34 lines
1.1 KiB
C#
34 lines
1.1 KiB
C#
using Microsoft.VisualStudio.TestTools.UnitTesting;
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using System;
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namespace YLErp.Modules.TradeModule
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{
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[TestClass]
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public class TradeHisDataServiceTest : YLUnitTestBase
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{
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[TestMethod("保存交易持仓波动率")]
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public void TestSaveTradeVolatility()
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{
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var data = new TradeHisDataService(this).SaveTradeVolatility(new DBModels.TradeVolatilityDto
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{
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TradeNumber = "CW20180051C1693",
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NumOfSmoothingDays = 1,
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TradeCloseVolatility = 0.33,
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TradePositionVolatility = 0.33,
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},false);
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Assert.IsTrue(Math.Abs((data.TradePositionVolatility ?? 0) - 0.33) < 1e-6);
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data = new TradeHisDataService(this).SaveTradeVolatility(new DBModels.TradeVolatilityDto
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{
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TradeNumber = "CW20180051C1693",
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NumOfSmoothingDays = 1,
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TradeCloseVolatility = 0.36,
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TradePositionVolatility = 0.36,
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}, false);
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Assert.IsTrue(Math.Abs((data.TradePositionVolatility ?? 0) - 0.36) < 1e-6);
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}
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}
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}
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