zszq-trs/YLErpDAL/Modules/EodModule/SettlementModule/EodSyntheticPriceSaveService.cs

using System.ComponentModel.DataAnnotations.Schema;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 合成组合标的价格服务
    /// </summary>
    class EodSyntheticPriceSaveService : EodSettleServiceBase
    {
        public const string Step = "合成组合标的价格";

        public EodSyntheticPriceSaveService(EodSettlementContextBase context) : base(context)
        {

        }

        //todo:还没有经过单元测试

        /// <summary>
        /// 保存组合标的日终结算价格
        /// </summary>
        public void Execute()
        {
            _context?.LogInfo("开始执行,获取组合标的数据");

            //-------------------------------
            //组合标的获取
            //-------------------------------

            var query = from a in DbContext.synthetic_underlying
                        join b in DbContext.underlying_manager on a.Name equals b.UnderlyingCode

                        join c in DbContext.eod_commodity_future_price.Where(n => n.ValueDate == SettleDate)
                        on b.UnderlyingCode equals c.UnderlyingCode into c_t
                        from c in c_t.DefaultIfEmpty()

                        join d in DbContext.eod_stock_price.Where(n => n.ValueDate == SettleDate)
                        on b.UnderlyingCode equals d.UnderlyingCode into d_t
                        from d in d_t.DefaultIfEmpty()

                        where b.CommodityCode == "组合标的" && b.MaturityDate >= SettleDate
                        select new synthetic_underlyingDto
                        {
                            id = a.id,
                            Name = a.Name,
                            Constant = a.Constant,

                            Coefficient1 = a.Coefficient1,
                            Coefficient3 = a.Coefficient3,
                            Coefficient2 = a.Coefficient2,
                            Coefficient4 = a.Coefficient4,

                            UnderlyingCode1 = a.UnderlyingCode1,
                            UnderlyingCode2 = a.UnderlyingCode2,
                            UnderlyingCode3 = a.UnderlyingCode3,
                            UnderlyingCode4 = a.UnderlyingCode4,

                            RelUnderlyingId = b.id,
                            RelUnderlyingInstrumentType = b.UnderlyingInstrumentType,

                            CommodityPrice = c,
                            StockPrice = d,
                        };

            var synArr = query.ToArray();
            var synLen = synArr.Length;

            if (synLen < 1)
            {
                _context?.LogInfo("未获取到组合标的数据");
                return;
            }

            _context?.LogInfo("获取到的组合标的数量:" + synLen);

            //-------------------------------
            //更新组合标的价格
            //-------------------------------

            var eodPriceProvider = _context.GetEodPriceProvider();

            foreach (var item in synArr)
            {
                GetCombinClosePrice(item, eodPriceProvider);
            }

            var changes = DbContext.SaveChanges();

            _context?.LogInfo($"组合标的合成价格后保存到数据库,组合标的数量:{synLen},更新数量:{changes}");
        }

        /// <summary>
        /// 获取组合标的收盘价
        /// </summary>
        private void GetCombinClosePrice(synthetic_underlyingDto dto, EodPriceProvider eodPriceProvider)
        {
            double closePrice = 0;
            double settlePrice = 0;

            var arr = new (string, double)[] {
                (dto.UnderlyingCode1,dto.Coefficient1??0),
                (dto.UnderlyingCode2,dto.Coefficient2??0),
                (dto.UnderlyingCode3,dto.Coefficient3??0),
                (dto.UnderlyingCode4,dto.Coefficient4??0)
            };

            _context?.LogInfo($"[组合标的:{dto.Name}]开始合成收盘价");

            if (ConsGlobal.InstrumentType.CalcTypeIsFutures(dto.RelUnderlyingInstrumentType))
            {
                foreach ((var underlyingcode, var coefficient) in arr)
                {
                    if (string.IsNullOrWhiteSpace(underlyingcode))
                    {
                        continue;
                    }

                    if (eodPriceProvider.TryGetEodPrice(underlyingcode, out var price))
                    {
                        closePrice += price.ClosePrice * coefficient;
                        settlePrice += price.SettlePrice * coefficient;
                    }
                    else
                    {
                        _context?.LogError($"[组合标的:{dto.Name}]未取到标的收盘价,标的代码:{underlyingcode}");
                        return;
                    }
                }

                closePrice += dto.Constant ?? 0;
                settlePrice += dto.Constant ?? 0;

                _context?.LogInfo($"[组合标的:{dto.Name}]收盘价:{closePrice}");

                if (dto.CommodityPrice != null)
                {
                    DbContext.Entry(dto.CommodityPrice).State = EntityState.Unchanged;

                    if (Math.Abs(dto.CommodityPrice.ClosePrice - closePrice) > 0.0001
                        || Math.Abs(dto.CommodityPrice.SettlePrice - settlePrice) > 0.0001)
                    {
                        dto.CommodityPrice.OptDate = DateTime.Now;
                        dto.CommodityPrice.ClosePrice = closePrice;
                        dto.CommodityPrice.SettlePrice = settlePrice;
                        dto.CommodityPrice.DataSource = EodPriceBase.系统;
                    }
                }
                else
                {
                    dto.CommodityPrice = new eod_commodity_future_price
                    {
                        UnderlyingCode = dto.Name,
                        ValueDate = SettleDate,
                        OptDate = DateTime.Now,
                        UnderlyingId = dto.RelUnderlyingId,
                        ClosePrice = closePrice,
                        SettlePrice = settlePrice,
                        DataSource = EodPriceBase.系统
                    };

                    // 入库前强制 UnderlyingId 与 UnderlyingCode(FutureContractId) 一致，避免网页/结算两套 JOIN 失同步。
                    EodPriceService.SyncUnderlyingIdFromCode(DbContext, dto.CommodityPrice);

                    DbContext.eod_commodity_future_price.Add(dto.CommodityPrice);
                }

                SetDBModelOpt(dto.CommodityPrice);
            }
            else if ("Stock".Equals(dto.RelUnderlyingInstrumentType, StringComparison.OrdinalIgnoreCase))
            {
                foreach ((var underlyingcode, var coefficient) in arr)
                {
                    if (string.IsNullOrWhiteSpace(underlyingcode))
                    {
                        continue;
                    }

                    if (eodPriceProvider.TryGetEodPrice(underlyingcode, out var price))
                    {
                        closePrice += price.ClosePrice * coefficient;
                    }
                    else
                    {
                        _context?.LogError($"[组合标的:{dto.Name}]未取到标的收盘价,标的代码:{underlyingcode}");
                        return;
                    }
                }

                closePrice += dto.Constant ?? 0;

                _context?.LogInfo($"[组合标的:{dto.Name}]收盘价:{closePrice}");

                if (dto.StockPrice != null)
                {
                    DbContext.Entry(dto.StockPrice).State = EntityState.Unchanged;

                    if (Math.Abs(dto.StockPrice.ClosePrice - closePrice) > 0.0001)
                    {
                        dto.StockPrice.OptDate = DateTime.Now;
                        dto.StockPrice.ClosePrice = closePrice;
                    }
                }
                else
                {
                    dto.StockPrice = new eod_stock_price
                    {
                        UnderlyingCode = dto.Name,
                        ValueDate = DateTime.Today,
                        OptDate = DateTime.Now,
                        ClosePrice = closePrice,
                        SettlePrice = closePrice,
                        DataSource = EodPriceBase.系统,
                    };

                    DbContext.eod_stock_price.Add(dto.StockPrice);
                }

                SetDBModelOpt(dto.StockPrice);
            }
            else
            {
                _context?.LogInfo($"[组合标的:{dto.Name},未处理]标的类型不支持:" + dto.RelUnderlyingInstrumentType);
            }
        }

        /// <summary>
        /// DTO
        /// </summary>
        [NotMapped]
        private class synthetic_underlyingDto : SyntheticUnderlying
        {
            public int RelUnderlyingId { get; set; }

            public string RelUnderlyingInstrumentType { get; set; }

            public eod_stock_price StockPrice { get; set; }

            public eod_commodity_future_price CommodityPrice { get; set; }
        }
    }
}