zszq-trs/UnitTestProject/Modules/EodModule/EodSettlementTaskTest.cs

using YLErp.Configuration;
using YLErp.Modules.EodModule.SettlementModule;
using YLErp.Modules.TradeModule.DealModule;

namespace YLErp.Modules.EodModule
{
    [TestClass]
    public class EodSettlementTaskTest : UnitTestBase
    {


        [TestMethod]
        public void TestEodTask()
        {
            var eodDate = new DateTime(2020, 9, 2);

            var task = new EodTask
            {
                StartDate = eodDate,
                EndDate = eodDate,
                VolTypes = "持仓",//"持仓,开仓,对冲";
                PriceType = EodSettlePriceType.ClosePrice
            };
            EodTaskRunner.ExecuteDebugAsync(task).Wait();
            Assert.IsTrue(task.TaskState == EodTaskState.completed, task.TaskResult);
        }

        [TestMethod]
        public void TestReadTrade()
        {
            var date = new DateTime(2020, 07, 01);
            var eodArr = new YLContext().eod_trade.Where(O => O.ValueDate == date).ToArray();
            var tradeArr = eodArr.Select(O => O.trade).ToArray();
        }

        /// <summary>
        /// GetFixingString 测试
        /// </summary>
        [TestMethod]
        public void GetFixingString()
        {
            var underlyingCode = "A00";
            var settlementType = 1;
            var futurePriceList = new YLContext().eod_commodity_future_price
             .Where(e => e.UnderlyingCode == underlyingCode)
             //.Where(e => e.ValueDate >= startDate)
             //.Where(e => e.ValueDate >= exerciseDate)
             .Select(e => new
             {
                 e.ValueDate,
                 e.ClosePrice,
                 e.SettlePrice,
                 e.ReferencePrice
             }).ToList();

            var query = from e in futurePriceList
                        orderby e.ValueDate
                        select e.ValueDate + "," + GetPrice(settlementType, e.ClosePrice, e.SettlePrice, e.ReferencePrice);

            var fixing = string.Join(";", query.ToArray());
        }


        /// <summary>
        /// GetFixingString 测试
        /// </summary>
        [TestMethod]
        public void ClientBalanceCalc()
        {
            var request = new EodSettlementRequest(GetOptUser())
            {
                VolType = null,
                UseClosePrice = true,
                ClientIds = null,
                SettleDate = DateTime.Today
            };
            CancellationTokenSource cancellationTokenSource;
            EodSettlementContextV2 _context;
            cancellationTokenSource = new CancellationTokenSource();
            var settlementConfig = new SettlementConfig
            {
                Version = "V1",
                CalcPnlExplain = false,
                PriceType = 3,
                SupportPart = false,
                VolTypes = "持仓,开仓,对冲,光证,BidAskVol"
            };
            _context = new EodSettlementContextV2(request, settlementConfig, cancellationTokenSource.Token);
            new EodClientBalanceCalc(_context).ClientBalanceCalc();
        }

        private double GetPrice(int settlementType, double closePrice, double settlePrice, double? referencePrice)
        {
            var price = closePrice;
            if (settlementType == (int)SettlementTypeEnum.SettlePrice)
            {
                price = settlePrice;
            }
            else if (settlementType == (int)SettlementTypeEnum.ReferencePrice)
            {
                price = referencePrice ?? closePrice;
            }
            return price;
        }

        public enum SettlementTypeEnum
        {

            ClosePrice = 0,

            SettlePrice = 1,


            ReferencePrice = 2,
        }

        [TestMethod]
        public void TestDividend()
        {
            var service = new DividendService(OptUserInfo.UnitTestUser);

            var info = new ex_dividend_info()
            {
                UnderlyingCode = "002043.SZ",
                ExDividendDate = new DateTime(2020, 7, 6),
                GiveCashAmount = 2.5,
                GiveShareAmount = 0,
                RationedSharesAmount = 0,
                RationedSharesPrice = 0,
            };
            var price = service.GetPrice(8.8, info);
            Assert.IsTrue((price - 8.6126) < 1e-4);

            info = new ex_dividend_info()
            {
                UnderlyingCode = "600406.SH",
                ExDividendDate = new DateTime(2020, 7, 8),
                GiveCashAmount = 2.9,
                GiveShareAmount = 0,
                RationedSharesAmount = 0,
                RationedSharesPrice = 0,
            };
            price = service.GetPrice(20.1893, info);
            Assert.IsTrue((price - 19.9785) < 1e-4);

            info = new ex_dividend_info()
            {
                UnderlyingCode = "600406.SH",
                ExDividendDate = new DateTime(2020, 7, 8),
                GiveCashAmount = 2.9,
                GiveShareAmount = 0,
                RationedSharesAmount = 0,
                RationedSharesPrice = 0,
            };
            price = service.GetPrice(19.9454, info);
            Assert.IsTrue((price - 19.7371) < 1e-4);

            info = new ex_dividend_info()
            {
                UnderlyingCode = "601021.SH",
                ExDividendDate = new DateTime(2020, 7, 8),
                GiveCashAmount = 2.0006,
                GiveShareAmount = 0,
                RationedSharesAmount = 0,
                RationedSharesPrice = 0,
            };
            price = service.GetPrice(37.13, info);
            Assert.IsTrue((price - 36.9776) < 1e-4);

            info = new ex_dividend_info()
            {
                UnderlyingCode = "300001.SZ",
                ExDividendDate = new DateTime(2020, 7, 13),
                GiveCashAmount = 0.2,
                GiveShareAmount = 0,
                RationedSharesAmount = 0,
                RationedSharesPrice = 0,
            };
            price = service.GetPrice(20.381, info);
            Assert.IsTrue((price - 20.3681) < 1e-4);
        }
    }
}