feat(swap): FR007定盘整表快照缓存——预载全历史O(1)命中,miss不缓存,写侧失效+1min TTL兜底
数据形态:每工作日一行、发布后不变、全历史仅数千行 → 整表快照优于逐键缓存。
① Fr007FixingCache:首次访问批量SELECT全历史进字典,此后读取O(1)零查询;
快照以引用替换发布(Volatile),读侧无撕裂,重载加锁去抖;
② 负缓存防线:miss(当日~11:15未发布/补录历史)永不进快照,TryGetPrice 回退直查库——
否则发布后TTL窗口内仍查不到,上午平仓会一直用回退利率;
③ 写侧版本失效:SwapFlowService 新增/修改/删除 FR007 后 Invalidate,下次访问立即
整表重载不等TTL;其余通用写入口(导入/复制/合成/直改库)靠TTL兜底,可见性≤1分钟;
④ TryGetPrice 仅 FR007 走缓存路由(全仓生产调用方仅 SwapDealService.TryGetFloatRate
与 Fr007IndexFixer 两处,均定盘链),其他标的照旧直查,零影响;
⑤ YLErpDAL 增加 InternalsVisibleTo("UnitTestProject"),时钟/装载器测试接缝保持 internal。
验证:Fr007FixingCacheTest 5/5(预载命中/miss不缓存/写侧立即生效/TTL过期重载/稳态零重载);
GLMS20260817Fr007UnwindMorningTest 等内存套件 55/55 全绿。
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using YLErp.Modules.DataProviderModule;
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namespace YLErp.Modules.DataProviderModule
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{
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/// <summary>
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/// Fr007FixingCache 快照缓存行为契约(纯内存,不连库;Loader/时钟均为注入接缝):
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/// ① 首次访问批量预载、命中 O(1);② miss 不进快照(负缓存防线——当日发布前 miss、发布后须能查到);
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/// ③ 写侧版本失效:Invalidate 后立即重载取到新值(不等 TTL);④ TTL 过期自动重载(直改库兜底);
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/// ⑤ TTL 窗口内无写入不重载(零查询稳态)。
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/// </summary>
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[TestClass]
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public class Fr007FixingCacheTest
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{
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private static readonly DateTime D1 = new(2026, 7, 6);
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private static readonly DateTime D2 = new(2026, 7, 13);
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private int _loadCount;
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private Dictionary<DateTime, double> _market;
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[TestInitialize]
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public void Init()
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{
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_loadCount = 0;
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_market = new Dictionary<DateTime, double> { [D1] = 0.0142, [D2] = 0.01425 };
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Fr007FixingCache.ResetForTest();
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Fr007FixingCache.LoadSnapshot = () => { _loadCount++; return new Dictionary<DateTime, double>(_market); };
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}
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[TestCleanup]
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public void Cleanup() => Fr007FixingCache.ResetForTest();
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private static void AdvanceClock(long ticks) => Fr007FixingCache.NowTicks = () => ticks;
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[TestMethod]
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public void 首次访问预载并命中()
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{
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Fr007FixingCache.NowTicks = () => 1_000_000L;
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Assert.IsTrue(Fr007FixingCache.TryGet(D1, out var p1), "预载后历史定盘应命中");
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Assert.AreEqual(0.0142, p1, 1e-12);
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Assert.AreEqual(1, _loadCount, "首次访问恰好装载一次");
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Assert.IsTrue(Fr007FixingCache.TryGet(D2, out var p2), "同快照内多次命中");
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Assert.AreEqual(0.01425, p2, 1e-12);
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Assert.AreEqual(1, _loadCount, "命中不应重复装载");
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}
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[TestMethod]
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public void miss不进快照_当日新发布经直查兜底后TTL内可见()
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{
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Fr007FixingCache.NowTicks = () => 1_000_000L;
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var today = new DateTime(2026, 8, 18);
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Assert.IsFalse(Fr007FixingCache.TryGet(today, out _), "快照无该行应 miss(调用方直查库兜底)");
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Assert.AreEqual(1, _loadCount);
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// 直查库发现了新发布的当日行 → 写侧失效(SwapFlowService 场景)→ 重载后可见
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_market[today] = 0.0143;
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Fr007FixingCache.Invalidate();
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Assert.IsTrue(Fr007FixingCache.TryGet(today, out var p), "写侧失效重载后当日行应可见");
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Assert.AreEqual(0.0143, p, 1e-12);
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Assert.AreEqual(2, _loadCount);
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}
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[TestMethod]
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public void 写侧失效立即重载取到修正值_不等TTL()
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{
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Fr007FixingCache.NowTicks = () => 1_000_000L;
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Fr007FixingCache.TryGet(D1, out _);
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Assert.AreEqual(1, _loadCount);
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_market[D1] = 0.0150; // 界面修正错价
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Fr007FixingCache.Invalidate();
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// 时钟只走了 1 tick(远小于 TTL),仍必须重载
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Fr007FixingCache.NowTicks = () => 1_000_001L;
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Assert.IsTrue(Fr007FixingCache.TryGet(D1, out var p), "修正后仍应命中");
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Assert.AreEqual(0.0150, p, 1e-12, "TTL 未到也必须看到写侧修正值");
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Assert.AreEqual(2, _loadCount, "版本失效应立即触发重载");
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}
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[TestMethod]
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public void TTL过期自动重载_直改库兜底()
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{
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Fr007FixingCache.NowTicks = () => 1_000_000L;
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Fr007FixingCache.TryGet(D1, out _);
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Assert.AreEqual(1, _loadCount);
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_market[D1] = 0.0160; // 直改库(无 Invalidate)
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Fr007FixingCache.NowTicks = () => 1_000_000L + TimeSpan.FromMinutes(1).Ticks + 1; // TTL+1 tick
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Assert.IsTrue(Fr007FixingCache.TryGet(D1, out var p));
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Assert.AreEqual(0.0160, p, 1e-12, "TTL 过期后应重载并看到直改库的新值");
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Assert.AreEqual(2, _loadCount);
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}
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[TestMethod]
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public void TTL窗口内无写入零重载()
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{
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Fr007FixingCache.NowTicks = () => 1_000_000L;
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Fr007FixingCache.TryGet(D1, out _);
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Fr007FixingCache.NowTicks = () => 1_000_000L + TimeSpan.FromMinutes(1).Ticks - 1; // TTL-1 tick:稳态窗口
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for (int i = 0; i < 10; i++) Fr007FixingCache.TryGet(D1, out _);
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Assert.AreEqual(1, _loadCount, "稳态窗口内多次读取零重载(零查询)");
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}
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}
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}
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@@ -149,6 +149,12 @@ namespace YLErp.Modules.DataProviderModule
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price = 0;
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valueDate = valueDate.Date;
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// FR007 走整表快照缓存(预载全历史,O(1) 命中零查询)。miss=行尚不存在(当日未发布/补录),
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// 继续直查库兜底——miss 永不进快照(负缓存防线,详见 Fr007FixingCache 注释)。
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if (underlyingCode == Fr007FixingCache.UnderlyingCode && Fr007FixingCache.TryGet(valueDate, out price))
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return true;
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using var db = DbContextFactory.GetYLDbContext();
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var data = db.eod_commodity_future_price.Where(x => x.ValueDate == valueDate && x.UnderlyingCode == underlyingCode).OrderByDescending(o => o.ValueDate).FirstOrDefault();
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using YLErp.Modules;
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namespace YLErp.Modules.DataProviderModule
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{
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/// <summary>
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/// FR007 定盘快照缓存。定盘是"每工作日一个数、发布后不变"的小表(一年约 250 行,全历史数千行),
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/// 故采用整表快照而非逐键缓存:
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///
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/// <para>① <b>预载</b>:首次访问一次性 SELECT 全历史进字典,此后读取 O(1)、零查询;</para>
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/// <para>② <b>miss 不进快照</b>(负缓存防线):当日定盘 ~11:15 后才出现、历史可补录——
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/// 字典查不到必须回退直查库,绝不能把"查不到"缓存住,否则发布后仍沿用旧利率;</para>
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/// <para>③ <b>写侧版本失效</b>:经应用的 FR007 写入(SwapFlowService 新增/修改/删除)立即失效,
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/// 下次访问整表重载一次;</para>
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/// <para>④ <b>TTL 1 分钟兜底</b>:覆盖直改库与其他通用价格写入口(导入/复制/合成等),
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/// 可见性窗口 ≤1 分钟,重启无需。</para>
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///
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/// <para>快照以引用替换发布(Volatile.Write),读侧要么看到旧快照要么看到新快照,无撕裂;
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/// 重载加锁去抖,避免并发下重复整表查询。</para>
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/// </summary>
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public static class Fr007FixingCache
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{
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public const string UnderlyingCode = "FR007";
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/// <summary>TTL:兜底"直接改库/通用写入口"的可见性窗口(FR007 专属写入口走版本失效,不受此限)。</summary>
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internal static TimeSpan Ttl = TimeSpan.FromMinutes(1);
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/// <summary>测试接缝:时钟(默认 UtcNow Ticks)。</summary>
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internal static Func<long> NowTicks = () => DateTime.UtcNow.Ticks;
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/// <summary>测试接缝:快照装载器(默认直查库)。返回 日期→ReferencePrice 全量映射。</summary>
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internal static Func<Dictionary<DateTime, double>> LoadSnapshot = LoadFromDb;
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private static Dictionary<DateTime, double> _snapshot = new();
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private static bool _loaded; // 是否已完成首次装载
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private static long _loadedAt; // 快照装载时刻(NowTicks 口径)
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private static long _writeVersion; // 写侧版本(Invalidate 递增)
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private static long _snapVersion; // 装载时的写侧版本
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private static readonly object _reloadLock = new();
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private static Dictionary<DateTime, double> LoadFromDb()
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{
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using var db = DbContextFactory.GetYLDbContext();
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return db.eod_commodity_future_price
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.Where(x => x.UnderlyingCode == UnderlyingCode && x.ReferencePrice != null)
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.Select(x => new { x.ValueDate, Price = x.ReferencePrice!.Value })
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.AsEnumerable()
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.GroupBy(x => x.ValueDate.Date)
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.ToDictionary(g => g.Key, g => g.First().Price);
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}
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/// <summary>命中返回 true。miss 仅代表"快照里没有",调用方须直查库兜底(当日新发布/补录)。</summary>
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public static bool TryGet(DateTime valueDate, out double price)
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{
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EnsureFresh();
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return Volatile.Read(ref _snapshot).TryGetValue(valueDate.Date, out price);
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}
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/// <summary>写侧失效:FR007 行经应用新增/修改/删除后调用,下次访问整表重载。</summary>
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public static void Invalidate() => Interlocked.Increment(ref _writeVersion);
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/// <summary>重置为未装载状态并恢复默认接缝(仅测试用)。</summary>
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internal static void ResetForTest()
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{
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lock (_reloadLock)
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{
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_snapshot = new Dictionary<DateTime, double>();
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_loaded = false;
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_loadedAt = 0;
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_writeVersion = 0;
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_snapVersion = 0;
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Ttl = TimeSpan.FromMinutes(1);
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NowTicks = () => DateTime.UtcNow.Ticks;
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LoadSnapshot = LoadFromDb;
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}
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}
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private static void EnsureFresh()
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{
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if (IsFresh()) return;
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lock (_reloadLock)
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{
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if (IsFresh()) return;
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var snap = LoadSnapshot();
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Volatile.Write(ref _snapshot, snap);
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Volatile.Write(ref _loaded, true);
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Volatile.Write(ref _loadedAt, NowTicks());
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Volatile.Write(ref _snapVersion, Volatile.Read(ref _writeVersion));
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}
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}
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private static bool IsFresh()
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=> Volatile.Read(ref _loaded)
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&& Volatile.Read(ref _snapVersion) == Volatile.Read(ref _writeVersion)
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&& NowTicks() - Volatile.Read(ref _loadedAt) <= Ttl.Ticks;
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}
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}
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@@ -10,6 +10,7 @@ using YLErp.Helpers;
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using YLErp.Model;
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using YLErp.Model.Enum;
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using YLErp.Modules.EodModule;
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using YLErp.Modules.DataProviderModule;
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using YLErp.Modules.SwapModule.Dto;
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using YLErp.Office;
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using YLErp.QdpModule;
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@@ -70,6 +71,7 @@ namespace YLErp.Modules.SwapModule
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}
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DbContext.eod_commodity_future_price.Remove(frdata);
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DbContext.SaveChanges();
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Fr007FixingCache.Invalidate(); // 写侧失效:删除当日定盘后缓存立即重载,防旧值沿用
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return true;
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}
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/// <summary>
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@@ -115,6 +117,7 @@ namespace YLErp.Modules.SwapModule
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frdata.OptName = UserInfo.UserName;
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frdata.OptDate = DateTime.Now;
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DbContext.SaveChanges();
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Fr007FixingCache.Invalidate(); // 写侧失效:新增/修改定盘后缓存立即重载
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return true;
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}
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@@ -0,0 +1,4 @@
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using System.Runtime.CompilerServices;
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// 测试工程访问 internal 接缝(如 Fr007FixingCache 的时钟/装载器注入),替代把测试钩子暴露为 public。
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[assembly: InternalsVisibleTo("UnitTestProject")]
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