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 +1,32 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Collections.Generic;
+using YLErp.DBModels;
+using YLErp.Models;
+using YLErp.QdpModule.Constants;
+
+namespace YLErp.Modules.VolatilityModule
+{
+    [TestClass]
+    public class VolatilityBasicTest
+    {
+        [TestMethod("测试波动率数据序列化")]
+        public void TestSerialize()
+        {
+            var date = new DateTime(2020, 4, 23);
+
+            var vola = VolatilityBuilder.CreateMoneynessVolBuilder(date)
+                .SetUnderlying(111, "RB2005").SetData(0.25533333).Build();
+
+            Assert.AreEqual(vola.QuotationDate, date);
+            Assert.AreEqual(vola.VolType, ConsVolInfos.defVolType);
+            Assert.AreEqual(vola.VolSurfaceMode, ConsVolInfos.defVolMode);
+            Assert.AreEqual(vola.UnderlyingId, 111);
+            Assert.AreEqual(vola.ContractCode, "RB2005");
+
+            var list = JsonHelper.Deserialize<List<SingleVol>>(vola.Data);
+
+            Assert.AreEqual(0.255333, list[0].Vol);
+        }
+    }
+}