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namespace FundLab.Api
open System
open System.Collections.Concurrent
open System.Threading
/// A single bond's current quote. Every descriptive field is optional because
/// the upstream AKShare endpoint may not carry it; missing stays missing rather
/// than being filled with a fabricated value.
type BondQuote =
{
Code: string
SourceRevision: string
Name: string option
Price: decimal option
CleanPrice: decimal option
AccruedInterest: decimal option
Date: DateOnly option
MaturityDate: DateOnly option
ParValue: decimal option
IssuePrice: decimal option
ValueDate: DateOnly option
ListingDate: DateOnly option
PublishDate: DateOnly option
PayInterestDay: string option
CouponRate: decimal option
CouponRateExplain: string option
BondExpireYears: string option
Rating: string option
DataStatus: string option
}
module BondQuote =
open FundLab.Domain
/// Best-effort conversion of a quote into pricing terms. Requires the value
/// date, maturity and coupon rate; when any is missing the caller gets None
/// rather than a fabricated coupon. Exchange convertible bonds pay annually
/// (a single 付息日), so the frequency defaults to 1.
let tryTerms (quote: BondQuote) : BondTerms option =
match quote.ValueDate, quote.MaturityDate, quote.CouponRate with
| Some valueDate, Some maturityDate, Some couponRate ->
Some(
BondTerms.create
(defaultArg quote.ParValue 100m)
couponRate
1
valueDate
maturityDate
10m
0
0m
)
| _ -> None
/// Read-only probe that returns the current quote for a bond code.
///
/// Like INavDateProbe there is no synthetic fallback: a failed probe surfaces as
/// a MarketDataFailure so the API answers 503 with the underlying reason.
type IBondQuoteProbe =
abstract GetQuote: code: string * CancellationToken -> Result<BondQuote, MarketDataFailure>
/// AKShare-backed bond-quote probe. Successful lookups are memoised per bond
/// code (the F# equivalent of functools.lru_cache); failures are never cached.
type AkshareBondQuoteProbe(collector: IMarketDataCollector) =
let cache = ConcurrentDictionary<string, BondQuote>(StringComparer.Ordinal)
let isBondCode (value: string) =
not (String.IsNullOrWhiteSpace value)
&& value.Length = 6
&& value |> Seq.forall Char.IsDigit
member _.Clear() = cache.Clear()
interface IBondQuoteProbe with
member _.GetQuote(code, token) =
let normalized = if isNull code then "" else code.Trim()
if not (isBondCode normalized) then
Error(InvalidMarketDataRequest "bond code must contain exactly six digits")
else
match cache.TryGetValue normalized with
| true, cached -> Ok cached
| _ ->
match collector.FetchBondQuote(normalized, token) with
| Error message -> Error(MarketDataCollectorUnavailable message)
| Ok json ->
match MarketData.parseBondQuotePayload json with
| Error message -> Error(InvalidMarketDataPayload message)
| Ok payload when not (String.Equals(payload.Code, normalized, StringComparison.Ordinal)) ->
Error(
InvalidMarketDataPayload(
sprintf "payload code '%s' does not match requested code '%s'" payload.Code normalized
)
)
| Ok payload ->
let quote =
{
Code = payload.Code
SourceRevision = payload.SourceRevision
Name = payload.Name
Price = payload.Price
CleanPrice = payload.CleanPrice
AccruedInterest = payload.AccruedInterest
Date = payload.Date
MaturityDate = payload.MaturityDate
ParValue = payload.ParValue
IssuePrice = payload.IssuePrice
ValueDate = payload.ValueDate
ListingDate = payload.ListingDate
PublishDate = payload.PublishDate
PayInterestDay = payload.PayInterestDay
CouponRate = payload.CouponRate
CouponRateExplain = payload.CouponRateExplain
BondExpireYears = payload.BondExpireYears
Rating = payload.Rating
DataStatus = payload.DataStatus
}
cache.[normalized] <- quote
Ok quote
|
