从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,79 @@
+using YLErp.Configuration;
+using YLErp.Modules.EodModule.SettlementModule;
+using YLErp.Modules.TradeDalModule;
+
+namespace YLErp.Modules.EodModule
+{
+    [TestClass]
+    public class ExDividendTest
+    {
+        [TestMethod("测试除权除息基础循环处理是否符合预期")]
+        public void Test1()
+        {
+            var startIndex = 0;
+            var priceDic = new Dictionary<DateTime, double> {
+                {new DateTime(2021,1,1),1d },
+                {new DateTime(2021,1,2),1d },
+                {new DateTime(2021,1,3),1d },
+                {new DateTime(2021,1,4),1d },
+                {new DateTime(2021,1,5),1d },
+                {new DateTime(2021,1,6),1d },
+                {new DateTime(2021,1,7),1d },
+                {new DateTime(2021,1,8),1d },
+                {new DateTime(2021,1,9),1d },
+                {new DateTime(2021,1,10),1d },
+            };
+
+            var exDividendInfos = new List<ex_dividend_info> {
+                new ex_dividend_info{  ExDividendDate = new DateTime(2021,1,2)},
+                new ex_dividend_info{  ExDividendDate = new DateTime(2021,1,6)},
+                new ex_dividend_info{  ExDividendDate = new DateTime(2021,1,8)},
+            };
+
+            //日终价格和除权除息信息都按照正序排列
+            //获取除权价格则使用大于日终价格日期的除权信息除权
+            //循环日终价格，如果一个除权日期小于价格日期则被排除掉
+            foreach (var kv in priceDic)
+            {
+                (var date, var price) = (kv.Key, kv.Value);
+
+                Console.WriteLine("===========" + date.ToString("yyyy-MM-dd") + "===========");
+
+                for (var i = startIndex; i < exDividendInfos.Count; i++)
+                {
+                    var dividenInfo = exDividendInfos[i];
+
+                    //除权日当天的收盘价也需要处理
+                    if (date <= dividenInfo.ExDividendDate)
+                    {
+                        Console.WriteLine(dividenInfo.ExDividendDate.Value.ToString("yyyy-MM-dd"));
+                    }
+                    else
+                    {
+                        startIndex = i;
+                    }
+                }
+            }
+        }
+
+        [TestMethod]
+        public void TestEodDividend()
+        {
+            var userInfo = OptUserInfo.UnitTestUser;
+            using var db = DbContextFactory.GetYLDbContext();
+            var eodDate = new DateTime(2021, 06, 04);
+            var trades = db.eod_trade.Where(et => et.ValueDate == eodDate && !ConsTrade.TradeCompleteStatus.Contains(et.TradeStatus))
+                .ToArray().Select(O => O.trade).ToList();
+            var tradeIds = trades.Select(O => O.id);
+            var parentTradeIds = trades.Where(O => O.ParentTradeId > 0 && !tradeIds.Contains(O.ParentTradeId)).Select(O => O.ParentTradeId).ToHashSet();
+            if (parentTradeIds.Any())
+            {
+                var parentTrades = new TradeDalService(userInfo).GetTradeOrEodTrade(parentTradeIds, eodDate);
+                trades.AddRange(parentTrades);
+            }
+            var request = new EodSettlementRequest(userInfo) { SettleDate = eodDate };
+            var context = new EodSettlementContextV2(request, new SettlementConfig { }, CancellationToken.None);
+            new EodDividenService(context).Execute(trades);
+        }
+    }
+}