从山证v2.3.0拷贝

UnitTestProject/Modules/EodModule/EodSettlementTaskTest.cs

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+using YLErp.Configuration;
+using YLErp.Modules.EodModule.SettlementModule;
+using YLErp.Modules.TradeModule.DealModule;
+
+namespace YLErp.Modules.EodModule
+{
+    [TestClass]
+    public class EodSettlementTaskTest : UnitTestBase
+    {
+
+
+        [TestMethod]
+        public void TestEodTask()
+        {
+            var eodDate = new DateTime(2020, 9, 2);
+
+            var task = new EodTask
+            {
+                StartDate = eodDate,
+                EndDate = eodDate,
+                VolTypes = "持仓",//"持仓,开仓,对冲";
+                PriceType = EodSettlePriceType.ClosePrice
+            };
+            EodTaskRunner.ExecuteDebugAsync(task).Wait();
+            Assert.IsTrue(task.TaskState == EodTaskState.completed, task.TaskResult);
+        }
+
+        [TestMethod]
+        public void TestReadTrade()
+        {
+            var date = new DateTime(2020, 07, 01);
+            var eodArr = new YLContext().eod_trade.Where(O => O.ValueDate == date).ToArray();
+            var tradeArr = eodArr.Select(O => O.trade).ToArray();
+        }
+
+        /// <summary>
+        /// GetFixingString 测试
+        /// </summary>
+        [TestMethod]
+        public void GetFixingString()
+        {
+            var underlyingCode = "A00";
+            var settlementType = 1;
+            var futurePriceList = new YLContext().eod_commodity_future_price
+             .Where(e => e.UnderlyingCode == underlyingCode)
+             //.Where(e => e.ValueDate >= startDate)
+             //.Where(e => e.ValueDate >= exerciseDate)
+             .Select(e => new
+             {
+                 e.ValueDate,
+                 e.ClosePrice,
+                 e.SettlePrice,
+                 e.ReferencePrice
+             }).ToList();
+
+            var query = from e in futurePriceList
+                        orderby e.ValueDate
+                        select e.ValueDate + "," + GetPrice(settlementType, e.ClosePrice, e.SettlePrice, e.ReferencePrice);
+
+            var fixing = string.Join(";", query.ToArray());
+        }
+
+
+        /// <summary>
+        /// GetFixingString 测试
+        /// </summary>
+        [TestMethod]
+        public void ClientBalanceCalc()
+        {
+            var request = new EodSettlementRequest(GetOptUser())
+            {
+                VolType = null,
+                UseClosePrice = true,
+                ClientIds = null,
+                SettleDate = DateTime.Today
+            };
+            CancellationTokenSource cancellationTokenSource;
+            EodSettlementContextV2 _context;
+            cancellationTokenSource = new CancellationTokenSource();
+            var settlementConfig = new SettlementConfig
+            {
+                Version = "V1",
+                CalcPnlExplain = false,
+                PriceType = 3,
+                SupportPart = false,
+                VolTypes = "持仓,开仓,对冲,光证,BidAskVol"
+            };
+            _context = new EodSettlementContextV2(request, settlementConfig, cancellationTokenSource.Token);
+            new EodClientBalanceCalc(_context).ClientBalanceCalc();
+        }
+
+        private double GetPrice(int settlementType, double closePrice, double settlePrice, double? referencePrice)
+        {
+            var price = closePrice;
+            if (settlementType == (int)SettlementTypeEnum.SettlePrice)
+            {
+                price = settlePrice;
+            }
+            else if (settlementType == (int)SettlementTypeEnum.ReferencePrice)
+            {
+                price = referencePrice ?? closePrice;
+            }
+            return price;
+        }
+
+        public enum SettlementTypeEnum
+        {
+
+            ClosePrice = 0,
+
+            SettlePrice = 1,
+
+
+            ReferencePrice = 2,
+        }
+
+        [TestMethod]
+        public void TestDividend()
+        {
+            var service = new DividendService(OptUserInfo.UnitTestUser);
+
+            var info = new ex_dividend_info()
+            {
+                UnderlyingCode = "002043.SZ",
+                ExDividendDate = new DateTime(2020, 7, 6),
+                GiveCashAmount = 2.5,
+                GiveShareAmount = 0,
+                RationedSharesAmount = 0,
+                RationedSharesPrice = 0,
+            };
+            var price = service.GetPrice(8.8, info);
+            Assert.IsTrue((price - 8.6126) < 1e-4);
+
+            info = new ex_dividend_info()
+            {
+                UnderlyingCode = "600406.SH",
+                ExDividendDate = new DateTime(2020, 7, 8),
+                GiveCashAmount = 2.9,
+                GiveShareAmount = 0,
+                RationedSharesAmount = 0,
+                RationedSharesPrice = 0,
+            };
+            price = service.GetPrice(20.1893, info);
+            Assert.IsTrue((price - 19.9785) < 1e-4);
+
+            info = new ex_dividend_info()
+            {
+                UnderlyingCode = "600406.SH",
+                ExDividendDate = new DateTime(2020, 7, 8),
+                GiveCashAmount = 2.9,
+                GiveShareAmount = 0,
+                RationedSharesAmount = 0,
+                RationedSharesPrice = 0,
+            };
+            price = service.GetPrice(19.9454, info);
+            Assert.IsTrue((price - 19.7371) < 1e-4);
+
+            info = new ex_dividend_info()
+            {
+                UnderlyingCode = "601021.SH",
+                ExDividendDate = new DateTime(2020, 7, 8),
+                GiveCashAmount = 2.0006,
+                GiveShareAmount = 0,
+                RationedSharesAmount = 0,
+                RationedSharesPrice = 0,
+            };
+            price = service.GetPrice(37.13, info);
+            Assert.IsTrue((price - 36.9776) < 1e-4);
+
+            info = new ex_dividend_info()
+            {
+                UnderlyingCode = "300001.SZ",
+                ExDividendDate = new DateTime(2020, 7, 13),
+                GiveCashAmount = 0.2,
+                GiveShareAmount = 0,
+                RationedSharesAmount = 0,
+                RationedSharesPrice = 0,
+            };
+            price = service.GetPrice(20.381, info);
+            Assert.IsTrue((price - 20.3681) < 1e-4);
+        }
+    }
+}
+