108 lines
5.2 KiB
C#
108 lines
5.2 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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/// <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<string>>> HolidayCaches =
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new ConditionalWeakTable<YLContext, Dictionary<string, HashSet<string>>>();
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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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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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var currentDateText = currentDate.ToString("yyyy,MM,dd", CultureInfo.InvariantCulture);
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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(currentDateText))
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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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/// 获取指定年份的银行间非交易日集合。
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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>格式为 yyyy,MM,dd 的非交易日集合。</returns>
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private static HashSet<string> GetHolidays(YLContext dbContext, int year, string country, string calendarName, Dictionary<string, HashSet<string>> holidayCache)
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{
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// 缓存需要同时区分市场和年份，避免银行间与交易所同一年日历相互串用。
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var cacheKey = $"{country.ToUpperInvariant()}:{year}";
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if (holidayCache.TryGetValue(cacheKey, out var holidays))
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return holidays;
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// 同一年可能存在多种市场日历，按规则对应的市场代码读取非交易日。
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var calendar = dbContext.calendar
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.Where(c => c.Year == year && (c.ValidState == null || c.ValidState != ConsGlobal.InValid))
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.ToList()
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.FirstOrDefault(c => string.Equals(c.Country, country, StringComparison.OrdinalIgnoreCase));
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if (calendar == null)
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throw new Exception($"未找到{year}年{calendarName}日历");
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if (string.IsNullOrWhiteSpace(calendar.HolidayJson))
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throw new Exception($"{year}年{calendarName}日历HolidayJson为空");
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List<string> holidayList;
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try
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{
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holidayList = JsonConvert.DeserializeObject<List<string>>(calendar.HolidayJson);
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}
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catch (Exception ex)
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{
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throw new Exception($"{year}年{calendarName}日历HolidayJson解析失败", ex);
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}
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holidays = new HashSet<string>(holidayList ?? new List<string>());
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holidayCache[cacheKey] = holidays;
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return holidays;
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}
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}
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}
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