基金管理软件挑战与有效解决方案

// 数据验证服务示例
public class DataValidationService
{
    public ValidationResult ValidateMarketData(MarketData data)
    {
        // 检查数据完整性
        if (data == null || string.IsNullOrEmpty(data.Symbol))
            return ValidationResult.Failed("数据不完整");
            
        // 验证价格合理性
        if (data.Price <= 0)
            return ValidationResult.Failed("价格数据异常");
            
        // 检查时间戳有效性
        if (data.Timestamp > DateTime.UtcNow)
            return ValidationResult.Failed("时间戳异常");
            
        return ValidationResult.Success;
    }
}

// 实时风险计算示例
class RiskCalculator {
  constructor() {
    this.cache = new Map();
    this.updateInterval = 1000; // 1秒更新间隔
  }
  
  // 计算投资组合风险指标
  calculatePortfolioRisk(positions, marketData) {
    const cacheKey = this.generateCacheKey(positions, marketData);
    
    if (this.cache.has(cacheKey)) {
      return this.cache.get(cacheKey);
    }
    
    // 实时风险计算逻辑
    const riskMetrics = {
      var: this.calculateVaR(positions, marketData),
      stressTest: this.runStressTest(positions, marketData),
      liquidityRisk: this.assessLiquidityRisk(positions)
    };
    
    this.cache.set(cacheKey, riskMetrics);
    return riskMetrics;
  }
}

-- 绩效分析查询示例
SELECT 
    p.PortfolioCode,
    p.PortfolioName,
    SUM(t.RealizedGainLoss) AS TotalProfit,
    AVG(r.AnnualReturn) AS AvgAnnualReturn,
    MAX(r.MaxDrawdown) AS WorstDrawdown,
    COUNT(DISTINCT t.SecurityCode) AS DiversificationCount
FROM Portfolios p
LEFT JOIN Transactions t ON p.PortfolioId = t.PortfolioId
LEFT JOIN RiskMetrics r ON p.PortfolioId = r.PortfolioId
WHERE t.TransactionDate BETWEEN @StartDate AND @EndDate
GROUP BY p.PortfolioCode, p.PortfolioName
ORDER BY AvgAnnualReturn DESC;