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 +1,64 @@
+using System.Collections.Concurrent;
+using YLErp.Abstract;
+using YLErp.Modules.ExchangeOptionTradeModule;
+
+namespace YLErp.Modules.DataProviderModule
+{
+    /// <summary>
+    /// 场内期权保存波动率提供
+    /// </summary>
+    public class ExOptionSavedVolProvider : IDataUpdater, IJsonSerializable
+    {
+        readonly DateTime _valueDate;
+        //使用场内期权代码做为主键
+        readonly ConcurrentDictionary<string, double?> _dic;
+        //业务操作上来说，旧的波动率不会再变更
+        readonly ConcurrentDictionary<string, double?> _dicOld;
+
+        /// <summary>
+        /// 构造函数
+        /// </summary>
+        /// <param name="valueDate">当前结算日期</param>
+        public ExOptionSavedVolProvider(DateTime valueDate)
+        {
+            _valueDate = valueDate;
+            _dic = new ConcurrentDictionary<string, double?>();
+            _dicOld = new ConcurrentDictionary<string, double?>();
+        }
+
+        public string TableName => nameof(ExchangeOptionVol);
+
+        /// <summary>
+        /// 获取交易波动率
+        /// </summary>
+        public double? GetSavedVol(string optionCode, DateTime valueDate)
+        {
+            var dic = valueDate < _valueDate ? _dicOld : _dic;
+            if (!dic.TryGetValue(optionCode, out var vol))
+            {
+                vol = new ExchangeOptionVolQueryService(OptUserInfo.SystemUser).GetSavedVol(optionCode, valueDate);
+                dic.AddOrUpdate(optionCode, vol, (n, m) => vol);
+            }
+            return vol;
+        }
+
+        /// <summary>
+        /// 更新数据--keyid为optionCode
+        /// </summary>
+        public void UpdateData(IEnumerable<string> updateKeyIds)
+        {
+            foreach (var optionCode in updateKeyIds)
+            {
+                if (optionCode != null)
+                {
+                    _dic.TryRemove(optionCode, out _);
+                }
+            }
+        }
+
+        public string ToJson()
+        {
+            return new { _valueDate, _dic, _dicOld }.ToJson();
+        }
+    }
+}