zszq-trs/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs

using DocumentFormat.OpenXml.Drawing.Charts;
using System.Linq.Expressions;
using YLErp.Helpers;
using YLErp.Models;
using YLErp.QdpModule;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 收盘价查询服务
    /// </summary>
    public class EodPriceQueryService
    {
        /// <summary>
        /// 检查数据库是否有数据
        /// </summary>
        public static bool CheckDbExists(DateTime valueDate)
        {
            using var db = DbContextFactory.GetYLDbContext();
            return db.eod_commodity_future_price.Any(n => n.ValueDate == valueDate)
                || db.eod_stock_price.Any(n => n.ValueDate == valueDate)
                || db.china_bond_valuation.Any(n => n.valuation_date == valueDate && n.dirty_price_close > 0);
        }
        /// <summary>
        /// 校验FR007价格
        /// </summary>
        /// <param name="valueDate"></param>
        /// <returns></returns>
        public static bool CheckFR007Price(DateTime valueDate)
        {
            using var db = DbContextFactory.GetYLDbContext();
            return db.eod_commodity_future_price.Any(n => n.ValueDate == valueDate && n.UnderlyingCode == "FR007");
        }
        /// <summary>
        /// 检查是否存在收盘价
        /// </summary>
        public static bool CheckDbExists(DateTime startDate, DateTime valueDate, string instrumentType, string underlyingCode)
        {
            using var db = DbContextFactory.GetYLDbContext();
            if (ConsGlobal.InstrumentType.IsStock(instrumentType))
            {
                var query = from e in db.eod_stock_price
                            where e.UnderlyingCode == underlyingCode
                            && e.ValueDate >= startDate && e.ValueDate <= valueDate
                            select e;

                return query.Any();
            }
            else if (ConsGlobal.InstrumentType.IsBond(instrumentType))
            {
                //日终估值全价必须有值才算
                var query = from e in db.china_bond_valuation
                            where e.bond_id == underlyingCode
                            && e.valuation_date >= startDate && e.valuation_date <= valueDate && e.dirty_price_close > 0
                            select e;

                return query.Any();
            }
            else
            {
                var query = from e in db.eod_commodity_future_price
                            where e.UnderlyingCode == underlyingCode
                            && e.ValueDate >= startDate && e.ValueDate <= valueDate
                            select e;

                return query.Any();
            }
        }

        /// <summary>
        /// 获取标的某日的收盘价
        /// </summary>
        public static bool TryGetClosePrice(DateTime valueDate, string underlyingCode, out double price)
        {
            if (underlyingCode is null)
            {
                throw new ArgumentNullException(nameof(underlyingCode));
            }

            var ep = GetEodPrice(valueDate, underlyingCode);
            if (ep != null)
            {
                price = ep.ClosePrice;
                return true;
            }
            price = 0;
            return false;
        }

        /// <summary>
        /// 获取标的某日的收盘价
        /// </summary>
        public static double GetClosePrice(DateTime valueDate, string underlyingCode)
        {
            return TryGetClosePrice(valueDate, underlyingCode, out var price) ? price : 0;
        }

        /// <summary>
        /// 尝试获取标的某日的日终价
        /// </summary>
        public static bool TryGetEodPrice(DateTime valueDate, string underlyingCode, out EodPrice eodPrice)
        {
            return (eodPrice = GetEodPrice(valueDate, underlyingCode)) != null;
        }
        /// <summary>
        /// 尝试获取某日债券价格
        /// </summary>
        /// <param name="valueDate"></param>
        /// <param name="underlyingCode"></param>
        /// <param name="eodPrice"></param>
        /// <returns></returns>
        public static bool TryGetBondEodPrice(DateTime valueDate, string underlyingCode, out EodPrice eodPrice)
        {
            return (eodPrice = GetBondPrice(valueDate, underlyingCode)) != null;
        }
        /// <summary>
        /// 尝试获取标的某日的日终价
        /// </summary>
        public static bool TryGetEodPrice(DateTime valueDate, int underlyingId, out EodPrice eodPrice)
        {
            return (eodPrice = GetEodPrice(valueDate, underlyingId)) != null;
        }
        /// <summary>
        /// 获取某日之前最新价格
        /// </summary>
        /// <param name="valueDate"></param>
        /// <param name="underlyingCode"></param>
        /// <param name="price"></param>
        /// <returns></returns>
        public static bool TryGetPrice(DateTime valueDate, string underlyingCode, out double price)
        {
            price = 0;

            valueDate = valueDate.Date;
            using var db = DbContextFactory.GetYLDbContext();
            var data = db.eod_commodity_future_price.Where(x => x.ValueDate == valueDate && x.UnderlyingCode == underlyingCode).OrderByDescending(o => o.ValueDate).FirstOrDefault();

            if (data != null)
            {
                price = data.ReferencePrice ?? 0;

                return true;
            }

            return false;
        }
        /// <summary>
        /// 尝试获取标的某日的日终价
        /// </summary>
        public static bool TryGetReferencePrice(DateTime valueDate, string underlyingCode, out double price)
        {
            price = 0;

            valueDate = valueDate.Date;

            //传进来的可能是非交易日期
            valueDate = PS.Config.IsGuoJun ? QdpCalendarHelper.GetNonHolidayDefore(valueDate) : QdpCalendarHelper.GetNonHoliday(valueDate);

            using var db = DbContextFactory.GetYLDbContext();
            var umQuery = db.underlying_manager.Where(n => n.UnderlyingCode == underlyingCode)
                          .Select(u => new UnderlyingDto
                          {
                              id = u.id,
                              UnderlyingCode = u.UnderlyingCode,
                              ValueDate = u.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || u.MaturityDate > valueDate
                                      ? valueDate : u.MaturityDate.Value
                          });

            var eodQuery = from um in umQuery
                           join epCommodity in db.eod_commodity_future_price
                               on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epCommodity.ValueDate, UnderlyingCode = epCommodity.UnderlyingCode } into t_epCommodity
                           from epCommodity in t_epCommodity.DefaultIfEmpty()
                           join epStock in db.eod_stock_price
                               on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epStock.ValueDate, UnderlyingCode = epStock.UnderlyingCode } into t_epStock
                           from epStock in t_epStock.DefaultIfEmpty()
                           join epBond in db.china_bond_valuation
                               on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epBond.valuation_date, UnderlyingCode = epBond.bond_id } into t_epBond
                           from epBond in t_epBond.DefaultIfEmpty()
                           select new
                           {
                               rp1 = epCommodity.ReferencePrice,
                               rp2 = epStock.ReferencePrice,
                               rp3 = epBond.dirty_price_close
                           };

            var data = eodQuery.FirstOrDefault();

            if (data != null && (data.rp1 != null || data.rp2 != null || data.rp3 != null))
            {
                price = data.rp1 ?? data.rp2 ?? Convert.ToDouble((data.rp3 ?? 0) * ConsGlobal.bondPriceMultiple);

                return true;
            }

            return false;
        }

        /// <summary>
        /// 获取标的某日的日终价,如果未找到返回null
        /// </summary>
        public static EodPrice GetEodPrice(DateTime valueDate, int underlyingId)
        {
            return underlyingId < 1 ? null : InnerGetEodPrice(valueDate, n => n.id == underlyingId);
        }

        /// <summary>
        /// 获取标的某日的日终价,如果未找到返回null
        /// </summary>
        public static EodPrice GetEodPrice(DateTime valueDate, string underlyingCode)
        {
            return string.IsNullOrWhiteSpace(underlyingCode) ? null : InnerGetEodPrice(valueDate, n => n.UnderlyingCode == underlyingCode);
        }
        /// <summary>
        /// 获取债券某日日终价格，如果未找到返回null
        /// </summary>
        /// <param name="valueDate"></param>
        /// <param name="underlyingCode"></param>
        /// <returns></returns>
        public static EodPrice GetBondPrice(DateTime valueDate, string underlyingCode)
        {
            using var db = DbContextFactory.GetYLDbContext();
            var bondPrice = db.china_bond_valuation.Where(x => x.bond_id == underlyingCode && x.valuation_date <= valueDate).OrderByDescending(o => o.credibility).ThenByDescending(o => o.valuation_date).FirstOrDefault();
            if (bondPrice == null)
            {
                return null;
            }
            return new EodPrice
            {
                Vobp = bondPrice.vobp,
                ValueDate = valueDate,
                UnderlyingCode = underlyingCode,
                ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.dirty_price_close)),
                SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.net_price)),
                ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.yield))
            };
        }
        /// <summary>
        /// 获取中债估值最新价格
        /// </summary>
        /// <param name="valueDate"></param>
        /// <param name="underlyingCode"></param>
        /// <returns></returns>
        public static ChinaBondValuation GetChinaBondPrice(DateTime valueDate, string underlyingCode)
        {
            using var db = DbContextFactory.GetYLDbContext();
            var bondPrice = db.china_bond_valuation.Where(x => x.bond_id == underlyingCode && x.valuation_date <= valueDate).OrderByDescending(o => o.credibility).ThenByDescending(o => o.valuation_date).FirstOrDefault();
            return bondPrice;
        }
        /// <summary>
        /// 获取标的收盘价格
        /// </summary>
        /// <param name="code">标的代码</param>
        /// <param name="settleDate">收盘日</param>
        /// <returns></returns>
        public static double UnderlyingCodePrice(string code, DateTime settleDate)
        {
            var data = DataCacheProvider.GetUnderlyingDataSource().GetData(code);
            if (data == null)
            {
                return 0;
            }
            if (data.IsBond())
            {
                var eodBondPrice = GetBondPrice(settleDate, code);
                return eodBondPrice?.ClosePrice ?? 0;
            }
            var price = data.Price ?? 0;
            if (TryGetEodPrice(settleDate, code, out var eodPrice))
            {
                price = eodPrice.GetPrice(SettlementTypeEnum.ClosePrice);
            }
            return price;
        }
        /// <summary>
        /// 获取标的某日的日终价,如果未找到返回null
        /// </summary>
        private static EodPrice InnerGetEodPrice(DateTime valueDate, Expression<Func<underlying_manager, bool>> umPredicate)
        {
            if (umPredicate is null)
            {
                return null;
            }

            valueDate = valueDate.Date;

            //传进来的可能是非交易日期
            valueDate = PS.Config.IsGuoJun ? QdpCalendarHelper.GetNonHolidayDefore(valueDate) : QdpCalendarHelper.GetNonHoliday(valueDate);

            using var db = DbContextFactory.GetYLDbContext();
            var umQuery = db.underlying_manager.Where(umPredicate)
                          .Select(u => new UnderlyingDto
                          {
                              id = u.id,
                              UnderlyingCode = u.UnderlyingCode,
                              ValueDate = u.UnderlyingInstrumentType != ConsGlobal.InstrumentType.CommodityFutures || u.MaturityDate > valueDate || u.MaturityDate == null
                                      ? valueDate : u.MaturityDate.Value
                          });

            var eodQuery = from um in umQuery
                           join epCommodity in db.eod_commodity_future_price
                               on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epCommodity.ValueDate, UnderlyingCode = epCommodity.UnderlyingCode } into t_epCommodity
                           from epCommodity in t_epCommodity.DefaultIfEmpty()
                           join epStock in db.eod_stock_price
                               on new { um.ValueDate, um.UnderlyingCode } equals new { ValueDate = epStock.ValueDate, UnderlyingCode = epStock.UnderlyingCode } into t_epStock
                           from epStock in t_epStock.DefaultIfEmpty()
                           select new
                           {
                               um.ValueDate,
                               UnderlyingId = um.id,
                               um.UnderlyingCode,
                               unPrice1 = epCommodity == null ? null : new
                               {
                                   epCommodity.ClosePrice,
                                   epCommodity.SettlePrice,
                                   epCommodity.ReferencePrice,
                                   epCommodity.HighPrice,
                                   epCommodity.LowPrice,
                               },
                               unPrice2 = epStock == null ? null : new
                               {
                                   epStock.ClosePrice,
                                   SettlePrice = epStock.ClosePrice,
                                   ReferencePrice = epStock.ReferencePrice,
                                   epStock.HighPrice,
                                   epStock.LowPrice,
                                   epStock.UnderlyingStatus,
                               }
                           };

            //db.SetDebugLog();

            var data = eodQuery.FirstOrDefault();

            if (data != null)
            {
                if (data.unPrice1 != null)
                {
                    var up = data.unPrice1;
                    return new EodPrice
                    {
                        ValueDate = data.ValueDate,
                        UnderlyingId = data.UnderlyingId,
                        UnderlyingCode = data.UnderlyingCode,
                        ClosePrice = up.ClosePrice,
                        SettlePrice = up.SettlePrice,
                        ReferencePrice = up.ReferencePrice,
                        HighPrice = up.HighPrice,
                        LowPrice = up.LowPrice
                    };
                }
                else if (data.unPrice2 != null)
                {
                    var up = data.unPrice2;
                    return new EodPrice
                    {
                        IsStock = true,
                        ValueDate = data.ValueDate,
                        UnderlyingId = data.UnderlyingId,
                        UnderlyingCode = data.UnderlyingCode,
                        ClosePrice = up.ClosePrice,
                        SettlePrice = up.SettlePrice,
                        ReferencePrice = up.ReferencePrice,
                        HighPrice = up.HighPrice,
                        LowPrice = up.LowPrice,
                        UnderlyingStatus = up.UnderlyingStatus
                    };
                }
            }

            return null;
        }

        /// <summary>
        /// 
        /// </summary>
        /// <param name="unserialDates"></param>
        /// <param name="underlyingId"></param>
        /// <returns></returns>
        public static List<EodPrice> GetEodPriceByUnserialDates(List<DateTime> unserialDates, int underlyingId)
        {
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingId);

            if (um == null)
            {
                throw new ServiceException("未找到对应标的");
            }

            using var DbContext = DbContextFactory.GetYLDbContext();
            if (ConsGlobal.InstrumentType.IsStock(um.UnderlyingInstrumentType))
            {
                var query = from eod in DbContext.eod_stock_price
                            where eod.UnderlyingCode == um.UnderlyingCode
                            && unserialDates.Contains(eod.ValueDate)
                            select new EodPrice
                            {
                                ValueDate = eod.ValueDate,
                                UnderlyingCode = eod.UnderlyingCode,
                                ClosePrice = eod.ClosePrice,
                                HighPrice = eod.HighPrice,
                                LowPrice = eod.LowPrice,
                                ReferencePrice = eod.ReferencePrice,
                                SettlePrice = eod.ClosePrice
                            };

                return query.ToList();
            }
            else
            {
                var query = from eod in DbContext.eod_commodity_future_price
                            where eod.UnderlyingCode == um.UnderlyingCode
                            && unserialDates.Contains(eod.ValueDate)
                            select new EodPrice
                            {
                                ValueDate = eod.ValueDate,
                                UnderlyingCode = eod.UnderlyingCode,
                                ClosePrice = eod.ClosePrice,
                                SettlePrice = eod.SettlePrice,
                                HighPrice = eod.HighPrice,
                                LowPrice = eod.LowPrice,
                                ReferencePrice = eod.ReferencePrice
                            };
                return query.ToList();
            }
        }

        /// <summary>
        /// 
        /// </summary>
        /// <param name="unserialDates"></param>
        /// <param name="underlyingId"></param>
        /// <returns></returns>
        public static List<EodPrice> GetEodPriceByUnserialDateRange(DateTime startDate, DateTime valueDate, string underlyingCode, bool throwIfNotFoundUnderlying = false)
        {
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);

            if (um == null)
            {
                if (throwIfNotFoundUnderlying)
                {
                    throw new ServiceException("未找到对应标的");
                }
                return new List<EodPrice>();
            }

            using var DbContext = DbContextFactory.GetYLDbContext();
            if (ConsGlobal.InstrumentType.IsStock(um.UnderlyingInstrumentType))
            {
                var query = from eod in DbContext.eod_stock_price
                            where eod.UnderlyingCode == um.UnderlyingCode && eod.HighPrice.HasValue && eod.LowPrice.HasValue
                            && eod.ValueDate >= startDate && eod.ValueDate <= valueDate
                            select new EodPrice
                            {
                                ValueDate = eod.ValueDate,
                                UnderlyingCode = eod.UnderlyingCode,
                                ClosePrice = eod.ClosePrice,
                                HighPrice = eod.HighPrice,
                                LowPrice = eod.LowPrice,
                                ReferencePrice = eod.ReferencePrice,
                                SettlePrice = eod.ClosePrice
                            };

                return query.ToList();
            }
            else
            {
                var query = from eod in DbContext.eod_commodity_future_price
                            where eod.UnderlyingCode == um.UnderlyingCode && eod.HighPrice.HasValue && eod.LowPrice.HasValue
                            && eod.ValueDate >= startDate && eod.ValueDate <= valueDate
                            select new EodPrice
                            {
                                ValueDate = eod.ValueDate,
                                UnderlyingCode = eod.UnderlyingCode,
                                ClosePrice = eod.ClosePrice,
                                SettlePrice = eod.SettlePrice,
                                HighPrice = eod.HighPrice,
                                LowPrice = eod.LowPrice,
                                ReferencePrice = eod.ReferencePrice
                            };
                return query.ToList();
            }
        }

        class UnderlyingDto
        {
            public int id { get; set; }

            public string UnderlyingCode { get; set; }

            public DateTime ValueDate { get; set; }
        }
    }
}