zszq-trs/YLErpDAL/Modules/TradeRiskCalcModule/TaskRunner/AsiaOptionProvider.cs

using YLErp.Modules.CalculationModule;

namespace YLErp.Modules.TradeRiskCalcModule.TaskRunner
{
    /// <summary>
    /// 为亚式期权交易获取fixing数据
    /// 支持缓存处理提升实时计算性能
    /// </summary>
    class AsiaOptionProvider
    {
        DateTime _lastUpTime;

        readonly Dictionary<string, string> _cacheDic;

        private AsiaOptionProvider()
        {
            _cacheDic = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase);
        }

        /// <summary>
        /// 更新缓存(存留3分钟)
        /// </summary>
        public void UpdateCache()
        {
            if (_lastUpTime.AddMinutes(3) < DateTime.Now || _lastUpTime > DateTime.Now)
            {
                lock (_cacheDic)
                {
                    _cacheDic.Clear();
                }

                _lastUpTime = DateTime.Now;
            }
        }

        /// <summary>
        /// 为亚式期权交易获取fixing数据
        /// </summary>
        public string GetFixingString(DateTime valueDate, OtcTradeBase otcTrade, trade_asian_option asianOption)
        {
            if (otcTrade is null)
            {
                throw new ArgumentNullException(nameof(otcTrade));
            }

            if (asianOption is null)
            {
                throw new ArgumentNullException(nameof(asianOption));
            }

            var startDate = asianOption.AveragingPeriodStartDate ?? otcTrade.TradeDate;

            if (!startDate.HasValue)
            {
                return string.Empty;
            }

            var cacheKey = $"{otcTrade.UnderlyingCode}^{valueDate:yyMMdd}^{startDate.Value:yyMMdd}";

            if (_cacheDic.TryGetValue(cacheKey, out var fixing))
            {
                return fixing;
            }

            fixing = AsianOptionFixingService.GetFixingString(valueDate, otcTrade, asianOption);

            lock (_cacheDic)
            {
                _cacheDic[cacheKey] = fixing;
            }

            return fixing;
        }

        public static readonly AsiaOptionProvider Default;

        static AsiaOptionProvider()
        {
            Default = new AsiaOptionProvider();
        }
    }
}