private int PO_BuildCapitalFreezeRecord(decimal predealCapital, decimal predealCost,
Types.TransactionDirection buySellType, ReckoningTransaction tm)
{
HK_CapitalAccountFreezeInfo caft = new HK_CapitalAccountFreezeInfo();
caft.EntrustNumber = EntrustNumber; //委托单号
//卖不产生冻结金额，只有费用
if (buySellType == Types.TransactionDirection.Buying)
{
caft.FreezeCapitalAmount = predealCapital; //冻结 预成交金额
}
caft.FreezeCost = predealCost; //冻结 预成交费用
caft.FreezeTime = DateTime.Now; //冻结时间
caft.ThawTime = DateTime.Now; //解冻时间
caft.FreezeTypeLogo = (int)Entity.Contants.Types.FreezeType.DelegateFreeze; //冻结类型
caft.OweCosting = 0;
caft.CapitalAccountLogo = CapitalAccountId;
string format =
"港股资金冻结处理HKBuyOrderLogicFlow.PO_BuildCapitalFreezeRecord[委托单号={0},冻结时间={1},解冻时间={2},冻结类型={3},预成交金额={4},预成交费用={5},资金账户ID={6}]";
string desc = string.Format(format, caft.EntrustNumber, caft.FreezeTime, caft.ThawTime, caft.FreezeTypeLogo,
caft.FreezeCapitalAmount, caft.FreezeCost, CapitalAccountId);
LogHelper.WriteDebug(desc);
HK_CapitalAccountFreezeDal dal = new HK_CapitalAccountFreezeDal();
return(dal.Add(caft, tm.Database, tm.Transaction));
}
public LocalFutureOpenValidater(StockIndexFuturesOrderRequest request)
{
//this.request = request;
this.traderId = request.TraderId;
this.code = request.Code;
this.buysell = request.BuySell;
}
/// <summary>
/// 获取现货交易费用
/// </summary>
/// <param name="code">商品代码</param>
/// <param name="price">委托价格</param>
/// <param name="amount">委托数量</param>
/// <param name="unitType">委托单位类型</param>
/// <param name="buySell">买卖方向</param>
/// <returns>现货交易费用结果</returns>
public static XHCostResult ComputeXHCost(string code, float price, int amount, Types.UnitType unitType,
Types.TransactionDirection buySell)
{
StockOrderRequest request = new StockOrderRequest();
request.Code = code;
request.OrderPrice = price;
request.OrderAmount = amount;
request.OrderUnitType = unitType;
request.BuySell = buySell;
return(ComputeXHCost(request));
}
/// <summary>
/// 构造函数
/// </summary>
/// <param name="direction"></param>
public EntrustOrderData(Types.TransactionDirection direction)
{
transactionDirection = direction;
entrustOrderList = new Dictionary <string, List <T> >();
}
public HighLowRangeValue GetHKHighLowRangeValueByCommodityCode(string code, decimal orderPrice, Types.HKPriceType priceType, Types.TransactionDirection tranType)
{
return(accountClient.GetHKHighLowRangeValueByCommodityCode(code, orderPrice, priceType, tranType));
}
/// <summary>
/// 获取保本价
/// </summary>
/// <param name="code">商品代码</param>
/// <param name="costPrice">成本价</param>
/// <param name="amount">总持仓量(计价单位)</param>
/// <param name="buySellType">买卖方向（仅期货有用）</param>
/// <returns>保本价</returns>
public static decimal GetHoldPrice(string code, decimal costPrice, decimal amount, Types.TransactionDirection buySellType)
{
string errCode = "GT-1704";
string errMsg = "无法获取指定商品的保本价。";
int?breedClassType = MCService.CommonPara.GetBreedClassTypeEnumByCommodityCode(code);
if (!breedClassType.HasValue)
{
return(0);
}
Types.BreedClassTypeEnum breedClassTypeEnum;
try
{
breedClassTypeEnum = (Types.BreedClassTypeEnum)breedClassType.Value;
}
catch (Exception ex)
{
VTException exception = new VTException(errCode, errMsg, ex);
LogHelper.WriteError(exception.ToString(), exception);
throw exception;
}
try
{
//费用——过户费：沪A股，成交面个的1%,深A股免收。起点1元。你的600股，过户费=600×0.001=0.6＜1元，所以过户费是1元
//印花税——单项收费，只有卖股票收。
//佣金（5.93）=佣金费率×成交金额=佣金费率×6594 所以你的佣金费率≈万分之九
//此次你买入股票总支出金额=股票成交金额+佣金+过户费+印花税=6594+5.930+1+0=6600.93
//所以你的买入成本价=总金额/买入数量=6600.93/600=11.00155
//设卖出价格P
//卖出收入＞买入总支出
//600×P-过户费（1）-印花税（600×P×0.001）-佣金（P×600×0.0009）＞6600.93
//598.86×P-1＞6600.93
//P＞11.02416 保本价11.024
switch (breedClassTypeEnum)
{
case Types.BreedClassTypeEnum.Stock:
return(GetStockHoldPrice(code, costPrice, amount));
case Types.BreedClassTypeEnum.CommodityFuture:
return(GetFutureHoldPrice(code, costPrice, amount, buySellType));
case Types.BreedClassTypeEnum.StockIndexFuture:
return(GetStockFutureHoldPrice(code, costPrice, amount, buySellType));
}
}
catch (Exception ex)
{
VTException exception = new VTException(errCode, errMsg, ex);
LogHelper.WriteError(exception.ToString(), exception);
throw exception;
}
return(0);
}
/// <summary>
/// 获取股指期货保本价(目前使用商品期货的方法)
/// </summary>
/// <param name="code">商品代码</param>
/// <param name="costPrice">成本价</param>
/// <param name="amount">总持仓量</param>
/// <param name="buySellType">买卖方向</param>
/// <returns>保本价</returns>
private static decimal GetStockFutureHoldPrice(string code, decimal costPrice, decimal amount, Types.TransactionDirection buySellType)
{
return(GetFutureHoldPrice(code, costPrice, amount, buySellType));
}
/// <summary>
/// 获取期货保本价
/// </summary>
/// <param name="code">商品代码</param>
/// <param name="costPrice">成本价</param>
/// <param name="amount">总持仓量</param>
/// <param name="buySellType">买卖方向</param>
/// <returns>保本价</returns>
private static decimal GetFutureHoldPrice(string code, decimal costPrice, decimal amount, Types.TransactionDirection buySellType)
{
int?bc = MCService.CommonPara.GetBreedClassIdByCommodityCode(code);
//QHCostResult result = null;
if (!bc.HasValue)
{
return(0);
}
int breedClassId = bc.Value;
QH_FutureCosts cost = MCService.FuturesTradeRules.GetFutureCostsByBreedClassID(breedClassId);
#region old code
////成交单位比率
//decimal trade = 0;
//if (cost.TradeUnitCharge.HasValue)
//{
// trade = cost.TradeUnitCharge.Value / 100;
// trade = Utils.Round(trade);
//}
////decimal tradeVal = trade;
////成交金额比率
//decimal turn = 0;
//if (cost.TurnoverRateOfServiceCharge.HasValue)
//{
// turn = cost.TurnoverRateOfServiceCharge.Value / 100;
// turn = Utils.Round(turn);
//}
////decimal turnVal = turn * orderPrice ;
//decimal holdPrice = 0;
//if (buySellType == Types.TransactionDirection.Buying)
//{
// holdPrice = (costPrice + trade) / (1 - turn);
//}
//else
//{
// holdPrice = (costPrice + trade) / (1 + turn);
//}
//holdPrice = Utils.Round(holdPrice);
//return holdPrice;
#endregion
//单笔费用
decimal cosing = 0;
//按类型计算比例
//计算笔费用=费用比例*成交量*成交价/成交量--->费用比例*成交价
switch ((Types.FutrueCostType)Enum.Parse(typeof(Types.FutrueCostType), cost.CostType.ToString()))
{
case Types.FutrueCostType.TradeUnitCharge:
//cosing = cost.TurnoverRateOfServiceCharge * amount / amount;////按成交额计算笔费用=费用比例*总持仓量*成交价/总持仓量--->费用比例*成交价
cosing = cost.TurnoverRateOfServiceCharge;
break;
case Types.FutrueCostType.TurnoverRateOfSerCha:
cosing = cost.TurnoverRateOfServiceCharge / 100;
//cosing = cosing * amount * costPrice / amount;//按成交额计算笔费用=费用比例*总持仓量*成交价/总持仓量--->费用比例*成交价
cosing = cosing * costPrice;
break;
}
decimal holdPrice = 0;
//买
//保本价=（成本价*持仓量+费用）/持仓量
//卖
//保本价=（成本价*持仓量-费用）/持仓量
if (buySellType == Types.TransactionDirection.Buying)
{
//保本价=（成本价*持仓量+成交单位比率*持仓量<或者成交金额比率*成本价*持仓量>）/持仓量
//==>保本价=（成本价+成交单位比率<或者成交金额比率*成本价>）
holdPrice = costPrice + cosing;
}
else
{
//保本价=（成本价*持仓量-成交单位比率*持仓量<或者成交金额比率*成本价*持仓量>）/持仓量
//==>保本价=（成本价-成交单位比率<或者成交金额比率*成本价>）
holdPrice = costPrice - cosing;
}
//holdPrice = costPrice + cosing;
holdPrice = Utils.Round(holdPrice);
return(holdPrice);
}
