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);
        }
    }
}