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 +1,65 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.BLL;
+using YLErp.DBModels;
+using YLErp.DBModels.Consts;
+using YLErp.Modules.TradeModule.DealModule;
+
+namespace YLErp.Modules.TradeModule
+{
+    [TestClass]
+    public class OtcTradeCloseServiceTest : UnitTestBase
+    {
+        [TestMethod("执行了结API")]
+        public void Test()
+        {
+            var model = new TradeCloseRequestModel
+            {
+                CloseDate = valuedateBLL.ValueDate,
+                CloseTradeAmountRate = 0.5,
+                CloseTradeAmount = 50,
+                CloseType = "平仓",
+                TradeNumber = "CW20180051C1555",
+                UnwindPrice = 30,
+                UnderlyingPrice = 3700,
+                UnwindVolatility = 0.2
+            };
+
+            var result = new OtcTradeCloseService(CurUser).ExecuteClose(model);
+
+            var td = result.Trade;
+            var tc = result.TradeCash;
+
+            var Notional = td.Notional;
+
+            if (ConsTrade.TradeCompleteStatus.Contains(td.TradeStatus))
+            {
+                Notional = 0;
+            }
+
+            var TcAction = tc.ExerciseWay == TradeCashExerciseWayEnum.到期行权 ? "到期" : "终止";
+            var TcTradePrice = (td.TradePrice ?? 0) * (tc.UnwindPercentRate ?? 0) * (td.BuySell == "买入" ? -1 : 1);
+            var WinLoss = tc.Amount + TcTradePrice;
+
+            //参考OtcTradeDetail类
+
+            var ret = new
+            {
+                td.TradeNumber,
+                td.TradeStatus,
+                Notional,
+                TcAction,
+                TcValueDate = tc.HappenedDate ?? tc.ValueDate,
+                TcFinalPrice = tc.FinalPrice,
+                TcUnwindPrice = tc.UnwindPrice,
+                TcUnwindPricePercent = tc.UnwindPricePercentRate,
+                TcUnwindNotional = tc.UnwindNotional ?? tc.Notional,
+                TcUnwindPercent = tc.UnwindPercentRate,
+                TcAmount = tc.Amount,
+                WinLoss,
+                TcTradePrice
+            };
+
+            Assert.AreEqual(tc.Amount, 1500);
+        }
+    }
+}