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 +1,53 @@
+namespace YLErp.Modules.ExchangeOptionTradeModule
+{
+    /// <summary>
+    /// 场内期权波动率保存服务
+    /// </summary>
+    public class ExchangeOptionVolSaveService : YLBaseService
+    {
+        public ExchangeOptionVolSaveService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 保存场内期权波动率
+        /// </summary>
+        public int SaveExchangeOptionVol(string optionCode, DateTime valueDate, double volValue, ExchangeOptionVolUseFlag useFlag = ExchangeOptionVolUseFlag.FixedValue)
+        {
+            if (string.IsNullOrWhiteSpace(optionCode))
+            {
+                throw new ArgumentException("参数不能为空值", nameof(optionCode));
+            }
+
+            if (useFlag == ExchangeOptionVolUseFlag.FixedValue && volValue < 0)
+            {
+                throw new ArgumentException("请设置合理的场内期权波动率", nameof(volValue));
+            }
+
+            valueDate = valueDate.Date;
+
+            var record = DbContext.exchange_option_vol.FirstOrDefault(x => x.OptionCode == optionCode && x.ValueDate == valueDate);
+
+            if (record == null)
+            {
+                record = new ExchangeOptionVol()
+                {
+                    OptionCode = optionCode,
+                    ValueDate = valueDate,
+                    Volatility = volValue
+                };
+
+                DbContext.exchange_option_vol.Add(record);
+            }
+            else if (useFlag == ExchangeOptionVolUseFlag.FixedValue)
+            {
+                record.Volatility = volValue;
+            }
+
+            record.UseFlag = useFlag;
+            record.OptId = UserId;
+            record.OptDate = OptDate;
+            return DbContext.SaveChanges();
+        }
+    }
+}