zszq-trs/Tools/YLTestTool/Modules/TradeRiskCalcModule/TradeRiskCalcTest.cs

using System.Diagnostics;

namespace YLErp.Modules.TradeRiskCalcModule
{
    /// <summary>
    /// 
    /// </summary>
    class TradeRiskCalcTest
    {
        public void Execute(TradeRiskCalcTestRequest request)
        {
            AppContext.SetSwitch("DisableTradeRiskCalcTaskRunner", true);

            if (string.IsNullOrWhiteSpace(request.VolType))
            {
                request.VolType = "对冲";
            }

            var request2 = new TradeRiskCalcTestRequest2
            {
                TradeType = request.TradeType,
                UnderlyingCodes = (request.UnderlyingCode ?? string.Empty).Split(new[] { ',', '，' }, StringSplitOptions.RemoveEmptyEntries),
                IncludeExchange = request.IncludeExchange
            };

            try
            {
                if (!string.IsNullOrWhiteSpace(request.TradeNumber))
                {
                    var trad = DbContextFactory.GetYLDbContext().trade.FirstOrDefault(n => n.TradeNumber == request.TradeNumber);
                    if (trad == null)
                    {
                        throw new ServiceException("没有找到交易数据，交易编号:" + request.TradeNumber);
                    }
                    request2 = new TradeRiskCalcTestRequest2
                    {
                        TradeId = trad.id,
                        ClientId = trad.ClientId,
                        AssetBookId = trad.AssetId,
                        UnderlyingCodes = new[] { trad.UnderlyingCode },
                        TradeType = trad.TradeType
                    };
                }
                else
                {
                    if (!string.IsNullOrWhiteSpace(request.ClientName))
                    {
                        var clientId = DataCacheProvider.GetClientDataSource().AsQueryable().Where(n => n.Name == request.ClientName)
                            .Select(n => (int?)n.id).FirstOrDefault() ?? 0;
                        if (clientId == 0)
                        {
                            Trace.WriteLine("[ERROR]未获取到ClientID:" + request.ClientName, "实时风险调试");
                        }
                        request2.ClientId = clientId;
                    }
                }

                var context = new TradeRiskCalcTestContext(request, request2);
                var tradeDataSource = new TradeDataSource(request.ValueDate, request2) { Trace = context.Trace };
                var service = new TradeRiskCalcService(context, request.Skip_TradeType);
                var list = service.Calculate(tradeDataSource, null);

                var riskReqModel = new TradingRiskReqModel
                {
                    IncludeStock = true,
                    VolType = request.VolType,
                    AssetTypes = new[] { request2.TradeType },
                    BookIds = new List<int>() { request2.AssetBookId },
                    ClientIds = new List<int>() { request2.ClientId },
                    UnderlyingCodes = request2.UnderlyingCodes
                };

                riskReqModel.Normalize();

                var result = TradingRiskReqService.GroupingResults(
                     new TradingRiskResult
                     {
                         ValueDate = context.ValueDate,
                         PreDate = context.PreSettleDate,
                         TradeRiskList = list,
                     }, riskReqModel);

                context.Trace.WriteData(result, "执行结果数据");

                context.Trace.WriteLine("结束!!!");
            }
            catch (Exception ex)
            {
                MessageBox.Show("发生错误:" + ex.ToString());
            }
        }

        //public void CompareWithOldVersion()
        //{
        //    var trace = new TraceWrap("新旧版本风险比较");
        //    var request = new TradeRiskCalcTestRequest
        //    {
        //        VolType = "持仓",
        //        ValueDate = BLL.valuedateBLL.ValueDate
        //    };
        //    var request2 = new TradeRiskCalcTestRequest2
        //    {
        //        //TradeId= 113565
        //    };
        //    var context = new TradeRiskCalcTestContext(request, request2);
        //    var tradeDataSource = new TradeDataSource(request.ValueDate, request2) { Trace = context.Trace };
        //    var service1 = new TradeRiskCalcServiceOld(context);
        //    var list1 = service1.Calculate(tradeDataSource);
        //    Trace.WriteLine("旧版本计算结果条数:" + list1.Count());

        //    tradeDataSource = new TradeDataSource(request.ValueDate, request2) { Trace = context.Trace };
        //    var service2 = new TradeRiskCalcService(context);
        //    var list2 = service2.Calculate(tradeDataSource);

        //    trace.WriteLine("新版本计算结果条数:" + list2.Count());

        //    var dic2 = list2.ToDictionary(n => n.TradeId);

        //    CompareLogic compareLogic = new CompareLogic
        //    {
        //        Config = new ComparisonConfig
        //        {
        //            DoublePrecision = 1e-8,
        //            MaxDifferences = 100
        //        }
        //    };

        //    var checkset = new HashSet<int>();

        //    foreach (var item1 in list1)
        //    {
        //        if (dic2.TryGetValue(item1.TradeId, out var item2))
        //        {
        //            ComparisonResult result = compareLogic.Compare(item1, item2);
        //            if (result.Differences.Any())
        //            {
        //                trace.WriteData(item1, result.DifferencesString);
        //            }
        //            else
        //            {
        //                trace.WriteData(item1, $"{item1.TradeType}--{item1.TradeNumber}--{item1.ExchangeOptionCode??item1.UnderlyingCode}--相同");
        //            }
        //            checkset.Add(item1.TradeId);
        //        }
        //        else
        //        {
        //            trace.WriteData(item1, "未找到新版本数据");
        //        }
        //    }

        //    foreach (var item2 in list2)
        //    {
        //        if (checkset.Add(item2.TradeId))
        //        {
        //            trace.WriteData(item2, "未找到旧版本数据");
        //        }
        //    }
        //}
    }
}