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 +1,81 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Linq;
+using YLErp.DBModels.Enums;
+using YLErp.Model.Enum;
+using YLErp.Modules.ClientModule;
+using YLErp.Modules.TradeModule.OrderModule;
+
+namespace YLErp.Modules.HaitongApiTests
+{
+    //OrderApiController: api/v1/order/option
+
+    [TestClass]
+    public class HaitongApiTest : YLUnitTestBase
+    {
+        [TestMethod]
+        public void TestOrderAPI()
+        {
+            var model = new OtcOptionTradeFullEx
+            {
+                TTMDays = 21.66,
+                StrikeGearingFactor = 1,
+                TradeType = "香草期权",
+                TradeSinglePrice = 129.856,
+                TradeOpenVolatility = 0.3,
+                IsMoneynessOption = "否",
+                TradeAmount = 1.0000,
+                StockEqvNotional = 3660.000,
+                StockEqvNotionalReal = 3660.000,
+                VolType = "交易",
+                UnderlyingInstrumentType = "CommodityFutures",
+                ExerciseDate = new DateTime(2020, 08, 17),
+                TraderName = "超级助理",
+                Strike = 3660.0000,
+                UnderlyingId = 99332671,
+                Notional = 1.0000,
+                OptionType = "看涨",
+                ExerciseMode = "European",
+                NoRiskRate = 0.03,
+                SpotPrice = 3660.0000,
+                UnderlyingCode = "RB2008",
+                TradeDate = new DateTime(2020, 07, 17),
+                BuySell = "卖出",
+                MaturityDate = new DateTime(2020, 08, 17),
+                TradePrice = 129.86,
+                AnnualizeFactor = 1,
+                ParticipationRate = 1,
+                SettlementDate = new DateTime(2020, 08, 17),
+                PremiumRate = 0.03548,
+                InitialMargin = -278.09,
+                AssetBookName = "111",
+                ClientName = "111",
+                TradeNumber = "UnitTest-" + DateTime.Now.ToString("yyyyMMddHHmmss"),
+                TradeCloseVolatility = 0.03,
+                NumOfSmoothingDays = 2,
+            };
+
+            var trade = new OtcTradeSaveService(this).SaveOptionTradeFromApiOrImport(model, TradeSourceEnum.WebApiV2);
+
+            var hedgeVol = DbContext.trade_hedge_vol.FirstOrDefault(n => n.TradeId == trade.id);
+
+            Assert.IsTrue(hedgeVol != null);
+
+            Assert.IsTrue(Math.Abs(hedgeVol.TradeSavedVol - model.TradeOpenVolatility.Value) < 1e-6);
+
+            //var result = new TradeConfirmService(this).tradeConfirm(new[] { trade.id }, true);
+            //Assert.IsTrue(string.IsNullOrWhiteSpace(result.errorMsg));
+
+            var reqModel = new ClientPositionQueryModel
+            {
+                TradeStatus = new[] { EnumTradeStatus.added },
+                ClientId = DataCacheProvider.GetClientDataSource().AsQueryable().First(n => n.Name == "111").id
+            };
+
+            var pagedList = new ClientPositionService(this).GetAllPositionsV2(reqModel);
+
+            Assert.IsTrue(pagedList.Any(n => n.TradeId == trade.id));
+            Assert.IsTrue(pagedList.First(n => n.TradeId == trade.id).HedgeVol > 0);
+        }
+    }
+}