从山证v2.3.0拷贝
This commit is contained in:
吴方海
@@ -0,0 +1,448 @@
|
||||
using DocumentFormat.OpenXml.Drawing.Charts;
|
||||
using System.Linq.Expressions;
|
||||
using YLErp.Models;
|
||||
using YLErp.QdpModule;
|
||||
|
||||
namespace YLErp.Modules.DataProviderModule
|
||||
{
|
||||
/// <summary>
|
||||
/// 收盘价查询服务
|
||||
/// </summary>
|
||||
public class EodPriceQueryService
|
||||
{
|
||||
/// <summary>
|
||||
/// 检查数据库是否有数据
|
||||
/// </summary>
|
||||
public static bool CheckDbExists(DateTime valueDate,DateTime preSettleDate)
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
return db.eod_commodity_future_price.Any(n => n.ValueDate == valueDate)
|
||||
|| db.eod_stock_price.Any(n => n.ValueDate == valueDate)
|
||||
|| db.china_bond_valuation.Any(n=>n.valuation_date== preSettleDate && n.dirty_price_close>0);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 检查是否存在收盘价
|
||||
/// </summary>
|
||||
public static bool CheckDbExists(DateTime startDate, DateTime valueDate, string instrumentType, string underlyingCode)
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
if (ConsGlobal.InstrumentType.IsStock(instrumentType))
|
||||
{
|
||||
var query = from e in db.eod_stock_price
|
||||
where e.UnderlyingCode == underlyingCode
|
||||
&& e.ValueDate >= startDate && e.ValueDate <= valueDate
|
||||
select e;
|
||||
|
||||
return query.Any();
|
||||
}
|
||||
else if (ConsGlobal.InstrumentType.IsBond(instrumentType))
|
||||
{
|
||||
//日终估值全价必须有值才算
|
||||
var query = from e in db.china_bond_valuation
|
||||
where e.bond_id == underlyingCode
|
||||
&& e.valuation_date >= startDate && e.valuation_date <= valueDate &&e.dirty_price_close>0
|
||||
select e;
|
||||
|
||||
return query.Any();
|
||||
}
|
||||
else
|
||||
{
|
||||
var query = from e in db.eod_commodity_future_price
|
||||
where e.UnderlyingCode == underlyingCode
|
||||
&& e.ValueDate >= startDate && e.ValueDate <= valueDate
|
||||
select e;
|
||||
|
||||
return query.Any();
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 获取标的某日的收盘价
|
||||
/// </summary>
|
||||
public static bool TryGetClosePrice(DateTime valueDate, string underlyingCode, out double price)
|
||||
{
|
||||
if (underlyingCode is null)
|
||||
{
|
||||
throw new ArgumentNullException(nameof(underlyingCode));
|
||||
}
|
||||
|
||||
var ep = GetEodPrice(valueDate, underlyingCode);
|
||||
if (ep != null)
|
||||
{
|
||||
price = ep.ClosePrice;
|
||||
return true;
|
||||
}
|
||||
price = 0;
|
||||
return false;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 获取标的某日的收盘价
|
||||
/// </summary>
|
||||
public static double GetClosePrice(DateTime valueDate, string underlyingCode)
|
||||
{
|
||||
return TryGetClosePrice(valueDate, underlyingCode, out var price) ? price : 0;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 尝试获取标的某日的日终价
|
||||
/// </summary>
|
||||
public static bool TryGetEodPrice(DateTime valueDate, string underlyingCode, out EodPrice eodPrice)
|
||||
{
|
||||
return (eodPrice = GetEodPrice(valueDate, underlyingCode)) != null;
|
||||
}
|
||||
/// <summary>
|
||||
/// 尝试获取某日债券价格
|
||||
/// </summary>
|
||||
/// <param name="valueDate"></param>
|
||||
/// <param name="underlyingCode"></param>
|
||||
/// <param name="eodPrice"></param>
|
||||
/// <returns></returns>
|
||||
public static bool TryGetBondEodPrice(DateTime valueDate, string underlyingCode, out EodPrice eodPrice)
|
||||
{
|
||||
return (eodPrice = GetBondPrice(valueDate, underlyingCode)) != null;
|
||||
}
|
||||
/// <summary>
|
||||
/// 尝试获取标的某日的日终价
|
||||
/// </summary>
|
||||
public static bool TryGetEodPrice(DateTime valueDate, int underlyingId, out EodPrice eodPrice)
|
||||
{
|
||||
return (eodPrice = GetEodPrice(valueDate, underlyingId)) != null;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 尝试获取标的某日的日终价
|
||||
/// </summary>
|
||||
public static bool TryGetReferencePrice(DateTime valueDate, string underlyingCode, out double price)
|
||||
{
|
||||
price = 0;
|
||||
|
||||
valueDate = valueDate.Date;
|
||||
|
||||
//传进来的可能是非交易日期
|
||||
valueDate = PS.Config.IsGuoJun ? QdpCalendarHelper.GetNonHolidayDefore(valueDate) : QdpCalendarHelper.GetNonHoliday(valueDate);
|
||||
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var umQuery = db.underlying_manager.Where(n => n.UnderlyingCode == underlyingCode)
|
||||
.Select(u => new UnderlyingDto
|
||||
{
|
||||
id = u.id,
|
||||
UnderlyingCode = u.UnderlyingCode,
|
||||
ValueDate = u.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || u.MaturityDate > valueDate
|
||||
? valueDate : u.MaturityDate.Value
|
||||
});
|
||||
|
||||
var eodQuery = from um in umQuery
|
||||
join epCommodity in db.eod_commodity_future_price
|
||||
on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epCommodity.ValueDate, UnderlyingCode = epCommodity.UnderlyingCode } into t_epCommodity
|
||||
from epCommodity in t_epCommodity.DefaultIfEmpty()
|
||||
join epStock in db.eod_stock_price
|
||||
on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epStock.ValueDate, UnderlyingCode = epStock.UnderlyingCode } into t_epStock
|
||||
from epStock in t_epStock.DefaultIfEmpty()
|
||||
join epBond in db.china_bond_valuation
|
||||
on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epBond.valuation_date, UnderlyingCode = epBond.bond_id } into t_epBond
|
||||
from epBond in t_epBond.DefaultIfEmpty()
|
||||
select new
|
||||
{
|
||||
rp1 = epCommodity.ReferencePrice,
|
||||
rp2 = epStock.ReferencePrice,
|
||||
rp3= epBond.dirty_price_close
|
||||
};
|
||||
|
||||
var data = eodQuery.FirstOrDefault();
|
||||
|
||||
if (data != null && (data.rp1 != null || data.rp2 != null||data.rp3 != null))
|
||||
{
|
||||
price = data.rp1 ?? data.rp2 ?? Convert.ToDouble((data.rp3??0)*ConsGlobal.bondPriceMultiple);
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 获取标的某日的日终价,如果未找到返回null
|
||||
/// </summary>
|
||||
public static EodPrice GetEodPrice(DateTime valueDate, int underlyingId)
|
||||
{
|
||||
return underlyingId < 1 ? null : InnerGetEodPrice(valueDate, n => n.id == underlyingId);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 获取标的某日的日终价,如果未找到返回null
|
||||
/// </summary>
|
||||
public static EodPrice GetEodPrice(DateTime valueDate, string underlyingCode)
|
||||
{
|
||||
return string.IsNullOrWhiteSpace(underlyingCode) ? null : InnerGetEodPrice(valueDate, n => n.UnderlyingCode == underlyingCode);
|
||||
}
|
||||
/// <summary>
|
||||
/// 获取债券某日日终价格，如果未找到返回null
|
||||
/// </summary>
|
||||
/// <param name="valueDate"></param>
|
||||
/// <param name="underlyingCode"></param>
|
||||
/// <returns></returns>
|
||||
public static EodPrice GetBondPrice(DateTime valueDate, string underlyingCode)
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var bondPrice = db.china_bond_valuation.Where(x=>x.bond_id== underlyingCode&&x.valuation_date<=valueDate).OrderByDescending(o=>o.credibility).ThenByDescending(o=>o.valuation_date).FirstOrDefault();
|
||||
if (bondPrice==null)
|
||||
{
|
||||
return null;
|
||||
}
|
||||
return new EodPrice
|
||||
{
|
||||
Vobp= bondPrice.vobp,
|
||||
ValueDate = valueDate,
|
||||
UnderlyingCode = underlyingCode,
|
||||
ClosePrice = Convert.ToDouble(bondPrice.dirty_price_close*ConsGlobal.bondPriceMultiple),
|
||||
SettlePrice = Convert.ToDouble(bondPrice.net_price * ConsGlobal.bondPriceMultiple),
|
||||
ReferencePrice = Convert.ToDouble(bondPrice.yield * ConsGlobal.bondPriceMultiple)
|
||||
};
|
||||
}
|
||||
/// <summary>
|
||||
/// 获取标的收盘价格
|
||||
/// </summary>
|
||||
/// <param name="code">标的代码</param>
|
||||
/// <param name="settleDate">收盘日</param>
|
||||
/// <returns></returns>
|
||||
public static double UnderlyingCodePrice(string code, DateTime settleDate)
|
||||
{
|
||||
var data = DataCacheProvider.GetUnderlyingDataSource().GetData(code);
|
||||
if (data == null)
|
||||
{
|
||||
return 0;
|
||||
}
|
||||
if (data.IsBond())
|
||||
{
|
||||
var valuedate = QdpCalendarHelper.GetNonHolidayDefore(settleDate.AddDays(-1));
|
||||
var eodBondPrice = GetBondPrice(valuedate, code);
|
||||
return eodBondPrice?.ClosePrice??0;
|
||||
}
|
||||
var price = data.Price ?? 0;
|
||||
if (TryGetEodPrice(settleDate, code, out var eodPrice))
|
||||
{
|
||||
price = eodPrice.GetPrice(SettlementTypeEnum.ClosePrice);
|
||||
}
|
||||
return price;
|
||||
}
|
||||
/// <summary>
|
||||
/// 获取标的某日的日终价,如果未找到返回null
|
||||
/// </summary>
|
||||
private static EodPrice InnerGetEodPrice(DateTime valueDate, Expression<Func<underlying_manager, bool>> umPredicate)
|
||||
{
|
||||
if (umPredicate is null)
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
valueDate = valueDate.Date;
|
||||
|
||||
//传进来的可能是非交易日期
|
||||
valueDate = PS.Config.IsGuoJun ? QdpCalendarHelper.GetNonHolidayDefore(valueDate) : QdpCalendarHelper.GetNonHoliday(valueDate);
|
||||
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var umQuery = db.underlying_manager.Where(umPredicate)
|
||||
.Select(u => new UnderlyingDto
|
||||
{
|
||||
id = u.id,
|
||||
UnderlyingCode = u.UnderlyingCode,
|
||||
ValueDate = u.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || u.MaturityDate > valueDate || u.MaturityDate == null
|
||||
? valueDate : u.MaturityDate.Value
|
||||
});
|
||||
|
||||
var eodQuery = from um in umQuery
|
||||
join epCommodity in db.eod_commodity_future_price
|
||||
on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epCommodity.ValueDate, UnderlyingCode = epCommodity.UnderlyingCode } into t_epCommodity
|
||||
from epCommodity in t_epCommodity.DefaultIfEmpty()
|
||||
join epStock in db.eod_stock_price
|
||||
on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epStock.ValueDate, UnderlyingCode = epStock.UnderlyingCode } into t_epStock
|
||||
from epStock in t_epStock.DefaultIfEmpty()
|
||||
select new
|
||||
{
|
||||
um.ValueDate,
|
||||
UnderlyingId = um.id,
|
||||
um.UnderlyingCode,
|
||||
unPrice1 = epCommodity == null ? null : new
|
||||
{
|
||||
epCommodity.ClosePrice,
|
||||
epCommodity.SettlePrice,
|
||||
epCommodity.ReferencePrice,
|
||||
epCommodity.HighPrice,
|
||||
epCommodity.LowPrice,
|
||||
},
|
||||
unPrice2 = epStock == null ? null : new
|
||||
{
|
||||
epStock.ClosePrice,
|
||||
SettlePrice = epStock.ClosePrice,
|
||||
ReferencePrice = epStock.ReferencePrice,
|
||||
epStock.HighPrice,
|
||||
epStock.LowPrice,
|
||||
epStock.UnderlyingStatus,
|
||||
}
|
||||
};
|
||||
|
||||
//db.SetDebugLog();
|
||||
|
||||
var data = eodQuery.FirstOrDefault();
|
||||
|
||||
if (data != null)
|
||||
{
|
||||
if (data.unPrice1 != null)
|
||||
{
|
||||
var up = data.unPrice1;
|
||||
return new EodPrice
|
||||
{
|
||||
ValueDate = data.ValueDate,
|
||||
UnderlyingId = data.UnderlyingId,
|
||||
UnderlyingCode = data.UnderlyingCode,
|
||||
ClosePrice = up.ClosePrice,
|
||||
SettlePrice = up.SettlePrice,
|
||||
ReferencePrice = up.ReferencePrice,
|
||||
HighPrice = up.HighPrice,
|
||||
LowPrice = up.LowPrice
|
||||
};
|
||||
}
|
||||
else if (data.unPrice2 != null)
|
||||
{
|
||||
var up = data.unPrice2;
|
||||
return new EodPrice
|
||||
{
|
||||
IsStock = true,
|
||||
ValueDate = data.ValueDate,
|
||||
UnderlyingId = data.UnderlyingId,
|
||||
UnderlyingCode = data.UnderlyingCode,
|
||||
ClosePrice = up.ClosePrice,
|
||||
SettlePrice = up.SettlePrice,
|
||||
ReferencePrice = up.ReferencePrice,
|
||||
HighPrice = up.HighPrice,
|
||||
LowPrice = up.LowPrice,
|
||||
UnderlyingStatus = up.UnderlyingStatus
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
///
|
||||
/// </summary>
|
||||
/// <param name="unserialDates"></param>
|
||||
/// <param name="underlyingId"></param>
|
||||
/// <returns></returns>
|
||||
public static List<EodPrice> GetEodPriceByUnserialDates(List<DateTime> unserialDates, int underlyingId)
|
||||
{
|
||||
var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingId);
|
||||
|
||||
if (um == null)
|
||||
{
|
||||
throw new ServiceException("未找到对应标的");
|
||||
}
|
||||
|
||||
using var DbContext = DbContextFactory.GetYLDbContext();
|
||||
if (ConsGlobal.InstrumentType.IsStock(um.UnderlyingInstrumentType))
|
||||
{
|
||||
var query = from eod in DbContext.eod_stock_price
|
||||
where eod.UnderlyingCode == um.UnderlyingCode
|
||||
&& unserialDates.Contains(eod.ValueDate)
|
||||
select new EodPrice
|
||||
{
|
||||
ValueDate = eod.ValueDate,
|
||||
UnderlyingCode = eod.UnderlyingCode,
|
||||
ClosePrice = eod.ClosePrice,
|
||||
HighPrice = eod.HighPrice,
|
||||
LowPrice = eod.LowPrice,
|
||||
ReferencePrice = eod.ReferencePrice,
|
||||
SettlePrice = eod.ClosePrice
|
||||
};
|
||||
|
||||
return query.ToList();
|
||||
}
|
||||
else
|
||||
{
|
||||
var query = from eod in DbContext.eod_commodity_future_price
|
||||
where eod.UnderlyingCode == um.UnderlyingCode
|
||||
&& unserialDates.Contains(eod.ValueDate)
|
||||
select new EodPrice
|
||||
{
|
||||
ValueDate = eod.ValueDate,
|
||||
UnderlyingCode = eod.UnderlyingCode,
|
||||
ClosePrice = eod.ClosePrice,
|
||||
SettlePrice = eod.SettlePrice,
|
||||
HighPrice = eod.HighPrice,
|
||||
LowPrice = eod.LowPrice,
|
||||
ReferencePrice = eod.ReferencePrice
|
||||
};
|
||||
return query.ToList();
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
///
|
||||
/// </summary>
|
||||
/// <param name="unserialDates"></param>
|
||||
/// <param name="underlyingId"></param>
|
||||
/// <returns></returns>
|
||||
public static List<EodPrice> GetEodPriceByUnserialDateRange(DateTime startDate, DateTime valueDate, string underlyingCode, bool throwIfNotFoundUnderlying = false)
|
||||
{
|
||||
var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
|
||||
|
||||
if (um == null)
|
||||
{
|
||||
if (throwIfNotFoundUnderlying)
|
||||
{
|
||||
throw new ServiceException("未找到对应标的");
|
||||
}
|
||||
return new List<EodPrice>();
|
||||
}
|
||||
|
||||
using var DbContext = DbContextFactory.GetYLDbContext();
|
||||
if (ConsGlobal.InstrumentType.IsStock(um.UnderlyingInstrumentType))
|
||||
{
|
||||
var query = from eod in DbContext.eod_stock_price
|
||||
where eod.UnderlyingCode == um.UnderlyingCode && eod.HighPrice.HasValue && eod.LowPrice.HasValue
|
||||
&& eod.ValueDate >= startDate && eod.ValueDate <= valueDate
|
||||
select new EodPrice
|
||||
{
|
||||
ValueDate = eod.ValueDate,
|
||||
UnderlyingCode = eod.UnderlyingCode,
|
||||
ClosePrice = eod.ClosePrice,
|
||||
HighPrice = eod.HighPrice,
|
||||
LowPrice = eod.LowPrice,
|
||||
ReferencePrice = eod.ReferencePrice,
|
||||
SettlePrice = eod.ClosePrice
|
||||
};
|
||||
|
||||
return query.ToList();
|
||||
}
|
||||
else
|
||||
{
|
||||
var query = from eod in DbContext.eod_commodity_future_price
|
||||
where eod.UnderlyingCode == um.UnderlyingCode && eod.HighPrice.HasValue && eod.LowPrice.HasValue
|
||||
&& eod.ValueDate >= startDate && eod.ValueDate <= valueDate
|
||||
select new EodPrice
|
||||
{
|
||||
ValueDate = eod.ValueDate,
|
||||
UnderlyingCode = eod.UnderlyingCode,
|
||||
ClosePrice = eod.ClosePrice,
|
||||
SettlePrice = eod.SettlePrice,
|
||||
HighPrice = eod.HighPrice,
|
||||
LowPrice = eod.LowPrice,
|
||||
ReferencePrice = eod.ReferencePrice
|
||||
};
|
||||
return query.ToList();
|
||||
}
|
||||
}
|
||||
|
||||
class UnderlyingDto
|
||||
{
|
||||
public int id { get; set; }
|
||||
|
||||
public string UnderlyingCode { get; set; }
|
||||
|
||||
public DateTime ValueDate { get; set; }
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user