80 lines
3.3 KiB
C#
80 lines
3.3 KiB
C#
using YLErp.Configuration;
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using YLErp.Modules.EodModule.SettlementModule;
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using YLErp.Modules.TradeDalModule;
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namespace YLErp.Modules.EodModule
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{
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[TestClass]
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public class ExDividendTest
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{
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[TestMethod("测试除权除息基础循环处理是否符合预期")]
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public void Test1()
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{
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var startIndex = 0;
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var priceDic = new Dictionary<DateTime, double> {
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{new DateTime(2021,1,1),1d },
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{new DateTime(2021,1,2),1d },
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{new DateTime(2021,1,3),1d },
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{new DateTime(2021,1,4),1d },
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{new DateTime(2021,1,5),1d },
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{new DateTime(2021,1,6),1d },
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{new DateTime(2021,1,7),1d },
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{new DateTime(2021,1,8),1d },
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{new DateTime(2021,1,9),1d },
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{new DateTime(2021,1,10),1d },
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};
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var exDividendInfos = new List<ex_dividend_info> {
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new ex_dividend_info{ ExDividendDate = new DateTime(2021,1,2)},
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new ex_dividend_info{ ExDividendDate = new DateTime(2021,1,6)},
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new ex_dividend_info{ ExDividendDate = new DateTime(2021,1,8)},
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};
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//日终价格和除权除息信息都按照正序排列
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//获取除权价格则使用大于日终价格日期的除权信息除权
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//循环日终价格，如果一个除权日期小于价格日期则被排除掉
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foreach (var kv in priceDic)
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{
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(var date, var price) = (kv.Key, kv.Value);
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Console.WriteLine("===========" + date.ToString("yyyy-MM-dd") + "===========");
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for (var i = startIndex; i < exDividendInfos.Count; i++)
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{
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var dividenInfo = exDividendInfos[i];
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//除权日当天的收盘价也需要处理
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if (date <= dividenInfo.ExDividendDate)
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{
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Console.WriteLine(dividenInfo.ExDividendDate.Value.ToString("yyyy-MM-dd"));
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}
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else
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{
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startIndex = i;
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}
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}
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}
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}
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[TestMethod]
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public void TestEodDividend()
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{
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var userInfo = OptUserInfo.UnitTestUser;
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using var db = DbContextFactory.GetYLDbContext();
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var eodDate = new DateTime(2021, 06, 04);
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var trades = db.eod_trade.Where(et => et.ValueDate == eodDate && !ConsTrade.TradeCompleteStatus.Contains(et.TradeStatus))
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.ToArray().Select(O => O.trade).ToList();
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var tradeIds = trades.Select(O => O.id);
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var parentTradeIds = trades.Where(O => O.ParentTradeId > 0 && !tradeIds.Contains(O.ParentTradeId)).Select(O => O.ParentTradeId).ToHashSet();
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if (parentTradeIds.Any())
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{
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var parentTrades = new TradeDalService(userInfo).GetTradeOrEodTrade(parentTradeIds, eodDate);
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trades.AddRange(parentTrades);
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}
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var request = new EodSettlementRequest(userInfo) { SettleDate = eodDate };
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var context = new EodSettlementContextV2(request, new SettlementConfig { }, CancellationToken.None);
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new EodDividenService(context).Execute(trades);
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}
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}
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}
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