国联民生 greeks计算代码完成

YLErpDAL/Modules/EodModule/GLMSGreeksHandleService.cs

@@ -44,11 +44,7 @@ namespace YLErp.Modules.EodModule
                 return;
             }
 
-            var eodPriceProvier = new EodPriceProvider(valueDate);
-            eodPriceProvier.Initialize(underlyingCodes);
-            underlyingCodes.ForEach(e => {
-                _pDic.Add(e, eodPriceProvier.GetPrice(e, SettlementTypeEnum.ClosePrice));
-            });
+            
             using var db = DbContextFactory.GetYLDbContext();
             var conn = db.Database.GetDbConnection();
             var bondsUmCodes = umDatas.Where(p => instrumentBondsTypes.Contains(p.UnderlyingInstrumentType)).Select(p => p.UnderlyingCode).Distinct().ToList();
@@ -141,8 +137,13 @@ namespace YLErp.Modules.EodModule
                 }
             }
 
-
-
+            underlyingCodes.AddRange(bondsUmCodes);
+            underlyingCodes = underlyingCodes.Distinct().ToList();
+            var eodPriceProvier = new EodPriceProvider(valueDate);
+            eodPriceProvier.Initialize(underlyingCodes);
+            underlyingCodes.ForEach(e => {
+                _pDic.Add(e, eodPriceProvier.GetPrice(e, SettlementTypeEnum.ClosePrice));
+            });
 
         }
 
@@ -227,7 +228,8 @@ namespace YLErp.Modules.EodModule
                 res.C = _cDic.GetValueOrDefault(underlyingCode, null);
                 res.Ytm = _ytmDic.GetValueOrDefault(underlyingCode, null);
             }
-            //
+            var logger = LogFactory.GetLogger<GLMSGreeksHandleService>();
+            logger.Info($"希腊字母计算参数 - UnderlyingCode:{underlyingCode}, InstrumentType:{underlyingInstrumentType}, P:{res.P}, D:{res.D}, C:{res.C}, Ytm:{res.Ytm}, CF:{res.CF}");
             return res;
         }
 

YLErpDAL/Modules/PricingModule/PriceCalcService.cs

@@ -502,6 +502,7 @@ namespace YLErp.Modules.PricingModule
                     }
                 }
                 var greeksHandleService = new GLMSGreeksHandleService();
+               
                 foreach (var item in tdList)
                 {
                     var td = item.tdConv;
@@ -530,7 +531,7 @@ namespace YLErp.Modules.PricingModule
                         }
                     }
 
-
+                    greeksHandleService.InitData(item.ValueDate ?? td.TradeDate ?? DateTime.Today, new List<string> { td.UnderlyingCode });
                     greeksHandleService.Handle(td, calcResult, underlying);
 
                     results.Add(new CalcOptionPriceResult