zszq-trs/YLErpDAL/Modules/ApiModule/PricingModule/OptionPricingApiHelper.cs

using System.Reflection;

namespace YLErp.Modules.ApiModule.PricingModule
{
    /// <summary>
    /// OptionPricingApiHelper
    /// </summary>
    public static class OptionPricingApiHelper
    {
        static readonly Dictionary<string, (Func<string, object> valueConv, Action<OptionPricingModelV2, object> valueSet)> _dic;

        static OptionPricingApiHelper()
        {
            _dic = new Dictionary<string, (Func<string, object> valueConv, Action<OptionPricingModelV2, object> valueSet)>(StringComparer.OrdinalIgnoreCase);
        }

        /// <summary>
        /// 根据模型属性名设置属性值
        /// </summary>
        public static void SetValueByPropName(OptionPricingModelV2 model, string propName, string value)
        {
            if (string.IsNullOrEmpty(value))
            {
                return;
            }

            if (!_dic.TryGetValue(propName, out var tuple))
            {
                Func<string, object> valueConv = null;

                var prop = typeof(OptionPricingModelV2).GetProperty(propName,
                    BindingFlags.Public | BindingFlags.Instance | BindingFlags.IgnoreCase | BindingFlags.SetProperty);

                if (prop != null)
                {
                    if (prop.PropertyType == typeof(string))
                    {
                        valueConv = s => s;
                    }
                    else if (prop.PropertyType == typeof(int) || prop.PropertyType.IsEnum || prop.PropertyType == typeof(int?))
                    {
                        valueConv = s => int.TryParse(s, out var n) ? (object)n : throw new ServiceException("参数值不符合要求，参数名:" + propName);
                    }
                    else if (prop.PropertyType == typeof(double) || prop.PropertyType == typeof(double?))
                    {
                        valueConv = s => double.TryParse(s, out var d) ? (object)d : throw new ServiceException("参数值不符合要求，参数名:" + propName);
                    }
                    else if (prop.PropertyType == typeof(bool) || prop.PropertyType == typeof(bool?))
                    {
                        valueConv = s => s == "true";
                    }
                    else if (prop.PropertyType == typeof(DateTime) || prop.PropertyType == typeof(DateTime?))
                    {
                        valueConv = s => DateTime.TryParse(s, out var d) ? (object)d : throw new ServiceException("参数值不符合要求，参数名:" + propName);
                    }
                    else
                    {
                        System.Diagnostics.Debug.WriteLine("!!!ExtendSetter:没有处理值转换:" + propName);
                    }
                }
                else
                {
                    System.Diagnostics.Debug.WriteLine("!!!ExtendSetter:没有找到对应属性信息:" + propName);
                }

                _dic[propName] = tuple = (valueConv, (m, o) => prop?.SetValue(m, o));
            }

            if (tuple.valueConv != null)
            {
                tuple.valueSet(model, tuple.valueConv(value));
            }
        }

        /// <summary>
        /// 检查请求数据是否正确
        /// </summary>
        public static void CheckPricingRequestData(OptionPricingModelV2 req)
        {
            if (req == null)
            {
                throw new ServiceException("参数为null");
            }

            if (string.IsNullOrEmpty(req.UnderlyingCode))
            {
                throw new ServiceException("缺少标的代码");
            }

            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
            if (underlying == null)
            {
                throw new ServiceException("没有找到标的信息:" + req.UnderlyingCode);
            }

            if (!req.MaturityDate.HasValue || req.MaturityDate.Value == default)
            {
                req.MaturityDate = req.ExerciseDate;
            }

            req.UnderlyingId = underlying.id;
            req.UnderlyingAssetClass = underlying.UnderlyingType;
            req.UnderlyingAssetName = underlying.UnderlyingName;
            req.UnderlyingInstrumentType = underlying.UnderlyingInstrumentType;

            if (req.Notional <= 0)
            {
                throw new ServiceException("持仓份额必须大于0");
            }

            if (req.TradeType != "香草期权" && req.ExtendFields != null && req.ExtendFields.Count > 0)
            {
                foreach (var kv in req.ExtendFields)
                {
                    OptionPricingApiHelper.SetValueByPropName(req, kv.Key, kv.Value);
                }

                var isAutoCall = req.TradeType == "雪球期权" || req.TradeType == "凤凰期权";

                if (isAutoCall)
                {
                    req.Strike = req.SpreadStrike1;
                }

                if (!req.IsAnnualized)
                {
                    req.AnnualizeFactor = 1;

                    if (isAutoCall)
                    {
                        req.IsAnnualized2 = false;
                        req.AnnualizeFactor2 = 1;
                    }
                }
                else if (isAutoCall)
                {
                    req.IsAnnualized2 = true;
                    req.AnnualizeFactor2 = req.AnnualizeFactor;

                    req.IsAnnualized = false;
                    req.AnnualizeFactor = 1;
                }
            }

            //检查并尽可能修复数据
            req.CheckAndRepairValues();

            if (!req.VolValue.HasValue)
            {
                req.VolValue = 0.3;
            }

            req.Vol = req.VolValue;
        }
    }
}