zszq-trs/YLErpDAL/Modules/TradeRiskCalcModule/TaskRunner/ManualRiskProvider.cs

using System.Linq.Expressions;
using YLErp.Abstract;
using YLErp.Models;

namespace YLErp.Modules.TradeRiskCalcModule.TaskRunner
{
    /// <summary>
    /// 自定义交易风险提供
    /// </summary>
    class ManualRiskProvider : IDataUpdater, IJsonSerializable, IDataSource<ManualRisk>
    {
        readonly DateTime _valueDate;
        readonly string _volType;
        //使用tradeid做为主键
        Dictionary<string, ManualRisk> _dic;

        DateTime _lastUpateTime;

        /// <summary>
        /// 构造函数
        /// </summary>
        /// <param name="valueDate">当前结算日期</param>
        public ManualRiskProvider(DateTime valueDate, string volType)
        {
            _valueDate = valueDate;
            _volType = volType;
        }

        public string TableName => nameof(eod_trade_risk_manual);

        public int Count => throw new NotImplementedException();

        public IQueryable<ManualRisk> AsQueryable(Expression<Func<ManualRisk, bool>> predicate = null)
        {
            lock (this)
            {
                return _dic.Values.ToArray().AsQueryable();
            }
        }

        /// <summary>
        /// 获取自定义交易风险
        /// </summary>
        public ManualRisk GetData(int tradeId)
        {
            var dic = _dic;

            if (_dic == null || _lastUpateTime > DateTime.Now || _lastUpateTime.AddMinutes(10) < DateTime.Now)
            {
                lock (this)
                {
                    if (_dic == null || _lastUpateTime > DateTime.Now || _lastUpateTime.AddMinutes(10) < DateTime.Now)
                    {
                        _lastUpateTime = DateTime.Now;

                        using (var db = DbContextFactory.GetYLDbContext())
                        {
                            var query = db.eod_trade_risk_manual
                                .Where(n => n.ValueDate == _valueDate)
                                .Select(n => new
                                {
                                    n.TradeId,
                                    n.VolType,
                                    risk = new ManualRisk
                                    {
                                        Pv = n.Pv,
                                        Delta = n.Delta,
                                        Gamma = n.Gamma,
                                        Theta = n.Theta,
                                        Vega = n.Vega,
                                        Rho = n.Rho
                                    }
                                });

                            dic = _dic = query.ToDictionary(n => n.TradeId + "_" + (n.VolType != null ? n.VolType : ""), n => n.risk);
                        }
                    }
                }
            }
            if (dic == null)
            {
                return null;
            }

            dic.TryGetValue(tradeId + "_" + _volType, out var dataByType);
            if(dataByType == null)
            {
                dic.TryGetValue(tradeId + "_", out var data);
                if(data != null)
                {
                    dataByType.Pv = dataByType.Pv ?? data.Pv;
                    dataByType.Delta = dataByType.Delta ?? data.Delta;
                    dataByType.Gamma = dataByType.Gamma ?? data.Gamma;
                    dataByType.Theta = dataByType.Theta ?? data.Theta;
                    dataByType.Vega = dataByType.Vega ?? data.Vega;
                    dataByType.Rho = dataByType.Rho ?? data.Rho;
                }
            }

            return dataByType;
        }

        public void ResetDataSource()
        {
            lock (this)
            {
                _dic = null;
            }
        }

        public string ToJson()
        {
            return new { _valueDate, _dic }.ToJson();
        }

        /// <summary>
        /// 更新数据
        /// </summary>
        public void UpdateData(IEnumerable<string> updateKeyIds)
        {
            ResetDataSource();
        }
    }
}