using Qdp.Pricing.Base.Enums;

namespace YLErp.Modules.CalcModules
{
    /// <summary>
    /// SpreadOptionInfoTest 的摘要说明
    /// </summary>
    [TestClass]
    public class SpreadOptionPayoffTest
    {
        #region 附加测试特性
        //
        // 编写测试时，可以使用以下附加特性: 
        //
        // 在运行类中的第一个测试之前使用 ClassInitialize 运行代码
        // [ClassInitialize()]
        // public static void MyClassInitialize(TestContext testContext) { }
        //
        // 在类中的所有测试都已运行之后使用 ClassCleanup 运行代码
        // [ClassCleanup()]
        // public static void MyClassCleanup() { }
        //
        // 在运行每个测试之前，使用 TestInitialize 来运行代码
        // [TestInitialize()]
        // public void MyTestInitialize() { }
        //
        // 在每个测试运行完之后，使用 TestCleanup 来运行代码
        // [TestCleanup()]
        // public void MyTestCleanup() { }
        //
        #endregion

        [TestMethod]
        public void TestParse()
        {
            var spreadInfo = new SpreadOptionPayoff("S1+1.5S2-S3");

            Assert.AreEqual(SpreadType.ThreeAssetsSpreadBasket, spreadInfo.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.0, 1.5, 1.0 }, spreadInfo.Weights));
        }

        [TestMethod]
        public void TestTwoAssets()
        {
            var spreadInfo = new SpreadOptionPayoff("S1-S2");

            Assert.AreEqual(SpreadType.TwoAssetsSpread, spreadInfo.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.0, 1.0 }, spreadInfo.Weights));

            var spreadInfo1 = new SpreadOptionPayoff("1.5S1-2S2");

            Assert.AreEqual(SpreadType.TwoAssetsSpread, spreadInfo1.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.5, 2.0 }, spreadInfo1.Weights));
        }

        [TestMethod]
        public void TestThreeAssets()
        {
            var spreadInfo = new SpreadOptionPayoff("2S1-S2-S3");

            Assert.AreEqual(SpreadType.ThreeAssetsSpread, spreadInfo.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 2.0, 1.0, 1.0 }, spreadInfo.Weights));

            var spreadInfo1 = new SpreadOptionPayoff("S1+0.5S2-1.1S3");
            Assert.AreEqual(SpreadType.ThreeAssetsSpreadBasket, spreadInfo1.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.0, 0.5, 1.1 }, spreadInfo1.Weights));
        }

        [TestMethod]
        public void TestFourAssets()
        {
            var spreadInfo = new SpreadOptionPayoff("1.1S1-0.8S2-0.7S3-S4");

            Assert.AreEqual(SpreadType.FourAssetsSpread, spreadInfo.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.1, 0.8, 0.7, 1.0 }, spreadInfo.Weights));

            var spreadInfo1 = new SpreadOptionPayoff("S1+0.5S2-1.1S3-2S4");

            Assert.AreEqual(SpreadType.FourAssetsSpreadBasketType1, spreadInfo1.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.0, 0.5, 1.1, 2.0 }, spreadInfo1.Weights));

            var spreadInfo2 = new SpreadOptionPayoff("1.1S1+0.5S2+0.9S3-2.2S4");

            Assert.AreEqual(SpreadType.FourAssetsSpreadBasketType2, spreadInfo2.SpreadType);
            Assert.IsTrue(Enumerable.SequenceEqual(new double[] { 1.1, 0.5, 0.9, 2.2 }, spreadInfo2.Weights));
        }

    }
}