zszq-trs/YLErpDAL/BLL/ValuedateBLL.cs

using Qdp.Foundation.Implementations;
using YLErp.BLL.Calculation;
using YLErp.QdpModule;

namespace YLErp.BLL
{
    public delegate void ValueDateChangedEventHandler(object sender, EventArgs e);

    public static class valuedateBLL
    {
        public static string VanillaAmericanOptionName
        {
            get
            {
                var engineName = "";
                switch (SystemDate.ConfigInfoData.ValueVanillaOptionMode)
                {
                    case "BAW":
                        engineName = "AnalyticalVanillaAmericanOptionBAWEngine";
                        break;
                    case "二叉树":
                        engineName = "BinomialTreeAmericanEngine";
                        break;
                    default:
                        break;
                }
                return engineName;
            }
        }

        /// <summary>
        /// 系统当前运行时间
        /// </summary>

        public static valuedate SystemDate => InnerValueDate.Instance;

        /// <summary>
        /// 系统设置的二元期权的计算方法
        /// </summary>
        public static string BinaryCalculation => SystemDate.BinaryCalculation;

        /// <summary>
        /// 二元期权的ReplicationStrategy
        /// </summary>
        public static string BinaryReplicationStrategy => (BinaryCalculation == "Replication") ? BinaryCalculation : "None";

        /// <summary>
        /// 系统设置的无风险利率
        /// </summary>
        public static double RiskFreeRate => SystemDate.RiskFreeRate ?? 0.0;

        /// <summary>
        /// 系统设置的无风险利率(除以100)
        /// </summary>
        public static double SysRiskFreeRate()
        {
            return RiskFreeRate / 100;
        }

        /// <summary>
        /// 系统设置的扩展无风险利率
        /// </summary>
        public static double RiskFreeRateExtend => SystemDate.RiskFreeRateExtend ?? 0.0;

        public static string RiskFreeCurveData => SystemDate.RiskFreeCurveData;

        /// <summary>
        /// 是否在手机报价端开启客户自助定价计算
        /// </summary>
        public static bool EnableClientCalculation => SystemDate.EnableClientCalculation == 1;

        /// <summary>
        /// 是否开启手机端实时报价
        /// </summary>
        public static bool EnableMobileQuotation => SystemDate.EnableMobileQuotation == 1;

        /// <summary>
        /// 手机端报价是否展示波动率报价
        /// </summary>
        public static bool EnableMobileVolQuote => SystemDate.EnableMobileVolQuote == 1;

        public static string TradeDayCount => SystemDate.TradeDayCount;

        public static DateTime ValueDate
        {
            get
            {
                //自动更新时间
                if (SystemDate.Type != "false" && SystemDate.ValueDate < DateTime.Today)
                {
                    InnerValueDate.UpdateSystemDate();
                }
                return SystemDate.ValueDate;
            }
        }

        public static DateTime? TwoSideMarginValueDate => SystemDate.TwoSideMarginValueDate;

        /// <summary>
        /// 获取系统时间
        /// </summary>
        public static valuedate ResetValueDate()
        {
            return InnerValueDate.ResetValueDate();
        }

        public static event ValueDateChangedEventHandler ValueDateChanged;

        /// <summary>
        /// 从利率曲线上获取无风险利率(无风险利率百分比数值)
        /// </summary>
        public static double GetRiskFreeRateFromCurve(DateTime? startDate, DateTime? endDate)
        {
            //为了与System.RiskFreeRate统一，所以乘以100
            return GetRiskFreeRateFromCurveV2(startDate, endDate) * 100;
        }

        /// <summary>
        /// 从利率曲线上获取无风险利率(无风险利率真实值)
        /// </summary>
        public static double GetRiskFreeRateFromCurveV2(DateTime? startDate, DateTime? endDate)
        {
            var curveData = RiskFreeCurveData;

            if (string.IsNullOrWhiteSpace(curveData) || startDate == null || endDate == null)
            {
                return SysRiskFreeRate();
            }

            var curvePoints = JsonHelper.Deserialize<List<SimpleIRCurvePoint>>(curveData);
            if (curvePoints == null || curvePoints.Count < 2)
            {
                return SysRiskFreeRate();
            }

            var curve = CalculatorHelper.BuildIRCurve("RiskFreeCurve", startDate.Value, curvePoints);
            if (curve == null)
            {
                return SysRiskFreeRate();
            }

            var qdpEnd = new Date(endDate.Value);

            return curve.GetSpotRate(qdpEnd);
        }

        /// <summary>
        /// 获取date(包括)之前的第一个非假日
        /// </summary>
        public static DateTime GetNonHolidayDefore(DateTime date)
        {
            if (PS.Config.ErpElement.SupportMultiCalendar)
            {
                switch (date.DayOfWeek)
                {
                    case DayOfWeek.Saturday:
                        return date.AddDays(-1);
                    case DayOfWeek.Sunday:
                        return date.AddDays(-2);
                    default: return date;
                }
            }
            else
            {
                return QdpCalendarHelper.GetNonHolidayDefore(date);
            }
        }

        /// <summary>
        /// 获取date(包括)之后的第一个非假日
        /// </summary>
        public static DateTime GetNonHoliday(DateTime date)
        {
            if (PS.Config.ErpElement.SupportMultiCalendar)
            {
                switch (date.DayOfWeek)
                {
                    case DayOfWeek.Saturday:
                        return date.AddDays(2);
                    case DayOfWeek.Sunday:
                        return date.AddDays(1);
                    default: return date;
                }
            }
            else
            {
                return QdpCalendarHelper.GetNonHoliday(date);
            }
        }

        /// <summary>
        /// 
        /// </summary>
        public static bool IsHoliday(DateTime date)
        {
            if (PS.Config.ErpElement.SupportMultiCalendar)
            {
                switch (date.DayOfWeek)
                {
                    case DayOfWeek.Saturday:
                    case DayOfWeek.Sunday:
                        return true;
                    default: return false;
                }
            }
            else
            {
                return QdpCalendarHelper.IsHoliday(date);
            }
        }

        static class InnerValueDate
        {
            static DateTime _cacheUpdateTime;
            static valuedate _systemDate = null;

            /// <summary>
            /// 系统当前运行时间
            /// </summary>
            public static valuedate Instance
            {
                get
                {
                    if (_systemDate == null)
                    {
                        ResetValueDate();
                    }
                    else
                    {
                        //自动更新系统时间为当前时间
                        UpdateSystemDate();
                    }

                    return _systemDate;
                }
            }

            public static valuedate ResetValueDate()
            {
                lock (typeof(valuedate))
                {
                    using (var ylcon = new YLContext())
                    {
                        _systemDate = ylcon.valuedate.FirstOrDefault(v => v.State == valuedate.当前使用);
                    }
                }

                return _systemDate;
            }

            public static void UpdateSystemDate()
            {
                if (_cacheUpdateTime.AddSeconds(10) > DateTime.Now)
                {
                    return;
                }

                _cacheUpdateTime = DateTime.Now;

                var tradingDay = GetEstimatedTradingDay();

                if (_systemDate != null && _systemDate.ValueDate >= tradingDay)
                {
                    return;
                }

                //更新为当天
                using (var ylcon = Modules.DbContextFactory.GetYLDbContext())
                {
                    var curDate = ylcon.valuedate.FirstOrDefault(v => v.State == valuedate.当前使用);
                    if (curDate == null)
                    {
                        var vd = new valuedate() { ValueDate = tradingDay, State = valuedate.当前使用, CreateTime = DateTime.Now };
                        ylcon.valuedate.Add(vd);
                        _systemDate = vd;
                        ylcon.SaveChanges();
                    }
                    else
                    {
                        if (curDate.Type != "false" && curDate.ValueDate < tradingDay)  //自动更新时间
                        {
                            //如果当前时间是假日向后延 
                            curDate.ValueDate = QdpCalendarHelper.GetNonHoliday(tradingDay);
                            ylcon.SaveChanges();
                        }
                        _systemDate = curDate;
                    }
                }

                Task.Run(() =>
                {
                    ValueDateChanged?.Invoke(_systemDate, EventArgs.Empty);
                });
            }

            /// <summary>
            /// 获取预估的交易日
            /// </summary>
            private static DateTime GetEstimatedTradingDay()
            {
                var now = DateTime.Now;

                var tradingDay = now.Date;

                if (now.TimeOfDay > new TimeSpan(23, 59, 00))
                {
                    tradingDay = tradingDay.AddDays(1);
                }

                return GetNonHoliday(tradingDay);
            }
        }
    }
}