forked from theforage/forage-jpmc-swe-task-1
-
Notifications
You must be signed in to change notification settings - Fork 0
/
client_test.py
89 lines (77 loc) · 4.69 KB
/
client_test.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
import unittest
from client3 import getDataPoint
from client3 import getRatio
class ClientTest(unittest.TestCase):
def test_getDataPoint_calculatePrice(self):
quotes = [
{'top_ask': {'price': 121.2, 'size': 36}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 120.48, 'size': 109}, 'id': '0.109974697771', 'stock': 'ABC'},
{'top_ask': {'price': 121.68, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 117.87, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
""" ------------ Add the assertion below ------------ """
prices = {}
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
prices[stock] = price
# print("Quoted %s at (bid:%s, ask:%s, price:%s)" % (stock, bid_price, ask_price, price))
self.assertEqual(prices["ABC"], float((121.2 + 120.48)/2))
self.assertEqual(prices["DEF"], float((121.68+117.87)/2))
def test_getDataPoint_calculatePriceBidGreaterThanAsk(self):
quotes = [
{'top_ask': {'price': 119.2, 'size': 36}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 120.48, 'size': 109}, 'id': '0.109974697771', 'stock': 'ABC'},
{'top_ask': {'price': 121.68, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 117.87, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
""" ------------ Add the assertion below ------------ """
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
if (bid_price > ask_price):
self.assertTrue(price > ask_price )
self.assertEqual(price, float((bid_price+ask_price)/2))
# print("Quoted %s at (bid:%s, ask:%s, price:%s)" % (stock, bid_price, ask_price, price))
""" ------------ Add more unit tests ------------ """
def test_getDataPoint_calculatePriceBidLessThanAsk(self):
quotes = [
{'top_ask': {'price': 119.2, 'size': 36}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 120.48, 'size': 109}, 'id': '0.109974697771', 'stock': 'ABC'},
{'top_ask': {'price': 121.68, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 117.87, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
""" ------------ Add the assertion below ------------ """
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
if (bid_price < ask_price):
self.assertTrue(price < ask_price )
self.assertEqual(price, float((bid_price+ask_price)/2))
# print("Quoted %s at (bid:%s, ask:%s, price:%s)" % (stock, bid_price, ask_price, price))
def test_getRatio(self):
quotes = [
{'top_ask': {'price': 121.2, 'size': 36}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 120.48, 'size': 109}, 'id': '0.109974697771', 'stock': 'ABC'},
{'top_ask': {'price': 121.68, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 117.87, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
prices = {}
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
prices[stock] = price
# print("Quoted %s at (bid:%s, ask:%s, price:%s)" % (stock, bid_price, ask_price, price))
self.assertEqual(getRatio(prices["ABC"],prices["DEF"]), prices["ABC"]/prices["DEF"])
def test_getRatio_PriceZeroException(self):
quotes = [
{'top_ask': {'price': 121.2, 'size': 36}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 120.48, 'size': 109}, 'id': '0.109974697771', 'stock': 'ABC'},
{'top_ask': {'price': 0, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 0, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
prices = {}
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
prices[stock] = price
# print("Quoted %s at (bid:%s, ask:%s, price:%s)" % (stock, bid_price, ask_price, price))
self.assertEqual(getRatio(prices["ABC"],prices["DEF"]), None)
def test_getRatio_PriceZero(self):
quotes = [
{'top_ask': {'price': 121.2, 'size': 36}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 120.48, 'size': 109}, 'id': '0.109974697771', 'stock': 'ABC'},
{'top_ask': {'price': 0, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 0, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
prices = {}
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
prices[stock] = price
# print("Quoted %s at (bid:%s, ask:%s, price:%s)" % (stock, bid_price, ask_price, price))
self.assertEqual(getRatio(prices["DEF"], prices["ABC"]), 0)
if __name__ == '__main__':
unittest.main()