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 +1,130 @@
+using Qdp.Foundation.Implementations;
+using Qdp.Pricing.Base.Implementations;
+
+namespace YLErp.QdpModule
+{
+    [TestClass]
+    public class CalendarTest
+    {
+        [TestMethod]
+        public void TestBizDaysBetweenDates()
+        {
+            var holiday = new CalendarHoliday
+            {
+                HolidayList = new List<string> { "2022,01,01", "2022,01,02", "2022,01,03", "2022,01,22", "2023,01,01" }
+            };
+
+            CalendarImpl.InitializeCalendarData(new Dictionary<string, CalendarHoliday> {
+                {"chn", holiday}
+            });
+
+            Assert.IsTrue(QdpCalendarHelper.IsHoliday(new DateTime(2022, 1, 1)));
+            Assert.IsTrue(QdpCalendarHelper.IsHoliday(new DateTime(2022, 1, 22)));
+            Assert.IsFalse(QdpCalendarHelper.IsHoliday(new DateTime(2022, 1, 9)));
+            Assert.IsFalse(QdpCalendarHelper.IsHoliday(new DateTime(2022, 1, 23)));
+
+            var qd1 = QdpCalendarHelper.GetNonHoliday(new DateTime(2022, 1, 1));
+            var qd2 = QdpCalendarHelper.GetNonHoliday(new DateTime(2022, 1, 31));
+
+            var calendar = CalendarImpl.Get("chn");
+
+            //BizDaysBetweenDates这个方法返回包含起始日不包含结束日的所有交易日列表
+            var observationDates = calendar.BizDaysBetweenDates(qd1, qd2);
+            Assert.IsTrue(observationDates.First() == (Date)new DateTime(2022, 1, 4));
+            Assert.IsTrue(observationDates.Contains(new DateTime(2022, 1, 9)));
+            Assert.IsFalse(observationDates.Contains(new DateTime(2022, 1, 22)));
+            Assert.IsFalse(observationDates.Contains(new DateTime(2022, 1, 31)));
+
+            //BizDaysBetweenDatesInclEndDay这个方法返回包含起始日包含结束日的所有交易日列表
+            observationDates = calendar.BizDaysBetweenDatesInclEndDay(qd1, qd2);
+            Assert.IsTrue(observationDates.First() == (Date)new DateTime(2022, 1, 4));
+            Assert.IsTrue(observationDates.Contains(new DateTime(2022, 1, 9)));
+            Assert.IsFalse(observationDates.Contains(new DateTime(2022, 1, 22)));
+            Assert.IsTrue(observationDates.Contains(new DateTime(2022, 1, 31)));
+
+            //BizDaysBetweenDatesExcluStartDay这个方法返回不包含起始日包含结束日的所有交易日列表
+            observationDates = calendar.BizDaysBetweenDatesExcluStartDay(qd1, qd2);
+            Assert.IsTrue(observationDates.First() == (Date)new DateTime(2022, 1, 5));
+            Assert.IsTrue(observationDates.Contains(new DateTime(2022, 1, 9)));
+            Assert.IsFalse(observationDates.Contains(new DateTime(2022, 1, 22)));
+            Assert.IsTrue(observationDates.Contains(new DateTime(2022, 1, 31)));
+        }
+
+        [TestMethod]
+        public void TestGetWorkingDayCount()
+        {
+            var holiday = new CalendarHoliday
+            {
+                HolidayList = new List<string> { "2022,01,01", "2022,01,02", "2022,01,03", "2022,01,22",
+                     "2022,09,03", "2022,09,04", "2022,09,10", "2022,09,11", "2022,09,12","2022,09,17", "2022,09,18","2023,01,01" }
+            };
+
+            CalendarImpl.InitializeCalendarData(new Dictionary<string, CalendarHoliday> {
+                {"chn", holiday}
+            });
+
+            var (d1, sd1, ed1) = GetWorkingDayCount(new DateTime(2022, 9, 1), new DateTime(2022, 9, 13));
+            Assert.AreEqual(d1, 8);
+            Assert.AreEqual(sd1, new DateTime(2022, 9, 1));
+            Assert.AreEqual(ed1, new DateTime(2022, 9, 13));
+
+            var (d2, sd2, ed2) = GetWorkingDayCount(new DateTime(2022, 9, 11), new DateTime(2022, 9, 13));
+            Assert.AreEqual(d2, 1);
+            Assert.AreEqual(sd2, new DateTime(2022, 9, 13));
+            Assert.AreEqual(ed2, new DateTime(2022, 9, 13));
+
+            var (d3, sd3, ed3) = GetWorkingDayCount(new DateTime(2022, 9, 3), new DateTime(2022, 9, 13));
+            Assert.AreEqual(d3, 6);
+            Assert.AreEqual(sd3, new DateTime(2022, 9, 5));
+            Assert.AreEqual(ed3, new DateTime(2022, 9, 13));
+
+            var (d4, sd4, ed4) = GetWorkingDayCount(new DateTime(2022, 9, 3), new DateTime(2022, 9, 4));
+            Assert.AreEqual(d4, 0);
+            Assert.AreEqual(sd4, null);
+            Assert.AreEqual(ed4, null);
+        }
+
+        private (int daycount, DateTime? sdate, DateTime? edate) GetWorkingDayCount(DateTime reqStartDate, DateTime reqEndDate, string reqCalendarName = null)
+        {
+            var daycount = 0;
+            var calendar = CalendarImpl.Get(reqCalendarName.TrimToNull() ?? "chn");
+
+            DateTime? startDate = null, endDate = null;
+
+            for (var date = reqStartDate; date <= reqEndDate; date = date.AddDays(1))
+            {
+                if (!calendar.IsHoliday(date))
+                {
+                    startDate = date;
+                    break;
+                }
+            }
+
+            if (startDate.HasValue)
+            {
+                daycount = 1;
+
+                endDate = startDate;
+
+                for (var date = reqEndDate; date > startDate.Value; date = date.AddDays(-1))
+                {
+                    if (!calendar.IsHoliday(date))
+                    {
+                        endDate = date;
+                        break;
+                    }
+                }
+
+                for (var date = startDate.Value; date < endDate.Value; date = date.AddDays(1))
+                {
+                    if (!calendar.IsHoliday(date))
+                    {
+                        daycount++;
+                    }
+                }
+            }
+
+            return (daycount, startDate, endDate);
+        }
+    }
+}