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

using System.Collections.Concurrent;
using YLErp.Abstract;
using YLErp.DBModels.Consts;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 交易历史数据提供
    /// </summary>
    public class TradeHisDataProvider : ITradeHisDataProvider
    {
        readonly DateTime _valueDate;

        //key:tradeId
        readonly ConcurrentDictionary<int, InnerTradeHisData> _dic;

        public TradeHisDataProvider(DateTime valueDate)
        {
            _valueDate = valueDate;
            _dic = new ConcurrentDictionary<int, InnerTradeHisData>();
        }

        /// <summary>
        /// 加载最近三个月的数据做初始化
        /// </summary>
        public TradeHisDataProvider Initialize()
        {
            if (_dic.Count > 0)
            {
                return this;
            }

            lock (this)
            {
                if (_dic.Count > 0)
                {
                    return this;
                }

                //只取3个月以内的
                var startDate = _valueDate.AddMonths(-3);

                using (var db = DbContextFactory.GetYLDbContext())
                {
                    var query1 = from a in db.TradeHisData
                                 where a.ValueDate > startDate && a.ValueDate <= _valueDate
                                 group a by new { a.TradeId, a.ValueType } into g
                                 select new
                                 {
                                     g.Key.TradeId,
                                     g.Key.ValueType,
                                     ValueDate = g.Max(n => n.ValueDate)
                                 };

                    var query2 = from a in query1
                                 join b in db.TradeHisData on a equals new { b.TradeId, b.ValueType, b.ValueDate }
                                 select new
                                 {
                                     b.TradeId,
                                     b.ValueType,
                                     b.Value
                                 };

                    var datas = query2.ToArray();

                    foreach (var data in datas)
                    {
                        if (!_dic.TryGetValue(data.TradeId, out var idata))
                        {
                            _dic[data.TradeId] = idata = new InnerTradeHisData();
                        }

                        if (ConsTradeField.NoRiskRate.Equals(data.ValueType, StringComparison.OrdinalIgnoreCase))
                        {
                            idata.NoRiskRate = data.Value;
                            idata.Flag |= ValueFlag.NoRiskRate;
                        }
                        else if (ConsTradeField.DividendRate.Equals(data.ValueType, StringComparison.OrdinalIgnoreCase))
                        {
                            idata.DividendRate = data.Value;
                            idata.Flag |= ValueFlag.DividendRate;
                        }
                    }
                }
            }

            return this;
        }

        private double? GetValue(int tradeId, ValueFlag valueFlag)
        {
            if (_dic.TryGetValue(tradeId, out var data))
            {
                if ((data.Flag & valueFlag) == valueFlag)
                {
                    switch (valueFlag)
                    {
                        case ValueFlag.NoRiskRate: return data.NoRiskRate;
                        case ValueFlag.DividendRate: return data.DividendRate;
                        default: throw new InvalidOperationException();
                    }
                }
            }
            else
            {
                _dic[tradeId] = data = new InnerTradeHisData();
            }

            string valueType;

            switch (valueFlag)
            {
                case ValueFlag.NoRiskRate:
                    valueType = ConsTradeField.NoRiskRate; break;
                case ValueFlag.DividendRate:
                    valueType = ConsTradeField.DividendRate; break;
                default: throw new InvalidOperationException();
            }

            using (var db = DbContextFactory.GetYLDbContext())
            {
                var query = from n in db.TradeHisData
                            where n.TradeId == tradeId && n.ValueDate <= _valueDate && n.ValueType == valueType
                            orderby n.ValueDate descending
                            select (double?)n.Value;

                var value = query.FirstOrDefault();

                switch (valueFlag)
                {
                    case ValueFlag.NoRiskRate:
                        data.NoRiskRate = value; break;
                    case ValueFlag.DividendRate:
                        data.DividendRate = value; break;
                    default: throw new InvalidOperationException();
                }

                data.Flag |= valueFlag;

                return value;
            }
        }

        /// <summary>
        /// 获取无风险利率
        /// </summary>
        public double? GetNoRiskRate(int tradeId)
        {
            return GetValue(tradeId, ValueFlag.NoRiskRate);
        }

        /// <summary>
        /// 获取分红率
        /// </summary>
        public double? GetDividendRate(int tradeId)
        {
            return GetValue(tradeId, ValueFlag.DividendRate);
        }

        class InnerTradeHisData
        {
            /// <summary>
            /// 无风险利率
            /// </summary>
            public double? NoRiskRate;

            /// <summary>
            /// 分红率
            /// </summary>
            public double? DividendRate;

            public ValueFlag Flag;
        }

        enum ValueFlag
        {
            None = 0,
            NoRiskRate = 1 << 0,
            DividendRate = 1 << 1
        }
    }
}