zszq-trs/Framework/YLErp.Jobs/Imp/AtMoneyOptionQuotesJob.cs

using Microsoft.Extensions.DependencyInjection;
using Newtonsoft.Json;
using Qdp.Foundation.Implementations;
using Qdp.Pricing.Base.Implementations;
using YLErp.BLL;
using YLErp.BLL.Calculation;
using YLErp.DBModels;
using YLErp.Jobs.Configs;

namespace YLErp.Jobs.Imp
{
    /// <summary>
    /// 手机实时报价
    /// </summary>
    public class AtMoneyOptionQuotesJob : BaseJob
    {
        
        static readonly IYcLogger logger = LogFactory.GetLogger<AtMoneyOptionQuotesJob>();

        private readonly IServiceScopeFactory _scopeFactory;
        private AtMoneyOptionQuotesJobConfig _atMoneyOptionQuotesJobConfig;

        public AtMoneyOptionQuotesJob(IServiceScopeFactory scopeFactory, AtMoneyOptionQuotesJobConfig atMoneyOptionQuotesJobConfig)
        {
            _scopeFactory = scopeFactory;
            _atMoneyOptionQuotesJobConfig = atMoneyOptionQuotesJobConfig;
        }

        public override Task JobImp()
        {
            var calendar = CalendarImpl.Get("chn");

            var baseUrl = _atMoneyOptionQuotesJobConfig.QuotesUrl.TrimToNull();

            if (string.IsNullOrWhiteSpace(baseUrl))
            {
                logger.Error("未配置AtMoneyOptionQuotesUrl");
                return Task.CompletedTask;
            }

            try
            {
                var today = new Date(DateTime.Now);
                if (calendar.IsHoliday(today))
                {
                    Console.WriteLine($"[{nameof(AtMoneyOptionQuotesJob)}]今天节假日");
                }
                else
                {
                    var dateStr = CalculatorHelper.RealtimeQuoteDefaultMaturityDate();
                    var httpClient = _scopeFactory.CreateScope().ServiceProvider.GetService<IHttpClientFactory>().CreateClient();
                    var url = $"{baseUrl}?maturityDate={dateStr}&onlyMainContract=false";
                    Console.WriteLine("执行 " + url);
                    return httpClient.GetAsync(url).ContinueWith(async t =>
                    {
                        if (t.Exception != null)
                        {
                            logger.Error("请求API失败", t.Exception);
                        }
                        else
                        {
                            var resultStr = await t.Result.Content.ReadAsStringAsync();

                            SaveAtMoneyQuote(resultStr, dateStr);
                        }
                    });
                }
            }
            catch (Exception ex)
            {
                logger.Error("报价计算出错", ex);
            }

            return Task.CompletedTask;
        }

        private static void SaveAtMoneyQuote(string dataJson, string dateStr)
        {
            List<AtMoneyOptionQuoteRecord> quotes = null;

            try
            {
                quotes = JsonConvert.DeserializeObject<List<AtMoneyOptionQuoteRecord>>(dataJson);
            }
            catch (Exception ex)
            {
                logger.Error("[AtMoneyOptionQuotes]对返回的数据解析失败", ex);
            }

            if (quotes == null)
            {
                return;
            }

            var underlyingCodes = quotes.Select(x => x.underlyingCode).ToList();

            using (var con = new YLContext())
            {
                var oldQuotesToRemove = con.flat_price_quotation.Where(x => !underlyingCodes.Contains(x.UnderlyingCode));
                con.flat_price_quotation.RemoveRange(oldQuotesToRemove);

                quotes.ForEach(quote =>
                {
                    var underlyingQuote = con.flat_price_quotation.FirstOrDefault(u => u.UnderlyingCode == quote.underlyingCode);
                    if (underlyingQuote == null)
                    {
                        underlyingQuote = new flat_price_quotation
                        {

                            MarketCode = quote.marketCode,
                            MarketName = quote.marketName,
                            UnderlyingCode = quote.underlyingCode,
                            UnderlyingType = quote.underlyingType,
                            UnderlyingTypeShortName = quote.underlyingTypeShortName,
                            SpotPrice = quote.spotPrice,
                            BuyOptionPrice = quote.buyOptionPrice,
                            SellOptionPrice = quote.sellOptionPrice,
                            BuyOptionVol = quote.buyOptionVol,
                            SellOptionVol = quote.sellOptionVol,
                            ComparedToLastDayPrice = quote.comparedToLastDayPrice,
                            OptDate = DateTime.Now,
                            LastUpdateTime = DateTime.Now
                        };

                        con.flat_price_quotation.Add(underlyingQuote);
                    }
                    else // update
                    {
                        underlyingQuote.MarketCode = quote.marketCode;
                        underlyingQuote.MarketName = quote.marketName;
                        underlyingQuote.UnderlyingType = quote.underlyingType;
                        underlyingQuote.UnderlyingTypeShortName = quote.underlyingTypeShortName;

                        underlyingQuote.SpotPrice = quote.spotPrice;
                        underlyingQuote.BuyOptionPrice = quote.buyOptionPrice;
                        underlyingQuote.SellOptionPrice = quote.sellOptionPrice;
                        underlyingQuote.BuyOptionVol = quote.buyOptionVol;
                        underlyingQuote.SellOptionVol = quote.sellOptionVol;
                        underlyingQuote.ComparedToLastDayPrice = quote.comparedToLastDayPrice;
                        underlyingQuote.OptDate = DateTime.Now;
                        underlyingQuote.LastUpdateTime = DateTime.Now;
                    }
                });

                con.SaveChanges();
            }

            logger.Info($"[AtMoneyOptionQuotes]更新报价数据{quotes.Count}条，到期日{dateStr}");
        }


        #region JobStatus Manager
        static JobStatus jobStatus = JobStatus.Init;

        public override JobStatus GetJobStatus()
        {
            return jobStatus;
        }

        public override void SetJobStatus(JobStatus status)
        {
            jobStatus=status;
        }
        #endregion
    }
}