zszq-trs/YLErpDAL/Modules/QuotationModule/FlatPriceQuotationBLL.cs

using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using YLErp.BLL;
using YLErp.BLL.Calculation;
using YLErp.Model;
using YLErp.Models;
using YLErp.QdpModule;

namespace YLErp.Modules.QuotationModule
{
    public class flat_price_quotationBLL
    {
        private YLContext yldb = new YLContext();

        public List<UnderlyingMainContractRecord> GetContractViewModel()
        {
            var now = DateTime.Now.Date;
            var marketCode = new List<string>() { "SHFE", "DCE", "ZCE", "CZCE", "SGE", "INE", "CFFEX", "GFEX" };
            var maturityDate = QdpCalendarHelper.GetNonHoliday(valuedateBLL.ValueDate.AddMonths(1).AddDays(-1));
            var underlyings = underlying_managerBLL.GetAllLiveunderlying_managerModel().Where(u => marketCode.Contains(u.MarketCode) && u.LaunchState == "1").ToList();
            var total = underlying_managerBLL.GetAllLiveunderlying_managerModel().Where(u => marketCode.Contains(u.MarketCode) && u.LaunchState == "1").ToList(); //underlying_main_contractBLL.GetGtja_MaturityUnderlying(underlyings,maturityDate).ToList();//

            //需要展示的标的信息 

            var manager = total.GroupBy(s => s.UnderlyingType).Select(g => (new { Key = g.Key, UnderlyingCode = g.Select(v => (new { Code = v.UnderlyingCode, MarketCode = v.MarketCode })).ToList() })).ToList();

            var main = (from underlyingMainContract in yldb.underlying_main_contract select underlyingMainContract).ToList();

            var viewModelList = new List<UnderlyingMainContractRecord>();

            foreach (var item in manager)
            {
                var viewModel = new UnderlyingMainContractRecord();

                viewModel.UnderlyingType = item.Key;

                var underlyingMainContract = main.FirstOrDefault(s => s.UnderlyingType == item.Key);

                viewModel.MinimumAmount = underlyingMainContract?.MinimumAmount;
                viewModel.StrikeInterval = underlyingMainContract?.StrikeInterval;

                if (underlyingMainContract?.OrderId != null)
                {
                    viewModel.OrderId = underlyingMainContract.OrderId;
                }

                if (underlyingMainContract?.NeedQuote == null || underlyingMainContract.NeedQuote == 0)
                {
                    viewModel.NeedQuote = false;
                }
                else
                {
                    viewModel.NeedQuote = true;
                }

                foreach (var t in item.UnderlyingCode)
                {
                    var selectListItem = new SelectItem
                    {
                        Text = t.Code,
                        Value = t.MarketCode
                    };
                    viewModel.UnderlyingCodeList.Add(selectListItem);
                }

                if (string.IsNullOrEmpty(underlyingMainContract?.UnderlyingCode))
                {
                    //viewModel.UnderlyingCodeList[0].Selected = true;
                }
                else
                {
                    var underlyingCodeList = underlyingMainContract.UnderlyingCode.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries).ToList();

                    foreach (var underlyingCode in underlyingCodeList)
                    {
                        var firstOrDefault = viewModel.UnderlyingCodeList.FirstOrDefault(s => s.Text == underlyingCode);
                        if (firstOrDefault != null)
                        {
                            firstOrDefault.Selected = true;
                        }
                        else
                        {
                            //需要更新下数据库，因为已经过期，所以主标的的去掉，新的默认的需要加上
                            //如果 勾选的品种，显示的标的都到期了， 系统不能擅自报其他的标的。需要用户自己去选择该报的合约 
                            //viewModel.UnderlyingCodeList[0].Selected = true;
                        }
                    }
                }
                viewModelList.Add(viewModel);
            }

            //underlying表没有了，但是underlyingmaincontract表还有的启用数据需要设为不启用
            bool isNeedUpdate = false;
            main.ForEach(m =>
            {
                var mList = manager.FirstOrDefault(w => w.Key == m.UnderlyingType);

                if (mList == null && m.NeedQuote != 0)
                {
                    isNeedUpdate = true;
                    m.NeedQuote = 0;
                }
            });
            if (isNeedUpdate)
            {
                underlying_main_contractBLL.IsListOld = true;
                yldb.SaveChanges();
            }

            ////排序
            viewModelList = viewModelList.OrderBy(s => s.OrderId).ToList();
            //NetCacheHelper.Add(cacheKey, viewModelList, DateTime.Now.AddMinutes(10));
            return viewModelList;
        }

        /// <summary>
        /// 计算报价预览页面的平值期权的到期日。
        /// 手机端实时报价的平值到期日计算逻辑请参考CalculationHelper.AtmQuoteDefaultMaturity
        /// </summary>
        /// <returns></returns>
        public static Date GetAtmOptionQuotePreviewMaturity()
        {
            // 1个月平值期权的到期日是报价日后一个月减一天
            var maturityDate = valuedateBLL.ValueDate.AddMonths(1).AddDays(-1);
            return CalculatorHelper.AtmQuoteMaturityDateShift(maturityDate);
        }

        /// <summary>
        /// 得到排序的主合约
        /// </summary>
        public static IEnumerable<flat_price_quotationDto> GetSortFlat_Quotation(DateTime? date, string userGroup)
        {
            if (date == null)
            {
                date = GetAtmOptionQuotePreviewMaturity().DateTime;
            }

            var quotationList = new List<flat_price_quotationDto>();
            var calendar = CalendarImpl.Get("chn");
            var qdpDate = new Date(DateTime.Parse(date.Value.ToString()));
            var mDate = calendar.IsBizDay(qdpDate) ? qdpDate : calendar.NextBizDay(qdpDate);
            var result = AtMoneyOptionQuotes_API(mDate.DateTime, userGroup);
            if (result != null && result.Count > 0)
            {
                foreach (var res in result)
                {
                    var quotation = new flat_price_quotationDto
                    {
                        MarketCode = res.marketCode,
                        MarketName = res.marketName,
                        UnderlyingType = res.underlyingType,
                        UnderlyingCode = res.underlyingCode,
                        SpotPrice = res.spotPrice,
                        BuyOptionPrice = res.buyOptionPrice,
                        SellOptionPrice = res.sellOptionPrice,
                        ComparedToLastDayPrice = res.comparedToLastDayPrice,
                        OptDate = DateTime.Now,
                        LastUpdateTime = DateTime.Now,
                        BuyOptionVol = res.buyOptionVol,
                        SellOptionVol = res.sellOptionVol
                    };
                    quotationList.Add(quotation);
                }
            }

            var underlyingList = underlying_main_contractBLL.GetDefaultAtMoneyQuoteList(date.Value);
            foreach (var flat in quotationList)
            {
                var um = underlyingList.FirstOrDefault(c => string.Equals(c.UnderlyingCode, flat.UnderlyingCode, StringComparison.OrdinalIgnoreCase)) ??
                    underlyingList.FirstOrDefault(c => c.UnderlyingType == flat.UnderlyingType);//补丁 没有order
                if (um != null)
                {
                    flat.order = um.order;
                    flat.VarietyCode = um.CommodityCode;
                }
            }

            return quotationList;
        }

        private static List<AtMoneyOptionQuoteRecord> AtMoneyOptionQuotes_API(DateTime maturityDate, string userGroup, bool onlyMainContract = true)
        {
            //string pathAndQuery = $"AtMoneyOptionQuotes?maturityDate={maturityDate.ToString("yyyy-MM-dd")}&userGroup={userGroup}&onlyMainContract={onlyMainContract}";
            //return ApiHelper.Get<List<AtMoneyOptionQuoteRecord>>(pathAndQuery);
            return CalculatorHelper.AtMoneyOptionQuotesV2(maturityDate.ToString("yyyy-MM-dd"), userGroup, onlyMainContract);
        }
    }
}