zszq-trs/YLErpDAL/Modules/EodModule/SettlementModule/V2/EodSettlementContextV2.cs

using YLErp.Configuration;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    public class EodSettlementContextV2 : EodSettlementContextBase
    {
        List<trade> _otcTrades;
        TradeCashDataProvider _tradeCashProvider;

        //节假日不需要处理的交易
        IEnumerable<trade> _holidayTrades;
        HashSet<int> _holidayTradeIds;
        EodCurrencyProvider _currencyProvider;
        IEnumerable<string> _currencyCodes;

        public EodSettlementContextV2(EodSettlementRequest request, SettlementConfig settlementConfig, CancellationToken cancellationToken)
            : base(request, cancellationToken)
        {
            SettlementConfig = settlementConfig ?? throw new ArgumentNullException(nameof(settlementConfig));
        }

        /// <summary>
        /// 结算配置
        /// </summary>
        public SettlementConfig SettlementConfig { get; }

        /// <summary>
        /// 衍生品交易
        /// </summary>
        public List<trade> OtcTrades
        {
            get
            {
                if (_otcTrades == null)
                {
                    lock (this)
                    {
                        if (_otcTrades == null)
                        {
                            _otcTrades = InitOtcTrades();
                        }
                    }
                }
                return  _otcTrades;
            }
        }

        /// <summary>
        /// 节假日不需要处理的交易
        /// </summary>
        public IEnumerable<trade> HolidayTrades
        {
            get
            {
                if (_holidayTrades == null)
                {
                    lock (this)
                    {
                        if (_holidayTrades == null)
                        {
                            _holidayTrades = OtcTrades.Where(n =>
                            {
                                var un = DataCacheProvider.GetUnderlyingDataSource().GetData(n.UnderlyingCode);
                                if (string.IsNullOrEmpty(un?.MarketCode))
                                {
                                    return false;
                                }
                                return ExchangeStatus.IsHoliday(un.MarketCode);
                            }).ToArray();
                        }
                    }
                }
                return _holidayTrades;
            }
        }

        /// <summary>
        /// 初始化缓存（重置缓存）
        /// </summary>
        public List<trade> InitOtcTrades(bool isGuoJunNeedBesideSwapTrade = false)
        {
            var list = new EodSettleDataQueryService(UserInfo)
                        .GetOtcTrades(SettleDate, PredicateBuilder.GetOtcTradePredicate(isGuoJunNeedBesideSwapTrade), out _tradeCashProvider);

            var hisDataProvider = new TradeHisDataProvider(SettleDate).Initialize();
            var underlyingIds = list.Where(O => O.DividendRate == null).Select(O => O.UnderlyingId);
            var umDividendDict =
                DbContextFactory.GetYLDbContext().UnderlyingDividend
                .Where(O =>
                    underlyingIds.Contains(O.UnderlyingId) &&
                    O.ValueDate <= SettleDate).ToList()
                .GroupBy(O => O.UnderlyingId)
                .ToDictionary(K =>
                    K.Key,
                    V =>
                        V.OrderByDescending(O => O.ValueDate).FirstOrDefault().DividendRate);

            var recordlist = DbContextFactory.GetYLDbContext().dividendrate_record.Where(x => SettleDate >= x.ValueDate).ToList();

            foreach (var item in list)
            {
                var noRiskRate = hisDataProvider.GetNoRiskRate(item.id);
                var dividendRate = hisDataProvider.GetDividendRate(item.id);

                //国元固收默认从全局配置里取分红率，如果TradeHisData里有分红率，则根据生效时间取最优
                if (recordlist != null && recordlist.Any())
                {
                    var record = recordlist.Where(x => x.UnderlyingCode.Split(',').Any(code => code == item.UnderlyingCode) && x.TradeType.Contains(item.TradeType) && (x.OptionType == item.OptionType || x.OptionType == "全部")).OrderByDescending(x => x.OptDate).OrderByDescending(x => x.ValueDate);
                    if (record.Any())
                    {
                        dividendRate = record.FirstOrDefault()?.DividendRate;
                    }
                }

                //如果修改过无风险利率或分红率,且和eodTrade中不匹配,则移除该交易来自EodTrade的标记;
                if (((noRiskRate ?? 0) > 0 && noRiskRate.GetValueOrDefault() != item.NoRiskRate.GetValueOrDefault()) || (dividendRate.HasValue &&
                   dividendRate.GetValueOrDefault() != item.DividendRate.GetValueOrDefault()))
                {
                    item.MetaDic.Remove("from_eod_trade");
                }
                item.NoRiskRate = noRiskRate ?? item.NoRiskRate ?? BLL.valuedateBLL.RiskFreeRate;
                item.DividendRate = dividendRate ?? item.DividendRate;
                if (item.DividendRate == null)
                {
                    item.DividendRate =
                        umDividendDict.TryGetValue(item.UnderlyingId, out var value) ?
                        value :
                        DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.DividendRate ?? item.NoRiskRate;
                }
            }

            _otcTrades = list;

            return list;
        }

        /// <summary>
        /// 交易资金流水数据提供
        /// </summary>
        public ITradeCashDataProvider TradeCashProvider => _tradeCashProvider ?? (_tradeCashProvider = new TradeCashDataProvider());

        /// <summary>
        /// 是否当前结算日期时交易所为节假日的交易
        /// </summary>
        public bool IsHolidayTrade(int tradeId)
        {
            if (_holidayTradeIds == null)
            {
                _holidayTradeIds = HolidayTrades.Select(n => n.id).ToHashSet();
            }

            return _holidayTradeIds.Contains(tradeId);
        }

        /// <summary>
        /// 获取日终汇率提供对象
        /// </summary>
        public EodCurrencyProvider EodCurrencyProvider
        {
            get
            {
                if (_currencyProvider == null)
                {
                    _currencyProvider = new EodCurrencyProvider(SettleDate, seekPreDay: false);
                }
                return _currencyProvider;
            }
        }

        /// <summary>
        /// 多币种代码(所有代码都大写)
        /// </summary>
        public IEnumerable<string> CurrencyCodes
        {
            get
            {
                if (_currencyCodes == null)
                {
                    _currencyCodes = DbContextFactory.GetYLDbContext().currency
                        .Where(n => n.StartDate == null || n.StartDate.Value <= SettleDate)
                        .Select(n => n.CurrencyCode).AsEnumerable()
                        .Select(n => n.ToUpperInvariant()).ToArray();

                    if (_currencyCodes == null || !_currencyCodes.Any())
                    {
                        _currencyCodes = new string[] { string.Empty };
                    }
                }
                return _currencyCodes;
            }
        }
    }
}