从山证v2.3.0拷贝
This commit is contained in:
吴方海
@@ -0,0 +1,38 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 簿记账户
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/// </summary>
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class AssetUnitDataSource : GenericeCachedDataSource<AssetUnit>
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{
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public override string TableName => nameof(AssetUnit);
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//public override void UpdateData(IEnumerable<string> updateKeyIds)
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//{
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// System.Diagnostics.Debug.WriteLine("DEBUG");
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// base.UpdateData(updateKeyIds);
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//}
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public static readonly AssetUnitDataSource Default;
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static AssetUnitDataSource()
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{
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Default = new AssetUnitDataSource();
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}
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}
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class AssetUnitDataGroupSource : GenericeCachedDataSource<AssetUnitGroup>
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{
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public override string TableName => nameof(AssetUnitGroup);
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public static readonly AssetUnitDataGroupSource Default;
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static AssetUnitDataGroupSource()
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{
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Default = new AssetUnitDataGroupSource();
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}
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}
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}
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}
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@@ -0,0 +1,30 @@
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using YLErp.Model;
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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class ClientBlackDataSource : GenericeCachedDataSource<client_black>
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{
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public ClientBlackDataSource()
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{
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}
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public override string TableName => nameof(client_black);
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protected override DbContext CreateDbContext()
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{
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return DbContextFactory.GetClientDbContext(null);
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}
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//---------------------------------------------
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public static readonly ClientBlackDataSource Default;
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static ClientBlackDataSource()
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{
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Default = new ClientBlackDataSource();
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}
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}
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}
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}
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@@ -0,0 +1,25 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 客户信息
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/// </summary>
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class ClientDataSource : GenericeCachedDataSource<Client>
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{
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public override string TableName => nameof(Client);
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protected override DbContext CreateDbContext()
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{
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return DbContextFactory.GetClientDbContext(null);
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}
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public static readonly ClientDataSource Default;
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static ClientDataSource()
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{
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Default = new ClientDataSource();
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}
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}
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}
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}
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@@ -0,0 +1,25 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 客户等级信息
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/// </summary>
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class ClientLevelDataSource : GenericeCachedDataSource<ClientLevel>
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{
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public override string TableName => nameof(ClientLevel);
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protected override DbContext CreateDbContext()
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{
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return DbContextFactory.GetClientDbContext(null);
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}
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public static readonly ClientLevelDataSource Default;
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static ClientLevelDataSource()
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{
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Default = new ClientLevelDataSource();
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}
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}
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}
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}
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@@ -0,0 +1,27 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 标的关联性
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/// </summary>
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class CorrelationDataSource : GenericeCachedDataSource<CorrelationTable>
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{
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public CorrelationDataSource()
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{
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Filter = a => a.State == valuedate.当前使用;
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}
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public override string TableName => nameof(CorrelationTable);
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//---------------------------------------------
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public static readonly CorrelationDataSource Default;
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static CorrelationDataSource()
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{
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Default = new CorrelationDataSource();
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}
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}
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}
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}
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@@ -0,0 +1,20 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 对冲账户
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/// </summary>
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class ExchangeAccountDataSource : GenericeCachedDataSource<ExchangeAccount>
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{
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public override string TableName => nameof(ExchangeAccount);
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public static readonly ExchangeAccountDataSource Default;
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static ExchangeAccountDataSource()
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{
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Default = new ExchangeAccountDataSource();
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}
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}
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}
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}
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@@ -0,0 +1,83 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 场内期权基础数据
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/// </summary>
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class ExchangeListOptionDataSource : GenericeCachedDataSource<ExchangeListOption>, Abstract.IDataSourceKey2<ExchangeListOption>
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{
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public override string TableName => nameof(ExchangeListOption);
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readonly Dictionary<string, ExchangeListOption> _dicEx;
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public ExchangeListOptionDataSource()
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{
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_dicEx = new Dictionary<string, ExchangeListOption>(StringComparer.OrdinalIgnoreCase);
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AfterUpdate = data =>
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{
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if (!string.IsNullOrWhiteSpace(data?.ContractCode))
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{
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_dicEx[data.ContractCode] = data;
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}
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};
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AfterRemove = data =>
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{
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if (!string.IsNullOrWhiteSpace(data?.ContractCode))
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{
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_dicEx.Remove(data.ContractCode);
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}
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};
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//使用近1个月的数据作为缓存
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var date = DateTime.Today.AddDays(-30);
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Filter = PredicateBuilder.Create<ExchangeListOption>(n => n.MaturityDate > date);
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}
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public ExchangeListOption GetData(string keyId)
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{
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if (string.IsNullOrWhiteSpace(keyId))
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{
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return null;
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}
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lock (this)
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{
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if (_dicEx.TryGetValue(keyId, out ExchangeListOption data))
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{
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return data;
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}
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using (var db = DbContextFactory.GetYLDbContext())
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{
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var exopt = db.exchange_list_option.AsNoTracking().FirstOrDefault(n => n.ContractCode == keyId);
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if (exopt != null)
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{
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_dic[exopt.id] = exopt;
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_dicEx[exopt.ContractCode] = exopt;
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}
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return exopt?.Clone();
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}
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}
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}
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public override void ResetDataSource()
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{
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base.ResetDataSource();
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_dicEx.Clear();
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}
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//---------------------------------------------
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public static readonly ExchangeListOptionDataSource Default;
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static ExchangeListOptionDataSource()
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{
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Default = new ExchangeListOptionDataSource();
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}
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}
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}
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}
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@@ -0,0 +1,211 @@
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using System.Linq.Expressions;
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using YLErp.Abstract;
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namespace YLErp.Modules.DataCacheModule
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{
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/// <summary>
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/// 通用数据源抽象类
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/// </summary>
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abstract class GenericeCachedDataSource<TData> : IDataUpdater, IDataSource, IDataSource<TData>, IDataSourceEvent, IJsonSerializable
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where TData : class, IDataTraceV2, IDataEntity
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{
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protected int _maxId = -1;
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protected bool _clonable;
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protected readonly Dictionary<int, TData> _dic;
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protected DateTime _lastUptime;
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public event EventHandler DataSourceUpdated;
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protected GenericeCachedDataSource()
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{
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_dic = new Dictionary<int, TData>();
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_clonable = typeof(TData).GetInterface(typeof(IClonable<TData>).Name) != null;
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}
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/// <summary>
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/// 数据条数
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/// </summary>
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public int Count => _dic.Count;
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public abstract string TableName { get; }
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/// <summary>
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/// 获取数据
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/// </summary>
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public IQueryable<TData> AsQueryable(Expression<Func<TData, bool>> predicate = null)
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{
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lock (this)
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{
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if (_dic.Count < 1)
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{
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return Enumerable.Empty<TData>().AsQueryable();
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}
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var query = _dic.Values.AsQueryable();
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if (predicate != null)
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{
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query = query.Where(predicate);
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}
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if (_clonable)
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{
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return new DataCacheQueryable<TData>(query);
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}
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return query;
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}
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}
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/// <summary>
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/// 更新数据源
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/// </summary>
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public virtual void UpdateData(IEnumerable<string> updateKeyIds)
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{
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lock (_dic)
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{
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InnerUpdateData(updateKeyIds);
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}
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}
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private void InnerUpdateData(IEnumerable<string> updateKeyIds)
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{
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using (var db = CreateDbContext())
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{
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var table = db.Set<TData>().AsNoTracking();
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var minId = _maxId;
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var maxId = table.Max(n => (int?)n.id) ?? 0;
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//ID更新集合
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var updateIds = DataConvert.ConvertToInt32Set(updateKeyIds);
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if (maxId < minId)
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{
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minId = -1;
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}
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if (maxId == minId && !updateIds.Any(n => n > 0))
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{
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return;
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}
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_lastUptime = DateTime.Now;
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//数据查询
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var query = table.Where(n => (n.id > minId && n.id <= maxId) || updateIds.Contains(n.id));
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if (Filter != null)
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{
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query = query.Where(Filter);
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}
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var datas = query.OrderBy(n => n.id).ToArray();
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datas = PreProcessDatas(datas);
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lock (this)
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{
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//更新字典数据
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foreach (var data in datas)
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{
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updateIds.Remove(data.id);
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_dic[data.id] = data;
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AfterUpdate?.Invoke(data);
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}
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//取不到数据的直接从本地字典中删除
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updateIds.Remove(0);
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foreach (var id in updateIds)
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{
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if (AfterRemove != null && _dic.TryGetValue(id, out var data))
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{
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AfterRemove(data);
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}
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_dic.Remove(id);
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}
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}
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_maxId = maxId;
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DataSourceUpdated?.Invoke(this, EventArgs.Empty);
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}
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}
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/// <summary>
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/// 根据KeyID获取数据
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/// </summary>
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public virtual TData GetData(int keyId)
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{
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if (keyId < 1)
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{
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return null;
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}
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lock (this)
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{
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if (_dic.TryGetValue(keyId, out TData data))
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{
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return _clonable ? ((IClonable<TData>)data).Clone() : data;
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}
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using (var db = CreateDbContext())
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{
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var dbModel = db.Set<TData>().AsNoTracking().FirstOrDefault(n => n.id == keyId);
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if (dbModel != null)
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{
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_dic[dbModel.id] = dbModel;
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AfterUpdate?.Invoke(dbModel);
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return _clonable ? ((IClonable<TData>)dbModel).Clone() : dbModel;
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}
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return dbModel;
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}
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}
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}
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/// <summary>
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/// 重置数据源
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/// </summary>
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public virtual void ResetDataSource()
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{
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_maxId = -1;
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_dic.Clear();
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}
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//--------用于扩展配置------------------
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/// <summary>
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/// 数据加载后预处理
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/// </summary>
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protected virtual TData[] PreProcessDatas(TData[] datas)
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{
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return datas;
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}
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/// <summary>
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/// 查询过滤条件
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/// </summary>
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public Expression<Func<TData, bool>> Filter { get; set; }
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/// <summary>
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/// 更新以后事件处理
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/// </summary>
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public Action<TData> AfterUpdate { get; set; }
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/// <summary>
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/// 删除以后事件处理
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/// </summary>
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public Action<TData> AfterRemove { get; set; }
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/// <summary>
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/// 创建数据库上下文(默认使用YLContext)
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/// </summary>
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protected virtual DbContext CreateDbContext()
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{
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return DbContextFactory.GetYLDbContext();
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}
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public string ToJson()
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{
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return new { _maxId, _lastUptime, _dic }.ToJson();
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}
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}
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}
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@@ -0,0 +1,14 @@
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namespace YLErp.Modules.DataCacheModule
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{
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class MarketDataSource : GenericeCachedDataSource<Market>
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{
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public override string TableName => nameof(Market);
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public static readonly MarketDataSource Default;
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static MarketDataSource()
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{
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Default = new MarketDataSource();
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}
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}
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}
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@@ -0,0 +1,26 @@
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namespace YLErp.Modules.DataCacheModule
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{
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public static partial class DataCacheManager
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{
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/// <summary>
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/// 个股黑白名单
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/// </summary>
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class StockBlackWhiteDataSource : GenericeCachedDataSource<StockBlackWhite>
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{
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public StockBlackWhiteDataSource()
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{
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}
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public override string TableName => nameof(StockBlackWhite);
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//---------------------------------------------
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||||
public static readonly StockBlackWhiteDataSource Default;
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||||
static StockBlackWhiteDataSource()
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{
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Default = new StockBlackWhiteDataSource();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,25 @@
|
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namespace YLErp.Modules.DataCacheModule
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||||
{
|
||||
public static partial class DataCacheManager
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||||
{
|
||||
/// <summary>
|
||||
/// 股票手续费设定
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||||
/// </summary>
|
||||
class StockCommissionDataSource : GenericeCachedDataSource<StockCommissionConfig>
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{
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||||
public StockCommissionDataSource()
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||||
{
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Filter = n => n.Enabled == 1;
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||||
}
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||||
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||||
public override string TableName => nameof(StockCommissionConfig);
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||||
public static readonly StockCommissionDataSource Default;
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||||
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||||
static StockCommissionDataSource()
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||||
{
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||||
Default = new StockCommissionDataSource();
|
||||
}
|
||||
}
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||||
}
|
||||
}
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@@ -0,0 +1,471 @@
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using System.Collections.Concurrent;
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using YieldChain.Commons;
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using YieldChain.Helpers;
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using YLErp.Abstract.DataProviders;
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||||
using YLErp.BLL;
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using YLErp.Models;
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||||
using YLErp.Modules.UnderlyingModule;
|
||||
|
||||
namespace YLErp.Modules.DataCacheModule
|
||||
{
|
||||
public static partial class DataCacheManager
|
||||
{
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||||
/// <summary>
|
||||
/// 标的数据源
|
||||
/// </summary>
|
||||
class UnderlyingDataSource : GenericeCachedDataSource<underlying_manager>, IUnderlyingDataSource, IBasketPriceProvider
|
||||
{
|
||||
readonly ThrottleAction _updatePricethrottle;
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||||
readonly Dictionary<string, underlying_manager> _dicEx;
|
||||
readonly ConcurrentDictionary<string, SyntheticUnderlying> _dicSynthetic;
|
||||
|
||||
private UnderlyingDataSource()
|
||||
{
|
||||
_updatePricethrottle = new ThrottleAction(ThrottleUpdatePricesAction, 3, 180);
|
||||
_dicEx = new Dictionary<string, underlying_manager>(StringComparer.OrdinalIgnoreCase);
|
||||
_dicSynthetic = new ConcurrentDictionary<string, SyntheticUnderlying>(StringComparer.OrdinalIgnoreCase);
|
||||
|
||||
AfterUpdate = AfterUpdateHandle;
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||||
AfterRemove = AfterRemoveHandle;
|
||||
|
||||
//使用近2年的标的数据作为缓存
|
||||
int.TryParse(PS.Config.ErpElement.UnderlyingCacheCfg, out int years);
|
||||
if (years < 0) years = -years;
|
||||
var date = DateTime.Today.AddYears(years < 2 ? -2 : -years);
|
||||
Filter = PredicateBuilder.Create<underlying_manager>(
|
||||
n => (n.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures
|
||||
&& n.UnderlyingInstrumentType != ConsGlobal.InstrumentType.StockIF) || n.MaturityDate >= date);
|
||||
}
|
||||
|
||||
public override string TableName => nameof(underlying_manager);
|
||||
|
||||
/// <summary>
|
||||
/// 扩展数据更新
|
||||
/// </summary>
|
||||
private void AfterUpdateHandle(underlying_manager data)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(data?.UnderlyingCode))
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
_dicEx[data.UnderlyingCode] = data;
|
||||
|
||||
_dicSynthetic.TryRemove(data.UnderlyingCode, out _);
|
||||
|
||||
var variety = DataCacheProvider.GetVarietyDataSource().GetData(data.UnderlyingTypeId);
|
||||
|
||||
if (data.IsStock())
|
||||
{
|
||||
data.CountRatio = 1;
|
||||
data.ContractSize = data.ContractSize > 0 ? data.ContractSize : 100;
|
||||
data.QuoteUnit = data.TradeUnit = "股";
|
||||
data.PinYinFirst = PingYinHelper.GetFirstPinYin(data.UnderlyingName)?.ToUpperInvariant();
|
||||
data.CommodityCode = variety?.VarietyCode;
|
||||
}
|
||||
else if (data.IsBasket())
|
||||
{
|
||||
data.CountRatio = 1;
|
||||
data.ContractSize = data.ContractSize > 0 ? data.ContractSize : 100;
|
||||
data.QuoteUnit = data.TradeUnit = "股";
|
||||
}
|
||||
else if (data.IsSynthetic())
|
||||
{
|
||||
data.CountRatio = 1;
|
||||
data.ContractSize = data.ContractSize > 0 ? data.ContractSize : 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
if (variety != null)
|
||||
{
|
||||
if (data.ContractSize < 1)
|
||||
{
|
||||
data.ContractSize = DBModels.Helpers.VarietyHelper.GetTradeUnitValue(variety.VarietyCode, variety.TradeUnit) ?? 1;
|
||||
}
|
||||
|
||||
if (string.IsNullOrEmpty(data.QuoteUnit))
|
||||
{
|
||||
data.QuoteUnit = DBModels.Helpers.VarietyHelper.GetQuoteUnitSingleOriginal(variety.QuoteUnit);
|
||||
}
|
||||
|
||||
if (string.IsNullOrEmpty(data.TradeUnit))
|
||||
{
|
||||
data.TradeUnit = DBModels.Helpers.VarietyHelper.GetTradeUnitSingle(variety.TradeUnit);
|
||||
}
|
||||
|
||||
data.CountRatio = DBModels.Helpers.VarietyHelper.GetCountRatio(variety.QuoteUnit);
|
||||
data.CommodityCode = variety?.VarietyCode;
|
||||
}
|
||||
|
||||
if (data.ContractSize < 1)
|
||||
{
|
||||
data.ContractSize = 1;
|
||||
}
|
||||
|
||||
if (data.PriceTick < 1e-4)
|
||||
{
|
||||
data.PriceTick = DBModels.Helpers.VarietyHelper.ParseMinPriceChange(variety) ?? 0;
|
||||
}
|
||||
}
|
||||
|
||||
if (data.PriceTick < 1e-4)
|
||||
{
|
||||
data.PriceTick = 0.01;
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 扩展数据移除操作
|
||||
/// </summary>
|
||||
private void AfterRemoveHandle(underlying_manager data)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(data?.UnderlyingCode))
|
||||
{
|
||||
return;
|
||||
}
|
||||
_dicEx.Remove(data.UnderlyingCode);
|
||||
_dicSynthetic.TryRemove(data.UnderlyingCode, out _);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 根据标的代码获取标的数据
|
||||
/// </summary>
|
||||
public underlying_manager GetData(string underlyingCode)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(underlyingCode))
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
lock (this)
|
||||
{
|
||||
if (_dicEx.TryGetValue(underlyingCode, out var underlying))
|
||||
{
|
||||
var clone = underlying.Clone();
|
||||
clone.Price = InnerGetPrice(clone);
|
||||
return clone;
|
||||
}
|
||||
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
var un = db.underlying_manager.AsNoTracking().FirstOrDefault(n => n.UnderlyingCode == underlyingCode);
|
||||
if (un != null)
|
||||
{
|
||||
_dic[un.id] = un;
|
||||
AfterUpdateHandle(un);
|
||||
if (un.IsBasket() && InnerTryGetPrice(un, out var price))
|
||||
{
|
||||
un.Price = price;
|
||||
}
|
||||
}
|
||||
return un?.Clone();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 根据标的ID获取标的数据
|
||||
/// </summary>
|
||||
public override underlying_manager GetData(int keyId)
|
||||
{
|
||||
var un = base.GetData(keyId);
|
||||
if (un != null)
|
||||
{
|
||||
un.Price = InnerGetPrice(un);
|
||||
}
|
||||
return un;
|
||||
}
|
||||
|
||||
#region----IPriceProvider----
|
||||
|
||||
/// <summary>
|
||||
/// 根据标的代码获取标的价格(包含组合标的)
|
||||
/// </summary>
|
||||
public double GetPrice(int underlyingId)
|
||||
{
|
||||
return InnerGetPrice(GetData(underlyingId));
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 根据标的代码获取标的价格(标的代码不区分大小写)(包含组合标的)
|
||||
/// </summary>
|
||||
public double GetPrice(string underlyingCode)
|
||||
{
|
||||
return InnerGetPrice(GetData(underlyingCode));
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 根据标的代码获取标的价格(包含组合标的)
|
||||
/// </summary>
|
||||
public bool TryGetPrice(int underlyingId, out double price)
|
||||
{
|
||||
return InnerTryGetPrice(GetData(underlyingId), out price);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 根据标的代码获取标的价格，标的代码不区分大小写(包含组合标的)
|
||||
/// </summary>
|
||||
public bool TryGetPrice(string underlyingCode, out double price)
|
||||
{
|
||||
return InnerTryGetPrice(GetData(underlyingCode), out price);
|
||||
}
|
||||
|
||||
|
||||
public bool InitData(List<string> underlyingCodes)
|
||||
{
|
||||
lock (this)
|
||||
{
|
||||
var notInCaches = underlyingCodes.Where(p => !_dicEx.Keys.Contains(p)).ToList();
|
||||
if (notInCaches != null && notInCaches.Count > 0)
|
||||
{
|
||||
List<underlying_manager> unList = null;
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
unList = db.underlying_manager.AsNoTracking().Where(n => notInCaches.Contains(n.UnderlyingCode)).ToList();
|
||||
}
|
||||
if (unList != null && unList.Count > 0)
|
||||
{
|
||||
unList.ForEach(un =>
|
||||
{
|
||||
_dic[un.id] = un;
|
||||
AfterUpdateHandle(un);
|
||||
if (un.IsBasket() && InnerTryGetPrice(un, out var price))
|
||||
{
|
||||
un.Price = price;
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
return true;
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
private double InnerGetPrice(underlying_manager underlying)
|
||||
{
|
||||
return InnerTryGetPrice(underlying, out var price) ? price : 0;
|
||||
}
|
||||
|
||||
private bool InnerTryGetPrice(underlying_manager un, out double price)
|
||||
{
|
||||
price = 0;
|
||||
|
||||
if (un == null)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
if (un.IsBasket())
|
||||
{
|
||||
price = BasketUnderlyingHelper.GetBasketPrice(un, this, true).Price;
|
||||
}
|
||||
else
|
||||
{
|
||||
price = un.Price ?? 0;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 更新标的价格
|
||||
/// </summary>
|
||||
public bool UpdatePrices(bool delay)
|
||||
{
|
||||
if (_updatePricethrottle.Execute())
|
||||
{
|
||||
if (delay)
|
||||
{
|
||||
_updatePricethrottle.DelayExecute(60);
|
||||
}
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
private void ThrottleUpdatePricesAction()
|
||||
{
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
var query1 = from u in db.underlying_manager
|
||||
where u.UnderlyingState != "Matured"
|
||||
&& u.UnderlyingType != "组合标的"
|
||||
select new PriceModel
|
||||
{
|
||||
InstrumentCode = u.UnderlyingCode,
|
||||
Price = u.Price ?? 0,
|
||||
PreClose = u.PrevClosePrice,
|
||||
PriceTime = u.LastUpdateTime
|
||||
};
|
||||
|
||||
var query2 = from su in db.synthetic_underlying
|
||||
join u in db.underlying_manager on su.Name equals u.UnderlyingCode
|
||||
join u1 in db.underlying_manager on su.UnderlyingCode1 equals u1.UnderlyingCode into u1t
|
||||
from u1 in u1t.DefaultIfEmpty()
|
||||
join u2 in db.underlying_manager on su.UnderlyingCode2 equals u2.UnderlyingCode into u2t
|
||||
from u2 in u2t.DefaultIfEmpty()
|
||||
join u3 in db.underlying_manager on su.UnderlyingCode3 equals u3.UnderlyingCode into u3t
|
||||
from u3 in u3t.DefaultIfEmpty()
|
||||
join u4 in db.underlying_manager on su.UnderlyingCode4 equals u4.UnderlyingCode into u4t
|
||||
from u4 in u4t.DefaultIfEmpty()
|
||||
where u.UnderlyingState == "Live" && u.LaunchState == "1"
|
||||
select new PriceModel
|
||||
{
|
||||
InstrumentCode = u.UnderlyingCode,
|
||||
Price = (u1.Price ?? 0) * (su.Coefficient1 ?? 0)
|
||||
+ (u2.Price ?? 0) * (su.Coefficient2 ?? 0)
|
||||
+ (u3.Price ?? 0) * (su.Coefficient3 ?? 0)
|
||||
+ (u4.Price ?? 0) * (su.Coefficient4 ?? 0)
|
||||
+ (su.Constant ?? 0),
|
||||
PreClose = (u1.PrevClosePrice ?? 0) * (su.Coefficient1 ?? 0)
|
||||
+ (u2.PrevClosePrice ?? 0) * (su.Coefficient2 ?? 0)
|
||||
+ (u3.PrevClosePrice ?? 0) * (su.Coefficient3 ?? 0)
|
||||
+ (u4.PrevClosePrice ?? 0) * (su.Coefficient4 ?? 0)
|
||||
+ (su.Constant ?? 0),
|
||||
PriceTime = u1.LastUpdateTime ?? u2.LastUpdateTime ?? u3.LastUpdateTime ?? u4.LastUpdateTime
|
||||
};
|
||||
|
||||
var datas = query1.Concat(query2).ToArray();
|
||||
|
||||
foreach (var item in datas)
|
||||
{
|
||||
if (_dicEx.TryGetValue(item.InstrumentCode, out var underlying))
|
||||
{
|
||||
underlying.Price = item.Price;
|
||||
underlying.PrevClosePrice = item.PreClose;
|
||||
underlying.LastUpdateTime = item.PriceTime;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 获取篮子的子标的价格
|
||||
/// </summary>
|
||||
public bool TryGetSubPrice(string underlyingCode, out double price, out double settlePrice)
|
||||
{
|
||||
//篮子标的的子标的只能是普通标的
|
||||
var data = GetData(underlyingCode);
|
||||
if (data != null)
|
||||
{
|
||||
price = settlePrice = data.Price ?? 0;
|
||||
return true;
|
||||
}
|
||||
price = settlePrice = 0;
|
||||
return false;
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
/// <summary>
|
||||
/// 获取组合标的信息
|
||||
/// </summary>
|
||||
public SyntheticUnderlying GetSyntheticUnderlying(string underlyingCode)
|
||||
{
|
||||
if (string.IsNullOrEmpty(underlyingCode))
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
if (_dicSynthetic.TryGetValue(underlyingCode, out var sy))
|
||||
{
|
||||
return sy;
|
||||
}
|
||||
|
||||
var un = GetData(underlyingCode);
|
||||
|
||||
if (un?.CommodityCode != "组合标的")
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
sy = db.synthetic_underlying.AsNoTracking().FirstOrDefault(n => n.Name == underlyingCode);
|
||||
if (sy != null)
|
||||
{
|
||||
_dicSynthetic[sy.Name] = sy;
|
||||
}
|
||||
return sy?.Clone();
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 获取数量转份额的乘积因子(最小为1)
|
||||
/// </summary>
|
||||
public int GetCountRatio(string underlyingCode)
|
||||
{
|
||||
return GetData(underlyingCode)?.CountRatio ?? 1;
|
||||
}
|
||||
|
||||
public override void ResetDataSource()
|
||||
{
|
||||
base.ResetDataSource();
|
||||
|
||||
_dicEx.Clear();
|
||||
_dicSynthetic.Clear();
|
||||
|
||||
UpdateData(null);
|
||||
}
|
||||
|
||||
//排序规则:优先使用未过期的期货，然后股票/现货，然后没有过期日的期货，然后过期的期货
|
||||
protected override underlying_manager[] PreProcessDatas(underlying_manager[] datas)
|
||||
{
|
||||
var valueDate = valuedateBLL.ValueDate;
|
||||
|
||||
return datas.OrderBy(n =>
|
||||
{
|
||||
var prefix = "1";
|
||||
|
||||
if (n.IsFutures())
|
||||
{
|
||||
if (n.MaturityDate.HasValue)
|
||||
{
|
||||
prefix = (n.MaturityDate.Value > valueDate ? 0 : valueDate.Year - n.MaturityDate.Value.Year + 2).ToString();
|
||||
}
|
||||
else
|
||||
{
|
||||
prefix = "2";
|
||||
}
|
||||
}
|
||||
|
||||
return prefix + (n.IsCombined() ? "1" : "0") + n.UnderlyingCode;
|
||||
|
||||
}).ToArray();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 更新标的资产启用状态
|
||||
/// </summary>
|
||||
public void UpdateLauchState()
|
||||
{
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
var datas = db.underlying_manager.Where(Filter).Select(n => new { n.id, n.LaunchState }).ToArray();
|
||||
|
||||
lock (_dic)
|
||||
{
|
||||
foreach (var item in datas)
|
||||
{
|
||||
if (_dic.TryGetValue(item.id, out var um))
|
||||
{
|
||||
um.LaunchState = item.LaunchState;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//---------------------------------------------
|
||||
|
||||
public static readonly UnderlyingDataSource Default;
|
||||
|
||||
static UnderlyingDataSource()
|
||||
{
|
||||
Default = new UnderlyingDataSource();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,186 @@
|
||||
using System;
|
||||
using System.Collections.Concurrent;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Linq.Expressions;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using YieldChain.Commons;
|
||||
using YieldChain.Helpers;
|
||||
using YLErp.Abstract;
|
||||
using YLErp.Abstract.DataProviders;
|
||||
using YLErp.BLL;
|
||||
using YLErp.Models;
|
||||
using YLErp.Modules.DataProviderModule;
|
||||
using YLErp.Modules.UnderlyingModule;
|
||||
using YLErp.QdpModule;
|
||||
|
||||
namespace YLErp.Modules.DataCacheModule
|
||||
{
|
||||
public static partial class DataCacheManager
|
||||
{
|
||||
class UnderlyingDbDataSource : IUnderlyingDataSource, IBasketPriceProvider, IDataUpdater, IDataSource, IDataSource<underlying_manager>, IDataSourceEvent, IJsonSerializable
|
||||
{
|
||||
private readonly YLContext _context=new YLContext();
|
||||
/// <summary>
|
||||
/// 查询过滤条件
|
||||
/// </summary>
|
||||
public Expression<Func<underlying_manager, bool>> Filter { get; set; }
|
||||
public int Count
|
||||
{
|
||||
get
|
||||
{
|
||||
return _context.underlying_manager.Count();
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
public string TableName => "underlying_manager";
|
||||
|
||||
public IQueryable<underlying_manager> AsQueryable(Expression<Func<underlying_manager, bool>> predicate = null)
|
||||
{
|
||||
if (predicate == null)
|
||||
{
|
||||
return _context.underlying_manager;
|
||||
}
|
||||
return _context.underlying_manager.Where(predicate);
|
||||
}
|
||||
|
||||
public int GetCountRatio(string underlyingCode)
|
||||
{
|
||||
return GetData(underlyingCode)?.CountRatio ?? 1;
|
||||
}
|
||||
|
||||
public underlying_manager GetData(string underlyingCode)
|
||||
{
|
||||
return _context.underlying_manager.FirstOrDefault(x => x.UnderlyingCode == underlyingCode);
|
||||
}
|
||||
|
||||
public underlying_manager GetData(int keyId)
|
||||
{
|
||||
return _context.underlying_manager.FirstOrDefault(x => x.id == keyId);
|
||||
}
|
||||
|
||||
public double GetPrice(int underlyingId)
|
||||
{
|
||||
return InnerGetPrice(GetData(underlyingId));
|
||||
}
|
||||
|
||||
public double GetPrice(string underlyingCode)
|
||||
{
|
||||
return InnerGetPrice(GetData(underlyingCode));
|
||||
}
|
||||
|
||||
public SyntheticUnderlying GetSyntheticUnderlying(string underlyingCode)
|
||||
{
|
||||
if (string.IsNullOrEmpty(underlyingCode))
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
var un = GetData(underlyingCode);
|
||||
|
||||
if (un?.CommodityCode != "组合标的")
|
||||
{
|
||||
return null;
|
||||
}
|
||||
var sy = _context.synthetic_underlying.AsNoTracking().FirstOrDefault(n => n.Name == underlyingCode);
|
||||
return sy?.Clone();
|
||||
}
|
||||
|
||||
public bool InitData(List<string> underlyingCodes)
|
||||
{
|
||||
return true;
|
||||
}
|
||||
|
||||
public void ResetDataSource()
|
||||
{
|
||||
|
||||
}
|
||||
|
||||
public bool TryGetPrice(int underlyingId, out double price)
|
||||
{
|
||||
return InnerTryGetPrice(GetData(underlyingId), out price);
|
||||
}
|
||||
|
||||
public bool TryGetPrice(string underlyingCode, out double price)
|
||||
{
|
||||
return InnerTryGetPrice(GetData(underlyingCode), out price);
|
||||
}
|
||||
|
||||
public bool TryGetSubPrice(string underlyingCode, out double price, out double settlePrice)
|
||||
{
|
||||
//篮子标的的子标的只能是普通标的
|
||||
var data = GetData(underlyingCode);
|
||||
if (data != null)
|
||||
{
|
||||
price = settlePrice = data.Price ?? 0;
|
||||
return true;
|
||||
}
|
||||
price = settlePrice = 0;
|
||||
return false;
|
||||
}
|
||||
|
||||
public void UpdateLauchState()
|
||||
{
|
||||
|
||||
}
|
||||
|
||||
public bool UpdatePrices(bool delay)
|
||||
{
|
||||
return true;
|
||||
}
|
||||
private double InnerGetPrice(underlying_manager underlying)
|
||||
{
|
||||
return InnerTryGetPrice(underlying, out var price) ? price : 0;
|
||||
}
|
||||
|
||||
private bool InnerTryGetPrice(underlying_manager un, out double price)
|
||||
{
|
||||
price = 0;
|
||||
|
||||
if (un == null)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
if (un.IsBasket())
|
||||
{
|
||||
price = BasketUnderlyingHelper.GetBasketPrice(un, this, true).Price;
|
||||
}
|
||||
else if (un.IsBond())
|
||||
{
|
||||
var valueDate = valuedateBLL.ValueDate;
|
||||
valueDate=QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(-1));
|
||||
var bondPrice = EodPriceQueryService.GetBondPrice(valueDate,un.UnderlyingCode);
|
||||
price = bondPrice!=null? bondPrice.ClosePrice:un.Price??0;
|
||||
}
|
||||
else
|
||||
{
|
||||
price = un.Price ?? 0;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
public void UpdateData(IEnumerable<string> updateKeyIds)
|
||||
{
|
||||
|
||||
}
|
||||
|
||||
public string ToJson()
|
||||
{
|
||||
return "";
|
||||
}
|
||||
|
||||
public static readonly UnderlyingDbDataSource Default;
|
||||
|
||||
public event EventHandler DataSourceUpdated;
|
||||
|
||||
static UnderlyingDbDataSource()
|
||||
{
|
||||
Default = new UnderlyingDbDataSource();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
namespace YLErp.Modules.DataCacheModule
|
||||
{
|
||||
public static partial class DataCacheManager
|
||||
{
|
||||
class VarietyDataSource : GenericeCachedDataSource<Variety>, Abstract.IDataSourceKey2<Variety>
|
||||
{
|
||||
public override string TableName => nameof(Variety);
|
||||
|
||||
readonly Dictionary<string, Variety> _dicEx;
|
||||
|
||||
private VarietyDataSource()
|
||||
{
|
||||
_dicEx = new Dictionary<string, Variety>(StringComparer.OrdinalIgnoreCase);
|
||||
}
|
||||
|
||||
public Variety GetData(string varietyCode)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(varietyCode))
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
lock (this)
|
||||
{
|
||||
if (_dicEx.TryGetValue(varietyCode, out var variety))
|
||||
{
|
||||
var clone = variety.Clone();
|
||||
return clone;
|
||||
}
|
||||
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
var va = db.variety.AsNoTracking().FirstOrDefault(n => n.VarietyCode == varietyCode);
|
||||
if (va != null)
|
||||
{
|
||||
_dic[va.id] = va;
|
||||
AfterUpdateHandle(va);
|
||||
}
|
||||
return va?.Clone();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void AfterUpdateHandle(Variety data)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(data.VarietyCode))
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
_dicEx[data.VarietyCode] = data;
|
||||
}
|
||||
|
||||
public static readonly VarietyDataSource Default;
|
||||
|
||||
static VarietyDataSource()
|
||||
{
|
||||
Default = new VarietyDataSource();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user