zszq-trs/YLErpDAL/BLL/MarginCalculation/DongWu/PriceProviderFactory.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.Abstract.DataProviders;
using YLErp.Modules.DataProviderModule;

namespace YLErp.BLL.MarginCalculation.DongWu
{
    public class PriceFactory : IPriceFactory
    {
        private IUpDownLimitProvider upDownLimitProvider;
        private InnerUpDownLimit innerUpDownLimit;
        private DateTime settleDate;
        private double? realSettlePricePrice;
        private string underlyingCode;

        private PriceFactory() { }
        public PriceFactory(DateTime settleDate, double? realSettlePricePrice, string underlyingCode, IUpDownLimitProvider upDownLimitProvider)
        {
            this.settleDate = settleDate;
            this.realSettlePricePrice = realSettlePricePrice;
            this.underlyingCode = underlyingCode;
            this.upDownLimitProvider = upDownLimitProvider;
            this.innerUpDownLimit = upDownLimitProvider.GetUpDownLimit();
        }

        public PriceProviderWrap Generate(int priceCount, string preName)
        {
            var settlementDayEodPrice = EodPriceQueryService.GetEodPrice(settleDate, underlyingCode);
            var settlePrice = realSettlePricePrice ?? (settlementDayEodPrice?.SettlePrice??0);
            var prices = GeneratePrices(priceCount, settlePrice);
            PriceProviderWrap priceProviderWrap = new PriceProviderWrap() 
            {
                Name = preName,
                SettlePrice= settlePrice,
                UpLimitRate= innerUpDownLimit.UplimitRate,
                DownLimitRate= innerUpDownLimit.DownLimitRate,
                IsCover= innerUpDownLimit.IsCover,
                IsTouch= innerUpDownLimit.IsTouch,
                priceProviders=new Dictionary<string, IPriceProvider>(),
            };
            int index = 1;
            foreach (var price in prices)
            {
                priceProviderWrap.priceProviders.Add(GenerateName(preName,index, price), new ManulPriceProvider(price));
                index++;
            }
            return priceProviderWrap;
        }

        private List<double> GeneratePrices(int priceCount,double settlePrice)
        {
            var upLimitRate = innerUpDownLimit.UplimitRate;
            var downLimitRate = innerUpDownLimit.DownLimitRate;

            var upLimitPrice = settlePrice * (1+ Math.Abs(upLimitRate));
            var downPrice = settlePrice * (1-Math.Abs(downLimitRate));
            if (downPrice < 0)
            {
                // 最低价为0
                downPrice = 0;
            }
            double step = (upLimitPrice - downPrice) / (priceCount-1);
            List<double> prices = new List<double>();
            for (int i = 0; i < priceCount; i++)
            {
                prices.Add(downPrice + (step * i));
            }
            return prices;
        }
        private string GenerateName(string preName,int index,double price)
        {
            return $"{preName}_{index}_{price}";
        }
    }

    public interface IPriceFactory
    {
        PriceProviderWrap Generate(int priceCount,string preName);
    }

    public class PriceProviderWrap
    {
        public string Name { get; set; }
        public double SettlePrice { get; set; }
        public double UpLimitRate { get; set; }
        public double DownLimitRate { get; set; }
        public bool IsCover { get; set; }
        public bool IsTouch { get; set; }
        public Dictionary<string, IPriceProvider> priceProviders { get; set; }
    }

    public class ManulPriceProvider : IPriceProvider
    {
        private double _price;

        public ManulPriceProvider(double price)
        {
            this._price = price;
        }

        public double GetPrice(string instrumentCode)
        {
            return _price;
        }

        public bool TryGetPrice(string instrumentCode, out double price)
        {
            price = _price;
            return true;
        }
    }
}