using YLErp.Modules.CalculationModule;

namespace YLErp.Modules.CalcModules
{
    /// <summary>
    /// 障碍期权计算测试
    /// </summary>
    [TestClass]
    public class BarrierOptionCalcTest : UnitTestBase
    {
        [TestMethod("卖出障碍期权,PV应为负值但得到正值")]
        public void BarrierOptionCalcTest1()
        {
            var json = ReadResourceFile("TradeJson\\BarrierTrade1.json");
            var td = JsonHelper.Deserialize<trade>(json);
            Assert.IsNotNull(td);
            var result = OptionCalculatorV2.GetOptionValueResult(new DateTime(2021, 5, 24), td, new OptionValueCalcRequest(0.03)
            {
                spotPrices = new[] { 6544.1218 },
                vols = new[] { 0.1598 }
            }, out _);

            Assert.IsTrue(result.Pv < 0);
        }
    }
}