mirror of
https://github.com/bitburner-official/bitburner-src.git
synced 2024-11-18 13:43:49 +01:00
927 lines
44 KiB
JavaScript
927 lines
44 KiB
JavaScript
import { CONSTANTS } from "../src/Constants";
|
|
import { Player } from "../src/Player";
|
|
import {
|
|
buyStock,
|
|
sellStock,
|
|
shortStock,
|
|
sellShort,
|
|
} from "../src/StockMarket/BuyingAndSelling";
|
|
import { Order } from "../src/StockMarket/Order";
|
|
import { processOrders } from "../src/StockMarket/OrderProcessing";
|
|
import { Stock } from "../src/StockMarket/Stock";
|
|
import {
|
|
deleteStockMarket,
|
|
initStockMarket,
|
|
initSymbolToStockMap,
|
|
loadStockMarket,
|
|
processStockPrices,
|
|
StockMarket,
|
|
SymbolToStockMap,
|
|
} from "../src/StockMarket/StockMarket";
|
|
import {
|
|
calculateIncreasingPriceMovement,
|
|
calculateDecreasingPriceMovement,
|
|
forecastChangePerPriceMovement,
|
|
getBuyTransactionCost,
|
|
getSellTransactionGain,
|
|
processBuyTransactionPriceMovement,
|
|
processSellTransactionPriceMovement,
|
|
} from "../src/StockMarket/StockMarketHelpers";
|
|
import { OrderTypes } from "../src/StockMarket/data/OrderTypes"
|
|
import { PositionTypes } from "../src/StockMarket/data/PositionTypes";
|
|
|
|
import { expect } from "chai";
|
|
|
|
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: 20,
|
|
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.shareTxUntilMovementUp).to.equal(ctorParams.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).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("StockMarket object", function() {
|
|
describe("Initialization", function() {
|
|
// Keeps track of initialized stocks. Contains their symbols
|
|
const stocks = [];
|
|
|
|
before(function() {
|
|
expect(initStockMarket).to.not.throw();
|
|
expect(initSymbolToStockMap).to.not.throw();
|
|
});
|
|
|
|
it("should have Stock objects", function() {
|
|
for (const prop in StockMarket) {
|
|
const stock = StockMarket[prop];
|
|
if (stock instanceof Stock) {
|
|
stocks.push(stock.symbol);
|
|
}
|
|
}
|
|
|
|
// We'll just check that there are some stocks
|
|
expect(stocks.length).to.be.at.least(1);
|
|
});
|
|
|
|
it("should have an order book in the 'Orders' property", function() {
|
|
expect(StockMarket).to.have.property("Orders");
|
|
|
|
const orderbook = StockMarket["Orders"];
|
|
for (const symbol of stocks) {
|
|
const ordersForStock = orderbook[symbol];
|
|
expect(ordersForStock).to.be.an("array");
|
|
expect(ordersForStock.length).to.equal(0);
|
|
}
|
|
});
|
|
|
|
it("should have properties for managing game cycles", function() {
|
|
expect(StockMarket).to.have.property("storedCycles");
|
|
expect(StockMarket["storedCycles"]).to.equal(0);
|
|
expect(StockMarket).to.have.property("lastUpdate");
|
|
expect(StockMarket["lastUpdate"]).to.equal(0);
|
|
});
|
|
});
|
|
|
|
// Because 'StockMarket' is a global object, the effects of initialization from
|
|
// the block above should still stand
|
|
describe("Deletion", function() {
|
|
it("should set StockMarket to be an empty object", function() {
|
|
expect(StockMarket).to.be.an("object").that.is.not.empty;
|
|
deleteStockMarket();
|
|
expect(StockMarket).to.be.an("object").that.is.empty;
|
|
});
|
|
});
|
|
|
|
describe("processStockPrices()", function() {
|
|
before(function() {
|
|
deleteStockMarket();
|
|
initStockMarket();
|
|
initSymbolToStockMap();
|
|
});
|
|
|
|
it("should store cycles until it actually processes", function() {
|
|
expect(StockMarket["storedCycles"]).to.equal(0);
|
|
processStockPrices(10);
|
|
expect(StockMarket["storedCycles"]).to.equal(10);
|
|
});
|
|
|
|
it("should trigger a price update when it has enough cycles", function() {
|
|
// Get the initial prices
|
|
const initialValues = {};
|
|
for (const stockName in StockMarket) {
|
|
const stock = StockMarket[stockName];
|
|
if (!(stock instanceof Stock)) { continue; }
|
|
initialValues[stock.symbol] = {
|
|
price: stock.price,
|
|
otlkMag: stock.otlkMag,
|
|
}
|
|
}
|
|
|
|
// Don't know or care how many exact cycles are required
|
|
processStockPrices(1e9);
|
|
|
|
// Both price and 'otlkMag' should be different
|
|
for (const stockName in StockMarket) {
|
|
const stock = StockMarket[stockName];
|
|
if (!(stock instanceof Stock)) { continue; }
|
|
expect(initialValues[stock.symbol].price).to.not.equal(stock.price);
|
|
expect(initialValues[stock.symbol].otlkMag).to.not.equal(stock.otlkMag);
|
|
}
|
|
});
|
|
});
|
|
});
|
|
|
|
describe("StockToSymbolMap", function() {
|
|
before(function() {
|
|
deleteStockMarket();
|
|
initStockMarket();
|
|
initSymbolToStockMap();
|
|
});
|
|
|
|
it("should map stock symbols to their corresponding Stock Objects", function() {
|
|
for (const stockName in StockMarket) {
|
|
const stock = StockMarket[stockName];
|
|
if (!(stock instanceof Stock)) { continue; }
|
|
|
|
expect(SymbolToStockMap[stock.symbol]).to.equal(stock);
|
|
}
|
|
});
|
|
});
|
|
|
|
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() {
|
|
// N = 1 is the original price
|
|
function getNthPriceIncreasing(origPrice, n) {
|
|
let price = origPrice;
|
|
for (let i = 1; i < n; ++i) {
|
|
price *= calculateIncreasingPriceMovement(stock);
|
|
}
|
|
|
|
return price;
|
|
}
|
|
|
|
// N = 1 is the original price
|
|
function getNthPriceDecreasing(origPrice, n) {
|
|
let price = origPrice;
|
|
for (let i = 1; i < n; ++i) {
|
|
price *= calculateDecreasingPriceMovement(stock);
|
|
}
|
|
|
|
return price;
|
|
}
|
|
|
|
// N = 1 is the original forecast
|
|
function getNthForecast(origForecast, n) {
|
|
return origForecast - forecastChangePerPriceMovement * (n - 1);
|
|
}
|
|
|
|
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.shareTxUntilMovementUp;
|
|
|
|
processBuyTransactionPriceMovement({}, mvmtShares, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.shareTxUntilMovementUp).to.equal(oldTracker);
|
|
});
|
|
|
|
it("should do nothing on invalid 'shares' arg", function() {
|
|
const oldPrice = stock.price;
|
|
const oldTracker = stock.shareTxUntilMovementUp;
|
|
|
|
processBuyTransactionPriceMovement(stock, NaN, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.shareTxUntilMovementUp).to.equal(oldTracker);
|
|
|
|
processBuyTransactionPriceMovement(stock, -1, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.shareTxUntilMovementUp).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;
|
|
|
|
processBuyTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.otlkMag).to.equal(oldForecast);
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate a SHORT transaction that doesn't trigger a price movement", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, noMvmtShares, PositionTypes.Short);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.otlkMag).to.equal(oldForecast);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions that trigger price movements", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
});
|
|
|
|
it("should properly evaluate SHORT transactions that trigger price movements", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions of exactly 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, stock.shareTxForMovement, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
it("should properly evaluate LONG transactions that total to 'shareTxForMovement' shares", function() {
|
|
const oldPrice = stock.price;
|
|
const oldForecast = stock.otlkMag;
|
|
|
|
processBuyTransactionPriceMovement(stock, Math.round(stock.shareTxForMovement / 2), PositionTypes.Long);
|
|
processBuyTransactionPriceMovement(stock, stock.shareTxUntilMovementUp, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).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;
|
|
|
|
processBuyTransactionPriceMovement(stock, 3 * stock.shareTxForMovement, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 4));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 4));
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).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.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementUp).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);
|
|
expect(stock.shareTxUntilMovementDown).to.be.below(stock.shareTxForMovement);
|
|
processBuyTransactionPriceMovement(stock, stock.shareTxUntilMovementDown, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovementDown).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.shareTxUntilMovementDown).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.shareTxUntilMovementDown;
|
|
|
|
processSellTransactionPriceMovement({}, mvmtShares, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(oldTracker);
|
|
});
|
|
|
|
it("should do nothing on invalid 'shares' arg", function() {
|
|
const oldPrice = stock.price;
|
|
const oldTracker = stock.shareTxUntilMovementDown;
|
|
|
|
processSellTransactionPriceMovement(stock, NaN, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(oldTracker);
|
|
|
|
processSellTransactionPriceMovement(stock, -1, PositionTypes.Long);
|
|
expect(stock.price).to.equal(oldPrice);
|
|
expect(stock.shareTxUntilMovementDown).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.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
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.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
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.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
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.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement - noMvmtShares);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
});
|
|
|
|
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.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementUp).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);
|
|
expect(stock.shareTxUntilMovementDown).to.be.below(stock.shareTxForMovement);
|
|
processSellTransactionPriceMovement(stock, stock.shareTxUntilMovementDown, PositionTypes.Long);
|
|
expect(stock.price).to.equal(getNthPriceDecreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementUp).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.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementUp).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.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).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);
|
|
expect(stock.shareTxUntilMovementUp).to.be.below(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
processSellTransactionPriceMovement(stock, stock.shareTxUntilMovementUp, PositionTypes.Short);
|
|
expect(stock.price).to.equal(getNthPriceIncreasing(oldPrice, 2));
|
|
expect(stock.otlkMag).to.equal(getNthForecast(oldForecast, 2));
|
|
expect(stock.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).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.shareTxUntilMovementUp).to.equal(stock.shareTxForMovement);
|
|
expect(stock.shareTxUntilMovementDown).to.equal(stock.shareTxForMovement);
|
|
});
|
|
});
|
|
});
|
|
|
|
describe("Transaction (Buy/Sell) Functions", function() {
|
|
const suppressDialogOpt = { suppressDialog: true };
|
|
|
|
describe("buyStock()", function() {
|
|
it("should fail for invalid arguments", function() {
|
|
expect(buyStock({}, 1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(buyStock(stock, 0, null, suppressDialogOpt)).to.equal(false);
|
|
expect(buyStock(stock, -1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(buyStock(stock, NaN, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should fail if player doesn't have enough money", function() {
|
|
Player.setMoney(0);
|
|
expect(buyStock(stock, 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should not allow for transactions that exceed the maximum shares", function() {
|
|
const maxShares = stock.maxShares;
|
|
expect(buyStock(stock, maxShares + 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should return true and properly update stock properties for successful transactions", function() {
|
|
const shares = 1e3;
|
|
const cost = getBuyTransactionCost(stock, shares, PositionTypes.Long);
|
|
Player.setMoney(cost);
|
|
|
|
expect(buyStock(stock, shares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShares).to.equal(shares);
|
|
expect(stock.playerAvgPx).to.be.above(0);
|
|
expect(Player.money.toNumber()).to.equal(0);
|
|
});
|
|
});
|
|
|
|
describe("sellStock()", function() {
|
|
it("should fail for invalid arguments", function() {
|
|
expect(sellStock({}, 1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(sellStock(stock, 0, null, suppressDialogOpt)).to.equal(false);
|
|
expect(sellStock(stock, -1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(sellStock(stock, NaN, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should fail if player doesn't have any shares", function() {
|
|
Player.setMoney(0);
|
|
expect(sellStock(stock, 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should not allow for transactions that exceed the maximum shares", function() {
|
|
const maxShares = stock.maxShares;
|
|
expect(sellStock(stock, maxShares + 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should return true and properly update stock properties for successful transactions", function() {
|
|
const shares = 1e3;
|
|
stock.playerShares = shares;
|
|
stock.playerAvgPx = stock.price;
|
|
const gain = getSellTransactionGain(stock, shares, PositionTypes.Long);
|
|
Player.setMoney(0);
|
|
|
|
expect(sellStock(stock, shares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShares).to.equal(0);
|
|
expect(stock.playerAvgPx).to.equal(0);
|
|
expect(Player.money.toNumber()).to.equal(gain);
|
|
});
|
|
|
|
it("should cap the number of sharse sold to however many the player owns", function() {
|
|
const attemptedShares = 2e3;
|
|
const actualShares = 1e3;
|
|
stock.playerShares = actualShares;
|
|
stock.playerAvgPx = stock.price;
|
|
const gain = getSellTransactionGain(stock, actualShares, PositionTypes.Long);
|
|
Player.setMoney(0);
|
|
|
|
expect(sellStock(stock, attemptedShares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShares).to.equal(0);
|
|
expect(stock.playerAvgPx).to.equal(0);
|
|
expect(Player.money.toNumber()).to.equal(gain);
|
|
});
|
|
|
|
it("should properly update stock properties for partial transactions", function() {
|
|
const shares = 1e3;
|
|
const origPrice = stock.price;
|
|
stock.playerShares = 2 * shares;
|
|
stock.playerAvgPx = origPrice;
|
|
const gain = getSellTransactionGain(stock, shares, PositionTypes.Long);
|
|
Player.setMoney(0);
|
|
|
|
expect(sellStock(stock, shares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShares).to.equal(shares);
|
|
expect(stock.playerAvgPx).to.equal(origPrice);
|
|
expect(Player.money.toNumber()).to.equal(gain);
|
|
});
|
|
});
|
|
|
|
describe("shortStock()", function() {
|
|
it("should fail for invalid arguments", function() {
|
|
expect(shortStock({}, 1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(shortStock(stock, 0, null, suppressDialogOpt)).to.equal(false);
|
|
expect(shortStock(stock, -1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(shortStock(stock, NaN, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should fail if player doesn't have enough money", function() {
|
|
Player.setMoney(0);
|
|
expect(shortStock(stock, 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should not allow for transactions that exceed the maximum shares", function() {
|
|
const maxShares = stock.maxShares;
|
|
expect(shortStock(stock, maxShares + 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should return true and properly update stock properties for successful transactions", function() {
|
|
const shares = 1e3;
|
|
const cost = getBuyTransactionCost(stock, shares, PositionTypes.Short);
|
|
Player.setMoney(cost);
|
|
|
|
expect(shortStock(stock, shares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShortShares).to.equal(shares);
|
|
expect(stock.playerAvgShortPx).to.be.above(0);
|
|
expect(Player.money.toNumber()).to.equal(0);
|
|
});
|
|
});
|
|
|
|
describe("sellShort()", function() {
|
|
it("should fail for invalid arguments", function() {
|
|
expect(sellShort({}, 1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(sellShort(stock, 0, null, suppressDialogOpt)).to.equal(false);
|
|
expect(sellShort(stock, -1, null, suppressDialogOpt)).to.equal(false);
|
|
expect(sellShort(stock, NaN, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should fail if player doesn't have any shares", function() {
|
|
Player.setMoney(0);
|
|
expect(sellShort(stock, 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should not allow for transactions that exceed the maximum shares", function() {
|
|
const maxShares = stock.maxShares;
|
|
expect(sellShort(stock, maxShares + 1, null, suppressDialogOpt)).to.equal(false);
|
|
});
|
|
|
|
it("should return true and properly update stock properties for successful transactions", function() {
|
|
const shares = 1e3;
|
|
stock.playerShortShares = shares;
|
|
stock.playerAvgShortPx = stock.price;
|
|
const gain = getSellTransactionGain(stock, shares, PositionTypes.Short);
|
|
Player.setMoney(0);
|
|
|
|
expect(sellShort(stock, shares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShortShares).to.equal(0);
|
|
expect(stock.playerAvgShortPx).to.equal(0);
|
|
expect(Player.money.toNumber()).to.equal(gain);
|
|
});
|
|
|
|
it("should cap the number of sharse sold to however many the player owns", function() {
|
|
const attemptedShares = 2e3;
|
|
const actualShares = 1e3;
|
|
stock.playerShortShares = actualShares;
|
|
stock.playerAvgShortPx = stock.price;
|
|
const gain = getSellTransactionGain(stock, actualShares, PositionTypes.Short);
|
|
Player.setMoney(0);
|
|
|
|
expect(sellShort(stock, attemptedShares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShortShares).to.equal(0);
|
|
expect(stock.playerAvgShortPx).to.equal(0);
|
|
expect(Player.money.toNumber()).to.equal(gain);
|
|
});
|
|
|
|
it("should properly update stock properties for partial transactions", function() {
|
|
const shares = 1e3;
|
|
const origPrice = stock.price;
|
|
stock.playerShortShares = 2 * shares;
|
|
stock.playerAvgShortPx = origPrice;
|
|
const gain = getSellTransactionGain(stock, shares, PositionTypes.Short);
|
|
Player.setMoney(0);
|
|
|
|
expect(sellShort(stock, shares, null, suppressDialogOpt)).to.equal(true);
|
|
expect(stock.playerShortShares).to.equal(shares);
|
|
expect(stock.playerAvgShortPx).to.equal(origPrice);
|
|
expect(Player.money.toNumber()).to.equal(gain);
|
|
});
|
|
});
|
|
});
|
|
|
|
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("FOO", "z", 0, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
function invalid3() {
|
|
return new Order("FOO", 1, {}, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
function invalid4() {
|
|
return new Order("FOO", 1, NaN, OrderTypes.LimitBuy, PositionTypes.Short);
|
|
}
|
|
function invalid5() {
|
|
return new Order("FOO", 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() {
|
|
|
|
});
|
|
});
|