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 +1,50 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using YLErp.DBModels;
+
+namespace YLErp.Modules.DataProviderModule
+{
+    [TestClass]
+    public class EodExchangeOptionPriceProviderTest : YLUnitTestBase
+    {
+        [TestMethod]
+        public void TestGetPrice()
+        {
+            var valueDate = new DateTime(1900, 1, 1);
+
+            const string optionCode = "RBTest-P-2650";
+
+            var insertModel = new eod_exchange_option_price
+            {
+                ClosePrice = 12.22,
+                DataSource = "单元测试",
+                HighPrice = 12.32,
+                LowPrice = 12.2,
+                SettlePrice = 12.24,
+                UnderlyingCode = optionCode,
+                ValueDate = valueDate
+            };
+
+            SetDBModelOpt(insertModel);
+
+            AddClearSQL<eod_exchange_option_price>($"ValueDate='{valueDate:yyyy-MM-dd}' and ContractCode='{optionCode}'");
+
+            DbContext.eod_exchange_option_price.Add(insertModel);
+            DbContext.SaveChanges();
+
+            var provider = new EodExchangeOptionPriceProvider(valueDate, true);
+
+            var price = provider.GetPrice("RBTest-P-2650");
+            Assert.AreEqual(price, 12.22);
+
+            var hasPrice = provider.TryGetPrice(optionCode, out price);
+            Assert.AreEqual(price, 12.22);
+
+            var priceModel = provider.GetPriceModel("RBTest-P-2650");
+            Assert.AreEqual(priceModel.SettlePrice, 12.24);
+
+            provider.TryGetPriceModel("RBTest-P-2650", out priceModel);
+            Assert.AreEqual(priceModel.HighPrice, 12.32);
+        }
+    }
+}
@@ -0,0 +1,58 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using YLErp.BLL;
+using YLErp.DBModels;
+
+namespace YLErp.Modules.DataProviderModule
+{
+    [TestClass]
+    public class ExchangeOptionPriceProviderTest : YLUnitTestBase
+    {
+        [TestMethod]
+        public void TestGetPrice()
+        {
+            var valueDate = valuedateBLL.ValueDate;
+
+            const string optionCode = "RBTest-P-2650";
+
+            var insertModel = new ExchangeListOption
+            {
+                ContractCode = optionCode,
+                ContractSize = 10,
+                CreateTime = DateTime.Now,
+                ExerciseMode = "European",
+                MarginRate = 0.05,
+                MarketCode = "TEST_TEST",
+                MaturityDate = valueDate.AddMonths(1),
+                OpenDate = valueDate.AddDays(-10),
+                OptionType = "看跌",
+                PrevClosePrice = 12.2,
+                Price = 12.32,
+                PriceTick = 0.1,
+                PriceTime = DateTime.Now,
+                Strike = 2650,
+                UnderlyingCode = "RBTest"
+            };
+
+            AddClearSQL<ExchangeListOption>($"ContractCode='{optionCode}'");
+
+            DbContext.exchange_list_option.Add(insertModel);
+            DbContext.SaveChanges();
+
+            var provider = new ExchangeOptionPriceProvider();
+
+            var price = provider.GetPrice("RBTest-P-2650");
+            Assert.AreEqual(price, 12.32);
+
+            var hasPrice = provider.TryGetPrice(optionCode, out price);
+            Assert.AreEqual(price, 12.32);
+
+            var priceModel = provider.GetPriceModel("RBTest-P-2650");
+            Assert.AreEqual(priceModel.Price, 12.32);
+
+            //场内期权没有取昨日收盘价
+            provider.TryGetPriceModel("RBTest-P-2650", out priceModel);
+            Assert.AreEqual(priceModel.PreClose, null);
+        }
+    }
+}
@@ -0,0 +1,64 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using YLErp.DBModels;
+using YLErp.DBModels.Consts;
+
+namespace YLErp.Modules.DataProviderModule
+{
+    [TestClass]
+    public class TradeHisDataProviderTest : YLUnitTestBase
+    {
+        [TestMethod]
+        public void Test1()
+        {
+            TradeHisData t;
+
+            DbContext.BulkDelete<TradeHisData>($"{nameof(t.TradeId)} in (1)");
+
+            var value = 0.1;
+            var datas = new TradeHisData[20];
+            var startDate = DateTime.Today.AddYears(1);
+
+            for (var i = 0; i < 20; i += 2)
+            {
+                datas[i] = new TradeHisData
+                {
+                    TradeId = 1,
+                    OptDate = DateTime.Now,
+                    OptId = 0,
+                    OptName = UserName,
+                    Value = value + i * 0.05,
+                    ValueDate = startDate.AddDays(i * 3),
+                    ValueType = ConsTradeField.NoRiskRate
+                };
+
+                datas[i + 1] = datas[i].Clone();
+                datas[i + 1].ValueType = ConsTradeField.DividendRate;
+            }
+
+            DbContext.TradeHisData.AddRange(datas);
+            DbContext.SaveChanges();
+
+            for (var i = 0; i < 10; i += 2)
+            {
+                var provider = new TradeHisDataProvider(datas[i].ValueDate.AddDays(1));
+
+                Assert.AreEqual(datas[i].Value.ToString("F4"), provider.GetNoRiskRate(1)?.ToString("F4"));
+                Assert.AreEqual(datas[i + 1].Value.ToString("F4"), provider.GetDividendRate(1)?.ToString("F4"));
+
+                provider = new TradeHisDataProvider(datas[i].ValueDate.AddDays(2));
+                provider.Initialize();
+
+                Assert.AreEqual(datas[i].Value.ToString("F4"), provider.GetNoRiskRate(1)?.ToString("F4"));
+                Assert.AreEqual(datas[i + 1].Value.ToString("F4"), provider.GetDividendRate(1)?.ToString("F4"));
+
+                provider = new TradeHisDataProvider(datas[i].ValueDate.AddDays(6));
+
+                Assert.AreNotEqual(datas[i].Value.ToString("F4"), provider.GetNoRiskRate(1)?.ToString("F4"));
+                Assert.AreNotEqual(datas[i + 1].Value.ToString("F4"), provider.GetDividendRate(1)?.ToString("F4"));
+            }
+
+            DbContext.BulkDelete<TradeHisData>($"{nameof(t.TradeId)} in (1)");
+        }
+    }
+}