65 lines
2.0 KiB
C#
65 lines
2.0 KiB
C#
using System.Collections.Concurrent;
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using YLErp.Abstract;
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using YLErp.Modules.ExchangeOptionTradeModule;
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namespace YLErp.Modules.DataProviderModule
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{
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/// <summary>
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/// 场内期权保存波动率提供
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/// </summary>
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public class ExOptionSavedVolProvider : IDataUpdater, IJsonSerializable
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{
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readonly DateTime _valueDate;
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//使用场内期权代码做为主键
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readonly ConcurrentDictionary<string, double?> _dic;
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//业务操作上来说，旧的波动率不会再变更
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readonly ConcurrentDictionary<string, double?> _dicOld;
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/// <summary>
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/// 构造函数
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/// </summary>
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/// <param name="valueDate">当前结算日期</param>
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public ExOptionSavedVolProvider(DateTime valueDate)
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{
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_valueDate = valueDate;
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_dic = new ConcurrentDictionary<string, double?>();
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_dicOld = new ConcurrentDictionary<string, double?>();
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}
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public string TableName => nameof(ExchangeOptionVol);
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/// <summary>
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/// 获取交易波动率
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/// </summary>
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public double? GetSavedVol(string optionCode, DateTime valueDate)
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{
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var dic = valueDate < _valueDate ? _dicOld : _dic;
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if (!dic.TryGetValue(optionCode, out var vol))
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{
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vol = new ExchangeOptionVolQueryService(OptUserInfo.SystemUser).GetSavedVol(optionCode, valueDate);
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dic.AddOrUpdate(optionCode, vol, (n, m) => vol);
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}
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return vol;
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}
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/// <summary>
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/// 更新数据--keyid为optionCode
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/// </summary>
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public void UpdateData(IEnumerable<string> updateKeyIds)
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{
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foreach (var optionCode in updateKeyIds)
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{
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if (optionCode != null)
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{
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_dic.TryRemove(optionCode, out _);
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}
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}
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}
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public string ToJson()
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{
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return new { _valueDate, _dic, _dicOld }.ToJson();
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}
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}
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}
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