zszq-trs/UnitTestProject/Modules/ApiModule/TestUnderlyingVolServiceV2.cs

using YLErp.Modules.VolatilityModule.ApiModule;

namespace YLErp.Modules.ApiModule
{
    [TestClass]
    public class TestUnderlyingVolServiceV2 : UnitTestBase
    {
        [TestMethod]
        public void TestSaveAndQuery()
        {
            var volTableJson = ReadResourceFile("ApiModule\\voltable.json");
            var volTable = JsonHelper.Parse<List<SingleVol>>(volTableJson);
            var service = new UnderlyingVolServiceV2(OptUserInfo.SystemUser);

            for (var i = 0; i < 10; i++)
            {
                foreach (var item in volTable)
                {
                    item.Vol = 0.3 * (1 + (i / 100d));
                }

                var saveReq = new UnderlyingVolSaveApiRequestV2
                {
                    ContractCode = "RB00",
                    VolType = "交易",
                    ValueDate = new DateTime(2022, 1, 1).AddDays(i),
                    VolTable = volTable
                };

                service.SaveVolSurface(saveReq);
            }

            for (var i = 0; i < 10; i++)
            {
                var qryRequest = new UnderlyingVolQueryApiRequestV2
                {
                    UnderlyingCodes = new string[] { "RB00" },
                    ValueDate = new DateTime(2022, 1, 1).AddDays(i),
                    VolTypes = new string[] { "交易" }
                };

                var items = service.GetVolSurfaces(qryRequest);

                var vol = 0.3 * (1 + (i / 100d));

                Assert.IsTrue(items.All(n => n.VolTable.All(m => Math.Abs(m.Vol - vol) < 1e-6)));
            }
        }
    }
}