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 +1,72 @@
+using YLErp.BLL;
+using YLErp.Models;
+
+namespace YLErp.Modules.VolatilityModule.ApiModule
+{
+    /// <summary>
+    /// 曲面波动率提供(用于API服务)
+    /// </summary>
+    public class UnderlyingVolService : YLBaseService
+    {
+        public UnderlyingVolService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        /// <summary>
+        /// API获取波动率
+        /// </summary>
+        public List<UnderlyingVol> GetUnderlyingVolSurfaces(BatchVolatilityRequest2 request)
+        {
+            request.TradeVolWithBidAsk = true;
+
+            var vols = new VolatilityQueryService(this).GetVolatilities(request, false);
+
+            if (request.VolType != "交易")
+            {
+                return vols.Select(x => new UnderlyingVol()
+                {
+                    VolTable = x.VolTable,
+                    UnderlyingCode = x.ContractCode
+                }).ToList();
+            }
+
+            return vols.ToLookup(n => n.ContractCode).Select(n => new UnderlyingVol
+            {
+                UnderlyingCode = n.Key,
+                VolTable = n.FirstOrDefault(y => y.VolType == "交易")?.VolTable,
+                VolTableBid = n.FirstOrDefault(y => y.VolType == "报价Bid")?.VolTable,
+                VolTableAsk = n.FirstOrDefault(y => y.VolType == "报价Ask")?.VolTable
+            }).ToList();
+        }
+
+        /// <summary>
+        /// API保存波动率
+        /// </summary>
+        public volatility SaveVolatility(volatility vol)
+        {
+            var targetUnderlying = underlying_managerBLL.GetByCode(vol.ContractCode);
+            if (targetUnderlying != null)
+            {
+                vol.UnderlyingId = targetUnderlying.id;
+                vol.ContractCode = targetUnderlying.UnderlyingCode;
+            }
+
+            if (string.IsNullOrEmpty(vol.Data))
+            {
+                throw new ServiceException("缺少VolTable");
+            }
+
+            var vols = new VolatilitySaveService(this).SaveVol(vol);
+            return vols.FirstOrDefault();
+        }
+
+        public class UnderlyingVol
+        {
+            public string UnderlyingCode { get; set; }
+            public List<SingleVol> VolTable { get; set; }
+            public List<SingleVol> VolTableBid { get; set; }
+            public List<SingleVol> VolTableAsk { get; set; }
+        }
+    }
+}