zszq-trs/YLErpDAL/Modules/PricingModule/PricingDataService.cs

using YLErp.BLL;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.UnderlyingModule;
using YLErp.QdpModule;

namespace YLErp.Modules.PricingModule
{
    /// <summary>
    /// 定价页面数据服务
    /// </summary>
    public class PricingDataService : YLBaseService
    {
        public PricingDataService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 获取定价页面初始数据
        /// </summary>
        public PricingInitValueResult GetPricingInitValues(PricingInitValuesRequest req)
        {
            if (req is null)
            {
                throw new ArgumentNullException(nameof(req));
            }

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

            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);

            if (um == null)
            {
                throw new ServiceException("找不到标的数据:" + req.UnderlyingCode);
            }

            //create result

            var result = new PricingInitValueResult
            {
                ValueDate = valuedateBLL.ValueDate,
                StartDate = valuedateBLL.ValueDate,
                MaturityDate = um.MaturityDate ?? DateTime.Today,
                CountRatio = um.CountRatio,
                TradeUnit = um.TradeUnit,
                QuoteUnit = um.QuoteUnitString,
                PriceDigits = 2
            };

            if (!um.IsFutures())
            {
                result.MaturityDate = DateTime.Today.AddYears(10);
                if (um.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Shibor)
                {
                    result.PriceDigits = 6;
                }
            }

            if (string.IsNullOrWhiteSpace(result.QuoteUnit))
            {
                var va = DataCacheProvider.GetVarietyDataSource().GetData(um.UnderlyingTypeId);
                result.QuoteUnit = "JD".Equals(va?.VarietyCode, StringComparison.OrdinalIgnoreCase) ? "半吨" : va?.QuoteUnit;
                if (string.IsNullOrWhiteSpace(result.TradeUnit))
                {
                    result.TradeUnit = va?.TradeUnitSingle;
                }
            }

            //开始日期
            if (result.StartDate > result.MaturityDate)
            {
                result.StartDate = result.MaturityDate.AddMonths(-1);
            }

            //结束日期
            result.ExerciseDate = QdpCalendarHelper.GetNonHoliday(result.StartDate.AddYears(2).AddDays(-1));
            if (result.MaturityDate < result.ExerciseDate)
            {
                result.ExerciseDate = QdpCalendarHelper.GetNonHolidayDefore(result.MaturityDate);
            }

            //期初标的价格
            result.SpotPrice = um.Price ?? 0;

            if (result.StartDate != valuedateBLL.ValueDate)
            {
                if (um.CommodityCode == "组合标的")
                {
                    result.Synthetic = new SyntheticUnderlyingPriceService(OptUser).GetPriceModel(um.UnderlyingCode, result.StartDate);

                    if (result.Synthetic == null)
                    {
                        throw new ServiceException("组合标的信息未找到:" + um.UnderlyingCode);
                    }

                    result.SpotPrice = result.Synthetic.Price;
                }
                else if (EodPriceQueryService.TryGetEodPrice(result.StartDate, um.UnderlyingCode, out var eodPrice))
                {
                    result.SpotPrice = eodPrice.ClosePrice;
                }
            }
            else if (um.CommodityCode == "组合标的")
            {
                //返回组合标的中组成标的的现价
                result.Synthetic = new SyntheticUnderlyingPriceService(OptUser).GetPriceModel(um.UnderlyingCode);
                result.SpotPrice = result.Synthetic.Price;
            }

            //是否名义本金方式
            result.IsUsePremiumRate = um.CalcTypeIsStock();

            //是否相对行权价
            result.IsMoneynessOption = result.IsUsePremiumRate ? "是" : "否";

            //无风险利率
            result.NoRiskRate = valuedateBLL.GetRiskFreeRateFromCurveV2(result.StartDate, result.ExerciseDate);

            //分红率
            result.DividenRate = um.DividendRate ?? 0;

            //标的对应的日历
            var market = string.IsNullOrWhiteSpace(um.MarketCode)
                ? null : DataCacheProvider.GetMarketDataSource().AsQueryable().FirstOrDefault(n => n.ExchangeNo == um.MarketCode);

            result.CalendarName = market?.CalendarName ?? "chn";

            return result;
        }

        /// <summary>
        /// 获取不超过到期日的实行日
        /// 1个月，2周，1周，到日期这样的规则向前计算
        /// </summary>
        public static DateTime GetUnderlyingExerciseDate(DateTime underlyingMaturityDate, DateTime SystemDate)
        {
            var exerciseDate = QdpCalendarHelper.GetNonHoliday(SystemDate.AddYears(2).AddDays(-1));

            if (underlyingMaturityDate < exerciseDate)
            {
                exerciseDate = QdpCalendarHelper.GetNonHolidayDefore(underlyingMaturityDate);
            }

            return exerciseDate;
        }
    }
}