forked from theforage/forage-jpmc-swe-task-1
-
Notifications
You must be signed in to change notification settings - Fork 0
/
client_test.py
executable file
·43 lines (37 loc) · 2.29 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
import unittest
from client3 import getDataPoint,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 ------------ """
for quote in quotes:
self.assertEqual(getDataPoint(quote),(quote['stock'],quote['top_bid']['price'],quote['top_ask']['price'],(quote['top_bid']['price']+quote['top_ask']['price'])/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:
self.assertEqual(getDataPoint(quote),(quote['stock'],quote['top_bid']['price'],quote['top_ask']['price'],(quote['top_bid']['price']+quote['top_ask']['price'])/2))
""" ------------ Add more unit tests ------------ """
def test_getRatio_zeroDivision(self):
price_a = 1
price_b = 0
self.assertRaises(ZeroDivisionError,getRatio,price_a,price_b)
def test_getRatio(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'}
]
for quote1 in quotes:
for quote2 in quotes:
_,_,_,price_a = getDataPoint(quote1)
_,_,_,price_b = getDataPoint(quote2)
if price_b != 0:
self.assertAlmostEqual(getRatio(price_a,price_b),price_a/price_b)
if __name__ == '__main__':
unittest.main()