using YLErp.Modules.CalculationModule;
using YLErp.Modules.EodModule;

namespace YLErp.BasicTests
{
    [TestClass]
    public class GLMSGreeksHandleServiceTest
    {
        [TestMethod]
        public void Handle_NonRateAsset_CalculatesVega1bpBeforeRateFilter()
        {
            var service = new GLMSGreeksHandleService();
            var dto = new EodPositionRisksDTO
            {
                Vega = 2500d
            };
            var underlying = new underlying_manager
            {
                UnderlyingInstrumentType = ConsGlobal.InstrumentType.Stock
            };

            service.Handle(dto, underlying);

            Assert.IsNotNull(dto.Vega_1bp);
            Assert.AreEqual(0.25d, dto.Vega_1bp.Value, 1e-12);
            Assert.IsNull(dto.Vega_r);
            Assert.IsNull(dto.Vega_r_1bp);
        }

        [TestMethod]
        public void Handle_TradeValueResult_NonRateAsset_CalculatesVega1bpBeforeRateFilter()
        {
            var service = new GLMSGreeksHandleService();
            var result = new TradeValueResult
            {
                Vega = 2500d
            };
            var underlying = new underlying_manager
            {
                UnderlyingInstrumentType = ConsGlobal.InstrumentType.Stock
            };

            service.Handle(new trade(), result, underlying);

            Assert.IsNotNull(result.Vega_1bp);
            Assert.AreEqual(0.25d, result.Vega_1bp.Value, 1e-12);
            Assert.IsNull(result.Vega_r);
            Assert.IsNull(result.Vega_r_1bp);
        }
    }
}