bitburner-src/test/StockMarketTests.js
2019-05-09 19:36:04 -07:00

670 lines
31 KiB
JavaScript

import { CONSTANTS } from "../src/Constants";
import { Order } from "../src/StockMarket/Order";
import { processOrders } from "../src/StockMarket/OrderProcessing";
import { Stock } from "../src/StockMarket/Stock";
import {
deleteStockMarket,
initStockMarket,
initSymbolToStockMap,
loadStockMarket,
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";
//const assert = chai.assert;
//const expect = chai.expect;
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: 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("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).to.have.property("lastUpdate");
});
});
// 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;
});
});
// Reset stock market for each test
beforeEach(function() {
deleteStockMarket();
initStockMarket();
initSymbolToStockMap();
});
it("should properly initialize", function() {
});
});
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.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 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.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;
processBuyTransactionPriceMovement(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;
processBuyTransactionPriceMovement(stock, mvmtShares, PositionTypes.Long);
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 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.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;
processBuyTransactionPriceMovement(stock, stock.shareTxForMovement, PositionTypes.Long);
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 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.shareTxUntilMovement, PositionTypes.Long);
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 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.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("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() {
});
});