从山证v2.3.0拷贝

YLErpDAL/Modules/TQuoteModule/OptionStrategyCodeParser.cs

@@ -0,0 +1,64 @@
+using System.Text.RegularExpressions;
+
+namespace YLErp.Modules.TQuoteModule
+{
+    public class OptionStrategyCodeParser
+    {
+        private static readonly Regex codePattern = new Regex(@"(?<sign>[\+-]?)\s*((?<notional>\d+)\*)?(?<underlying>[a-zA-Z]{1,2}[0-9]{3,4})(?<optionType>C|P)(?<maturity>\d+[DMWY]{1})(?<strike>[0-9]+(?:\.[0-9]*)?)");
+        public static OptionStrategyCodeParts[] ParseOptionStrategyCode(string code)
+        {
+            var mc = codePattern.Matches(code);
+            if (mc.Count == 0)
+            {
+                throw new ArgumentException(string.Format("不合法的策略代码:{0}", code));
+            }
+            return mc.Cast<Match>().Select(m => ParseOneMatch(m)).ToArray();
+        }
+
+        private static OptionStrategyCodeParts ParseOneMatch(Match m)
+        {
+            var parts = new OptionStrategyCodeParts();
+            var groups = m.Groups;
+            parts.UnderlyingCode = groups["underlying"].Value;
+            parts.Strike = double.Parse(groups["strike"].Value);
+            parts.Maturity = groups["maturity"].Value;
+            var optionType = groups["optionType"].Value;
+            if (optionType == "C")
+            {
+                parts.OptionType = "Call";
+            }
+            else if (optionType == "P")
+            {
+                parts.OptionType = "Put";
+            }
+            else
+            { // Shouldn't come to here, the regex ensured only C|P is matched
+                throw new ArgumentException(string.Format("不合法的期权类型{0}. 合法值为[CP]", optionType));
+            }
+            if (groups["notional"].Length > 0)
+            {
+                parts.Notional = int.Parse(groups["notional"].Value);
+            }
+            else
+            {
+                parts.Notional = 1;
+            }
+            if (groups["sign"].Length > 0)
+            {
+                if (groups["sign"].Value == "-")
+                {
+                    parts.IsSell = true;
+                }
+                else
+                {
+                    parts.IsSell = false;
+                }
+            }
+            else
+            {
+                parts.IsSell = false;
+            }
+            return parts;
+        }
+    }
+}