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

using CsvHelper;
using Microsoft.Extensions.DependencyInjection;
using Qdp.Foundation.Utilities;
using System.Diagnostics;
using YieldChain.Commons;
using YLErp.Cache;
using YLErp.DBModels;
using YLErp.Models;

namespace YLErp.Modules.TradeRiskCalcModule.TaskRunner
{
    /// <summary>
    /// 场外交易风险计算运行
    /// </summary>
    class OtcTradeRiskRunner : InnerRunnerBase
    {
        readonly static IYLCache ylCache;
        static OtcTradeRiskRunner()
        {
            ylCache = YLServiceLocator.ServiceProvider.GetService<IYLCache>();
        }
        public OtcTradeRiskRunner(string volTpe)
        {
            VolType = volTpe ?? throw new ArgumentNullException(nameof(volTpe));
        }

        /// <summary>
        /// 波动率类型
        /// </summary>
        public string VolType { get; }

        /// <summary>
        /// 风险计算结果
        /// </summary>
        public TradingRiskResult Result { get; set; }

        public override void StartTask(InnerRunTaskData taskData)
        {
            var valueDate = taskData.ValueDate;
            AppManager.SetSysInfo("实时风险-" + VolType + "-计算开始", "开始");

            InnerStartTask(() =>
            {
                var calcContext = new TradeRiskCalcContext(VolType, false, valueDate, taskData.PreSettleDate, taskData.DataProvider);

                var list = new TradeRiskCalcService(calcContext, skipTradeTypes: PS.Config.ErpElement.RealtimeRisk_SkipTradeTypes)
                                .Calculate(taskData.TradeDataSource, VolType == "对冲" ? taskData.ManualRiskProviderHedge : taskData.ManualRiskProvider);

                var result = GetResult();
                if (result == null || result.CalcStartTime > DateTime.Now || result.CalcStartTime < StartTime)
                {
                    result = new TradingRiskResult
                    {
                        ValueDate = valueDate,
                        PreDate = calcContext.PreSettleDate,
                        TradeRiskList = list,
                        CalcStartTime = StartTime,
                        CalcEndTime = DateTime.Now
                    };
                    SaveResult(result);
                }
                else
                {
                    LogFactory.GetLogger("实时风险").Info($"[voltype:{VolType},valueDate:{valueDate}]抛弃一条过期数据");
                }

                var totalMilliSeconds = (DateTime.Now - StartTime).TotalSeconds.ToString("F");

                AppManager.SetSysInfo("实时风险-" + VolType + "-计算完成", $"开始时间:{StartTime},耗时{totalMilliSeconds}毫秒");

            }).ContinueWith(t =>
            {
                if (t.Exception != null)
                {
                    LogFactory.GetLogger("实时风险").Error(t.Exception, $"[voltype:{VolType},valueDate:{valueDate}]计算出错");
                }
                else
                {
                    LogFactory.GetLogger("实时风险").Debug($"[voltype:{VolType},valueDate:{valueDate}]计算完成");
                }

                InnerCompleteTask();
            });
        }


        private const string TradingRiskResultRedisKey = "TradeRisk";
        
        /// <summary>
        /// 将结果保存
        /// </summary>
        private void SaveResult(TradingRiskResult result)
        {
            if (ylCache.CacheEnable())
            {
                var riskList = result.TradeRiskList.ToList();
                
                //// 测试数据上线前暂时保存
                //var baserisk = result.TradeRiskList.FirstOrDefault().Clone();
                //for (int i = 0; i < 5000; i++)
                //{
                //    var risk = baserisk.Clone();
                //    risk.BookId = i;
                //    riskList.Add(risk);
                //}

                Stopwatch stopwatch= Stopwatch.StartNew();
                // batch delete from redis
                ylCache.BatchDelete($"{TradingRiskResultRedisKey}:{VolType}:*");
                stopwatch.Stop();
                Console.WriteLine($"删除耗时：{stopwatch.ElapsedMilliseconds}");
                stopwatch.Restart();
                // batch add to redis
                ylCache.BatchAdd($"{TradingRiskResultRedisKey}:{VolType}", riskList,1000).Wait();
                stopwatch.Stop();
                Console.WriteLine($"新增耗时：{stopwatch.ElapsedMilliseconds}");
                // save Result Objec without TradeRiskList
                result.TradeRiskList = null;
                ylCache.StringSet<TradingRiskResult>($"{TradingRiskResultRedisKey}_Result:{VolType}", result);
            }
            else
            {
                // save result to memory
                Result = result;
            }
        }

        /// <summary>
        /// 查询结果
        /// </summary>
        /// <returns></returns>
        public TradingRiskResult GetResult()
        {
            if (ylCache.CacheEnable())
            {
                // get result object from redis
                var result= ylCache.StringGet<TradingRiskResult>($"{TradingRiskResultRedisKey}_Result:{VolType}");
                if (result == null)
                {
                    return null;
                }

                // get risk list from redis
                var risks=  ylCache.BatchQuery<TradingRiskParameter>($"{TradingRiskResultRedisKey}:{VolType}:*");
                result.TradeRiskList= risks.ToList();
                return result;
            }
            else
            {
                // get result from memory
                return Result;
            }
        }

        public override string ToString()
        {
            return VolType;
        }
    }
}