从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,46 @@
+using YLErp.Abstract;
+using YLErp.Abstract.DataProviders;
+using YLErp.Modules.CalculationModule.Abstract;
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.TradeRiskCalcModule
+{
+    /// <summary>
+    /// 
+    /// </summary>
+    class OptionCalcDataProvider : IOptionCalcDataProvider
+    {
+        public OptionCalcDataProvider(TradeRiskCalcTestContextBase context, IPriceProvider underlyingPriceProvider = null, IPriceProvider underlyingSettlePriceProvider = null)
+        {
+            if (underlyingPriceProvider != null)
+            {
+                UnderlyingPriceProvider = underlyingPriceProvider;
+                UnderlyingSettlePriceProvider = underlyingSettlePriceProvider;
+            }
+            else if (context.IsEodSettle)
+            {
+                UnderlyingPriceProvider = new EodPriceProvider(context.ValueDate).GetPriceProvider();
+                UnderlyingSettlePriceProvider = new EodPriceProvider(context.ValueDate).GetPriceProvider(DBModels.SettlementTypeEnum.SettlePrice);
+            }
+            else
+            {
+                UnderlyingPriceProvider = DataCacheProvider.GetUnderlyingDataSource();
+                UnderlyingSettlePriceProvider = DataCacheProvider.GetUnderlyingDataSource();
+            }
+
+            UnderlyingDataProvider = new UnderlyingDataProvider();
+            TradeExtendDataProvider = new TradeExtendDataProvider(InnerHelper.UserInfo);
+            VolatilityDataProvider = new VolatilityDataProvider(context.ValueDate);
+        }
+
+        public IPriceProvider UnderlyingPriceProvider { get; }
+
+        public IPriceProvider UnderlyingSettlePriceProvider { get; }
+
+        public IUnderlyingDataProvider UnderlyingDataProvider { get; }
+
+        public ITradeExtendDataProvider TradeExtendDataProvider { get; }
+
+        public IVolatilityDataProvider VolatilityDataProvider { get; }
+    }
+}