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 +1,52 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using YLErp.DBModels;
+using YLErp.Model.Enum;
+using YLErp.Modules.TradeModule.OrderModule;
+
+namespace YLErp.Modules.TradeModule
+{
+    [TestClass]
+    public class OtcTradeSaveServiceTest : YLUnitTestBase
+    {
+        [TestMethod]
+        public void TestMethod1()
+        {
+            var model = new OtcOptionTradeFullEx
+            {
+                AssetBookName = "111",
+                TraderName = "超级助理",
+                ClientNumber = "F0028",
+                TradeType = "合成价差期权",
+                TradeNumber = "200610003",
+                UnderlyingCode = "TA101-TA105",
+                BuySell = "买入",
+                ExerciseMode = "未知",
+                OptionType = "看跌",
+                SpotPrice = -102.0,
+                Strike = -120.0,
+                TradeDate = new DateTime(2020, 07, 17),
+                ExerciseDate = new DateTime(2020, 07, 17),
+                Notional = 3000.0,
+                TradeSinglePrice = 18.23,
+                TradeOpenVolatility = 6.7518667393419873,
+                TradeCloseVolatility = 7.7646,
+                NumOfSmoothingDays = 20,
+                Comments = "F0028",
+                SyntheticPrices = new UnderlyingPriceModel[]{
+                    new UnderlyingPriceModel
+                    {
+                        UnderlyingCode= "TA101",
+                        Price= 3857.0
+                    },
+                    new UnderlyingPriceModel{
+                        UnderlyingCode= "TA105",
+                        Price= 3959.0
+                    }
+                }
+            };
+
+            var trade = new OtcTradeSaveService(this).SaveOptionTradeFromApiOrImport(model, TradeSourceEnum.WebApiV2);
+        }
+    }
+}