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671 lines
31 KiB
JavaScript
671 lines
31 KiB
JavaScript
import { CONSTANTS } from "../src/Constants";
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import { Order } from "../src/StockMarket/Order";
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//import { processOrders } from "../src/StockMarket/OrderProcessing";
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// import { Stock } from "../src/StockMarket/Stock";
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import {
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deleteStockMarket,
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initStockMarket,
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initSymbolToStockMap,
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loadStockMarket,
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StockMarket,
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SymbolToStockMap,
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} from "../src/StockMarket/StockMarket";
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/*
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import {
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calculateIncreasingPriceMovement,
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calculateDecreasingPriceMovement,
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forecastChangePerPriceMovement,
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getBuyTransactionCost,
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getSellTransactionGain,
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processBuyTransactionPriceMovement,
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processSellTransactionPriceMovement,
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} from "../src/StockMarket/StockMarketHelpers";
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*/
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// import { OrderTypes } from "../src/StockMarket/data/OrderTypes"
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// import { PositionTypes } from "../src/StockMarket/data/PositionTypes";
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const assert = chai.assert;
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const expect = chai.expect;
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console.log("Beginning Stock Market Tests");
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describe("Stock Market Tests", function() {
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const commission = CONSTANTS.StockMarketCommission;
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// Generic Stock object that can be used by each test
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let stock;
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const ctorParams = {
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b: true,
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initPrice: 10e3,
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marketCap: 5e9,
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mv: 1,
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name: "MockStock",
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otlkMag: 10,
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spreadPerc: 1,
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shareTxForMovement: 5e3,
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symbol: "mock",
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};
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beforeEach(function() {
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function construct() {
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stock = new Stock(ctorParams);
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}
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expect(construct).to.not.throw();
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});
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describe("Stock Class", function() {
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describe("constructor", function() {
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it("should have default parameters", function() {
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let defaultStock;
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function construct() {
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defaultStock = new Stock();
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}
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expect(construct).to.not.throw();
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expect(defaultStock.name).to.equal("");
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});
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it("should properly initialize props from parameters", function() {
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expect(stock.name).to.equal(ctorParams.name);
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expect(stock.symbol).to.equal(ctorParams.symbol);
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expect(stock.price).to.equal(ctorParams.initPrice);
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expect(stock.lastPrice).to.equal(ctorParams.initPrice);
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expect(stock.b).to.equal(ctorParams.b);
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expect(stock.mv).to.equal(ctorParams.mv);
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expect(stock.shareTxForMovement).to.equal(ctorParams.shareTxForMovement);
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expect(stock.shareTxUntilMovement).to.equal(ctorParams.shareTxForMovement);
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expect(stock.maxShares).to.be.below(stock.totalShares);
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expect(stock.spreadPerc).to.equal(ctorParams.spreadPerc);
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expect(stock.priceMovementPerc).to.be.a("number");
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expect(stock.priceMovementPerc).to.be.at.most(stock.spreadPerc);
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expect(stock.priceMovementPerc).to.be.at.least(0);
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});
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it ("should properly initialize props from range-values", function() {
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let stock;
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const params = {
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b: true,
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initPrice: {
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max: 10e3,
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min: 1e3,
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},
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marketCap: 5e9,
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mv: {
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divisor: 100,
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max: 150,
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min: 50,
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},
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name: "MockStock",
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otlkMag: 10,
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spreadPerc: {
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divisor: 10,
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max: 10,
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min: 1,
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},
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shareTxForMovement: {
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max: 10e3,
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min: 5e3,
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},
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symbol: "mock",
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};
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function construct() {
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stock = new Stock(params);
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}
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expect(construct).to.not.throw();
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expect(stock.price).to.be.within(params.initPrice.min, params.initPrice.max);
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expect(stock.mv).to.be.within(params.mv.min / params.mv.divisor, params.mv.max / params.mv.divisor);
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expect(stock.spreadPerc).to.be.within(params.spreadPerc.min / params.spreadPerc.divisor, params.spreadPerc.max / params.spreadPerc.divisor);
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expect(stock.shareTxForMovement).to.be.within(params.shareTxForMovement.min, params.shareTxForMovement.max);
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});
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it("should round the 'totalShare' prop to the nearest 100k", function() {
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expect(stock.totalShares % 100e3).to.equal(0);
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});
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});
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describe("#changePrice()", function() {
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it("should set both the last price and current price properties", function() {
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const newPrice = 20e3;
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stock.changePrice(newPrice);
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expect(stock.lastPrice).to.equal(ctorParams.initPrice);
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expect(stock.price).to.equal(newPrice);
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});
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});
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describe("#getAskPrice()", function() {
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it("should return the price increased by spread percentage", function() {
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const perc = stock.spreadPerc / 100;
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expect(perc).to.be.at.most(1);
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expect(perc).to.be.at.least(0);
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const expected = stock.price * (1 + perc);
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expect(stock.getAskPrice()).to.equal(expected);
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});
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});
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describe("#getBidPrice()", function() {
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it("should return the price decreased by spread percentage", function() {
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const perc = stock.spreadPerc / 100;
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expect(perc).to.be.at.most(1);
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expect(perc).to.be.at.least(0);
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const expected = stock.price * (1 - perc);
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expect(stock.getBidPrice()).to.equal(expected);
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});
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});
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});
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describe("StockMarket object", function() {
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describe("Initialization", function() {
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// Keeps track of initialized stocks. Contains their symbols
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const stocks = [];
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before(function() {
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expect(initStockMarket).to.not.throw();
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expect(initSymbolToStockMap).to.not.throw();
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});
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it("should have Stock objects", function() {
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for (const prop in StockMarket) {
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const stock = StockMarket[prop];
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if (stock instanceof Stock) {
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stocks.push(stock.symbol);
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}
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}
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// We'll just check that there are some stocks
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expect(stocks.length).to.be.at.least(1);
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});
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it("should have an order book in the 'Orders' property", function() {
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expect(StockMarket).to.have.property("Orders");
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const orderbook = StockMarket["Orders"];
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for (const symbol of stocks) {
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const ordersForStock = orderbook[symbol];
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expect(ordersForStock).to.be.an("array");
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expect(ordersForStock.length).to.equal(0);
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}
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});
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it("should have properties for managing game cycles", function() {
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expect(StockMarket).to.have.property("storedCycles");
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expect(StockMarket).to.have.property("lastUpdate");
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});
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});
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// Because 'StockMarket' is a global object, the effects of initialization from
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// the block above should still stand
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describe("Deletion", function() {
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it("should set StockMarket to be an empty object", function() {
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expect(StockMarket).to.be.an("object").that.is.not.empty;
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deleteStockMarket();
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expect(StockMarket).to.be.an("object").that.is.empty;
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});
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});
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// Reset stock market for each test
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beforeEach(function() {
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deleteStockMarket();
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initStockMarket();
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initSymbolToStockMap();
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});
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it("should properly initialize", function() {
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});
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});
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describe("Transaction Cost Calculator Functions", function() {
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describe("getBuyTransactionCost()", function() {
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it("should fail on invalid 'stock' argument", function() {
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const res = getBuyTransactionCost({}, 10, PositionTypes.Long);
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expect(res).to.equal(null);
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});
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it("should fail on invalid 'shares' arg", function() {
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let res = getBuyTransactionCost(stock, NaN, PositionTypes.Long);
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expect(res).to.equal(null);
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res = getBuyTransactionCost(stock, -1, PositionTypes.Long);
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expect(res).to.equal(null);
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});
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it("should properly evaluate LONG transactions that doesn't trigger a price movement", function() {
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const shares = ctorParams.shareTxForMovement / 2;
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const res = getBuyTransactionCost(stock, shares, PositionTypes.Long);
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expect(res).to.equal(shares * stock.getAskPrice() + commission);
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});
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it("should properly evaluate SHORT transactions that doesn't trigger a price movement", function() {
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const shares = ctorParams.shareTxForMovement / 2;
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const res = getBuyTransactionCost(stock, shares, PositionTypes.Short);
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expect(res).to.equal(shares * stock.getBidPrice() + commission);
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});
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it("should properly evaluate LONG transactions that trigger price movements", function() {
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const sharesPerMvmt = ctorParams.shareTxForMovement;
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const shares = sharesPerMvmt * 3;
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const res = getBuyTransactionCost(stock, shares, PositionTypes.Long);
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// Calculate expected cost
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const secondPrice = stock.getAskPrice() * calculateIncreasingPriceMovement(stock);
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const thirdPrice = secondPrice * calculateIncreasingPriceMovement(stock);
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let expected = (sharesPerMvmt * stock.getAskPrice()) + (sharesPerMvmt * secondPrice) + (sharesPerMvmt * thirdPrice);
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expect(res).to.equal(expected + commission);
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});
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it("should properly evaluate SHORT transactions that trigger price movements", function() {
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const sharesPerMvmt = ctorParams.shareTxForMovement;
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const shares = sharesPerMvmt * 3;
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const res = getBuyTransactionCost(stock, shares, PositionTypes.Short);
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// Calculate expected cost
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const secondPrice = stock.getBidPrice() * calculateDecreasingPriceMovement(stock);
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const thirdPrice = secondPrice * calculateDecreasingPriceMovement(stock);
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let expected = (sharesPerMvmt * stock.getBidPrice()) + (sharesPerMvmt * secondPrice) + (sharesPerMvmt * thirdPrice);
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expect(res).to.equal(expected + commission);
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});
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it("should cap the 'shares' argument at the stock's maximum number of shares", function() {
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const maxRes = getBuyTransactionCost(stock, stock.maxShares, PositionTypes.Long);
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const exceedRes = getBuyTransactionCost(stock, stock.maxShares * 10, PositionTypes.Long);
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expect(maxRes).to.equal(exceedRes);
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});
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});
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describe("getSellTransactionGain()", function() {
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it("should fail on invalid 'stock' argument", function() {
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const res = getSellTransactionGain({}, 10, PositionTypes.Long);
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expect(res).to.equal(null);
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});
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it("should fail on invalid 'shares' arg", function() {
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let res = getSellTransactionGain(stock, NaN, PositionTypes.Long);
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expect(res).to.equal(null);
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res = getSellTransactionGain(stock, -1, PositionTypes.Long);
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expect(res).to.equal(null);
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});
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it("should properly evaluate LONG transactions that doesn't trigger a price movement", function() {
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const shares = ctorParams.shareTxForMovement / 2;
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const res = getSellTransactionGain(stock, shares, PositionTypes.Long);
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const expected = shares * stock.getBidPrice() - commission;
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expect(res).to.equal(expected);
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});
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it("should properly evaluate SHORT transactions that doesn't trigger a price movement", function() {
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// We need to set this property in order to calculate gains from short position
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stock.playerAvgShortPx = stock.price * 2;
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const shares = ctorParams.shareTxForMovement / 2;
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const res = getSellTransactionGain(stock, shares, PositionTypes.Short);
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const expected = (shares * stock.playerAvgShortPx) + (shares * (stock.playerAvgShortPx - stock.getAskPrice())) - commission;
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expect(res).to.equal(expected);
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});
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it("should properly evaluate LONG transactions that trigger price movements", function() {
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const sharesPerMvmt = ctorParams.shareTxForMovement;
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const shares = sharesPerMvmt * 3;
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const res = getSellTransactionGain(stock, shares, PositionTypes.Long);
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// Calculated expected gain
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const mvmt = calculateDecreasingPriceMovement(stock);
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const secondPrice = stock.getBidPrice() * mvmt;
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const thirdPrice = secondPrice * mvmt;
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const expected = (sharesPerMvmt * stock.getBidPrice()) + (sharesPerMvmt * secondPrice) + (sharesPerMvmt * thirdPrice);
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expect(res).to.equal(expected - commission);
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});
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it("should properly evaluate SHORT transactions that trigger price movements", function() {
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// We need to set this property in order to calculate gains from short position
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stock.playerAvgShortPx = stock.price * 2;
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const sharesPerMvmt = ctorParams.shareTxForMovement;
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const shares = sharesPerMvmt * 3;
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const res = getSellTransactionGain(stock, shares, PositionTypes.Short);
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// Calculate expected gain
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const mvmt = calculateIncreasingPriceMovement(stock);
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const secondPrice = stock.getAskPrice() * mvmt;
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const thirdPrice = secondPrice * mvmt;
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function getGainForPrice(thisPrice) {
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const origCost = sharesPerMvmt * stock.playerAvgShortPx;
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return origCost + ((stock.playerAvgShortPx - thisPrice) * sharesPerMvmt);
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}
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const expected = getGainForPrice(stock.getAskPrice()) + getGainForPrice(secondPrice) + getGainForPrice(thirdPrice);
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expect(res).to.equal(expected - commission);
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});
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it("should cap the 'shares' argument at the stock's maximum number of shares", function() {
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const maxRes = getSellTransactionGain(stock, stock.maxShares, PositionTypes.Long);
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const exceedRes = getSellTransactionGain(stock, stock.maxShares * 10, PositionTypes.Long);
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expect(maxRes).to.equal(exceedRes);
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});
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});
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});
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describe("Price Movement Processor Functions", function() {
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// N = 1 is the original price
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function getNthPriceIncreasing(origPrice, n) {
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let price = origPrice;
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for (let i = 1; i < n; ++i) {
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price *= calculateIncreasingPriceMovement(stock);
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}
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return price;
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}
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// N = 1 is the original price
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function getNthPriceDecreasing(origPrice, n) {
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let price = origPrice;
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for (let i = 1; i < n; ++i) {
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price *= calculateDecreasingPriceMovement(stock);
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}
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return price;
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}
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// N = 1 is the original forecast
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function getNthForecast(origForecast, n) {
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return origForecast - forecastChangePerPriceMovement * (n - 1);
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}
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describe("processBuyTransactionPriceMovement()", function() {
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const noMvmtShares = Math.round(ctorParams.shareTxForMovement / 2.2);
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const mvmtShares = ctorParams.shareTxForMovement * 3 + noMvmtShares;
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it("should do nothing on invalid 'stock' argument", function() {
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const oldPrice = stock.price;
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const oldTracker = stock.shareTxUntilMovement;
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processBuyTransactionPriceMovement({}, mvmtShares, PositionTypes.Long);
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expect(stock.price).to.equal(oldPrice);
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expect(stock.shareTxUntilMovement).to.equal(oldTracker);
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});
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it("should do nothing on invalid 'shares' arg", function() {
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const oldPrice = stock.price;
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const oldTracker = stock.shareTxUntilMovement;
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processBuyTransactionPriceMovement(stock, NaN, PositionTypes.Long);
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expect(stock.price).to.equal(oldPrice);
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expect(stock.shareTxUntilMovement).to.equal(oldTracker);
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processBuyTransactionPriceMovement(stock, -1, PositionTypes.Long);
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expect(stock.price).to.equal(oldPrice);
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expect(stock.shareTxUntilMovement).to.equal(oldTracker);
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});
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it("should properly evaluate a LONG transaction that doesn't trigger a price movement", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Long);
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expect(stock.price).to.equal(oldPrice);
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expect(stock.otlkMag).to.equal(oldForecast);
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expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
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});
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it("should properly evaluate a SHORT transaction that doesn't trigger a price movement", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Short);
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expect(stock.price).to.equal(oldPrice);
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expect(stock.otlkMag).to.equal(oldForecast);
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expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
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});
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it("should properly evaluate LONG transactions that trigger price movements", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Long);
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expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 4));
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expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
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expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
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});
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it("should properly evaluate SHORT transactions that trigger price movements", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Short);
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expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 4));
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expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
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expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
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});
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it("should properly evaluate LONG transactions of exactly 'shareTxForMovement' shares", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, stock.shareTxForMovement, PositionTypes.Long);
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expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
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expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
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expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
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});
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it("should properly evaluate LONG transactions that total to 'shareTxForMovement' shares", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, Math.round(stock.shareTxForMovement / 2), PositionTypes.Long);
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processBuyTransactionPriceMovement(stock, stock.shareTxUntilMovement, PositionTypes.Long);
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expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
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expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
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expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
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});
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it("should properly evaluate LONG transactions that are a multiple of 'shareTxForMovement' shares", function() {
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const oldPrice = stock.price;
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const oldForecast = stock.otlkMag;
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processBuyTransactionPriceMovement(stock, 3 * stock.shareTxForMovement, PositionTypes.Long);
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expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions of exactly 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, stock.shareTxForMovement, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions that total to 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, Math.round(stock.shareTxForMovement / 2), PositionTypes.Short);
|
|
processBuyTransactionPriceMovement(stock, stock.shareTxUntilMovement, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions that are a multiple of 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, 3 * stock.shareTxForMovement, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
});
|
|
|
|
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 a LONG transaction that doesn't trigger a price movement", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.otlkMag).to.equal(oldForecast);
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
});
|
|
|
|
it("should properly evaluate a SHORT transaction that doesn't trigger a price movement", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Short);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.otlkMag).to.equal(oldForecast);
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions that trigger price movements", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, mvmtShares, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions that trigger price movements", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, mvmtShares, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions of exactly 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, stock.shareTxForMovement, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions that total to 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, Math.round(stock.shareTxForMovement / 2), PositionTypes.Long);
|
|
processSellTransactionPriceMovement(stock, stock.shareTxUntilMovement, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions that are a multiple of 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, 3 * stock.shareTxForMovement, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions of exactly 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, stock.shareTxForMovement, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions that total to 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, Math.round(stock.shareTxForMovement / 2), PositionTypes.Short);
|
|
processSellTransactionPriceMovement(stock, stock.shareTxUntilMovement, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions that are a multiple of 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processSellTransactionPriceMovement(stock, 3 * stock.shareTxForMovement, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovement).to.equal(stock.shareTxForMovement);
|
|
});
|
|
});
|
|
});
|
|
|
|
describe("Order Class", function() {
|
|
it("should throw on invalid arguments", function() {
|
|
function invalid1() {
|
|
return new Order({}, 1, 1, OrderTypes.LimitBuy, PositionTypes.Long);
|
|
}
|
|
function invalid2() {
|
|
return new Order(new Stock(), "z", 0, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
function invalid3() {
|
|
return new Order(new Stock(), 1, {}, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
function invalid4() {
|
|
return new Order(new Stock(), 1, NaN, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
function invalid5() {
|
|
return new Order(new Stock(), NaN, 0, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
|
|
expect(invalid1).to.throw();
|
|
expect(invalid2).to.throw();
|
|
expect(invalid3).to.throw();
|
|
expect(invalid4).to.throw();
|
|
expect(invalid5).to.throw();
|
|
});
|
|
});
|
|
|
|
describe("Order Processing", function() {
|
|
|
|
});
|
|
});
|