的浮动盈亏(没取到交易所时计算使用持仓均价计算)
        /// </summary>
        /// <param name="openOrder">持仓单</param>
        /// <returns>计算的盈亏</returns>
        public static decimal OrderDetailFloatPL(HoldingOrder openOrder, QuoteGoods goods)
        {
            decimal result = 0m;

            //var exchange =
            //    CacheManager.CacheExchanges.FirstOrDefault(
            //        (exchangeItem) => exchangeItem.ExchangeId == UserManager.CurrentTradeAccount.ExchangeId);

            var orderFlag = (openOrder.Direction == Direction.Ask) ? -1 : 1;
            if (goods == null || openOrder.ClosePrice <= 0)
            {
                return result;
            }
            var makeGoodsGroup = CacheManager.CacheMarketsGroups.FirstOrDefault((goodsGroup) => goodsGroup.MarketID == goods.GoodsParameters.SortId);
            if (makeGoodsGroup != null)
            {
                #region MTP2.0 注销
                //var reckonMode = makeGoodsGroup.ReckonMode;
                //switch (reckonMode)
                //{
                //    case ReckonModeType.HadDebat:
                //        result = (openOrder.ClosePrice * openOrder.Lot * orderFlag
                //                 * goods.GoodsParameters.AgreeUnit *
                //                 (goods.GoodsParameters.ReckonRate == 0
                //                     ? 1
                //                     : goods.GoodsParameters.ReckonRate)) - (
                //                 openOrder.OpenPrice * openOrder.Lot * orderFlag
                //                 * goods.GoodsParameters.AgreeUnit *
                //                 (goods.GoodsParameters.ReckonRate == 0
                //                     ? 1
                //                     : goods.GoodsParameters.ReckonRate));
                //        break;
                //    case ReckonModeType.NoDebat:
                //        result = (openOrder.ClosePrice * openOrder.Lot * orderFlag
                //                 * goods.GoodsParameters.AgreeUnit *
                //                 (goods.GoodsParameters.ReckonRate == 0
                //                     ? 1
                //                     : goods.GoodsParameters.ReckonRate))
                //                 - (openOrder.HoldingPrice * openOrder.Lot * orderFlag
                //                 * goods.GoodsParameters.AgreeUnit *
                //                 (goods.GoodsParameters.ReckonRate == 0
                //                     ? 1
                //                     : goods.GoodsParameters.ReckonRate));
                //        break;
                //    default:
                //        break;
                //} 
                #endregion
            }
            else
            {
                result = (openOrder.ClosePrice - openOrder.HoldingPrice) * openOrder.Lot * orderFlag
                         * goods.GoodsParameters.AgreeUnit *
                         (goods.GoodsParameters.ReckonRate == 0
                             ? 1
                             : goods.GoodsParameters.ReckonRate);
            }
            return Math.Round(result, c_figures, MidpointRounding.AwayFromZero);
        }

        /// <summary>
        /// 计算持仓单的盈亏汇总
        /// </summary>
        /// <param name="openOrder">持仓单</param>
        /// <returns></returns>
        public static decimal CalcOrderDetailSumPL(HoldingOrder openOrder)
        {
            decimal result = 0m;
            if (UserManager.CurrentTradeAccount == null || openOrder.QuoteGoods == null ||
                openOrder.QuoteGoods.GoodsParameters == null || openOrder.ClosePrice <= 0)
            {
                return result;
            }
            var orderFlag = (openOrder.Direction == Direction.Ask) ? -1 : 1;
            result = (openOrder.ClosePrice * openOrder.Lot * orderFlag
                      * openOrder.QuoteGoods.GoodsParameters.AgreeUnit *
                      (openOrder.QuoteGoods.GoodsParameters.ReckonRate == 0
                          ? 1
                          : openOrder.QuoteGoods.GoodsParameters.ReckonRate)) - (
                              openOrder.OpenPrice * openOrder.Lot * orderFlag
                              * openOrder.QuoteGoods.GoodsParameters.AgreeUnit *
                              (openOrder.QuoteGoods.GoodsParameters.ReckonRate == 0
                                  ? 1
                                  : openOrder.QuoteGoods.GoodsParameters.ReckonRate));

            return Math.Round(result, c_figures, MidpointRounding.AwayFromZero);
        }


        /// <summary>
        /// 计算全额商品持仓市值
        /// </summary>
        /// <param name="openOrder">持仓单</param>
        /// <returns>持仓市值</returns>
        public static decimal CalcHoldAmount(HoldingOrder openOrder, QuoteGoods goods)
        {
            decimal result = 0m;
            if (goods == null || goods.GoodsParameters == null)
            {
                return result;
            }
            else if (goods.GoodsParameters.MoneyMode ==
                     eMoneyMode.MONEYMODE_MARGIN)
            {
                return result;
            }
            else if (openOrder.ClosePrice <= 0)   ////取不到昨收时，最新价时使用持仓金额
            {
                return openOrder.HoldAmount;
            }
            result = (openOrder.ClosePrice * openOrder.Lot
                      * goods.GoodsParameters.AgreeUnit *
                      (goods.GoodsParameters.ReckonRate == 0
                          ? 1
                          : goods.GoodsParameters.ReckonRate));
            return Math.Round(result, c_figures, MidpointRounding.AwayFromZero);
        }

        /// <summary>
        /// 计算平仓单的盈亏汇总
        /// </summary>
        /// <param name="openOrder">持仓单</param>
        /// <returns></returns>
        public static decimal CalcCloseOrderSumPL(CloseOrder closeOrder)
        {
            decimal result = 0m;

            var orderFlag = (closeOrder.Direction == Direction.Ask) ? 1 : -1;
            result = (closeOrder.ClosePrice * closeOrder.Lot * orderFlag
                      * closeOrder.AgreeUnit) - (closeOrder.OpenPrice * closeOrder.Lot * orderFlag
                              * closeOrder.AgreeUnit);

            return Math.Round(result, c_figures, MidpointRounding.AwayFromZero);
        }


        /// <summary>
        /// 可取资金
        /// </summary>
        /// <param name="ratios">阀值计算</param>
        /// <returns>可取资金数量</returns>
        public static decimal SetUseAmount(List<OutMoneyThresholdRatio> ratios)
        {

            decimal sum = 0;
            if (UserManager.CurrentTradeAccount != null &&
                UserManager.CurrentTradeAccount.FundsAccounts != null &&
                UserManager.CurrentTradeAccount.FundsAccounts.Any())
            {

                var ratiosThreshold = 0m;
                var currentNet = UserManager.CurrentTradeAccount.FundsAccounts[0].CurrentNetWorth;
                if (ratios != null && ratios.Any() && currentNet > 0)
                {
                    for (int i = 0; i < ratios.Count; i++)    //阈值比例计算的阈值=净值*阈值比例
                    {
                        if (i == ratios.Count - 1)
                        {
                            ratiosThreshold = ratios[i].ThresholdRatio * currentNet;
                            break;
                        }
                        else if (ratios[i].NetWorth <= currentNet && ratios[i + 1].NetWorth > currentNet)
                        {
                            ratiosThreshold = ratios[i].ThresholdRatio * currentNet;
                            break;
                        }
                    }
                }
                var threshold = Math.Max(UserManager.CurrentTradeAccount.FundsAccounts[0].OutThreshold,
                            UserManager.CurrentTradeAccount.FundsAccounts[0].MincurrentBalance);     ////最低保证金,仓单冲抵最低保证金
                threshold = Math.Max(threshold, ratiosThreshold);   //5.	出金阈值=max（最低保证金+仓单冲抵最低保证金，阈值比例计算的阈值）
                threshold = Math.Max(threshold, UserManager.CurrentTradeAccount.FundsAccounts[0].ManualFreeze);    //人工冻结
                sum = UserManager.CurrentTradeAccount.FundsAccounts[0].Balance;    ///可用
                sum += UserManager.CurrentTradeAccount.FundsAccounts[0].OutAmount;
                sum -= UserManager.CurrentTradeAccount.FundsAccounts[0].OutAmountFreeze;

                var avail = UserManager.CurrentTradeAccount.FundsAccounts[0].ManualFreeze + UserManager.CurrentTradeAccount.FundsAccounts[0].AvailMargin;  ///(冻结汇总减了一次ManualFreeze)

                if (UserManager.CurrentTradeAccount.FundsAccounts[0].IsAllowInMoney == 1) ////当天入金可出
                {
                    sum = Math.Min(sum + UserManager.CurrentTradeAccount.FundsAccounts[0].InAmount, avail);
                }
                else
                {
                    sum = Math.Min(sum, avail);
                }
                sum -= threshold;    ///可出-出金阈值
            }
            sum = sum < 0 ? 0 : sum;
            return Math.Round(sum, 2, MidpointRounding.AwayFromZero);

        }

        /// <summary>
        /// 计算持仓汇总浮动盈亏(默认计算使用持仓均价计算)}
        /// </summary>
        /// <param name="holdingSummary">持仓汇总</param>
        /// <returns>计算的盈亏</returns>
        public static decimal PositionFloatPL(HoldingSummary holdingSummary)
        {
            decimal result = 0m;
            if (UserManager.CurrentTradeAccount == null || holdingSummary.QuoteGoods == null ||
                holdingSummary.QuoteGoods.GoodsParameters == null)
            {
                return result;
            }
            var makeGoodsGroup = CacheManager.CacheMarketsGroups.FirstOrDefault((goodsGroup) => goodsGroup.MarketID == holdingSummary.QuoteGoods.GoodsParameters.SortId);

            var orderFlag = (holdingSummary.Direction == Direction.Ask) ? -1 : 1;
            if (makeGoodsGroup != null)
            {

                #region MTP2.0 注销
                //var reckonMode = makeGoodsGroup.ReckonMode;
                //switch (reckonMode)
                //{
                //    case ReckonModeType.HadDebat:
                //        result = (holdingSummary.ClosePrice - holdingSummary.AVGPrice) * holdingSummary.Lot * orderFlag
                //                 * holdingSummary.QuoteGoods.GoodsParameters.AgreeUnit;
                //        break;
                //    case ReckonModeType.NoDebat:
                //        result = (holdingSummary.ClosePrice - holdingSummary.HoldingAVGPrice) * holdingSummary.Lot * orderFlag
                //                 * holdingSummary.QuoteGoods.GoodsParameters.AgreeUnit;
                //        break;
                //    default:
                //        break;
                //} 
                #endregion
            }
            else
            {
                result = (holdingSummary.ClosePrice - holdingSummary.HoldingAVGPrice) * holdingSummary.Lot * orderFlag
                              * holdingSummary.QuoteGoods.GoodsParameters.AgreeUnit;
            }
            return result;
        }

        /// 计算全额浮动盈亏或保证金浮动盈亏
        /// </summary>
        /// <param name="holders"></param>
        /// <param name="payPL">全额浮动盈亏</param>
        /// <param name="marginPL">保证金浮动盈亏</param>
        public static void CalcFullPayPLWithSumPL(ObservableCollection<HoldingOrder> holders, out decimal payPL, out decimal marginPL)
        {
            marginPL = 0;
            payPL = 0;
            foreach (var holdingOrder in holders)
            {
                if (holdingOrder.QuoteGoods != null && holdingOrder.QuoteGoods.GoodsParameters.MoneyMode ==
                        eMoneyMode.MONEYMODE_PAY)
                {
                    payPL += holdingOrder.PLFloat;
                }
                else
                {
                    marginPL += holdingOrder.PLFloat;
                }

            }
        }

        #region MTP2.0

        /// <summary>
        /// 更新账户的总浮动盈亏
        /// </summary>
        /// <returns>System.Decimal.</returns>
        public static void UpdateAccountTotalFloatPL()
        {
            if (UserManager.CurrentTradeAccount.FundsAccounts != null &&
                UserManager.CurrentTradeAccount.FundsAccounts.Count > 0)
            {
                foreach (var accountId in UserManager.CurrentTradeAccount.FundsAccountIds)
                {
                    decimal sum = 0;
                    var fundsAccount = UserManager.CurrentTradeAccount.FundsAccounts.FirstOrDefault(z => z.AccountId == accountId);
                    if (fundsAccount == null) continue;
                    //查询持仓汇总缓存-通用查询回来的对象
                    var holders = UserManager.GetHoldSummaries(accountId);

                    if (holders == null) continue;
                    foreach (var item in holders)
                    {
                        var quoteGoods = CacheManager.CacheGoodsBaseInfos.FirstOrDefault(p => p.GoodsId == item.GoodsId);
                        CalcFloatPL(quoteGoods, item, true);
                        sum += item.PLFloatWithRate;
                    }

                    fundsAccount.FloatPL = sum;
                }
            }

        }

        /// <summary>
        /// Calculates the float pl by quote goods.
        /// </summary>
        /// <param name="quoteGoods">The quote goods.</param>
        /// <param name="holdingSummaries">The holding summaries.</param>
        public static void CalcFloatPLByQuoteGoods(QuoteGoods quoteGoods, ObservableCollection<HoldingSummary> holdingSummaries)
        {
            if (quoteGoods == null || holdingSummaries == null || !holdingSummaries.Any()) return;
            foreach (var item in holdingSummaries)
            {
                CalcFloatPL(quoteGoods, item, false);
            }
        }

        /// <summary>
        /// Calculates the float pl.
        /// </summary>
        /// <param name="holdingSummaries">The holding summaries.</param>
        public static void CalcFloatPL(ObservableCollection<HoldingSummary> holdingSummaries)
        {
            if (holdingSummaries == null || !holdingSummaries.Any()) return;
            foreach (var item in holdingSummaries)
            {
                var quoteGoods = CacheManager.CacheGoodsBaseInfos.FirstOrDefault(p => p.GoodsId == item.GoodsId);
                CalcFloatPL(quoteGoods, item, false);
            }
        }

        /// <summary>
        /// Updates the float pl. MTP2.0 统一计算持仓盈亏
        /// </summary>
        /// <param name="quoteGoods">The quote goods.</param>
        /// <summary>
        /// Calculates the float pl.
        /// </summary>
        /// <param name="quoteGoods">The quote goods.</param>
        /// <param name="holdingSummary">The holding summary.</param>
        /// <param name="needRate">是否需要算汇率</param>
        private static void CalcFloatPL(QuoteGoods quoteGoods, HoldingSummary holdingSummary, Boolean needRate = false)
        {
            if (quoteGoods == null || holdingSummary == null || holdingSummary.GoodsId != quoteGoods.GoodsId) return;

            if (needRate)
            {
                //// 计算汇率，主要用于资金账户盈亏计算
                //var tradeRateConfig = UserManager.TradeRateTmpConfigs.FirstOrDefault(z => z.AccountId == holdingSummary.AccountId && z.OriCurrencyId == quoteGoods.Currencyid);
                //// 如果用当前资金账户找不到，再尝试用所属母账户获取汇率配置
                //if (tradeRateConfig == null && UserManager.CurrentTradeAccount.FundsAccounts.Count > 0 && UserManager.CurrentTradeAccount.FundsAccounts[0].ParentAccountID != 0)
                //{
                //    tradeRateConfig = UserManager.TradeRateTmpConfigs.FirstOrDefault(z => z.AccountId == UserManager.CurrentTradeAccount.FundsAccounts[0].ParentAccountID && z.OriCurrencyId == quoteGoods.Currencyid);
                //}
                //// 如果还是找不到，则再尝试从外部汇率模版配置表获取
                //tradeRateConfig = UserManager.ExtenalTradeRateTmpConfigs.FirstOrDefault(z => z.AccountId == holdingSummary.AccountId && z.OriCurrencyId == quoteGoods.Currencyid);
                //if (tradeRateConfig == null && UserManager.CurrentTradeAccount.FundsAccounts.Count > 0 && UserManager.CurrentTradeAccount.FundsAccounts[0].ParentAccountID != 0)
                //{
                //    tradeRateConfig = UserManager.ExtenalTradeRateTmpConfigs.FirstOrDefault(z => z.AccountId == UserManager.CurrentTradeAccount.FundsAccounts[0].ParentAccountID && z.OriCurrencyId == quoteGoods.Currencyid);
                //}

                // 从新的资金账户汇率查询中获取汇率
                TradeRateTmpConfig tradeRateConfig = null;
                if (UserManager.TaAccountExchangeRateConfigs != null)
                {
                    tradeRateConfig = UserManager.TaAccountExchangeRateConfigs.FirstOrDefault(z => z.AccountId == holdingSummary.AccountId && z.OriCurrencyId == quoteGoods.Currencyid);
                }
                var tradeRate = tradeRateConfig == null ? 1 : tradeRateConfig.ExchangeRate;

                holdingSummary.QuoteGoods = quoteGoods;
                holdingSummary.LatestPrice = holdingSummary.QuoteGoods.CurrentPrice != 0 ? holdingSummary.QuoteGoods.CurrentPrice : holdingSummary.QuoteGoods.LastClose;
                if (holdingSummary.Lot > 0 && holdingSummary.LatestPrice != 0)
                {
                    if (holdingSummary.Direction == Direction.Ask)
                        holdingSummary.PLFloatWithRate = (holdingSummary.CurHolderAmount - (holdingSummary.Lot * holdingSummary.LatestPrice * holdingSummary.AgreeUnit)) * tradeRate;
                    else if (holdingSummary.Direction == Direction.Bid)
                        holdingSummary.PLFloatWithRate = ((holdingSummary.Lot * holdingSummary.LatestPrice * holdingSummary.AgreeUnit) - holdingSummary.CurHolderAmount) * tradeRate;
                }

            }
            else
            {
                // 不计算汇率，用于持仓汇总盈亏计算
                holdingSummary.QuoteGoods = quoteGoods;
                holdingSummary.LatestPrice = holdingSummary.QuoteGoods.CurrentPrice != 0 ? holdingSummary.QuoteGoods.CurrentPrice : holdingSummary.QuoteGoods.LastClose;
                if (holdingSummary.Lot > 0 && holdingSummary.LatestPrice != 0)
                {
                    if (holdingSummary.Direction == Direction.Ask)
                        holdingSummary.PLFloat = holdingSummary.CurHolderAmount - (holdingSummary.Lot * holdingSummary.LatestPrice * holdingSummary.AgreeUnit);
                    else if (holdingSummary.Direction == Direction.Bid)
                        holdingSummary.PLFloat = (holdingSummary.Lot * holdingSummary.LatestPrice * holdingSummary.AgreeUnit) - holdingSummary.CurHolderAmount;

                    // 错误 #92030 计算开仓浮动盈亏
                    holdingSummary.OpenProfitLoss = (holdingSummary.LatestPrice - holdingSummary.OpenAvaPrice) * holdingSummary.AvailQty * holdingSummary.AgreeUnit * (holdingSummary.Direction == Direction.Ask ? -1 : 1);
                }
            }
        }

        #endregion

#region HoldingOrder20的持仓盈亏计算方式

        public static void CalcPl(HoldingOrder20 order20, QuoteGoods quoteGoods)
        {
            if (order20 == null || quoteGoods == null)
            {
                return;
            }
            // 不计算汇率，用于持仓汇总盈亏计算
            order20.QuoteGoods = quoteGoods;
            order20.LastPrice = order20.QuoteGoods.CurrentPrice != 0 ? order20.QuoteGoods.CurrentPrice : order20.QuoteGoods.LastClose;
            if (order20.HolderQty > 0 && order20.LastPrice != 0)
            {
                if (order20.Direction == Direction.Ask)
                    order20.ProfitLoss = order20.HolderAmount - (order20.HolderQty * order20.LastPrice * order20.QuoteGoods.AgreeUnit);
                else if (order20.Direction == Direction.Bid)
                    order20.ProfitLoss = (order20.HolderQty * order20.LastPrice * order20.QuoteGoods.AgreeUnit) - order20.HolderAmount;
            }
        }

#endregion
    }
}