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 +1,60 @@
+using Qdp.Foundation.Implementations;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using YLErp.Abstract.DataProviders;
+using YLErp.Modules.DictionaryModule;
+using YLErp.Modules.TradeModule.AccumulatorOptionModule;
+
+namespace YLErp.Modules.TradeModule
+{
+    [TestClass]
+    public class TradeAccumulatorServiceTest
+    {
+        [TestMethod]
+        public void TestConvertForward()
+        {
+            var dictionarySerivice = new DictionarySerivice();
+            var dic = dictionarySerivice.GetForwardDateDic();
+            var dicModel = dic.FirstOrDefault(l => l.Value == "标的交割月前一交易日");
+            var basedb = DbContextFactory.GetErpBaseContext();
+            var date = new DateTime(2023, 5, 17);
+            DateTime exerciseDate = default;
+
+            if (dicModel.Value != null)
+            {
+                var model = basedb.DictionaryItems.Find(dicModel.Key);
+                var lastMonth = Convert.ToInt32(model.Name);
+                if (model.ShortName.Split(new char[] { ';' }, StringSplitOptions.RemoveEmptyEntries).Any())
+                {
+                    var lastDay = Convert.ToInt32(model.ShortName.Split(",")[0]);
+                    var typeEnum = (ForwardDateTypeEnum)Convert.ToInt32(model.ShortName.Split(",")[1]);
+                    var isbefore = true;
+                    if (Convert.ToInt32(model.ShortName.Split(",")[1]) > 0)
+                    {
+                        isbefore = model.ShortName.Split(",")[2] == "0";
+                    }
+                    exerciseDate = dictionarySerivice.GetForwardDateType(date, lastMonth, lastDay, typeEnum, isbefore);
+                }
+            }
+
+            Assert.AreEqual(exerciseDate, new DateTime(2023, 4, 18));
+        }
+
+        [TestMethod]
+        public void TestConvertForward2()
+        {
+            var db = DbContextFactory.GetYLDbContext();
+            var td = db.trade.FirstOrDefault(n => n.TradeNumber == "CW20230002OP230320002X");
+            Assert.IsNotNull(td);
+            var tdAcc = db.trade_accumulator_option.FirstOrDefault(n => n.TradeId == td.id);
+            Assert.IsNotNull(tdAcc);
+
+            var valueDate = new DateTime(2023, 03, 21);
+            var result = TradeAccumulatorService.CheckAccumulatorPayoff(td, tdAcc, valueDate, -300, tdAcc.AccumuTradeAmount);
+            Assert.IsNotNull(result.ForwardTrade);
+        }
+    }
+}
@@ -0,0 +1,99 @@
+using YLErp.Modules.TradeModule.ApiModule;
+using YLErp.Modules.TradeModule.BaseModels;
+using YLErp.Modules.TradeModule.QueryModule;
+
+namespace YLErp.Modules.TradeModule
+{
+    [TestClass]
+    public class TradeDetailQueryApiServiceTest
+    {
+        [TestMethod]
+        public void TestDetailQueryApiV1()
+        {
+            var request = new TradeDetailQueryApiModel
+            {
+                PageIndex = 1,
+                PageSize = 20,
+                AssetBookNames = new List<string>
+            {
+                "dafashi"
+            },
+
+                //request.ClientNames = new List<string>
+                //{
+                //    "浙江永武资本管理有限公司",
+                //    "浙江北华资本管理有限公司"
+                //};
+
+                //request.ClientNumbers = new List<string>
+                //{
+                //    "CW20160001",
+                //    "CW20160003"
+                //};
+
+                //request.UnderlyingCodes = new List<string>
+                //{
+                //    "AG2105",
+                //    "000001.SZ",
+                //    "A00"
+                //};
+
+                BuySell = "卖出",
+                TradeStatus = new List<string>
+            {
+                "确认成交",
+                "已平仓",
+                "已到期"
+            }
+            };
+
+            //detailQueryApiModel.TraderNames = new[] { "wangjiankang" };
+            //detailQueryApiModel.SettlementDate = Convert.ToDateTime("2021-05-28");
+            //detailQueryApiModel.TradeDate = Convert.ToDateTime("2021-04-29");
+            //detailQueryApiModel.ExerciseDate = Convert.ToDateTime("2021-05-28");
+
+            var list = new TradeDetailQueryApiService(OptUserInfo.UnitTestUser).TradeDetailPageList(request);
+
+            Assert.IsTrue(list.Any());
+        }
+
+        [TestMethod]
+        public void TestDetailQueryApiV2()
+        {
+            var request = new TradeDetailQueryApiV2Request
+            {
+                //request.ClientNames = new List<string>
+                //{
+                //    "浙江永武资本管理有限公司",
+                //    "浙江北华资本管理有限公司"
+                //};
+
+                //request.ClientNumbers = new List<string>
+                //{
+                //    "CW20160001",
+                //    "CW20160003"
+                //};
+
+                //request.UnderlyingCodes = new List<string>
+                //{
+                //    "AG2105",
+                //    "000001.SZ",
+                //    "A00"
+                //};
+
+                TradeStatus = new List<string>
+            {
+                "确认成交",
+                "已平仓",
+                "已到期"
+            },
+
+                OptDate = new DateTime(2022, 9, 1)
+            };
+
+            var list = new TradeDetailQueryApiV2Service(OptUserInfo.UnitTestUser).GetList(request);
+
+            Assert.IsTrue(list.Any());
+        }
+    }
+}
@@ -0,0 +1,37 @@
+using Qdp.Pricing.Library.Options.Products.Autocall.Snowball;
+using YLErp.Modules.CalculationModule;
+
+namespace YLErp.Modules.TradeModule
+{
+    [TestClass]
+    public class TradeSnowballBLLTest : UnitTestBase
+    {
+        [TestMethod]
+        public void Test1()
+        {
+            var db = DbContextFactory.GetYLDbContext();
+
+            var tradeObj = db.trade.AsNoTracking().FirstOrDefault(n => n.TradeNumber == "CW20180051OP220701049X");
+
+            if (tradeObj == null)
+            {
+                throw new ServiceException("没有找到交易数据");
+            }
+
+            BLL.tradeBLL.SetFieldsByTradeType(tradeObj);
+
+            var optionTrade = QdpTradeBuilder.GetSnowballOptionTrade(tradeObj, tradeObj.trade_snowball
+                , new OptionTradeParamRequest(BLL.valuedateBLL.SysRiskFreeRate())
+                {
+
+                });
+
+            var snowball = (SimpleSnowball)optionTrade.Instrument;
+
+            var CouponPayment = snowball.CouponPayment(tradeObj.ExerciseDate.Value,
+                includeStartDate: tradeObj.trade_snowball.CouponIncludeStartDate == true && tradeObj.trade_snowball.CouponDayCount != "Monthly");
+
+            Assert.AreEqual(CouponPayment, 1.1, 0.1);
+        }
+    }
+}