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

namespace YLErp.Modules.HaitongApiTests
{
    //OrderApiController: api/v1/order/option

    [TestClass]
    public class HaitongApiTest : YLUnitTestBase
    {
        [TestMethod]
        public void TestOrderAPI()
        {
            var model = new OtcOptionTradeFullEx
            {
                TTMDays = 21.66,
                StrikeGearingFactor = 1,
                TradeType = "香草期权",
                TradeSinglePrice = 129.856,
                TradeOpenVolatility = 0.3,
                IsMoneynessOption = "否",
                TradeAmount = 1.0000,
                StockEqvNotional = 3660.000,
                StockEqvNotionalReal = 3660.000,
                VolType = "交易",
                UnderlyingInstrumentType = "CommodityFutures",
                ExerciseDate = new DateTime(2020, 08, 17),
                TraderName = "超级助理",
                Strike = 3660.0000,
                UnderlyingId = 99332671,
                Notional = 1.0000,
                OptionType = "看涨",
                ExerciseMode = "European",
                NoRiskRate = 0.03,
                SpotPrice = 3660.0000,
                UnderlyingCode = "RB2008",
                TradeDate = new DateTime(2020, 07, 17),
                BuySell = "卖出",
                MaturityDate = new DateTime(2020, 08, 17),
                TradePrice = 129.86,
                AnnualizeFactor = 1,
                ParticipationRate = 1,
                SettlementDate = new DateTime(2020, 08, 17),
                PremiumRate = 0.03548,
                InitialMargin = -278.09,
                AssetBookName = "111",
                ClientName = "111",
                TradeNumber = "UnitTest-" + DateTime.Now.ToString("yyyyMMddHHmmss"),
                TradeCloseVolatility = 0.03,
                NumOfSmoothingDays = 2,
            };

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

            var hedgeVol = DbContext.trade_hedge_vol.FirstOrDefault(n => n.TradeId == trade.id);

            Assert.IsTrue(hedgeVol != null);

            Assert.IsTrue(Math.Abs(hedgeVol.TradeSavedVol - model.TradeOpenVolatility.Value) < 1e-6);

            //var result = new TradeConfirmService(this).tradeConfirm(new[] { trade.id }, true);
            //Assert.IsTrue(string.IsNullOrWhiteSpace(result.errorMsg));

            var reqModel = new ClientPositionQueryModel
            {
                TradeStatus = new[] { EnumTradeStatus.added },
                ClientId = DataCacheProvider.GetClientDataSource().AsQueryable().First(n => n.Name == "111").id
            };

            var pagedList = new ClientPositionService(this).GetAllPositionsV2(reqModel);

            Assert.IsTrue(pagedList.Any(n => n.TradeId == trade.id));
            Assert.IsTrue(pagedList.First(n => n.TradeId == trade.id).HedgeVol > 0);
        }
    }
}