zszq-trs/YLErpUnitTest/Helpers/InnerUnderlyingDataProvider.cs

using System;
using System.Linq;
using System.Text.RegularExpressions;
using YLErp.Abstract.DataProviders;
using YLErp.DBModels;
using YLErp.Modules;

namespace YLErp.Helpers
{
    class InnerUnderlyingDataProvider : IUnderlyingDataProvider
    {
        /// <summary>
        /// 获取标的数据
        /// </summary>
        public underlying_manager GetUnderlying(int underlyingId)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingId);
        }

        /// <summary>
        /// 获取标的数据
        /// </summary>
        public underlying_manager GetUnderlying(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
        }

        /// <summary>
        /// 
        /// </summary>
        public underlying_manager GetUnderlying(string underlyingCode, out double contractSize)
        {
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
            contractSize = um?.ContractSize ?? 1;
            return um;
        }

        /// <summary>
        /// 获取品种数据
        /// </summary>
        public Variety GetVariety(int varietyId)
        {
            return DataCacheProvider.GetVarietyDataSource().GetData(varietyId);
        }

        /// <summary>
        /// 获取品种信息
        /// </summary>
        public Variety GetVariety(string underlyingCode, out double contractSize)
        {
            var um = GetUnderlying(underlyingCode);
            contractSize = um?.ContractSize ?? 1;
            return DataCacheProvider.GetVarietyDataSource().GetData(um?.UnderlyingTypeId ?? 0);
        }

        /// <summary>
        /// 获取品种数据
        /// </summary>
        /// <param name="underlyingCode">标的代码</param>
        public Variety GetVariety(string underlyingCode)
        {
            var um = GetUnderlying(underlyingCode);
            return DataCacheProvider.GetVarietyDataSource().GetData(um?.UnderlyingTypeId ?? 0);
        }

        /// <summary>
        /// 根据标的代码获取份额和数量的乘积因子
        /// </summary>
        public int GetCountRatio(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(underlyingCode);
        }

        /// <summary>
        /// 尝试获取标的过期日(股票:2099-01-01)
        /// </summary>
        public bool TryGetMaturityDate(string underlyingCode, out DateTime date)
        {
            date = DateTime.MinValue;

            if (string.IsNullOrEmpty(underlyingCode))
            {
                return false;
            }

            var data = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);

            if (data == null) return false;

            date = data.UnderlyingInstrumentType == "Stock" ? DateTime.Now.AddYears(3) : data.MaturityDate ?? DateTime.MinValue;

            return true;
        }

        /// <summary>
        /// 根据标的代码获取当前价格
        /// </summary>
        public double GetPrice(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(underlyingCode, out var price) ? price : 0;
        }

        /// <summary>
        /// 根据标的代码获取当前价格
        /// </summary>
        public bool TryGetPrice(string underlyingCode, out double price)
        {
            return DataCacheProvider.GetUnderlyingDataSource().TryGetPrice(underlyingCode, out price);
        }

        /// <summary>
        /// 获取相关性
        /// </summary>
        public virtual CorrelationTable GetCorrelation(int underlyingId1, int underlyingId2)
        {
            return DataCacheProvider.GetCorrelationDataSource().AsQueryable().FirstOrDefault(
                n => (n.UnderlyingId1 == underlyingId1 && n.UnderlyingId2 == underlyingId2) || (n.UnderlyingId1 == underlyingId2 && n.UnderlyingId2 == underlyingId1));
        }

        /// <summary>
        /// 获取场外期权标的信息
        /// </summary>
        public virtual ExchangeListOption GetExchange_List_Option(string ContractCode)
        {
            return new ExchangeListOption
            {
                CreateTime = DateTime.Now,
                ContractSize = 10,
                ContractCode = ContractCode,
                ExerciseMode = "European",
                MarginRate = 0,
                MaturityDate = DateTime.Today.AddMonths(1),
                MarketCode = "TEST",
                OpenDate = DateTime.Today.AddDays(-10),
                OptionType = ContractCode.Contains("-C-") ? "看涨" : "看跌",
                PrevClosePrice = 12,
                Price = 12.5,
                PriceTick = 0.1,
                PriceTime = DateTime.Now,
                Strike = int.Parse(Regex.Match(ContractCode, "\\d+$").Value),
                UnderlyingCode = "RB00"
            };
        }

        /// <summary>
        /// 获取组合标的
        /// </summary>
        public SyntheticUnderlying GetSyntheticUnderlying(string underlyingCode)
        {
            return DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(underlyingCode);
        }
    }
}