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 +1,21 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using YLErp.Modules.UnderlyingModule.ApiModudle;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    [TestClass]
+    public class ApiModuleTest : UnitTestBase
+    {
+        [TestMethod]
+        public void TestGetUnderlyingList()
+        {
+            var datas = new ApiDataQueryService(CurUser).GetUnderlyingList();
+            Assert.IsTrue(datas.Any());
+        }
+    }
+}
@@ -0,0 +1,205 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Linq;
+using YLErp.BLL;
+using YLErp.DBModels;
+using YLErp.Models;
+
+namespace YLErp.Modules.UnderlyingModule
+{
+    [TestClass]
+    public class HisDataServiceTest : YLUnitTestBase
+    {
+        [TestMethod("测试历史数据升级(标的品种)")]
+        public void TestVarietyUpdate()
+        {
+            var service = new VarietyDalService(OptUser);
+
+            var db = DbContextFactory.GetYLDbContext();
+
+            var va = db.variety.AsNoTracking().FirstOrDefault(n => n.VarietyCode == "LU");
+
+            va.id = 0;
+            va.VarietyCode = "LUX";
+            va.UpLimit = string.Empty;
+            va = service.SaveData(va);
+
+            var date = va.Margin.HasValue ? valuedateBLL.ValueDate : new DateTime(2000, 1, 1);
+
+            var dvalue = 0.033;
+
+            va.Margin = dvalue;
+            va.VolatilityRate = "3.3%";
+            va.UpLimit = "3.3%";
+            var va2 = service.SaveData(va);
+
+            Assert.AreEqual(va2.Margin, dvalue);
+
+            var tf = db.VarietyHisData.Any(n => n.VarietyId == va.id && n.ValueDate == date
+            && n.ValueType == nameof(MarginParamModel.MarginRate) && n.Value == dvalue);
+            Assert.IsTrue(tf);
+        }
+
+        [TestMethod("测试历史数据升级(标的资产)")]
+        public void TestUnderlyingUpdate()
+        {
+            var service = new UnderlyingDalService(OptUser);
+
+            var db = DbContextFactory.GetYLDbContext();
+
+            var va = db.underlying_manager.AsNoTracking().FirstOrDefault(n => n.UnderlyingCode == "HC2106");
+
+            va.id = 0;
+            va.UnderlyingCode = "HCC2106";
+            va = service.SaveUnderlyingData(va);
+
+            var date = va.MarginRate.HasValue ? valuedateBLL.ValueDate : new DateTime(2000, 1, 1);
+
+            var dvalue = 0.033;
+
+            va.MarginRate = dvalue;
+            va.VolatilityRate = "3.3%";
+            va.UpDownLimit = "3.3%";
+            var va2 = service.SaveUnderlyingData(va);
+
+            Assert.AreEqual(va2.MarginRate, dvalue);
+            Assert.AreEqual(va2.VolatilityRate, 0.033);
+
+            var tf = db.UnderlyingHisData.Any(n => n.UnderlyingCode == va.UnderlyingCode && n.ValueDate == date
+            && n.ValueType == nameof(MarginParamModel.MarginRate) && n.Value == dvalue);
+            Assert.IsTrue(tf);
+        }
+
+        [TestMethod("测试标的历史数据回写")]
+        public void TestUnderlyingBackHisDataToMainTable()
+        {
+            var un = GetUnderlyingManager();
+
+            var date = valuedateBLL.ValueDate.AddDays(-2);
+
+            AddClearSQL<UnderlyingHisData>("UnderlyingCode='{0}'", un.UnderlyingCode);
+
+            var service = new UnderlyingHisDataService(OptUser);
+
+            service.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = un.UnderlyingCode,
+                Value = 0.0335,
+                ValueDate = date,
+                ValueFlag = "F",
+                ValueType = nameof(MarginParamModel.MarginRate)
+            });
+
+            service.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = un.UnderlyingCode,
+                Value = 0.0355,
+                ValueDate = date.AddDays(1),
+                ValueFlag = "F",
+                ValueType = nameof(MarginParamModel.MarginRate)
+            });
+
+            service.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = un.UnderlyingCode,
+                Value = null,
+                ValueDate = date.AddDays(1),
+                ValueFlag = "F",
+                ValueType = nameof(MarginParamModel.MarginRate)
+            });
+
+            service.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = un.UnderlyingCode,
+                Value = 0.0335,
+                ValueDate = date,
+                ValueFlag = "F",
+                ValueType = nameof(MarginParamModel.VolatilityRate)
+            });
+
+            service.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = un.UnderlyingCode,
+                Value = 33.555,
+                ValueDate = date,
+                ValueFlag = "F",
+                ValueType = nameof(MarginParamModel.UpDownLimit)
+            });
+
+            service.AddOrUpdateHisData(new UnderlyingHisDataAddOrUpdateRequest
+            {
+                UnderlyingCode = un.UnderlyingCode,
+                Value = null,
+                ValueDate = date,
+                ValueFlag = "F",
+                ValueType = nameof(MarginParamModel.UpDownLimit)
+            });
+
+            var changes = service.BackHisDataToMainTable();
+
+            Assert.IsTrue(changes == 3);
+
+            var un2 = DbContextFactory.GetYLDbContext().underlying_manager.FirstOrDefault(n => n.UnderlyingCode == un.UnderlyingCode);
+
+            //Assert.IsTrue(un2.MarginRate == 0.0355);
+            Assert.IsTrue(un2.MarginRate == null);
+            Assert.IsTrue(un2.VolatilityRate == "3.35%");
+            Assert.IsTrue(string.IsNullOrEmpty(un2.UpDownLimit));//"33.555"
+        }
+
+        [TestMethod("测试品种历史数据回写")]
+        public void TestVarietyBackHisDataToMainTable()
+        {
+            var va = GetVariety();
+
+            var date = valuedateBLL.ValueDate.AddDays(-2);
+
+            AddClearSQL<VarietyHisData>("VarietyId='{0}'", va.id);
+
+            var service = new VarietyHisDataService(OptUser);
+
+            service.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = va.id,
+                Value = 0.0335,
+                ValueDate = date,
+                ValueType = nameof(MarginParamModel.MarginRate)
+            });
+
+            service.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = va.id,
+                Value = 0.0355,
+                ValueDate = date.AddDays(1),
+                ValueType = nameof(MarginParamModel.MarginRate)
+            });
+
+            service.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = va.id,
+                Value = 0.0335,
+                ValueDate = date,
+                ValueType = nameof(MarginParamModel.VolatilityRate)
+            });
+
+            service.AddOrUpdateHisData(new VarietyHisDataAddOrUpdateRequest
+            {
+                VarietyId = va.id,
+                Value = 0.05566,
+                ValueDate = date,
+                ValueType = nameof(MarginParamModel.UpDownLimit)
+            });
+
+            var changes = service.BackHisDataToMainTable();
+
+            Assert.IsTrue(changes == 3);
+
+            var va2 = DbContextFactory.GetYLDbContext().variety.FirstOrDefault(n => n.id == va.id);
+
+            Assert.IsTrue(va2.Margin == 0.0355);
+            Assert.IsTrue(va2.VolatilityRate == "3.35%");
+            Assert.IsTrue(va2.UpLimit == "5.566%");
+            Assert.IsTrue(va2.DownLimit == "5.566%");
+        }
+    }
+}
@@ -0,0 +1,91 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Data.Entity.Infrastructure;
+using System.IO;
+using System.Linq;
+using YLErp.BLL;
+using YLErp.DBModels;
+
+namespace YLErp.Modules.MarginModule
+{
+    [TestClass]
+    public class MarginParamsImportServiceTest : YLUnitTestBase
+    {
+        [TestMethod("测试标的保证金参数导入")]
+        public void TestImportUnderlying()
+        {
+            var un = GetUnderlyingManager();
+
+            AddClearSQL<UnderlyingHisData>("{0}='{1}'", nameof(UnderlyingHisData.UnderlyingCode), un.UnderlyingCode);
+
+            using (var ms = new MemoryStream())
+            {
+                WriteExcel(false, un.UnderlyingCode, ms);
+                var result = new MarginParamsImportService(this).ImportUnderlying(ms);
+                Assert.IsTrue(result.SuccessSum > 0, result.ResultMsg);
+                Assert.IsTrue(un.MarginRate == 0.077);
+                var datas = DbContext.UnderlyingHisData.Where(n => n.UnderlyingCode == un.UnderlyingCode).ToArray();
+                Assert.IsTrue(datas.Length == 1 && datas[0].Value == 0.077);
+            }
+        }
+
+        [TestMethod("测试品种保证金参数导入")]
+        public void TestImportVariety()
+        {
+            var va = GetVariety();
+
+            AddClearSQL<VarietyHisData>("{0}='{1}'", nameof(VarietyHisData.VarietyId), va.id);
+
+            using (var ms = new MemoryStream())
+            {
+                WriteExcel(true, va.VarietyCode, ms);
+                var result = new MarginParamsImportService(this).ImportVariety(ms);
+                Assert.IsTrue(result.SuccessSum > 0, result.ResultMsg);
+                Assert.IsTrue(va.Margin == 0.077);
+                var datas = DbContext.VarietyHisData.Where(n => n.VarietyId == va.id).ToArray();
+                Assert.IsTrue(datas.Length == 1 && datas[0].Value == 0.077);
+            }
+        }
+
+        private void WriteExcel(bool isVariety, string code, Stream streamIn)
+        {
+            var codeColName = isVariety ? "品种代码" : "标的代码";
+
+            using (var wb = new ClosedXML.Excel.XLWorkbook())
+            {
+                var ws = wb.AddWorksheet("保证金比例");
+                var cell = ws.FirstCell();
+                foreach (var str in new[] { codeColName, "变动日期", "保证金比例" })
+                {
+                    cell.SetValue(str);
+                    cell = cell.CellRight();
+                }
+                cell = ws.Row(2).FirstCell();
+                foreach (var str in new[] { code, valuedateBLL.ValueDate.OtcFormatDate(), "7.7%" })
+                {
+                    cell.SetValue(str);
+                    cell = cell.CellRight();
+                }
+
+                ws = wb.AddWorksheet("Span波动率变动");
+                cell = ws.FirstCell();
+                foreach (var str in new[] { codeColName, "变动日期", "Span波动率变动" })
+                {
+                    cell.SetValue(str);
+                    cell = cell.CellRight();
+                }
+
+
+                ws = wb.AddWorksheet("Span涨跌幅度");
+                cell = ws.FirstCell();
+                foreach (var str in new[] { codeColName, "变动日期", "Span涨跌幅度" })
+                {
+                    cell.SetValue(str);
+                    cell = cell.CellRight();
+                }
+
+                wb.SaveAs(streamIn);
+            }
+        }
+    }
+}