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 +1,76 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using YLErp.BLL.Calculation;
+using YLErp.Modules.CalculationModule;
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.MarginModule.MarginTests
+{
+    [TestClass]
+    public class BasicCalcTest : UnitTestBase
+    {
+        [TestMethod("测试CalculatorHelper计算")]
+        public void TestOldNew()
+        {
+            var req = new CalculateRisksForTradesReqV1
+            {
+                userId = "1",
+                addVolRateDic = null,
+                isAddVolPercent = false,
+                isEodSettle = false,
+                isUseTradeVol = PS.Config.IsTradeVol,
+                overrideVolsForTrade = null,
+                PreciseTimeMode = true,
+                pricingRequest = QdpModule.QdpPricingRequest.PV_ONLY,
+                valueDate = DateTime.Today,
+                volType = "交易"
+            };
+
+            using (var db = DbContextFactory.GetYLDbContext())
+            {
+                req.tradeList = db.trade.Where(t => t.ValidState != ConsGlobal.InValid && t.ClientId > 0
+                    && t.TradeType != "结构化交易" && t.TradeStatus == "确认成交" && t.SpotPrice != null)
+                    .OrderByDescending(n => n.id).Take(10).ToList();
+            }
+
+            var priceDic = new Dictionary<string, double>();
+
+            foreach (var t in req.tradeList)
+            {
+                if (!priceDic.ContainsKey(t.UnderlyingCode))
+                {
+                    priceDic[t.UnderlyingCode] = t.SpotPrice.Value * 1.08;
+                }
+            }
+
+            req.priceProvider = (ManualPriceProvider)priceDic;
+
+            var resultNew = CalculatorHelper.CalculateRisksForTrades(req);
+
+            var resultNewDic = resultNew.Results.ToDictionary(n => n.Trade.id);
+
+            //var resultOld = CalculatorHelperOld.CalculateRisksForTrades(
+            //    req.userId, req.settleDate, req.tradeList, priceDic, req.pricingRequest,
+            //    req.addVolRateDic, req.isEndOfDate, req.volType, req.overrideVolsForTrade, req.isUseTradeVol,
+            //    req.PreciseTimeMode, req.isAddVolPercent);
+
+            Assert.AreEqual(resultNew.Results.Count, req.tradeList.Count());
+            //Assert.AreEqual(resultOld.Results.Count, req.tradeList.Count());
+
+            //foreach (var ro in resultOld.Results)
+            //{
+            //    if (resultNewDic.TryGetValue(ro.Trade.id, out var rn))
+            //    {
+            //        Assert.IsTrue(Math.Abs((ro.ValueResult.Pv) - (rn.ValueResult.Pv)) < 1e-6);
+            //    }
+            //    else
+            //    {
+            //        Assert.Fail();
+            //        System.Diagnostics.Debug.WriteLine("没有计算出PV");
+            //    }
+            //}
+        }
+    }
+}