Added unit tests for Stock Market. Removed dependencies from package.json, since they're sourced directly in tests/index.html

This commit is contained in:
danielyxie 2019-04-28 01:23:11 -07:00 committed by danielyxie
parent 87b4698d5b
commit 3a601a015d
6 changed files with 500 additions and 164 deletions

121
package-lock.json generated

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@ -2,6 +2,33 @@ import { Stock } from "./Stock";
import { PositionTypes } from "./data/PositionTypes";
import { CONSTANTS } from "../Constants";
/**
* Given a stock, calculates the amount by which the stock price is multiplied
* for an 'upward' price movement. This does not actually increase the stock's price,
* just calculates the multiplier
* @param {Stock} stock - Stock for price movement
* @returns {number | null} Number by which stock's price should be multiplied. Null for invalid args
*/
export function calculateIncreasingPriceMovement(stock: Stock): number | null {
if (!(stock instanceof Stock)) { return null; }
return (1 + (stock.priceMovementPerc / 100));
}
/**
* Given a stock, calculates the amount by which the stock price is multiplied
* for a "downward" price movement. This does not actually increase the stock's price,
* just calculates the multiplier
* @param {Stock} stock - Stock for price movement
* @returns {number | null} Number by which stock's price should be multiplied. Null for invalid args
*/
export function calculateDecreasingPriceMovement(stock: Stock): number | null {
if (!(stock instanceof Stock)) { return null; }
return (1 - (stock.priceMovementPerc / 100));
}
/**
* Calculate the total cost of a "buy" transaction. This accounts for spread,
* price movements, and commission.
@ -32,20 +59,26 @@ export function getBuyTransactionCost(stock: Stock, shares: number, posType: Pos
let remainingShares = shares - stock.shareTxUntilMovement;
let numIterations = 1 + Math.ceil(remainingShares / stock.shareTxForMovement);
// The initial cost calculation takes care of the first "iteration"
let currPrice = isLong ? stock.getAskPrice() : stock.getBidPrice();
let totalCost = (stock.shareTxUntilMovement * currPrice);
function processPriceMovement() {
if (isLong) {
currPrice *= calculateIncreasingPriceMovement(stock)!;
} else {
currPrice *= calculateDecreasingPriceMovement(stock)!;
}
}
for (let i = 1; i < numIterations; ++i) {
processPriceMovement();
const amt = Math.min(stock.shareTxForMovement, remainingShares);
totalCost += (amt * currPrice);
remainingShares -= amt;
// Price movement
if (isLong) {
currPrice *= (1 + (stock.priceMovementPerc / 100));
} else {
currPrice *= (1 - (stock.priceMovementPerc / 100));
}
}
return totalCost + CONSTANTS.StockMarketCommission;
@ -76,20 +109,19 @@ export function processBuyTransactionPriceMovement(stock: Stock, shares: number,
let remainingShares = shares - stock.shareTxUntilMovement;
let numIterations = 1 + Math.ceil(remainingShares / stock.shareTxForMovement);
// The initial cost calculation takes care of the first "iteration"
let currPrice = isLong ? stock.getAskPrice() : stock.getBidPrice();
for (let i = 1; i < numIterations; ++i) {
const amt = Math.min(stock.shareTxForMovement, remainingShares);
remainingShares -= amt;
// Price movement
let currPrice = stock.price;
function processPriceMovement() {
if (isLong) {
currPrice *= (1 + (stock.priceMovementPerc / 100));
currPrice *= calculateIncreasingPriceMovement(stock)!;
} else {
currPrice *= (1 - (stock.priceMovementPerc / 100));
currPrice *= calculateDecreasingPriceMovement(stock)!;
}
}
for (let i = 1; i < numIterations; ++i) {
processPriceMovement();
}
stock.price = currPrice;
stock.shareTxUntilMovement = stock.shareTxForMovement - ((shares - stock.shareTxUntilMovement) % stock.shareTxForMovement);
}
@ -124,7 +156,7 @@ export function getSellTransactionGain(stock: Stock, shares: number, posType: Po
}
}
// Calculate how many iterations of price changes we need to accoutn for
// Calculate how many iterations of price changes we need to account for
let remainingShares = shares - stock.shareTxUntilMovement;
let numIterations = 1 + Math.ceil(remainingShares / stock.shareTxForMovement);
@ -144,16 +176,16 @@ export function getSellTransactionGain(stock: Stock, shares: number, posType: Po
let currPrice = isLong ? stock.getBidPrice() : stock.getAskPrice();
let totalGain = calculateGain(currPrice, stock.shareTxUntilMovement);
for (let i = 1; i < numIterations; ++i) {
// Price movement
if (isLong) {
currPrice *= calculateDecreasingPriceMovement(stock)!;
} else {
currPrice *= calculateIncreasingPriceMovement(stock)!;
}
const amt = Math.min(stock.shareTxForMovement, remainingShares);
totalGain += calculateGain(currPrice, amt);
remainingShares -= amt;
// Price movement
if (isLong) {
currPrice *= (1 - (stock.priceMovementPerc / 100));
} else {
currPrice *= (1 + (stock.priceMovementPerc / 100));
}
}
return totalGain - CONSTANTS.StockMarketCommission;
@ -183,17 +215,13 @@ export function processSellTransactionPriceMovement(stock: Stock, shares: number
let remainingShares = shares - stock.shareTxUntilMovement;
let numIterations = 1 + Math.ceil(remainingShares / stock.shareTxForMovement);
// The initial cost calculation takes care of the first "iteration"
let currPrice = isLong ? stock.getBidPrice() : stock.getAskPrice();
let currPrice = stock.price;
for (let i = 1; i < numIterations; ++i) {
const amt = Math.min(stock.shareTxForMovement, remainingShares);
remainingShares -= amt;
// Price movement
if (isLong) {
currPrice *= (1 - (stock.priceMovementPerc / 100));
currPrice *= calculateDecreasingPriceMovement(stock)!;
} else {
currPrice *= (1 + (stock.priceMovementPerc / 100));
currPrice *= calculateIncreasingPriceMovement(stock)!;
}
}

432
tests/StockMarketTests.js Normal file

@ -0,0 +1,432 @@
import { CONSTANTS } from "../src/Constants";
import { Stock } from "../src/StockMarket/Stock";
import {
calculateIncreasingPriceMovement,
calculateDecreasingPriceMovement,
getBuyTransactionCost,
getSellTransactionGain,
processBuyTransactionPriceMovement,
processSellTransactionPriceMovement,
} from "../src/StockMarket/StockMarketHelpers";
import { PositionTypes } from "../src/StockMarket/data/PositionTypes";
const assert = chai.assert;
const expect = chai.expect;
console.log("Beginning Stock Market Tests");
describe("Stock Market Tests", function() {
const commission = CONSTANTS.StockMarketCommission;
// Generic Stock object that can be used by each test
let stock;
const ctorParams = {
b: true,
initPrice: 10e3,
marketCap: 5e9,
mv: 1,
name: "MockStock",
otlkMag: 10,
spreadPerc: 1,
shareTxForMovement: 5e3,
symbol: "mock",
};
beforeEach(function() {
function construct() {
stock = new Stock(ctorParams);
}
expect(construct).to.not.throw();
});
describe("Stock Class", function() {
describe("constructor", function() {
it("should have default parameters", function() {
let defaultStock;
function construct() {
defaultStock = new Stock();
}
expect(construct).to.not.throw();
expect(defaultStock.name).to.equal("");
});
it("should properly initialize props from parameters", function() {
expect(stock.name).to.equal(ctorParams.name);
expect(stock.symbol).to.equal(ctorParams.symbol);
expect(stock.price).to.equal(ctorParams.initPrice);
expect(stock.lastPrice).to.equal(ctorParams.initPrice);
expect(stock.b).to.equal(ctorParams.b);
expect(stock.mv).to.equal(ctorParams.mv);
expect(stock.shareTxForMovement).to.equal(ctorParams.shareTxForMovement);
expect(stock.shareTxUntilMovement).to.equal(ctorParams.shareTxForMovement);
expect(stock.maxShares).to.be.below(stock.totalShares);
expect(stock.spreadPerc).to.equal(ctorParams.spreadPerc);
expect(stock.priceMovementPerc).to.be.a("number");
expect(stock.priceMovementPerc).to.be.at.most(stock.spreadPerc);
expect(stock.priceMovementPerc).to.be.at.least(0);
});
it ("should properly initialize props from range-values", function() {
let stock;
const params = {
b: true,
initPrice: {
max: 10e3,
min: 1e3,
},
marketCap: 5e9,
mv: {
divisor: 100,
max: 150,
min: 50,
},
name: "MockStock",
otlkMag: 10,
spreadPerc: {
divisor: 10,
max: 10,
min: 1,
},
shareTxForMovement: {
max: 10e3,
min: 5e3,
},
symbol: "mock",
};
function construct() {
stock = new Stock(params);
}
expect(construct).to.not.throw();
expect(stock.price).to.be.within(params.initPrice.min, params.initPrice.max);
expect(stock.mv).to.be.within(params.mv.min / params.mv.divisor, params.mv.max / params.mv.divisor);
expect(stock.spreadPerc).to.be.within(params.spreadPerc.min / params.spreadPerc.divisor, params.spreadPerc.max / params.spreadPerc.divisor);
expect(stock.shareTxForMovement).to.be.within(params.shareTxForMovement.min, params.shareTxForMovement.max);
});
it("should round the 'totalShare' prop to the nearest 100k", function() {
expect(stock.totalShares % 100e3).to.equal(0);
});
});
describe("#changePrice()", function() {
it("should set both the last price and current price properties", function() {
const newPrice = 20e3;
stock.changePrice(newPrice);
expect(stock.lastPrice).to.equal(ctorParams.initPrice);
expect(stock.price).to.equal(newPrice);
});
});
describe("#getAskPrice()", function() {
it("should return the price increased by spread percentage", function() {
const perc = stock.spreadPerc / 100;
expect(perc).to.be.at.most(1);
expect(perc).to.be.at.least(0);
const expected = stock.price * (1 + perc);
expect(stock.getAskPrice()).to.equal(expected);
});
});
describe("#getBidPrice()", function() {
it("should return the price decreased by spread percentage", function() {
const perc = stock.spreadPerc / 100;
expect(perc).to.be.at.most(1);
expect(perc).to.be.at.least(0);
const expected = stock.price * (1 - perc);
expect(stock.getBidPrice()).to.equal(expected);
});
});
});
describe("Transaction Cost Calculator Functions", function() {
describe("getBuyTransactionCost()", function() {
it("should fail on invalid 'stock' argument", function() {
const res = getBuyTransactionCost({}, 10, PositionTypes.Long);
expect(res).to.equal(null);
});
it("should fail on invalid 'shares' arg", function() {
let res = getBuyTransactionCost(stock, NaN, PositionTypes.Long);
expect(res).to.equal(null);
res = getBuyTransactionCost(stock, -1, PositionTypes.Long);
expect(res).to.equal(null);
});
it("should properly evaluate LONG transactions that doesn't trigger a price movement", function() {
const shares = ctorParams.shareTxForMovement / 2;
const res = getBuyTransactionCost(stock, shares, PositionTypes.Long);
expect(res).to.equal(shares * stock.getAskPrice() + commission);
});
it("should properly evaluate SHORT transactions that doesn't trigger a price movement", function() {
const shares = ctorParams.shareTxForMovement / 2;
const res = getBuyTransactionCost(stock, shares, PositionTypes.Short);
expect(res).to.equal(shares * stock.getBidPrice() + commission);
});
it("should properly evaluate LONG transactions that trigger price movements", function() {
const sharesPerMvmt = ctorParams.shareTxForMovement;
const shares = sharesPerMvmt * 3;
const res = getBuyTransactionCost(stock, shares, PositionTypes.Long);
// Calculate expected cost
const secondPrice = stock.getAskPrice() * calculateIncreasingPriceMovement(stock);
const thirdPrice = secondPrice * calculateIncreasingPriceMovement(stock);
let expected = (sharesPerMvmt * stock.getAskPrice()) + (sharesPerMvmt * secondPrice) + (sharesPerMvmt * thirdPrice);
expect(res).to.equal(expected + commission);
});
it("should properly evaluate SHORT transactions that trigger price movements", function() {
const sharesPerMvmt = ctorParams.shareTxForMovement;
const shares = sharesPerMvmt * 3;
const res = getBuyTransactionCost(stock, shares, PositionTypes.Short);
// Calculate expected cost
const secondPrice = stock.getBidPrice() * calculateDecreasingPriceMovement(stock);
const thirdPrice = secondPrice * calculateDecreasingPriceMovement(stock);
let expected = (sharesPerMvmt * stock.getBidPrice()) + (sharesPerMvmt * secondPrice) + (sharesPerMvmt * thirdPrice);
expect(res).to.equal(expected + commission);
});
it("should cap the 'shares' argument at the stock's maximum number of shares", function() {
const maxRes = getBuyTransactionCost(stock, stock.maxShares, PositionTypes.Long);
const exceedRes = getBuyTransactionCost(stock, stock.maxShares * 10, PositionTypes.Long);
expect(maxRes).to.equal(exceedRes);
});
});
describe("getSellTransactionGain()", function() {
it("should fail on invalid 'stock' argument", function() {
const res = getSellTransactionGain({}, 10, PositionTypes.Long);
expect(res).to.equal(null);
});
it("should fail on invalid 'shares' arg", function() {
let res = getSellTransactionGain(stock, NaN, PositionTypes.Long);
expect(res).to.equal(null);
res = getSellTransactionGain(stock, -1, PositionTypes.Long);
expect(res).to.equal(null);
});
it("should properly evaluate LONG transactions that doesn't trigger a price movement", function() {
const shares = ctorParams.shareTxForMovement / 2;
const res = getSellTransactionGain(stock, shares, PositionTypes.Long);
const expected = shares * stock.getBidPrice() - commission;
expect(res).to.equal(expected);
});
it("should properly evaluate SHORT transactions that doesn't trigger a price movement", function() {
// We need to set this property in order to calculate gains from short position
stock.playerAvgShortPx = stock.price * 2;
const shares = ctorParams.shareTxForMovement / 2;
const res = getSellTransactionGain(stock, shares, PositionTypes.Short);
const expected = (shares * stock.playerAvgShortPx) + (shares * (stock.playerAvgShortPx - stock.getAskPrice())) - commission;
expect(res).to.equal(expected);
});
it("should properly evaluate LONG transactions that trigger price movements", function() {
const sharesPerMvmt = ctorParams.shareTxForMovement;
const shares = sharesPerMvmt * 3;
const res = getSellTransactionGain(stock, shares, PositionTypes.Long);
// Calculated expected gain
const mvmt = calculateDecreasingPriceMovement(stock);
const secondPrice = stock.getBidPrice() * mvmt;
const thirdPrice = secondPrice * mvmt;
const expected = (sharesPerMvmt * stock.getBidPrice()) + (sharesPerMvmt * secondPrice) + (sharesPerMvmt * thirdPrice);
expect(res).to.equal(expected - commission);
});
it("should properly evaluate SHORT transactions that trigger price movements", function() {
// We need to set this property in order to calculate gains from short position
stock.playerAvgShortPx = stock.price * 2;
const sharesPerMvmt = ctorParams.shareTxForMovement;
const shares = sharesPerMvmt * 3;
const res = getSellTransactionGain(stock, shares, PositionTypes.Short);
// Calculate expected gain
const mvmt = calculateIncreasingPriceMovement(stock);
const secondPrice = stock.getAskPrice() * mvmt;
const thirdPrice = secondPrice * mvmt;
function getGainForPrice(thisPrice) {
const origCost = sharesPerMvmt * stock.playerAvgShortPx;
return origCost + ((stock.playerAvgShortPx - thisPrice) * sharesPerMvmt);
}
const expected = getGainForPrice(stock.getAskPrice()) + getGainForPrice(secondPrice) + getGainForPrice(thirdPrice);
expect(res).to.equal(expected - commission);
});
it("should cap the 'shares' argument at the stock's maximum number of shares", function() {
const maxRes = getSellTransactionGain(stock, stock.maxShares, PositionTypes.Long);
const exceedRes = getSellTransactionGain(stock, stock.maxShares * 10, PositionTypes.Long);
expect(maxRes).to.equal(exceedRes);
});
});
});
describe("Price Movement Processor Functions", function() {
describe("processBuyTransactionPriceMovement()", function() {
const noMvmtShares = Math.round(ctorParams.shareTxForMovement / 2.2);
const mvmtShares = ctorParams.shareTxForMovement * 3 + noMvmtShares;
it("should do nothing on invalid 'stock' argument", function() {
const oldPrice = stock.price;
const oldTracker = stock.shareTxUntilMovement;
processBuyTransactionPriceMovement({}, mvmtShares, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(oldTracker);
});
it("should do nothing on invalid 'shares' arg", function() {
const oldPrice = stock.price;
const oldTracker = stock.shareTxUntilMovement;
processBuyTransactionPriceMovement(stock, NaN, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(oldTracker);
processBuyTransactionPriceMovement(stock, -1, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(oldTracker);
});
it("should properly evaluate LONG transactions that doesn't trigger a price movement", function() {
const oldPrice = stock.price;
processBuyTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
it("should properly evaluate SHORT transactions that doesn't trigger a price movement", function() {
const oldPrice = stock.price;
processBuyTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Short);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
it("should properly evaluate LONG transactions that trigger price movements", function() {
const oldPrice = stock.price;
function getNthPrice(n) {
let price = oldPrice;
for (let i = 1; i < n; ++i) {
price *= calculateIncreasingPriceMovement(stock);
}
return price;
}
processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Long);
expect(stock.price).to.equal(getNthPrice(4));
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
it("should properly evaluate SHORT transactions that trigger price movements", function() {
const oldPrice = stock.price;
function getNthPrice(n) {
let price = oldPrice;
for (let i = 1; i < n; ++i) {
price *= calculateDecreasingPriceMovement(stock);
}
return price;
}
processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Short);
expect(stock.price).to.equal(getNthPrice(4));
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
});
describe("processSellTransactionPriceMovement()", function() {
const noMvmtShares = Math.round(ctorParams.shareTxForMovement / 2.2);
const mvmtShares = ctorParams.shareTxForMovement * 3 + noMvmtShares;
it("should do nothing on invalid 'stock' argument", function() {
const oldPrice = stock.price;
const oldTracker = stock.shareTxUntilMovement;
processSellTransactionPriceMovement({}, mvmtShares, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(oldTracker);
});
it("should do nothing on invalid 'shares' arg", function() {
const oldPrice = stock.price;
const oldTracker = stock.shareTxUntilMovement;
processSellTransactionPriceMovement(stock, NaN, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(oldTracker);
processSellTransactionPriceMovement(stock, -1, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(oldTracker);
});
it("should properly evaluate LONG transactions that doesn't trigger a price movement", function() {
const oldPrice = stock.price;
processSellTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Long);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
it("should properly evaluate SHORT transactions that doesn't trigger a price movement", function() {
const oldPrice = stock.price;
processSellTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Short);
expect(stock.price).to.equal(oldPrice);
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
it("should properly evaluate LONG transactions that trigger price movements", function() {
const oldPrice = stock.price;
function getNthPrice(n) {
let price = oldPrice;
for (let i = 1; i < n; ++i) {
price *= calculateDecreasingPriceMovement(stock);
}
return price;
}
processSellTransactionPriceMovement(stock, mvmtShares, PositionTypes.Long);
expect(stock.price).to.equal(getNthPrice(4));
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
it("should properly evaluate SHORT transactions that trigger price movements", function() {
const oldPrice = stock.price;
function getNthPrice(n) {
let price = oldPrice;
for (let i = 1; i < n; ++i) {
price *= calculateIncreasingPriceMovement(stock);
}
return price;
}
processSellTransactionPriceMovement(stock, mvmtShares, PositionTypes.Short);
expect(stock.price).to.equal(getNthPrice(4));
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
});
});
});
});

@ -3,17 +3,20 @@
<head>
<meta charset="utf-8">
<title>Mocha Tests</title>
<link href="https://unpkg.com/mocha@4.0.1/mocha.css" rel="stylesheet" />
<link href="https://unpkg.com/mocha@6.1.4/mocha.css" rel="stylesheet" />
</head>
<body>
<div id="mocha"></div>
<script src="https://unpkg.com/mocha@4.0.1/mocha.js"></script>
<script src="https://unpkg.com/chai/chai.js"></script>
<script src="https://unpkg.com/mocha/mocha.js"></script>
<script>mocha.setup('bdd')</script>
<script type="module" src="tests.bundle.js"></script>
<script type="module">
<script class="mocha-init">
mocha.setup('bdd');
mocha.checkLeaks();
</script>
<script type="module" src="tests.bundle.js"></script>
<script class="mocha-exec" type="module">
mocha.run();
</script>
</body>

@ -1,3 +1 @@
//require("babel-core/register");
//require("babel-polyfill");
module.exports = require("./NetscriptJSTest.js");
export * from "./StockMarketTests";