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 +1,143 @@
+using YieldChain.Commons;
+using YLErp.Abstract.DataProviders;
+using YLErp.Models;
+
+namespace YLErp.Modules.DataProviderModule
+{
+    /// <summary>
+    /// 期权现价提供
+    /// </summary>
+    public class ExchangeOptionPriceProvider : IPriceProvider
+    {
+        readonly bool _initializeAll;
+        readonly IDictionary<string, PriceModel> _priceDic;
+
+        /// <summary>
+        /// 
+        /// </summary>
+        /// <param name="initializeAll">是否初始化全部数据</param>
+        public ExchangeOptionPriceProvider(bool initializeAll = true)
+        {
+            _initializeAll = initializeAll;
+
+            _priceDic = initializeAll
+                ? InnerDataProvider.Default.GetPriceDic()
+                : new Dictionary<string, PriceModel>(StringComparer.OrdinalIgnoreCase);
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double GetPrice(string optionCode)
+        {
+            return (InnerGetPrice(optionCode)?.Price) ?? 0;
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public bool TryGetPrice(string optionCode, out double price)
+        {
+            var data = InnerGetPrice(optionCode);
+            if (data != null)
+            {
+                price = data.Price;
+                return true;
+            }
+            price = 0;
+            return false;
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public bool TryGetPriceModel(string optionCode, out PriceModel priceModel)
+        {
+            return null != (priceModel = InnerGetPrice(optionCode));
+        }
+
+        private PriceModel InnerGetPrice(string optionCode)
+        {
+            if (string.IsNullOrEmpty(optionCode))
+            {
+                return null;
+            }
+
+            if (_priceDic.TryGetValue(optionCode, out var data))
+            {
+                return data;
+            }
+
+            if (_initializeAll)
+            {
+                return null;
+            }
+
+            using var db = DbContextFactory.GetYLDbContext();
+
+            data = db.exchange_list_option.Where(n => n.ContractCode == optionCode)
+                .Select(n => new PriceModel
+                {
+                    InstrumentCode = n.ContractCode,
+                    Price = n.Price ?? 0,
+                    PriceTime = n.PriceTime
+                }).FirstOrDefault();
+
+            _priceDic[optionCode] = data;
+
+            return data;
+        }
+
+        /// <summary>
+        /// 内部数据提供以保证行情可以及时更新
+        /// </summary>
+        class InnerDataProvider
+        {
+            readonly ThrottleAction _updateThrottle;
+            readonly Dictionary<string, PriceModel> _priceDic;
+
+            private InnerDataProvider()
+            {
+                _updateThrottle = new ThrottleAction(UpdatePrice, 10);
+                _priceDic = new Dictionary<string, PriceModel>();
+            }
+
+            private void UpdatePrice()
+            {
+                using var db = DbContextFactory.GetYLDbContext();
+
+                var date = DateTime.Today.AddDays(-10);
+
+                var arr = db.exchange_list_option.Where(n => n.MaturityDate > date && n.ContractCode != null)
+                    .Select(n => new PriceModel
+                    {
+                        InstrumentCode = n.ContractCode,
+                        Price = n.Price ?? 0,
+                        PriceTime = n.PriceTime
+                    }).ToArray();
+
+                foreach (var item in arr)
+                {
+                    _priceDic[item.InstrumentCode] = item;
+                }
+            }
+
+            public IDictionary<string, PriceModel> GetPriceDic()
+            {
+                _updateThrottle.Execute();
+
+                return new Dictionary<string, PriceModel>(_priceDic);
+            }
+
+            /// <summary>
+            /// 单例
+            /// </summary>
+            public static readonly InnerDataProvider Default;
+
+            static InnerDataProvider()
+            {
+                Default = new InnerDataProvider();
+            }
+        }
+    }
+}