using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using System.Linq;
using YLErp.DBModels;

namespace YLErp.Modules.VolatilityModule
{
    [TestClass]
    public class VolatilityQueryServiceTest : YLUnitTestBase
    {
        readonly VolatilityQueryService service;

        public VolatilityQueryServiceTest()
        {
            service = new VolatilityQueryService(new OptUserInfo(0, "UnitTest"));
        }

        [TestMethod("获取单个标的的曲面波动率")]
        public void TestGetVolatility()
        {
            var date = new DateTime(2020, 4, 20);

            //标的不存在的情况下获取不到波动率

            var vols = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = date,
                TradeVolWithBidAsk = true,
                UnderlyingId = 1,
                UnderlyingCode = "TA006",
                UserGroup = "",
                VolType = "交易"
            });

            Assert.AreEqual(vols.Count(), 0);

            //同源标的不存在波动率的情况下获取默认波动率

            var vols2 = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = date,
                TradeVolWithBidAsk = true,
                UnderlyingCode = "AP005",
                UserGroup = "",
                VolType = "交易"
            });

            Assert.AreEqual(vols2.Count(), 3);
            Assert.AreEqual(vols2.First().VolTable[0].Vol, 0.3);
            Assert.AreEqual(vols2.First().QuotationDate, date);

            var vols3 = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = date,
                TradeVolWithBidAsk = true,
                UnderlyingId = 14,
                //UnderlyingCode = "AP005",
                UserGroup = "",
                VolType = "交易"
            });

            Assert.AreEqual(vols3.Count(), 3);
            Assert.AreEqual(vols3.First().VolTable[0].Vol, 0.3);
            Assert.AreEqual(vols3.First().QuotationDate, date);

            //标的已过期的情况下返回波动率为0的默认波动率

            var vols4 = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = date,
                TradeVolWithBidAsk = true,
                UnderlyingCode = "RB2003",
                UserGroup = "",
                VolType = "交易"
            });

            Assert.AreEqual(vols4.Count(), 3);
            Assert.AreEqual(vols4.First().VolTable[0].Vol, 0);
            Assert.AreEqual(vols4.First().QuotationDate, date);
        }

        [TestMethod("获取单个标的的曲面波动率2")]
        public void TestGetVolatility2()
        {
            var date = DateTime.Today;

            var vols = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = date,
                TradeVolWithBidAsk = true,
                UnderlyingCode = "AL00",
                VolType = "交易"
            });

            Assert.AreEqual(vols.Count(), 0);
        }

        [TestMethod("获取批量标的的曲面波动率")]
        public void TestGetVolatilities()
        {
            var vols = service.GetVolatilities(new BatchVolatilityRequest
            {
                QuotationDate = DateTime.Today,
                TradeVolWithBidAsk = true,
                UserGroup = string.Empty,
                VolType = "交易"
            }, true);
        }

        [TestMethod("验证波动率复制")]
        public void TestMissingVolatilities()
        {
            var un = GetUnderlyingManager();

            AddClearSQL<volatility>($"{nameof(volatility.ContractCode)}='{un.UnderlyingCode}'");

            var vols = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = DateTime.Today,
                TradeVolWithBidAsk = false,
                UserGroup = string.Empty,
                VolType = "交易",
                UnderlyingCode = un.UnderlyingCode,
                UnderlyingId = un.id
            }, true);

            Assert.IsTrue(vols.Count() == 1 && vols.First().VolTable[0].Vol == 0.3);

            var vols2 = service.GetVolatility(new SingleVolatilityRequest
            {
                QuotationDate = DateTime.Today,
                TradeVolWithBidAsk = true,
                UserGroup = string.Empty,
                VolType = "交易",
                UnderlyingCode = un.UnderlyingCode,
                UnderlyingId = un.id
            }, true);

            Assert.IsTrue(vols2.Count() == 3 && vols2.First().VolTable[0].Vol == 0.3);
        }
    }
}