zszq-trs/YLErpDAL/Modules/TradeRiskCalcModule/TaskRunner/TradeDataSource.cs

using YLErp.Abstract;

namespace YLErp.Modules.TradeRiskCalcModule.TaskRunner
{
    /// <summary>
    /// 交易数据源
    /// </summary>
    public class TradeDataSource : ITradeDataSource
    {
        readonly OtcTradeTraceUpdater _otcTradeTraceUpdater;
        readonly ExchangeTradeTraceUpdater _exchangeTradeTraceUpdater;

        public TradeDataSource(DateTime valueDate, DateTime lastSettleDate)
        {
            _otcTradeTraceUpdater = new OtcTradeTraceUpdater(valueDate, lastSettleDate);
            _exchangeTradeTraceUpdater = new ExchangeTradeTraceUpdater(valueDate, lastSettleDate);
        }

        /// <summary>
        /// 获取所有未结算过的场外交易
        /// </summary>
        public IEnumerable<trade> GetOtcTrades()
        {
            return _otcTradeTraceUpdater.GetDatas();
        }

        /// <summary>
        /// 获取所有未结算过的对冲交易
        /// </summary>
        public IEnumerable<ExchangeTrade> GetExchangeTrades()
        {
            return _exchangeTradeTraceUpdater.GetDatas();
        }

        /// <summary>
        /// 获取所有数据跟踪更新器
        /// </summary>
        public IEnumerable<IDataUpdater> GetDataUpdaters()
        {
            return new IDataUpdater[] { _otcTradeTraceUpdater, _exchangeTradeTraceUpdater };
        }

        class OtcTradeTraceUpdater : IDataUpdater
        {
            int _maxId = 0;
            readonly DateTime _valueDate;
            readonly DateTime _lastSettleDate;
            readonly Dictionary<int, trade> _tradeDic;

            public OtcTradeTraceUpdater(DateTime valueDate, DateTime lastSettleDate)
            {
                _valueDate = valueDate;
                _lastSettleDate = lastSettleDate;
                _tradeDic = new Dictionary<int, trade>(100);
            }

            public string TableName => nameof(trade);

            public void UpdateData(IEnumerable<string> updateKeyIds)
            {
                var updateIdSet = DataConvert.ConvertToInt32Set(updateKeyIds);

                var db = DbContextFactory.GetYLDbContext();

                var minId = _maxId;
                var maxId = db.trade.Max(n => (int?)n.id) ?? 0;

                if (maxId < minId)
                {
                    minId = 0;
                }

                if (maxId == minId && !updateIdSet.Any(n => n > 0))
                {
                    return;
                }

                //构建Linq查询语句
                var startDate = _valueDate.AddYears(-3);
                var suspensUmCodes = db.underlying_manager.Where(um => um.UnderlyingStatus == underlying_manager.Status_Suspension).Select(n => n.UnderlyingCode).ToArray();
                var otcTradeQuery = from trad in db.trade.AsNoTracking()
                                    where ((trad.id > minId && trad.id <= maxId) || updateIdSet.Contains(trad.id))
                                         && trad.TradeDate > startDate
                                         && trad.TradeType != "结构化交易"
                                         && !ConsTrade.TradeTypesForHedge.Contains(trad.TradeType)
                                         && trad.ValidState != "InValid"
                                         && trad.TradeStatus != ConsTrade.已拒绝
                                         && trad.TradeDate <= _valueDate
                                         && (!ConsTrade.TradeCompleteStatus.Contains(trad.TradeStatus) || trad.TradeDate == _valueDate || trad.UnWindDate == _valueDate)
                                         //行权日过滤条件，行权日大于当前交易日，或者停牌的活着的期权交易
                                         && (trad.ExerciseDate == null || trad.ExerciseDate >= _valueDate ||
                                            (suspensUmCodes.Contains(trad.UnderlyingCode)
                                            && ConsTrade.NeedMarginTradeStatusList.Contains(trad.TradeStatus))
                                         )
                                    select trad;

                //从数据库中获取数据
                var otcTradeData = otcTradeQuery.ToArray();

                //更新奇异期权数据源
                Events.EventBus.Publish(new OtcTradeUpdateEvent { TradeIds = updateIdSet });

                //选取符合条件的数据
                foreach (var data in otcTradeData)
                {
                    updateIdSet.Remove(data.id);
                    _tradeDic[data.id] = data;
                }

                //取不到数据的直接从本地字典中删除
                updateIdSet.Remove(0);
                foreach (var id in updateIdSet)
                {
                    _tradeDic.Remove(id);
                }

                _maxId = maxId;
            }

            public IEnumerable<trade> GetDatas()
            {
                return _tradeDic.Values.Select(n => n.Clone()).ToArray();
            }
        }

        class ExchangeTradeTraceUpdater : IDataUpdater
        {
            int _maxId = 0;
            readonly DateTime _valueDate;
            readonly DateTime _lastSettleDate;
            readonly Dictionary<int, ExchangeTrade> _tradeDic;

            public ExchangeTradeTraceUpdater(DateTime valueDate, DateTime lastSettleDate)
            {
                _valueDate = valueDate;
                _lastSettleDate = lastSettleDate;
                _tradeDic = new Dictionary<int, ExchangeTrade>(300);
            }

            public string TableName => nameof(ExchangeTrade);

            public void UpdateData(IEnumerable<string> updateKeyIds)
            {
                var updateIdSet = DataConvert.ConvertToInt32Set(updateKeyIds);

                var db = DbContextFactory.GetYLDbContext();

                var minId = _maxId;
                var maxId = db.ExchangeTrade.Max(n => (int?)n.id) ?? 0;

                if (maxId < minId)
                {
                    minId = 0;
                }

                if (maxId == minId && !updateIdSet.Any(n => n > 0))
                {
                    return;
                }

                //构建Linq查询语句
                var hedgeTradeQuery = from trad in db.ExchangeTrade.AsNoTracking()
                                      where trad.TradeDate > _lastSettleDate && trad.TradeDate <= _valueDate
                                            && ((trad.id > minId && trad.id <= maxId) || updateIdSet.Contains(trad.id))
                                            && (trad.MaturityDate >= _valueDate || trad.MaturityDate == null)
                                            && trad.IsValid
                                      select trad;

                //从数据库中获取数据
                var hedginTradeData = hedgeTradeQuery.ToArray();

                //选取符合条件的数据
                foreach (var data in hedginTradeData)
                {
                    updateIdSet.Remove(data.id);
                    _tradeDic[data.id] = data;
                }

                //取不到数据的直接从本地字典中删除
                updateIdSet.Remove(0);
                foreach (var id in updateIdSet)
                {
                    _tradeDic.Remove(id);
                }

                //设置当前最大ID
                _maxId = maxId;
            }

            public IEnumerable<ExchangeTrade> GetDatas()
            {
                return _tradeDic.Values.Select(n => n.Clone()).ToArray();
            }
        }
    }
}