226 lines
12 KiB
C#
226 lines
12 KiB
C#
using Newtonsoft.Json;
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Linq;
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using System.Runtime.CompilerServices;
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using YLErp.BLL;
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namespace YLErp.Modules.RiskEngine
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{
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/// <summary>
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/// 风控规则专用日历辅助类。
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/// 用于按规则对应的市场日历确认“上一收盘日”，避免简单按行情表倒序取最近日期导致口径偏差。
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/// </summary>
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public static class RiskCalendarHelper
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{
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private const string CalendarDateFormat = "yyyy,MM,dd";
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/// <summary>
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/// 日历数据异常直接影响平仓日期校验和上一交易日取数，单独使用固定 logger 名称便于线上按模块检索。
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/// </summary>
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private static readonly IYcLogger Logger = LogFactory.GetLogger("RiskCalendarHelper");
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/// <summary>
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/// calendar.HolidayJson 历史主格式是 yyyy,MM,dd；这里额外兼容常见日期格式，避免历史数据被静默当作交易日。
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/// 解析后统一转成 DateTime.Date，后续交易日判断不再依赖原始字符串格式。
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/// </summary>
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private static readonly string[] SupportedCalendarDateFormats =
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{
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CalendarDateFormat,
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"yyyy/MM/dd",
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"yyyy-MM-dd",
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"yyyyMMdd",
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"yyyy-MM-ddTHH:mm:ss",
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"yyyy-MM-ddTHH:mm:ssK",
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"yyyy-MM-ddTHH:mm:ss.fffK"
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};
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/// <summary>
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/// 按当前风控执行使用的数据库上下文保存日历缓存，同一次风控检查内复用，数据库上下文释放后不阻止缓存被回收。
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/// </summary>
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private static readonly ConditionalWeakTable<YLContext, Dictionary<string, HashSet<DateTime>>> HolidayCaches =
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new ConditionalWeakTable<YLContext, Dictionary<string, HashSet<DateTime>>>();
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/// <summary>
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/// 获取指定日期的上一银行间交易日。
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/// </summary>
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/// <param name="dbContext">当前风控执行使用的数据库上下文。</param>
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/// <param name="date">当前交易日或业务基准日。</param>
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/// <returns>严格早于入参日期的上一银行间交易日。</returns>
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/// <exception cref="ArgumentNullException">数据库上下文为空。</exception>
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/// <exception cref="Exception">缺少银行间日历、日历内容异常或在保护范围内找不到上一交易日。</exception>
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public static DateTime GetPreviousInterbankTradingDay(YLContext dbContext, DateTime date)
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{
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return GetPreviousTradingDay(dbContext, date, "IB", "银行间");
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}
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/// <summary>
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/// 判断指定日期是否为银行间交易日。
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/// </summary>
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/// <param name="dbContext">当前风控执行使用的数据库上下文。</param>
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/// <param name="date">待判断的平仓日期。</param>
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/// <returns>日期不在银行间非交易日集合中时返回 true。</returns>
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/// <exception cref="ArgumentNullException">数据库上下文为空。</exception>
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/// <exception cref="Exception">缺少银行间日历或日历内容异常。</exception>
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public static bool IsInterbankTradingDay(YLContext dbContext, DateTime date)
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{
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if (dbContext == null)
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throw new ArgumentNullException(nameof(dbContext));
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var holidayCache = HolidayCaches.GetOrCreateValue(dbContext);
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var holidays = GetHolidays(dbContext, date.Year, "IB", "银行间", holidayCache);
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return !holidays.Contains(date.Date);
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}
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public static DateTime GetPreviousExchangeTradingDay(YLContext dbContext, DateTime date)
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{
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return GetPreviousTradingDay(dbContext, date, "CHN", "交易所");
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}
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private static DateTime GetPreviousTradingDay(YLContext dbContext, DateTime date, string country, string calendarName)
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{
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if (dbContext == null)
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throw new ArgumentNullException(nameof(dbContext));
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// 以本次风控检查的数据库上下文为缓存边界，避免不同规则重复读取和解析相同市场日历。
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var holidayCache = HolidayCaches.GetOrCreateValue(dbContext);
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var currentDate = date.Date.AddDays(-1);
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// 最多向前查 370 天，既覆盖跨年和长假场景，也避免日历配置异常时出现无限循环。
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for (var i = 0; i < 370; i++)
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{
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var holidays = GetHolidays(dbContext, currentDate.Year, country, calendarName, holidayCache);
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// calendar.HolidayJson 存的是非交易日；不在非交易日集合内，即认为是对应市场的交易日。
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if (!holidays.Contains(currentDate))
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return currentDate;
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currentDate = currentDate.AddDays(-1);
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}
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throw new Exception($"未找到{date:yyyy-MM-dd}的上一{calendarName}交易日");
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}
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/// <summary>
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/// 获取指定年份的非交易日集合。
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/// </summary>
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/// <param name="dbContext">当前风控执行使用的数据库上下文。</param>
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/// <param name="year">日历年份。</param>
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/// <param name="holidayCache">单次风控检查内按市场和年份共享的非交易日缓存。</param>
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/// <returns>按 Date 归一化后的非交易日集合。</returns>
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private static HashSet<DateTime> GetHolidays(YLContext dbContext, int year, string country, string calendarName, Dictionary<string, HashSet<DateTime>> holidayCache)
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{
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var normalizedCountry = NormalizeCountry(country);
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var cacheKey = $"{normalizedCountry}:{year}";
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if (holidayCache.TryGetValue(cacheKey, out var holidays))
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return holidays;
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// 先按年份和有效状态缩小范围，再在内存里做 Trim + ToUpperInvariant 匹配，兼容历史 Country 存在大小写或前后空格的情况。
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// 这里没有在数据库查询里直接 Trim，是为了避免不同 EF/数据库提供方对字符串函数翻译不一致。
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var validCalendars = dbContext.calendar
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.Where(c => c.Year == year
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&& (c.ValidState == null || c.ValidState != ConsGlobal.InValid)
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&& c.Country != null)
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.ToList();
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var matchedCalendars = validCalendars.Where(c => NormalizeCountry(c.Country) == normalizedCountry).ToList();
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var calendar = matchedCalendars.FirstOrDefault();
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if (calendar == null)
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{
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var availableCountries = string.Join(",", validCalendars.Select(c => c.Country?.Trim()).Where(c => !string.IsNullOrWhiteSpace(c)).Distinct());
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Logger.Error($"[风控日历] 未找到目标市场日历 - Year:{year}, CalendarName:{calendarName}, Country:{normalizedCountry}, AvailableCountries:{availableCountries}");
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throw new Exception($"未找到{year}年{calendarName}日历，Country={normalizedCountry}，当前可用日历：{availableCountries}");
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}
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if (matchedCalendars.Count > 1)
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{
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// 多条匹配不改变原有“取第一条”的行为，只记录数据质量问题，避免线上突然因历史重复配置中断风控。
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Logger.Info($"[风控日历] 同一年存在多个匹配市场日历，使用第一条 - Year:{year}, CalendarName:{calendarName}, Country:{normalizedCountry}, MatchedIds:{string.Join(",", matchedCalendars.Select(c => c.id))}");
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}
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if (!string.Equals(calendar.Country, normalizedCountry, StringComparison.Ordinal))
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{
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// Country 能通过归一化匹配说明历史数据存在大小写或空格差异，只在日历首次加载时记录一次，便于后续清洗数据。
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Logger.Info($"[风控日历] 日历Country已归一化匹配 - Year:{year}, CalendarName:{calendarName}, RawCountry:{calendar.Country}, NormalizedCountry:{normalizedCountry}, CalendarId:{calendar.id}");
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}
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if (string.IsNullOrWhiteSpace(calendar.HolidayJson))
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{
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Logger.Error($"[风控日历] HolidayJson为空 - Year:{year}, CalendarName:{calendarName}, Country:{normalizedCountry}, CalendarId:{calendar.id}");
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throw new Exception($"{year}年{calendarName}日历HolidayJson为空");
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}
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List<string> holidayList;
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try
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{
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holidayList = JsonConvert.DeserializeObject<List<string>>(calendar.HolidayJson);
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}
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catch (Exception ex)
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{
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Logger.Error($"[风控日历] HolidayJson解析失败 - Year:{year}, CalendarName:{calendarName}, Country:{normalizedCountry}, CalendarId:{calendar.id}, Error:{ex.Message}");
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throw new Exception($"{year}年{calendarName}日历HolidayJson解析失败", ex);
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}
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// 日历解析和日志统计只在缓存未命中时执行；同一次风控检查内重复判断交易日不会重复解析 HolidayJson。
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holidays = NormalizeHolidays(holidayList, year, calendarName, normalizedCountry, calendar.id);
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holidayCache[cacheKey] = holidays;
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return holidays;
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}
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private static string NormalizeCountry(string country)
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{
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return (country ?? string.Empty).Trim().ToUpperInvariant();
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}
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private static HashSet<DateTime> NormalizeHolidays(IEnumerable<string> holidayList, int year, string calendarName, string normalizedCountry, int calendarId)
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{
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var holidays = new HashSet<DateTime>();
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var formatCounts = new Dictionary<string, int>();
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var rawCount = 0;
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var blankCount = 0;
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var duplicateCount = 0;
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foreach (var holidayText in holidayList ?? Enumerable.Empty<string>())
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{
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rawCount++;
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if (string.IsNullOrWhiteSpace(holidayText))
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{
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blankCount++;
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continue;
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}
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// 每条原始日期只在缓存加载阶段解析一次；正常数据只累计格式分布，避免大量节假日逐条写日志。
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var holidayDate = ParseHolidayDate(holidayText, year, calendarName, normalizedCountry, calendarId, out var matchedFormat);
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if (!holidays.Add(holidayDate))
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{
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duplicateCount++;
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}
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formatCounts[matchedFormat] = formatCounts.TryGetValue(matchedFormat, out var count) ? count + 1 : 1;
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}
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Logger.Info($"[风控日历] HolidayJson日期归一化完成 - Year:{year}, CalendarName:{calendarName}, Country:{normalizedCountry}, CalendarId:{calendarId}, RawCount:{rawCount}, HolidayCount:{holidays.Count}, BlankCount:{blankCount}, DuplicateCount:{duplicateCount}, Formats:{string.Join(",", formatCounts.Select(item => item.Key + ":" + item.Value))}");
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return holidays;
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}
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private static DateTime ParseHolidayDate(string holidayText, int year, string calendarName, string normalizedCountry, int calendarId, out string matchedFormat)
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{
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var normalizedHolidayText = holidayText.Trim();
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foreach (var format in SupportedCalendarDateFormats)
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{
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if (DateTime.TryParseExact(normalizedHolidayText, format, CultureInfo.InvariantCulture, DateTimeStyles.AllowWhiteSpaces, out var holidayDate))
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{
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matchedFormat = format;
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return holidayDate.Date;
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}
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}
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// 支持带时区的历史数据；最终取日期部分用于非交易日集合匹配，避免字符串格式差异导致静默漏判。
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if (DateTimeOffset.TryParse(normalizedHolidayText, CultureInfo.InvariantCulture, DateTimeStyles.AllowWhiteSpaces, out var holidayDateOffset))
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{
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matchedFormat = "DateTimeOffset.TryParse";
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return holidayDateOffset.Date;
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}
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Logger.Error($"[风控日历] HolidayJson日期格式无法识别 - Year:{year}, CalendarName:{calendarName}, Country:{normalizedCountry}, CalendarId:{calendarId}, RawValue:{holidayText}");
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throw new Exception($"{year}年{calendarName}日历HolidayJson存在无法识别的日期格式：{holidayText}");
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}
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}
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}
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