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 @@
+namespace YLErp.Modules.UnderlyingModule.ApiModudle
+{
+    /// <summary>
+    /// API数据检索服务
+    /// </summary>
+    public class ApiDataQueryService : YLBaseService
+    {
+        public ApiDataQueryService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        public IEnumerable<ApiUnderlyingInfo> GetUnderlyingList()
+        {
+            var date = DateTime.Now.AddMonths(-3);
+            var underlyings = DbContext.underlying_manager.AsNoTracking()
+                .Where(n => n.UnderlyingInstrumentType != "CommodityFutures" || n.MaturityDate > date)
+                .Select(n => new
+                {
+                    n.UnderlyingCode,
+                    n.ContractSize,
+                    n.UnderlyingInstrumentType,
+                    n.UnderlyingName,
+                    n.MarketCode,
+                    n.CommodityCode,
+                    n.MaturityDate,
+                    n.PriceTick,
+                    n.MarginRate,
+                    n.OpenDate,
+                    n.UpDownLimit,
+                    n.VolatilityRate,
+                    n.UnderlyingTypeId
+
+                }).ToList();
+
+            var varietyDic = DbContext.variety.Select(n => new { n.id, n.VolatilityRate, n.UpLimit, n.Margin }).ToDictionary(n => n.id);
+
+            return underlyings.Select(x =>
+            {
+                var contractSize = x.ContractSize;
+                var contractType = UnderlyingContractTypeEnum.None;
+                switch (x.UnderlyingInstrumentType)
+                {
+                    case "Stock":
+                        contractSize = 100;
+                        contractType = UnderlyingContractTypeEnum.Stocks;
+                        break;
+                    case "CommodityFutures":
+                        contractType = UnderlyingContractTypeEnum.Futures;
+                        break;
+                    case "CommoditySpot":
+                        contractType = UnderlyingContractTypeEnum.Spot;
+                        break;
+                }
+
+                var marginRate = x.MarginRate;
+
+                double? volatilitySpan = null, updownLimit = null;
+
+                bool isUpdownFixed = false;
+
+                if (NumberHelper.TryParse(x.VolatilityRate, out var dvalue, out bool isPercent))
+                {
+                    volatilitySpan = dvalue;
+                }
+
+                if (NumberHelper.TryParse(x.UpDownLimit, out dvalue, out isPercent))
+                {
+                    updownLimit = dvalue;
+                    isUpdownFixed = !isPercent;
+                }
+
+                //如果标的的几个幅度没有则取品种的
+                if (varietyDic.TryGetValue(x.UnderlyingTypeId, out var va))
+                {
+                    if (!marginRate.HasValue)
+                    {
+                        marginRate = va.Margin;
+                    }
+
+                    if (!volatilitySpan.HasValue && NumberHelper.TryParse(va.VolatilityRate, out dvalue, out isPercent))
+                    {
+                        volatilitySpan = dvalue;
+                    }
+
+                    if (!updownLimit.HasValue && NumberHelper.TryParse(va.UpLimit, out dvalue, out isPercent))
+                    {
+                        updownLimit = dvalue;
+                        isUpdownFixed = false;
+                    }
+                }
+
+                return new ApiUnderlyingInfoEx
+                {
+                    Code = x.UnderlyingCode,
+                    Name = x.UnderlyingName,
+                    Exchange = x.MarketCode,
+                    Product_Class = x.CommodityCode,
+                    Expire_Date = x.MaturityDate?.ToString("yyyy-MM-dd"),
+                    Multiple = contractSize,
+                    Price_Tick = x.PriceTick,
+                    Long_Margin_Ratio = x.MarginRate ?? 0,
+                    Short_Margin_Ratio = x.MarginRate ?? 0,
+                    Contract_Type = contractType,
+                    Create_Date = x.OpenDate?.ToString("yyyy-MM-dd"),
+                    OptionType = OptionTypeEnum.None,
+                    Underlying_Code = "",
+                    MarginRate = marginRate ?? 0,
+                    IsUpdownLimitFixed = isUpdownFixed,
+                    UpdownLimit = updownLimit ?? 0,
+                    VolatilitySpan = volatilitySpan ?? 0
+                };
+            }).ToArray();
+        }
+
+        public IEnumerable<ApiUnderlyingInfo> GetExchangeOptionList()
+        {
+            var date = DateTime.Now.AddMonths(-1);
+
+            var exchangeOptions = DbContext.exchange_list_option.Where(x => x.MaturityDate >= date).ToList();
+
+            return exchangeOptions.Select(x =>
+            {
+                return new ApiUnderlyingInfo
+                {
+                    Code = x.ContractCode,
+                    Underlying_Code = x.UnderlyingCode,
+                    Exchange = x.MarketCode,
+                    Create_Date = x.OpenDate?.ToString("yyyy-MM-dd") ?? "",
+                    Expire_Date = x.MaturityDate.ToString("yyyy-MM-dd"),
+                    Strike = x.Strike,
+                    Contract_Type = UnderlyingContractTypeEnum.Options,
+                    OptionType = x.OptionType == "看涨" ? OptionTypeEnum.Call : OptionTypeEnum.Put,
+                    Long_Margin_Ratio = x.MarginRate ?? 0,
+                    Short_Margin_Ratio = x.MarginRate ?? 0,
+                    Multiple = x.ContractSize,
+                    Name = string.Empty,
+                    Price_Tick = x.PriceTick,
+                    Product_Class = string.Empty
+                };
+            }).ToArray();
+        }
+    }
+}