zszq-trs/Tools/YLTestTool/Modules/TradeRiskCalcModule/OptionCalcDataProvider.cs

using YLErp.Abstract;
using YLErp.Abstract.DataProviders;
using YLErp.Modules.CalculationModule.Abstract;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.TradeRiskCalcModule
{
    /// <summary>
    /// 
    /// </summary>
    class OptionCalcDataProvider : IOptionCalcDataProvider
    {
        public OptionCalcDataProvider(TradeRiskCalcTestContextBase context, IPriceProvider underlyingPriceProvider = null, IPriceProvider underlyingSettlePriceProvider = null)
        {
            if (underlyingPriceProvider != null)
            {
                UnderlyingPriceProvider = underlyingPriceProvider;
                UnderlyingSettlePriceProvider = underlyingSettlePriceProvider;
            }
            else if (context.IsEodSettle)
            {
                UnderlyingPriceProvider = new EodPriceProvider(context.ValueDate).GetPriceProvider();
                UnderlyingSettlePriceProvider = new EodPriceProvider(context.ValueDate).GetPriceProvider(DBModels.SettlementTypeEnum.SettlePrice);
            }
            else
            {
                UnderlyingPriceProvider = DataCacheProvider.GetUnderlyingDataSource();
                UnderlyingSettlePriceProvider = DataCacheProvider.GetUnderlyingDataSource();
            }

            UnderlyingDataProvider = new UnderlyingDataProvider();
            TradeExtendDataProvider = new TradeExtendDataProvider(InnerHelper.UserInfo);
            VolatilityDataProvider = new VolatilityDataProvider(context.ValueDate);
        }

        public IPriceProvider UnderlyingPriceProvider { get; }

        public IPriceProvider UnderlyingSettlePriceProvider { get; }

        public IUnderlyingDataProvider UnderlyingDataProvider { get; }

        public ITradeExtendDataProvider TradeExtendDataProvider { get; }

        public IVolatilityDataProvider VolatilityDataProvider { get; }
    }
}