forked from theforage/forage-jpmc-swe-task-1
-
Notifications
You must be signed in to change notification settings - Fork 0
/
client_test.py
65 lines (59 loc) · 2.07 KB
/
client_test.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
import unittest
from client3 import *
class ClientTest(unittest.TestCase):
def test_getDataPoint_calculatePrice(self):
quotes = [
{
"top_ask": {"price": 121.2, "size": 36},
"timestamp": "2019-02-11 22:06:30.572453",
"top_bid": {"price": 120.48, "size": 109},
"id": "0.109974697771",
"stock": "ABC",
},
{
"top_ask": {"price": 121.68, "size": 4},
"timestamp": "2019-02-11 22:06:30.572453",
"top_bid": {"price": 117.87, "size": 81},
"id": "0.109974697771",
"stock": "DEF",
},
]
for quote in quotes:
self.assertEqual(
getDataPoint(quote),
(
quote["stock"],
quote["top_bid"]["price"],
quote["top_ask"]["price"],
(quote["top_bid"]["price"] + quote["top_ask"]["price"]) / 2,
),
)
def test_getDataPoint_calculatePriceBidGreaterThanAsk(self):
quotes = [
{
"top_ask": {"price": 119.2, "size": 36},
"timestamp": "2019-02-11 22:06:30.572453",
"top_bid": {"price": 120.48, "size": 109},
"id": "0.109974697771",
"stock": "ABC",
},
{
"top_ask": {"price": 121.68, "size": 4},
"timestamp": "2019-02-11 22:06:30.572453",
"top_bid": {"price": 117.87, "size": 81},
"id": "0.109974697771",
"stock": "DEF",
},
]
for quote in quotes:
self.assertEqual(
getDataPoint(quote),
(
quote["stock"],
quote["top_bid"]["price"],
quote["top_ask"]["price"],
(quote["top_bid"]["price"] + quote["top_ask"]["price"]) / 2,
),
)
if __name__ == "__main__":
unittest.main()