zszq-trs/Framework/SharedWebApi/ManagerApi/UtilsController.cs

using Microsoft.AspNetCore.Authorization;
using Qdp.Pricing.Base.Enums;
using YLErp.QdpModule;

namespace YLWebAPI.ApiModule.ManagerApi
{
    /// <summary>
    /// 工具类API
    /// </summary>
    [ManagerAuth]
    public class UtilsController : BaseApiController
    {
        /// <summary>
        /// 观察日计算
        /// </summary>
        [HttpPost]
        [Route("api/v1/utils/observationDates")]
        public ApiResponseModel GetObservationDateList([FromBody] ObservationDatesRequest req)
        {
            if (req is null)
            {
                return JsonError("缺少必要的请求参数");
            }

            //观察日间隔

            if (string.IsNullOrEmpty(req.Interval))
            {
                req.Interval = "1D";
            }

            //节假日调整，可选值:None 不调整、Previous 向前调整、Following 向后调整，默认:向后调整

            var bdc = BusinessDayConvention.Following;

            if (!string.IsNullOrWhiteSpace(req.HolidayAdjustment))
            {
                switch (req.HolidayAdjustment)
                {
                    case "Following":
                    case "向后调整":
                        bdc = BusinessDayConvention.Following; break;

                    case "None":
                    case "不调整":
                        bdc = BusinessDayConvention.None; break;

                    case "Previous":
                    case "向前调整":
                        bdc = BusinessDayConvention.Previous; break;

                    default: return JsonError("请求参数'HolidayAdjustment'的值不符合要求");
                }
            }

            //对齐规则，可选值:EndDate 向到期日对齐、StartDate 向开始日对齐，默认:向到期日对齐

            var alignEnd = true;

            if (!string.IsNullOrEmpty(req.Alignment))
            {
                switch (req.Alignment)
                {
                    case "EndDate":
                    case "向到期日对齐":
                        alignEnd = true; break;

                    case "StartDate":
                    case "向开始日对齐":
                        alignEnd = false; break;

                    default: return JsonError("请求参数'Alignment'的值不符合要求");
                }
            }

            if (!string.IsNullOrEmpty(req.CalcMode))
            {
                switch (req.CalcMode)
                {
                    case "00":
                    case "01":
                    case "10":
                    case "11": break;
                    default: return JsonError("请求参数'CalcMode'的值不符合要求");
                }
            }
            else
            {
                req.CalcMode = "01";
            }

            var list = QdpObservationHelper.GetDatesWithFixedTerm(req.StartDate, req.EndDate, req.Interval, bdc, alignEnd, req.CalcMode);

            return JsonSuccess(list.Select(n => n.ToString("yyyy-MM-dd")));
        }

        /// <summary>
        /// 用于自定义交易外接API测试
        /// </summary>
        [HttpPost, AllowAnonymous]
        [Route("api/v1/structure/calculate")]
        public object CustomTradeCalculate([FromBody] Dictionary<string, object> req)
        {
            if (req is null)
            {
                return JsonError("缺少必要的请求参数");
            }

            req.TryGetValue("CalcId", out var CalcId);
            req.TryGetValue("Volatility", out var VolatilityObj);

            double.TryParse(VolatilityObj?.ToString(), out var Volatility);

            var result = new TempValueResult
            {
                RequestData = req,
                CalcId = CalcId?.ToString(),
                Pv = 100,
                Vega = 100,
                Delta = 100,
                Gamma = 100,
                Rho = 100,
                Theta = 100,
                Margin = 100,
                Volatility = Volatility
            };

            return result;
        }

        class TempValueResult
        {
            public int errcode { get; set; }
            public string errmsg { get; set; }
            public string CalcId { get; set; }
            public double Pv { get; set; }
            public double Vega { get; set; }
            public double Delta { get; set; }
            public double Gamma { get; set; }
            public double Rho { get; set; }
            public double Theta { get; set; }
            public double Margin { get; set; }
            public double Volatility { get; set; }

            public Dictionary<string, object> RequestData { get; set; }
        }
    }
}