public int CompareTo(object obj)
{
try
{
//Order by pctof_equity Desc
AssetPosition p = (AssetPosition)obj;
if (this.Pctof_Portfolio > p.Pctof_Portfolio)
{
return(-1);
}
else
{
return(1);
}
}
catch (Exception ex)
{
throw ex;
}
}
private void loadCashPositions()
{
AssetPosition p;
CashAllPositionAmt = 0;
//活期存款
int idxPosition = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashDeposit_HQ); });
int idxInterest = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashInterest_HQ); });
if (idxPosition >= 0)
{
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_CashDeposit_HQ; //现金代码6位
p.WindCode = p.Code + ".CD";
p.Name = "活期存款";
p.HoldingMarketValue = _GZBList[idxPosition].HoldingMarketValue;
p.Pctof_Nav = _GZBList[idxPosition].HoldingMVPctofNAV;
if (idxInterest >= 0)
{
p.AccruedInterestAndDividend = _GZBList[idxInterest].HoldingMarketValue;
}
this.CashPositionList.Add(p);
CashAllPositionAmt += p.HoldingMarketValue;
}
//定期存款
idxPosition = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashDeposit_DQ); });
idxInterest = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashInterest_DQ); });
if (idxPosition >= 0)
{
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_CashDeposit_DQ; //现金代码6位
p.WindCode = p.Code + ".CD";
p.Name = "定期存款";
p.HoldingMarketValue = _GZBList[idxPosition].HoldingMarketValue;
p.Pctof_Nav = _GZBList[idxPosition].HoldingMVPctofNAV;
if (idxInterest >= 0)
{
p.AccruedInterestAndDividend = _GZBList[idxInterest].HoldingMarketValue;
}
this.CashPositionList.Add(p);
CashAllPositionAmt += p.HoldingMarketValue;
}
//协定存款
idxPosition = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashDeposit_XD); });
idxInterest = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashInterest_XD); });
if (idxPosition >= 0)
{
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_CashDeposit_XD; //现金代码6位
p.WindCode = p.Code + ".CD";
p.Name = "协定存款";
p.HoldingMarketValue = _GZBList[idxPosition].HoldingMarketValue;
p.Pctof_Nav = _GZBList[idxPosition].HoldingMVPctofNAV;
if (idxInterest >= 0)
{
p.AccruedInterestAndDividend = _GZBList[idxInterest].HoldingMarketValue;
}
this.CashPositionList.Add(p);
CashAllPositionAmt += p.HoldingMarketValue;
}
//通知存款
idxPosition = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashDeposit_TZ); });
idxInterest = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_CashInterest_TZ); });
if (idxPosition >= 0)
{
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_CashDeposit_TZ; //现金代码6位
p.WindCode = p.Code + ".CD";
p.Name = "通知存款";
p.HoldingMarketValue = _GZBList[idxPosition].HoldingMarketValue;
p.Pctof_Nav = _GZBList[idxPosition].HoldingMVPctofNAV;
if (idxInterest >= 0)
{
p.AccruedInterestAndDividend = _GZBList[idxInterest].HoldingMarketValue;
}
this.CashPositionList.Add(p);
CashAllPositionAmt += p.HoldingMarketValue;
}
//清算备付金（数值上面已经计算）
if (this.CashLiqReserveAmt > 0)
{
idxInterest = _GZBList.FindIndex(delegate(GZBItem gzb) { return(gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.C_GZB_KMBM_LiqReserveInt); });
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_LiqReserve; //现金代码4位
p.WindCode = p.Code + ".CD";
p.Name = "清算备付金";
p.HoldingMarketValue = this.CashLiqReserveAmt;
p.Pctof_Nav = this.CashLiqReservePct;
if (idxInterest >= 0)
{
p.AccruedInterestAndDividend = _GZBList[idxInterest].HoldingMarketValue;
}
this.CashPositionList.Add(p);
CashAllPositionAmt += p.HoldingMarketValue;
}
//存出保证金（数值上面已经计算）
if (this.CashMarginAmt > 0)
{
//没有利息
//idxInterest = _GZBList.FindIndex(delegate(GZBItem gzb) { return (gzb.ItemDate == this.ReportDate && gzb.ItemCode == DBConsts.); });
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_Margin; //现金代码4位
p.WindCode = p.Code + ".CD";
p.Name = "存出保证金";
p.HoldingMarketValue = this.CashMarginAmt;
p.Pctof_Nav = this.CashMarginPct;
//没有利息
//if (idxInterest >= 0)
// p.AccruedInterestAndDividend = _GZBList[idxInterest].HoldingMarketValue;
this.CashPositionList.Add(p);
CashAllPositionAmt += p.HoldingMarketValue;
}
//证券清算款（数值上面已经计算）
if (this.CashSettlementAmt != 0)
{
p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = DBConsts.C_GZB_KMBM_Settlement; //现金代码4位
p.WindCode = p.Code + ".CD";
p.Name = "证券清算款";
p.HoldingMarketValue = this.CashSettlementAmt;
p.Pctof_Nav = this.CashSettlementPct;
this.CashPositionList.Add(p);
//不计入现金头寸
//CashAllPositionAmt += p.HoldingMarketValue;
}
//Sort
this.CashPositionList.Sort();
}
private void parsePositionDetail(GZBItem gzbItem)
{
#region 定制字母数字转换表
if (_htCodeDict == null)
{
_htCodeDict = new Hashtable();
_htCodeDict.Add("A", "10");
_htCodeDict.Add("B", "11");
_htCodeDict.Add("C", "12");
_htCodeDict.Add("D", "13");
_htCodeDict.Add("E", "14");
_htCodeDict.Add("F", "15");
_htCodeDict.Add("G", "16");
_htCodeDict.Add("H", "17");
_htCodeDict.Add("I", "18");
_htCodeDict.Add("J", "19");
_htCodeDict.Add("K", "20");
_htCodeDict.Add("L", "21");
_htCodeDict.Add("M", "22");
_htCodeDict.Add("N", "23");
_htCodeDict.Add("O", "24");
_htCodeDict.Add("P", "25");
_htCodeDict.Add("Q", "26");
_htCodeDict.Add("R", "27");
_htCodeDict.Add("S", "28");
_htCodeDict.Add("T", "29");
_htCodeDict.Add("U", "30");
_htCodeDict.Add("V", "31");
_htCodeDict.Add("W", "32");
_htCodeDict.Add("X", "33");
_htCodeDict.Add("Y", "34");
_htCodeDict.Add("Z", "35");
}
#endregion
//==============================
//输入项目代码必须14位及以上
//==============================
try
{
//1102 01 01 600060
//股票 沪 成本 代码
string itemCode = gzbItem.ItemCode;
string itemCostOrInterest = itemCode.Substring(6, 2);
string assetCode8 = itemCode.Substring(0, 8);
string assetCode4 = itemCode.Substring(0, 4);
string tradeCode = gzbItem.ItemCode.Substring(8); //交易所6位,银行间7-9位
string windCode = tradeCode;
if (itemCostOrInterest != "01") //成本01 利息10
{
return;
}
#region 查询资产类别
AssetCategory assetCategory = AssetCategory.Other;
switch (assetCode4)
{
case DBConsts.C_GZB_KMBM_CashDeposit:
assetCategory = AssetCategory.CashDeposit;
break;
case DBConsts.C_GZB_KMBM_RevRepo:
assetCategory = AssetCategory.Repo;
break;
case DBConsts.C_GZB_KMBM_Stock:
assetCategory = AssetCategory.Equity;
break;
case DBConsts.C_GZB_KMBM_Bond:
assetCategory = AssetCategory.Bond;
break;
case DBConsts.C_GZB_KMBM_Fund:
assetCategory = AssetCategory.Fund;
break;
case DBConsts.C_GZB_KMBM_Warrant:
assetCategory = AssetCategory.Warrant;
break;
default:
assetCategory = AssetCategory.Other;
break;
}
#endregion
#region 查询资产后缀
switch (assetCode8)
{
case DBConsts.C_GZB_KMBM_Stock_SH:
case DBConsts.C_GZB_KMBM_IPO_SH:
case DBConsts.C_GZB_KMBM_SEO_SH:
case DBConsts.C_GZB_KMBM_Bond_SH_CB:
case DBConsts.C_GZB_KMBM_Bond_SH_UZ:
case DBConsts.C_GZB_KMBM_Bond_SH_Corp:
case DBConsts.C_GZB_KMBM_Bond_SH_Govn:
case DBConsts.C_GZB_KMBM_Repo_SH_PL:
case DBConsts.C_GZB_KMBM_Repo_SH_BO:
case DBConsts.C_GZB_KMBM_Fund_SH:
windCode += ".SH";
break;
case DBConsts.C_GZB_KMBM_Stock_SZ:
case DBConsts.C_GZB_KMBM_Stock_CY:
case DBConsts.C_GZB_KMBM_SEO_SZ:
case DBConsts.C_GZB_KMBM_IPO_SZ:
case DBConsts.C_GZB_KMBM_Bond_SZ_CB:
case DBConsts.C_GZB_KMBM_Bond_SZ_Corp:
case DBConsts.C_GZB_KMBM_Bond_SZ_Govn:
case DBConsts.C_GZB_KMBM_Repo_SZ_PL:
case DBConsts.C_GZB_KMBM_Repo_SZ_BO:
case DBConsts.C_GZB_KMBM_Fund_SZ:
case DBConsts.C_GZB_KMBM_Bond_SZ_STFB:
windCode += ".SZ";
break;
case DBConsts.C_GZB_KMBM_Bond_IB_Govn:
case DBConsts.C_GZB_KMBM_Bond_IB_FinB:
case DBConsts.C_GZB_KMBM_Bond_IB_Bill:
case DBConsts.C_GZB_KMBM_Bond_IB_POFB:
case DBConsts.C_GZB_KMBM_Repo_IB_PL:
case DBConsts.C_GZB_KMBM_Repo_IB_BO:
windCode += ".IB";
break;
case DBConsts.C_GZB_KMBM_Bond_IB_Corp:
windCode = tradeCode;
windCode = windCode.Replace("A", "10");
windCode = windCode.Replace("B", "11");
windCode = windCode.Replace("C", "12");
windCode = windCode.Replace("D", "13");
windCode = windCode.Replace("E", "14");
windCode += ".IB";
break;
case DBConsts.C_GZB_KMBM_Bond_IB_STFB:
//对于04 11 64 004这种债券，代码结构为券种（两位）+发行年份（两位）+发行机构（两位）+发行期数（三位）可以采用以下方式：
// 券种两位转换为一位04则为4，年份两位转换为一位11则为B，发行主体不变，期数转换为两位004则为04。
// 041164004则为4B6404
string bondCode = "0" + tradeCode.Substring(0, 1);
string yearCode = tradeCode.Substring(1, 1);
string issuerCode = tradeCode.Substring(2, 2);
string termCode1 = tradeCode.Substring(4, 1);
string termCode2 = tradeCode.Substring(5, 1);
if (_htCodeDict.Contains(yearCode))
{
yearCode = _htCodeDict[yearCode].ToString();
}
if (_htCodeDict.Contains(termCode1))
{
termCode1 = _htCodeDict[termCode1].ToString();
}
else
{
termCode1 = "0" + termCode1;
}
windCode = bondCode + yearCode + issuerCode + termCode1 + termCode2 + ".IB";
break;
case DBConsts.C_GZB_KMBM_Fund_OF:
case DBConsts.C_GZB_KMBM_Fund_OF_M:
windCode += ".OF";
break;
//case DBConsts.C_GZB_KMBM_SEO_SZ:
//case DBConsts.C_GZB_KMBM_SEO_SH:
// //增发项目：忽略之；股份收到后会自动记入股票项目
// return;
default:
throw new Exception("未知的金融资产：" + gzbItem.ItemCode + "|" + gzbItem.ItemName);
}
#endregion
AssetPosition p = new AssetPosition();
p.ReportDate = this.ReportDate;
p.Code = tradeCode;
p.WindCode = windCode;
p.Name = gzbItem.ItemName;
p.Price.TradeDate = gzbItem.ItemDate;
p.Price.Close = gzbItem.CurrentPrice;
p.HoldingQuantity = gzbItem.HoldingQuantity;
p.HoldingCost = gzbItem.HoldingCost;
p.HoldingMarketValue = gzbItem.HoldingMarketValue;
p.Pctof_Nav = gzbItem.HoldingMVPctofNAV;
p.Category = assetCategory;
switch (assetCategory)
{
case AssetCategory.Equity:
p.Pctof_Portfolio = p.HoldingMarketValue / this.EquityPositionAmt;
this.EquityPositionList.Add(p);
break;
case AssetCategory.Bond:
p.Pctof_Portfolio = p.HoldingMarketValue / this.BondPositionAmt;
//区分转债与纯债
switch (assetCode8)
{
case DBConsts.C_GZB_KMBM_Bond_SH_CB:
case DBConsts.C_GZB_KMBM_Bond_SZ_CB:
p.Category = AssetCategory.ConvertableBond;
break;
default:
break;
}
this.BondPositionList.Add(p);
break;
case AssetCategory.Repo:
case AssetCategory.Fund:
case AssetCategory.Warrant:
p.Pctof_Portfolio = p.HoldingMarketValue / (this.RevRepoPositionAmt + this.FundPositionAmt + this.WarrantPositionAmt);
this.OtherPositionList.Add(p);
break;
default:
break;
}
}
catch (Exception ex)
{
throw new Exception(DBConsts.C_ErrMsg_ErrorPositionDetail + ex.Message, ex);
}
}
public List <AssetPosition> GetPositionList(DataTable dtPositionInfo)
{
//==================================================================================================
//Wind字段名
//trade_dt, s_con_windcode, i_weight,industriescode, industriesname
//s_info_name,sw_ind_code1,sw_ind_name1, s_info_indexcode, s_share_freeshares(万股)
//b_info_maturitydated
//==================================================================================================
try
{
string strDate = "";
List <AssetPosition> positionList = new List <AssetPosition>();
if (dtPositionInfo != null && dtPositionInfo.Rows.Count > 0)
{
foreach (DataRow oRow in dtPositionInfo.Rows)
{
AssetPosition p = new AssetPosition();
foreach (DataColumn oCol in dtPositionInfo.Columns)
{
switch (oCol.ColumnName.ToLower())
{
case DBConsts.C_Mkt_ColumnName_Trade_Date:
strDate = oRow[oCol].ToString();
p.ReportDate = new DateTime(
Convert.ToInt16(strDate.Substring(0, 4))
, Convert.ToInt16(strDate.Substring(4, 2))
, Convert.ToInt16(strDate.Substring(6, 2))
);
break;
case DBConsts.C_Mkt_ColumnName_ConWindCode:
case DBConsts.C_Mkt_ColumnName_WindCode:
p.Code = oRow[oCol].ToString();
p.WindCode = p.Code;
break;
case DBConsts.C_Mkt_ColumnName_StockName:
p.Name = oRow[oCol].ToString();
break;
case DBConsts.C_Mkt_ColumnName_SWIndustryName:
case DBConsts.C_Mkt_ColumnName_IndustryName:
p.SWIndustryName = oRow[oCol].ToString();
break;
case DBConsts.C_Mkt_ColumnName_SWIndustryIndexCode:
p.SWIndustryIndex = oRow[oCol].ToString();
break;
case DBConsts.C_Mkt_ColumnName_ConWeight:
p.Pctof_Portfolio = Convert.ToDouble(oRow[oCol]) / 100; //%
break;
case DBConsts.C_Mkt_ColumnName_FreeFloatCapital:
p.FreefloatCapital = Convert.ToDouble(oRow[oCol]) * 10000;
break;
case DBConsts.C_Mkt_ColumnName_MaturityDate:
strDate = oRow[oCol].ToString();
p.BondMaturityDate = new DateTime(
Convert.ToInt16(strDate.Substring(0, 4))
, Convert.ToInt16(strDate.Substring(4, 2))
, Convert.ToInt16(strDate.Substring(6, 2))
);
break;
default:
break;
}
}
positionList.Add(p);
}
}
return(positionList);
}
catch (Exception ex)
{
throw ex;
}
}