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 +1,134 @@
+using YLErp.Abstract.DataProviders;
+
+namespace YLErp.Modules.DataProviderModule
+{
+    /// <summary>
+    /// 标的信息提供接口实现
+    /// </summary>
+    public class UnderlyingDataProvider : IUnderlyingDataProvider, IPriceProvider
+    {
+        /// <summary>
+        /// 获取标的数据
+        /// </summary>
+        public underlying_manager GetUnderlying(int underlyingId)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingId);
+        }
+
+        /// <summary>
+        /// 获取标的数据
+        /// </summary>
+        public underlying_manager GetUnderlying(string underlyingCode)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public underlying_manager GetUnderlying(string underlyingCode, out double contractSize)
+        {
+            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+            contractSize = um?.ContractSize ?? 1;
+            return um;
+        }
+
+        /// <summary>
+        /// 获取品种数据
+        /// </summary>
+        public Variety GetVariety(int varietyId)
+        {
+            return DataCacheProvider.GetVarietyDataSource().GetData(varietyId);
+        }
+
+        /// <summary>
+        /// 获取品种信息
+        /// </summary>
+        public Variety GetVariety(string underlyingCode, out double contractSize)
+        {
+            var um = GetUnderlying(underlyingCode);
+            contractSize = um?.ContractSize ?? 1;
+            return DataCacheProvider.GetVarietyDataSource().GetData(um?.UnderlyingTypeId ?? 0);
+        }
+
+        /// <summary>
+        /// 获取品种数据
+        /// </summary>
+        /// <param name="underlyingCode">标的代码</param>
+        public Variety GetVariety(string underlyingCode)
+        {
+            var um = GetUnderlying(underlyingCode);
+            return DataCacheProvider.GetVarietyDataSource().GetData(um?.UnderlyingTypeId ?? 0);
+        }
+
+        /// <summary>
+        /// 根据标的代码获取份额和数量的乘积因子
+        /// </summary>
+        public int GetCountRatio(string underlyingCode)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(underlyingCode);
+        }
+
+        /// <summary>
+        /// 尝试获取标的过期日(股票:2099-01-01)
+        /// </summary>
+        public bool TryGetMaturityDate(string underlyingCode, out DateTime date)
+        {
+            date = DateTime.MinValue;
+
+            if (string.IsNullOrEmpty(underlyingCode))
+            {
+                return false;
+            }
+
+            var data = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+
+            if (data == null) return false;
+
+            date = data.UnderlyingInstrumentType == "Stock" ? DateTime.Now.AddYears(3) : data.MaturityDate ?? DateTime.MinValue;
+
+            return true;
+        }
+
+        /// <summary>
+        /// 根据标的代码获取当前价格
+        /// </summary>
+        public double GetPrice(string underlyingCode)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(underlyingCode, out var price) ? price : 0;
+        }
+
+        /// <summary>
+        /// 根据标的代码获取当前价格
+        /// </summary>
+        public bool TryGetPrice(string underlyingCode, out double price)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(underlyingCode, out price);
+        }
+
+        /// <summary>
+        /// 获取相关性
+        /// </summary>
+        public virtual CorrelationTable GetCorrelation(int underlyingId1, int underlyingId2)
+        {
+            return DataCacheProvider.GetCorrelationDataSource().AsQueryable().FirstOrDefault(
+                n => (n.UnderlyingId1 == underlyingId1 && n.UnderlyingId2 == underlyingId2) || (n.UnderlyingId1 == underlyingId2 && n.UnderlyingId2 == underlyingId1));
+        }
+
+        /// <summary>
+        /// 获取场外期权标的信息
+        /// </summary>
+        public virtual ExchangeListOption GetExchange_List_Option(string ContractCode)
+        {
+            return DataCacheProvider.GetExchangeListOptionDataSource().GetData(ContractCode);
+        }
+
+        /// <summary>
+        /// 获取组合标的
+        /// </summary>
+        public SyntheticUnderlying GetSyntheticUnderlying(string underlyingCode)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(underlyingCode);
+        }
+    }
+}