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

using YLErp.Abstract.DataProviders;
using YLErp.Models;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 日终场内期权价格提供
    /// </summary>
    public class EodExchangeOptionPriceProvider : IPriceProvider
    {
        private bool _allInitialized;
        private readonly Dictionary<string, EodExchangeOptionPrice> _priceDic;

        public EodExchangeOptionPriceProvider(DateTime valueDate, bool useClosePrice)
        {
            ValueDate = valueDate;
            UseClosePrice = useClosePrice;
            _priceDic = new Dictionary<string, EodExchangeOptionPrice>(StringComparer.OrdinalIgnoreCase);
        }

        /// <summary>
        /// 取值日期
        /// </summary>
        public DateTime ValueDate { get; }

        /// <summary>
        /// 使用收盘价
        /// </summary>
        public bool UseClosePrice { get; }

        public EodExchangeOptionPriceProvider InitializeAll()
        {
            var arr = GetDatasFromDB(null);

            foreach (var item in arr)
            {
                _priceDic[item.OptionCode] = item;
            }

            _allInitialized = true;

            return this;
        }

        /// <summary>
        /// 根据场内期权代码初始化价格数据字典,
        /// 调用后提升一定性能，不调用也无关系
        /// </summary>
        public EodExchangeOptionPriceProvider Initialize(string[] optionCodes)
        {
            if (_allInitialized)
            {
                return this;
            }

            var set = optionCodes.Where(n => !string.IsNullOrWhiteSpace(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);

            var list = GetDatasFromDB(set);

            if (set.Any())
            {
                lock (_priceDic)
                {
                    foreach (var code in set)
                    {
                        _priceDic[code] = null;
                    }

                    foreach (var item in list)
                    {
                        _priceDic[item.OptionCode] = item;
                    }
                }
            }

            return this;
        }

        /// <summary>
        /// 获取当前缓存中是否存在任一笔价格数据
        /// </summary>
        public bool HasAnyPrice()
        {
            return _priceDic.Values.Any(n => n != null);
        }

        /// <summary>
        /// 获取价格
        /// </summary>
        public double GetPrice(string optionCode)
        {
            var data = InnerGetPrice(optionCode);

            return data == null ? 0 : (UseClosePrice ? data.ClosePrice : data.SettlePrice);
        }

        /// <summary>
        /// 尝试获取价格
        /// </summary>
        public bool TryGetPrice(string optionCode, out double price)
        {
            var data = InnerGetPrice(optionCode);

            if (data != null)
            {
                price = UseClosePrice ? data.ClosePrice : data.SettlePrice;
                return true;
            }
            else
            {
                price = 0;
                return false;
            }
        }

        /// <summary>
        /// 获取价格对象
        /// </summary>
        public EodExchangeOptionPrice GetPriceModel(string optionCode)
        {
            return InnerGetPrice(optionCode);
        }

        /// <summary>
        /// 尝试获取价格对象
        /// </summary>
        public bool TryGetPriceModel(string optionCode, out EodExchangeOptionPrice eodPrice)
        {
            return null != (eodPrice = InnerGetPrice(optionCode));
        }

        /// <summary>
        /// 获取收盘价或结算价
        /// </summary>
        private EodExchangeOptionPrice InnerGetPrice(string optionCode)
        {
            if (string.IsNullOrWhiteSpace(optionCode))
            {
                return null;
            }

            lock (_priceDic)
            {
                if (_priceDic.TryGetValue(optionCode, out var data))
                {
                    return data;
                }
            }

            if (_allInitialized)
            {
                return null;
            }

            Initialize(new[] { optionCode });

            lock (_priceDic)
            {
                if (_priceDic.TryGetValue(optionCode, out var data))
                {
                    return data;
                }
            }

            return null;
        }

        /// <summary>
        /// 从数据库中获取初始化数据
        /// </summary>
        private EodExchangeOptionPrice[] GetDatasFromDB(HashSet<string> optionCodes)
        {
            var predicate = PredicateBuilder.Create<eod_exchange_option_price>(t => t.ValueDate == ValueDate);

            if (optionCodes != null)
            {
                if (optionCodes.Count > 0)
                {
                    predicate = predicate.And(t => optionCodes.Contains(t.ContractCode));
                }
                else
                {
                    return Array.Empty<EodExchangeOptionPrice>();
                }
            }

            using var db = DbContextFactory.GetYLDbContext();

            return db.eod_exchange_option_price.Where(predicate)
                    .Select(n => new EodExchangeOptionPrice
                    {
                        OptionCode = n.ContractCode,
                        ClosePrice = n.ClosePrice,
                        HighPrice = n.HighPrice,
                        LowPrice = n.LowPrice,
                        SettlePrice = n.SettlePrice,
                        ValueDate = n.ValueDate
                    }).ToArray();
        }
    }

    /// <summary>
    /// 日终场内期权结算价
    /// </summary>
    public class EodExchangeOptionPrice
    {
        /// <summary>
        /// 取值日
        /// </summary>
        public DateTime ValueDate { get; set; }

        /// <summary>
        /// 期权代码
        /// </summary>
        public string OptionCode { get; set; }

        /// <summary>
        /// 收盘价
        /// </summary>
        public double ClosePrice { get; set; }

        /// <summary>
        /// 结算价
        /// </summary>
        public double SettlePrice { get; set; }

        /// <summary>
        /// 最高价
        /// </summary>
        public double? HighPrice { get; set; }

        /// <summary>
        /// 最低价
        /// </summary>
        public double? LowPrice { get; set; }
    }
}