58 lines
2.6 KiB
C#
58 lines
2.6 KiB
C#
using YLErp.DBModels;
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using YLErp.Modules.DataProviderModule;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// R2 阶段三 §3.1 收盘价取数链路冒烟测试（只读 dev 库，不构造数据）：
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/// 债券净价源（china_bond_valuation，GetBondPrice 口径 SettlePrice=净价、ClosePrice=全价，≤计算日 取最近——盘中/非交易日回退到最近已有估值）；
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/// 指数/ETF收盘价源（eod_stock_price）。
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/// 两个源在"价格同步作业跑完前"决定引擎行为：取不到 → 追加按0、维持=初始（见 SwapSpanMarginEngineTest.SE_004）。
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/// </summary>
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[TestClass]
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public class SwapSpanPriceSourceTest
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{
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[TestMethod]
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public void SP_001_债券估值净价源_可取且净价为正()
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{
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using var db = DbContextFactory.GetYLDbContext();
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var latest = db.china_bond_valuation
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.Where(x => x.net_price > 0 && x.dirty_price_close > 0)
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.OrderByDescending(x => x.valuation_date)
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.Select(x => new { x.valuation_date, x.bond_id })
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.FirstOrDefault();
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if (latest == null)
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{
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Assert.Inconclusive("dev 库无中债估值数据，跳过");
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}
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//当日可取
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Assert.IsTrue(EodPriceQueryService.TryGetBondEodPrice(latest.valuation_date, latest.bond_id, out var price));
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Assert.IsTrue(price.SettlePrice > 0, "净价(SettlePrice)应为正");
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Assert.IsTrue(price.ClosePrice > 0, "全价(ClosePrice)应为正");
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//≤计算日 取最近：往未来多取几天仍回退到最近一条估值（盘中跑引擎即此语义）
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Assert.IsTrue(EodPriceQueryService.TryGetBondEodPrice(latest.valuation_date.AddDays(5), latest.bond_id, out var fallback));
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Assert.AreEqual(price.SettlePrice, fallback.SettlePrice, 1e-9);
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}
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[TestMethod]
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public void SP_002_ETF收盘价源_可取()
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{
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using var db = DbContextFactory.GetYLDbContext();
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var latest = db.eod_stock_price
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.Where(x => x.ClosePrice > 0)
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.OrderByDescending(x => x.ValueDate)
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.Select(x => new { x.ValueDate, x.UnderlyingCode })
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.FirstOrDefault();
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if (latest == null)
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{
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Assert.Inconclusive("dev 库无股票/ETF日终价格数据，跳过");
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}
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Assert.IsTrue(EodPriceQueryService.TryGetEodPrice(latest.ValueDate, latest.UnderlyingCode, out var price));
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Assert.IsTrue(price.GetPrice(SettlementTypeEnum.ClosePrice) > 0);
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}
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}
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}
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