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);
}
}
//private List<string> _EquityCodeList = new List<string>();
//private List<string> _BondCodeList = new List<string>();
public List <GZBItem> BuildGZBList(DataTable dtGZB)
{
//==================================================================================================
//字段名
//FDate, FKmbm, FKmmc, FHqjg, FZqsl, FZqcb, FZqsz, Gz_zz, FSz_Jz_bl, FCb_Jz_bl
//==================================================================================================
try
{
_GZBList.Clear();
if (dtGZB != null && dtGZB.Rows.Count > 0)
{
foreach (DataRow oRow in dtGZB.Rows)
{
GZBItem gzb = new GZBItem();
string pct = "";
foreach (DataColumn oCol in dtGZB.Columns)
{
if (oRow[oCol.ColumnName] == DBNull.Value)
{
continue;
}
string colNameAdjusted = oCol.ColumnName.ToUpper();
switch (colNameAdjusted)
{
case DBConsts.C_GZB_ColName_FDate:
gzb.ItemDate = Convert.ToDateTime(oRow[oCol.ColumnName]);
break;
case DBConsts.C_GZB_ColName_FKmbm:
gzb.ItemCode = oRow[oCol.ColumnName].ToString();
//this.parseCode(gzb.ItemCode);
break;
case DBConsts.C_GZB_ColName_FKmmc:
gzb.ItemName = oRow[oCol.ColumnName].ToString();
break;
case DBConsts.C_GZB_ColName_FZqsl:
gzb.HoldingQuantity = Convert.ToDouble(oRow[oCol.ColumnName]);
break;
case DBConsts.C_GZB_ColName_FZqcb:
gzb.HoldingCost = Convert.ToDouble(oRow[oCol.ColumnName]);
break;
case DBConsts.C_GZB_ColName_FZqsz:
gzb.HoldingMarketValue = Convert.ToDouble(oRow[oCol.ColumnName]);
break;
case DBConsts.C_GZB_ColName_FGz_zz:
gzb.HoldingValueAdded = Convert.ToDouble(oRow[oCol.ColumnName]);
break;
case DBConsts.C_GZB_ColName_FHqjg:
gzb.CurrentPrice = Convert.ToDouble(oRow[oCol.ColumnName]);
break;
case DBConsts.C_GZB_ColName_FCb_Jz_bl:
//比例：原值="15.23%",新值="0.1523"
if (oRow[oCol.ColumnName] != DBNull.Value)
{
pct = oRow[oCol.ColumnName].ToString();
pct = pct.Substring(0, pct.Length - 1);
gzb.HoldingCostPctofNAV = Convert.ToDouble(pct) / 100;
}
break;
case DBConsts.C_GZB_ColName_FSz_Jz_bl:
//比例：原值="15.23%",新值="0.1523"
if (oRow[oCol.ColumnName] != DBNull.Value)
{
pct = oRow[oCol.ColumnName].ToString();
pct = pct.Substring(0, pct.Length - 1);
gzb.HoldingMVPctofNAV = Convert.ToDouble(pct) / 100;
}
break;
default:
break;
}
}
_GZBList.Add(gzb);
}
}
return(_GZBList);
}
catch (Exception ex)
{
throw ex;
}
}
