Files
zszq-trs/UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs
T

121 lines
4.0 KiB
C#

using System.Reflection;
using YLErp.DBModels;
namespace YLErp.Modules.SwapModule
{
[TestClass]
public class InitUnwindTradingFeeTest
{
private static decimal InvokeCalcInitTradingFee(swap_position position, UnwindData unwindData)
{
var method = typeof(SwapDealService).GetMethod(
"CalcInitTradingFee",
BindingFlags.NonPublic | BindingFlags.Static);
Assert.IsNotNull(method, "未找到 CalcInitTradingFee 私有静态方法");
return (decimal)method.Invoke(null, new object[] { position, unwindData });
}
private static decimal InvokeCalcInitTradingFeePending(swap_position oriPosition, swap_position position, UnwindData unwindData)
{
var method = typeof(SwapDealService).GetMethod(
"CalcInitTradingFeePending",
BindingFlags.NonPublic | BindingFlags.Static);
Assert.IsNotNull(method, "CalcInitTradingFeePending was not found");
return (decimal)method.Invoke(null, new object[] { oriPosition, position, unwindData });
}
[TestMethod]
public void 百分比模式_按平仓名义本金计算并四舍五入到两位()
{
var position = new swap_position
{
PosiFeeType = 0,
PosiTradingFeeUnit = 0.1234m
};
var unwindData = new UnwindData
{
CloseNotionalValue = 1_000_000m,
CloseQty = 8888m
};
var fee = InvokeCalcInitTradingFee(position, unwindData);
Assert.AreEqual(1234.00m, fee);
}
[TestMethod]
public void 单位数量模式_按平仓数量计算并四舍五入到两位()
{
var position = new swap_position
{
PosiFeeType = 1,
PosiTradingFeeUnit = 1.235m
};
var unwindData = new UnwindData
{
CloseNotionalValue = 1_000_000m,
CloseQty = 10m
};
var fee = InvokeCalcInitTradingFee(position, unwindData);
Assert.AreEqual(12.35m, fee);
}
[TestMethod]
public void 空入参_返回零()
{
Assert.AreEqual(0m, InvokeCalcInitTradingFee(null, new UnwindData()));
Assert.AreEqual(0m, InvokeCalcInitTradingFee(new swap_position(), null));
}
[TestMethod]
public void BaseRatePendingFeeUsesTheSameActualCloseAmountAsCloseFee()
{
var oriPosition = new swap_position
{
PosiFeeType = 1,
PosiTradingFeeUnit = 0.2m
};
oriPosition.PosiTradingFeePending = 2000m;
var position = new swap_position { PosiTradingFeePending = 840m };
var unwindData = new UnwindData { NotionalQty = 10000m, CloseQty = 3000m, CloseNotionalValue = 4200m };
var fee = InvokeCalcInitTradingFeePending(oriPosition, position, unwindData);
Assert.AreEqual(600m, fee);
}
[TestMethod]
public void BaseRatePendingFeeAllocatesManuallyAdjustedOriginalPendingFee()
{
var oriPosition = new swap_position
{
PosiFeeType = 1,
PosiTradingFeeUnit = 0.2m,
PosiTradingFeePending = 1500m
};
var unwindData = new UnwindData { NotionalQty = 10000m, CloseQty = 3000m };
var fee = InvokeCalcInitTradingFeePending(oriPosition, new swap_position(), unwindData);
Assert.AreEqual(450m, fee);
}
[TestMethod]
public void LegacyPendingFeeKeepsCurrentPositionValueWhenNoBaseRateIsConfigured()
{
var oriPosition = new swap_position { PosiTradingFeeUnit = 0m };
var position = new swap_position { PosiTradingFeePending = 840m };
var fee = InvokeCalcInitTradingFeePending(oriPosition, position, new UnwindData());
Assert.AreEqual(840m, fee);
}
}
}