/// <summary>
/// 获取股指期货交易费用
/// </summary>
/// <param name="request">股指期货委托</param>
/// <returns>股指期货交易费用结果</returns>
public static QHCostResult ComputeGZQHCost(StockIndexFuturesOrderRequest request)
{
int?bc = MCService.CommonPara.GetBreedClassIdByCommodityCode(request.Code);
QHCostResult result = null;
if (!bc.HasValue)
{
return(result);
}
int breedClassID = bc.Value;
QH_FutureCosts cost = MCService.FuturesTradeRules.GetFutureCostsByBreedClassID(breedClassID);
if (cost == null)
{
return(null);
}
try
{
result = InternalComputeGZQHCost(request, cost);
}
catch (Exception ex)
{
string errCode = "GT-1703";
string errMsg = "无法获取股指期货货交易费用。";
VTException exception = new VTException(errCode, errMsg, ex);
LogHelper.WriteError(exception.ToString(), exception);
throw exception;
}
return(result);
}
/// <summary>
/// 根据BreedClassID获取货币类型
/// </summary>
/// <param name="breedClassID">breedClassID</param>
/// <returns>货币类型</returns>
public CM_CurrencyType GetCurrencyTypeByBreedClassID(int breedClassID)
{
QH_FutureCosts costs = GetFutureCostsByBreedClassID(breedClassID);
CM_CurrencyType currencyType = null;
if (costs != null)
{
int?currencyTypeID = costs.CurrencyTypeID;
if (currencyTypeID.HasValue)
{
currencyType = MCService.CommonPara.GetCurrencyTypeByID(currencyTypeID.Value);
}
}
return(currencyType);
}
/// <summary>
/// 确定按钮事件
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnOK_Click(object sender, EventArgs e)
{
if (m_EditType == 1)
{
#region 添加操作
try
{
if (
FuturesManageCommon.ExistsFutureCosts(
((UComboItem)this.cmbBreedClassID.SelectedItem).ValueIndex))
{
ShowMessageBox.ShowInformation("此品种的交易费用已存在!");
return;
}
QH_FutureCosts qH_FutureCosts = new QH_FutureCosts();
if (!string.IsNullOrEmpty(this.cmbBreedClassID.Text))
{
qH_FutureCosts.BreedClassID = ((UComboItem)this.cmbBreedClassID.SelectedItem).ValueIndex;
}
else
{
qH_FutureCosts.BreedClassID = AppGlobalVariable.INIT_INT;
}
qH_FutureCosts.CurrencyTypeID = ((UComboItem)this.cmbCurrencyTypeID.SelectedItem).ValueIndex;
qH_FutureCosts.CostType = ((UComboItem)this.cmbCostType.SelectedItem).ValueIndex;
//if (this.cmbCostType.SelectedIndex == (int)GTA.VTS.Common.CommonObject.Types.FutrueCostType.TradeUnitCharge - 1)
//{
// if (!string.IsNullOrEmpty(this.txtCost.Text))
// {
// if (InputTest.DecimalTest(this.txtCost.Text))
// {
// qH_FutureCosts.TradeUnitCharge = Convert.ToDecimal(this.txtCost.Text);
// }
// else
// {
// ShowMessageBox.ShowInformation("格式不正确(只能包含数字和小数点)!");
// return;
// }
// }
// else
// {
// //qH_FutureCosts.TradeUnitCharge = AppGlobalVariable.INIT_DECIMAL;
// ShowMessageBox.ShowInformation("请填写手续费!");
// return;
// }
//}
//else
//{
if (!string.IsNullOrEmpty(this.txtCost.Text))
{
if (InputTest.DecimalTest(this.txtCost.Text))
{
qH_FutureCosts.TurnoverRateOfServiceCharge = Convert.ToDecimal(this.txtCost.Text);
}
else
{
ShowMessageBox.ShowInformation("格式不正确(只能包含数字和小数点)!");
return;
}
}
else
{
//qH_FutureCosts.TurnoverRateOfServiceCharge = AppGlobalVariable.INIT_DECIMAL;
ShowMessageBox.ShowInformation("请填写手续费!");
return;
}
//}
m_Result = FuturesManageCommon.AddQHFutureCosts(qH_FutureCosts);
if (m_Result)
{
ShowMessageBox.ShowInformation("添加成功!");
this.ClearAll();
this.QueryQHFutureCosts();
}
else
{
ShowMessageBox.ShowInformation("添加失败!");
}
}
catch (Exception ex)
{
string errCode = "GL-6201";
string errMsg = "添加品种_期货_交易费用失败!";
VTException exception = new VTException(errCode, errMsg, ex);
LogHelper.WriteError(exception.ToString(), exception.InnerException);
return;
}
#endregion
}
else if (m_EditType == 2)
{
#region 修改操作
try
{
QH_FutureCosts qH_FutureCosts = new QH_FutureCosts();
if (m_BreedClassID == AppGlobalVariable.INIT_INT)
{
ShowMessageBox.ShowInformation("请选择更新数据!");
return;
}
this.cmbBreedClassID.Enabled = false;
qH_FutureCosts.BreedClassID = m_BreedClassID;
qH_FutureCosts.BreedClassID = ((UComboItem)this.cmbBreedClassID.SelectedItem).ValueIndex;
qH_FutureCosts.CurrencyTypeID = ((UComboItem)this.cmbCurrencyTypeID.SelectedItem).ValueIndex;
qH_FutureCosts.CostType = ((UComboItem)this.cmbCostType.SelectedItem).ValueIndex;
//if (this.cmbCostType.SelectedIndex == (int)GTA.VTS.Common.CommonObject.Types.FutrueCostType.TradeUnitCharge - 1)
//{
// if (!string.IsNullOrEmpty(this.txtCost.Text))
// {
// if (InputTest.DecimalTest(this.txtCost.Text))
// {
// qH_FutureCosts.TradeUnitCharge = Convert.ToDecimal(this.txtCost.Text);
// }
// else
// {
// ShowMessageBox.ShowInformation("格式不正确(只能包含数字和小数点)!");
// return;
// }
// }
// else
// {
// //qH_FutureCosts.TradeUnitCharge = AppGlobalVariable.INIT_DECIMAL;
// ShowMessageBox.ShowInformation("请填写手续费!");
// return;
// }
//}
//else
//{
if (!string.IsNullOrEmpty(this.txtCost.Text))
{
if (InputTest.DecimalTest(this.txtCost.Text))
{
qH_FutureCosts.TurnoverRateOfServiceCharge = Convert.ToDecimal(this.txtCost.Text);
}
else
{
ShowMessageBox.ShowInformation("格式不正确(只能包含数字和小数点)!");
return;
}
}
else
{
//qH_FutureCosts.TurnoverRateOfServiceCharge = AppGlobalVariable.INIT_DECIMAL;
ShowMessageBox.ShowInformation("请填写手续费!");
return;
}
//}
m_Result = FuturesManageCommon.UpdateQHFutureCosts(qH_FutureCosts);
if (m_Result)
{
ShowMessageBox.ShowInformation("修改成功!");
this.cmbBreedClassID.Enabled = true;
this.ClearAll();
m_BreedClassID = AppGlobalVariable.INIT_INT;
}
else
{
ShowMessageBox.ShowInformation("修改失败!");
}
this.QueryQHFutureCosts();
}
catch (Exception ex)
{
string errCode = "GL-6202";
string errMsg = "更新品种_期货_交易费用失败!";
VTException exception = new VTException(errCode, errMsg, ex);
LogHelper.WriteError(exception.ToString(), exception.InnerException);
return;
}
#endregion
}
}
/// <summary>
/// 获取股指期货交易费用的实际方法，目前使用商品期货的计算方法
/// </summary>
/// <param name="request">股指期货委托</param>
/// <param name="cost">费用实体</param>
/// <returns>股指期货交易费用结果</returns>
private static QHCostResult InternalComputeGZQHCost(StockIndexFuturesOrderRequest request, QH_FutureCosts cost)
{
QHCostResult result = new QHCostResult();
//result.Code = result.Code;
result.Code = request.Code;
decimal orderPrice = (decimal)request.OrderPrice;
//期货合约乘数300
decimal scale = MCService.GetTradeUnitScale(request.Code, request.OrderUnitType);
//以计价单位计算的委托量
var orderAmount = (decimal)request.OrderAmount * scale;
//成交额
var dealAmount = orderPrice * orderAmount;
decimal cosing = 0;
//按类型计算比例
switch ((Types.FutrueCostType)Enum.Parse(typeof(Types.FutrueCostType), cost.CostType.ToString()))
{
case Types.FutrueCostType.TradeUnitCharge:
//与量有关的都是撮合单位，所以这里不用再把委托量*转换比例
//为了不改上面的代码这里直接再把原来转了的值再除
orderAmount = (decimal)orderAmount / scale;
cosing = orderAmount * cost.TurnoverRateOfServiceCharge;
break;
case Types.FutrueCostType.TurnoverRateOfSerCha:
//比例
decimal cosingScale = cost.TurnoverRateOfServiceCharge / 100;
cosing = dealAmount * cosingScale;
break;
}
cosing = Utils.Round(cosing);
#region old code
//decimal tradeVal = 0;
////成交单位比率
//if (cost.TradeUnitCharge.HasValue)
//{
// decimal trade = cost.TradeUnitCharge.Value / 100;
// tradeVal = orderAmount * trade;
// tradeVal = Utils.Round(tradeVal);
//}
//decimal turnVal = 0;
////成交金额比率
//if (cost.TurnoverRateOfServiceCharge.HasValue)
//{
// decimal turn = cost.TurnoverRateOfServiceCharge.Value / 100;
// turnVal = turn * dealAmount;
// turnVal = Utils.Round(turnVal);
//}
//result.Cosing = tradeVal + turnVal;
#endregion
result.Cosing = cosing;
string format = "股指期货费用计算[代码={0},价格={1},数量={2},单位={3},方向={4},合约乘数={5},股指期货交易费用类型={6},费用比率={7}]";
string desc = string.Format(format, request.Code, request.OrderPrice, request.OrderAmount,
request.OrderUnitType, request.BuySell, scale
, cost.CostType + "--" + (cost.CostType == (int)Types.FutrueCostType.TradeUnitCharge ? "按成交量" : "按成交额")
, cost.TurnoverRateOfServiceCharge);
LogHelper.WriteDebug(desc + result);
return(result);
}
/// <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);
}
