zszq-trs/YLErpDAL/Modules/DataProviderModule/UnderlyingDataProvider.cs

using YLErp.Abstract.DataProviders;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 标的信息提供接口实现
    /// </summary>
    public class UnderlyingDataProvider : IUnderlyingDataProvider, IPriceProvider
    {
        /// <summary>
        /// 获取标的数据
        /// </summary>
        public underlying_manager GetUnderlying(int underlyingId)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingId);
        }

        /// <summary>
        /// 获取标的数据
        /// </summary>
        public underlying_manager GetUnderlying(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
        }

        /// <summary>
        /// 
        /// </summary>
        public underlying_manager GetUnderlying(string underlyingCode, out double contractSize)
        {
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
            contractSize = um?.ContractSize ?? 1;
            return um;
        }

        /// <summary>
        /// 获取品种数据
        /// </summary>
        public Variety GetVariety(int varietyId)
        {
            return DataCacheProvider.GetVarietyDataSource().GetData(varietyId);
        }

        /// <summary>
        /// 获取品种信息
        /// </summary>
        public Variety GetVariety(string underlyingCode, out double contractSize)
        {
            var um = GetUnderlying(underlyingCode);
            contractSize = um?.ContractSize ?? 1;
            return DataCacheProvider.GetVarietyDataSource().GetData(um?.UnderlyingTypeId ?? 0);
        }

        /// <summary>
        /// 获取品种数据
        /// </summary>
        /// <param name="underlyingCode">标的代码</param>
        public Variety GetVariety(string underlyingCode)
        {
            var um = GetUnderlying(underlyingCode);
            return DataCacheProvider.GetVarietyDataSource().GetData(um?.UnderlyingTypeId ?? 0);
        }

        /// <summary>
        /// 根据标的代码获取份额和数量的乘积因子
        /// </summary>
        public int GetCountRatio(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(underlyingCode);
        }

        /// <summary>
        /// 尝试获取标的过期日(股票:2099-01-01)
        /// </summary>
        public bool TryGetMaturityDate(string underlyingCode, out DateTime date)
        {
            date = DateTime.MinValue;

            if (string.IsNullOrEmpty(underlyingCode))
            {
                return false;
            }

            var data = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);

            if (data == null) return false;

            date = data.UnderlyingInstrumentType == "Stock" ? DateTime.Now.AddYears(3) : data.MaturityDate ?? DateTime.MinValue;

            return true;
        }

        /// <summary>
        /// 根据标的代码获取当前价格
        /// </summary>
        public double GetPrice(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(underlyingCode, out var price) ? price : 0;
        }

        /// <summary>
        /// 根据标的代码获取当前价格
        /// </summary>
        public bool TryGetPrice(string underlyingCode, out double price)
        {
            return DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(underlyingCode, out price);
        }

        /// <summary>
        /// 获取相关性
        /// </summary>
        public virtual CorrelationTable GetCorrelation(int underlyingId1, int underlyingId2)
        {
            return DataCacheProvider.GetCorrelationDataSource().AsQueryable().FirstOrDefault(
                n => (n.UnderlyingId1 == underlyingId1 && n.UnderlyingId2 == underlyingId2) || (n.UnderlyingId1 == underlyingId2 && n.UnderlyingId2 == underlyingId1));
        }

        /// <summary>
        /// 获取场外期权标的信息
        /// </summary>
        public virtual ExchangeListOption GetExchange_List_Option(string ContractCode)
        {
            return DataCacheProvider.GetExchangeListOptionDataSource().GetData(ContractCode);
        }

        /// <summary>
        /// 获取组合标的
        /// </summary>
        public SyntheticUnderlying GetSyntheticUnderlying(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(underlyingCode);
        }
    }
}