zszq-trs/YLErpDAL/Modules/DataProviderModule/Volatility/UnderlyingVolProvider.cs

using YLErp.Abstract;
using YLErp.DBModels.Consts;
using YLErp.Models;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 标的波动率数据提供
    /// </summary>
    class UnderlyingVolProvider : IDataUpdater, IJsonSerializable
    {
        const string KeySeparator = "[|]";

        /// <summary>
        /// 
        /// </summary>
        public DateTime ValueDate { get; }

        //波动率类型+合约代码做为KEY
        readonly Dictionary<string, InnerVolatility> _dic;

        static readonly InnerVolatility _removed;

        public UnderlyingVolProvider(DateTime valueDate)
        {
            ValueDate = valueDate;

            _dic = new Dictionary<string, InnerVolatility>(StringComparer.OrdinalIgnoreCase);
        }

        static UnderlyingVolProvider()
        {
            _removed = new InnerVolatility();
        }

        public string TableName => nameof(volatility);

        /// <summary>
        /// 根据请求参数获取波动率
        /// </summary>
        public IVolatility GetVolatility(string voltype, string contractCode, string userGroup)
        {
            if (!ConsUserGroup.HasGroup)
            {
                userGroup = string.Empty;
            }
            else if (string.IsNullOrEmpty(userGroup))
            {
                return null;
            }

            if (string.IsNullOrWhiteSpace(voltype) || string.IsNullOrWhiteSpace(contractCode))
            {
                return null;
            }

            var keyStr = string.Join(KeySeparator, new[] { contractCode, voltype, userGroup });

            lock (_dic)
            {
                if (_dic.TryGetValue(keyStr, out var dicItem) && dicItem != _removed)
                {
                    return dicItem;
                }
            }

            volatility volData = null;

            using (var db = DbContextFactory.GetYLDbContext())
            {
                volData = db.volatility.AsNoTracking()
                    .Where(n => n.UserGroup == userGroup && n.ContractCode == contractCode && n.VolType == voltype && n.QuotationDate <= ValueDate)
                    .OrderByDescending(n => n.QuotationDate).FirstOrDefault();

                if (volData == null)
                {
                    lock (_dic)
                    {
                        _dic[keyStr] = null;
                    }
                    return null;
                }
            }

            var innerVol = new InnerVolatility
            {
                VolSurfaceMode = volData.VolSurfaceMode,
                InterpolationMethod = volData.InterpolationMethod,
                VolTable = volData.VolTable ?? new List<SingleVol>(0)
            };

            lock (_dic)
            {
                _dic[keyStr] = innerVol;
            }

            return innerVol;
        }

        public string ToJson()
        {
            lock (_dic)
            {
                return new { ValueDate, _dic }.ToJson();
            }
        }

        /// <summary>
        /// 更新数据--使用直接删除的方式
        /// </summary>
        public void UpdateData(IEnumerable<string> updateKeyIds)
        {
            lock (_dic)
            {
                var removeArr = _dic.Where(n => n.Value == _removed);

                foreach (var kv in removeArr)
                {
                    _dic.Remove(kv.Key);
                }

                var set = new HashSet<string>(10, StringComparer.OrdinalIgnoreCase);

                foreach (var keyId in updateKeyIds)
                {
                    if (!string.IsNullOrWhiteSpace(keyId))
                    {
                        var strArr = keyId.Split(','); //id,ContractCode,VolType

                        if (strArr.Length > 2)
                        {
                            set.Add(string.Concat(strArr[1], KeySeparator, strArr[2]));
                        }
                    }
                }

                foreach (var k in _dic.Keys)
                {
                    var index = k.LastIndexOf(KeySeparator);

                    if (index > 0 && set.Contains(k.Substring(0, index)))
                    {
                        _dic[k] = _removed;
                    }
                }
            }
        }

        class InnerVolatility : IVolatility
        {
            public string VolSurfaceMode { get; set; }

            public string InterpolationMethod { get; set; }

            public List<SingleVol> VolTable { get; set; }
        }
    }
}