using Qdp.Pricing.Library.Options.Products.Autocall.Snowball;
using YLErp.Modules.CalculationModule;

namespace YLErp.Modules.TradeModule
{
    [TestClass]
    public class TradeSnowballBLLTest : UnitTestBase
    {
        [TestMethod]
        public void Test1()
        {
            var db = DbContextFactory.GetYLDbContext();

            var tradeObj = db.trade.AsNoTracking().FirstOrDefault(n => n.TradeNumber == "CW20180051OP220701049X");

            if (tradeObj == null)
            {
                throw new ServiceException("没有找到交易数据");
            }

            BLL.tradeBLL.SetFieldsByTradeType(tradeObj);

            var optionTrade = QdpTradeBuilder.GetSnowballOptionTrade(tradeObj, tradeObj.trade_snowball
                , new OptionTradeParamRequest(BLL.valuedateBLL.SysRiskFreeRate())
                {

                });

            var snowball = (SimpleSnowball)optionTrade.Instrument;

            var CouponPayment = snowball.CouponPayment(tradeObj.ExerciseDate.Value,
                includeStartDate: tradeObj.trade_snowball.CouponIncludeStartDate == true && tradeObj.trade_snowball.CouponDayCount != "Monthly");

            Assert.AreEqual(CouponPayment, 1.1, 0.1);
        }
    }
}