using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using YLErp.DBModels;
using YLErp.Model.Enum;
using YLErp.Modules.TradeModule.OrderModule;

namespace YLErp.Modules.TradeModule
{
    [TestClass]
    public class OtcTradeSaveServiceTest : YLUnitTestBase
    {
        [TestMethod]
        public void TestMethod1()
        {
            var model = new OtcOptionTradeFullEx
            {
                AssetBookName = "111",
                TraderName = "超级助理",
                ClientNumber = "F0028",
                TradeType = "合成价差期权",
                TradeNumber = "200610003",
                UnderlyingCode = "TA101-TA105",
                BuySell = "买入",
                ExerciseMode = "未知",
                OptionType = "看跌",
                SpotPrice = -102.0,
                Strike = -120.0,
                TradeDate = new DateTime(2020, 07, 17),
                ExerciseDate = new DateTime(2020, 07, 17),
                Notional = 3000.0,
                TradeSinglePrice = 18.23,
                TradeOpenVolatility = 6.7518667393419873,
                TradeCloseVolatility = 7.7646,
                NumOfSmoothingDays = 20,
                Comments = "F0028",
                SyntheticPrices = new UnderlyingPriceModel[]{
                    new UnderlyingPriceModel
                    {
                        UnderlyingCode= "TA101",
                        Price= 3857.0
                    },
                    new UnderlyingPriceModel{
                        UnderlyingCode= "TA105",
                        Price= 3959.0
                    }
                }
            };

            var trade = new OtcTradeSaveService(this).SaveOptionTradeFromApiOrImport(model, TradeSourceEnum.WebApiV2);
        }
    }
}