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'
}]
""" ------------ Add the assertion below ------------ """
# The following are the test cases for this
self.assertEqual(getDataPoint(quotes[0]),
('ABC', 120.48, 121.2, 120.84))
# #quotes[0] is actually the quote that we need
self.assertEqual(getDataPoint(quotes[1]),
('DEF', 117.87, 121.68, 119.775))
self.assertEqual(getRatio(1, 1), 1)
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'
}]
""" ------------ Add the assertion below ------------ """
quote0 = "ABC", 120.48, 121.2, (120.48 + 121.2) / 2
self.assertEqual(getDataPoint(quotes[0]), quote0)
for qt in quotes:
self.assertEqual(
getDataPoint(qt),
(qt['stock'], qt['top_bid']['price'], qt['top_ask']['price'],
(qt['top_bid']['price'] + qt['top_ask']['price']) / 2))
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'}
]
""" ------------ Add the assertion below ------------ """
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'}
]
""" ------------ Add the assertion below ------------ """
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))
""" ------------ Add more unit tests ------------ """
if __name__ == '__main__':
unittest.main()
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'
}]
""" ------------ Add the assertion below ------------ """
# The following are the test cases
data_point_1 = getDataPoint(quotes[0])
self.assertGreater(data_point_1[1], data_point_1[2])
data_point_2 = getDataPoint(quotes[1])
self.assertGreater(data_point_1[1], data_point_1[2])
def test_getRatio_calculateStockBZero(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': 0,
'size': 4
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
# getRatio when price B is zero
prices = {}
for quote in quotes:
price = getDataPoint(quote)[3]
stock = getDataPoint(quote)[0]
# Assign key value pair for ABC/DEF
prices[stock] = price
self.assertEqual(getRatio(prices["ABC"], prices["DEF"]), None)
def test_getRatio(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'
}]
""" ------------ Add the assertion below ------------ """
price_a = getDataPoint(quotes[0])[2]
price_b = getDataPoint(quotes[1])[2]
ratio = price_a / price_b
self.assertEqual(getRatio(price_a, price_b), ratio)
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'}
]
""" ------------ Add the assertion below ------------ """
for quote in quotes:
print(getDataPoint(quote))
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'
}]
""" ------------ Add the assertion below ------------ """
for i in quotes:
stock = i['stock']
bid_price = float(i['top_bid']['price'])
ask_price = float(i['top_ask']['price'])
price = (bid_price + ask_price) / 2
self.assertEqual(getDataPoint(i),
(stock, bid_price, ask_price, price))
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'
}]
""" ------------ Add the assertion below ------------ """
# Check if getDataPoint function returns the correct tuple where top_ask > top_bid
for quote in quotes:
self.assertEqual(
getDataPoint(quote),
(quote['stock'], quote['top_bid']['price'],
quote['top_ask']['price'],
(quote['top_ask']['price'] + quote['top_bid']['price']) / 2))
def test_getDataPoint_calculatePriceBidEqualtoNegativeAsk(self):
quotes = [{
'top_ask': {
'price': -120.00,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 120.00,
'size': 109
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': -117.87,
'size': 4
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 117.87,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
""" ------------ Add the assertion below ------------ """
for quote in quotes:
self.assertAlmostEqual(
getDataPoint(quote),
(quote['stock'], float(quote['top_bid']['price']),
float(quote['top_ask']['price']),
(float(quote['top_bid']['price']) +
float(quote['top_ask']['price'])) / 2))
def test_getDataPoint_calculatePriceBidLessThanAsk(self):
quotes = [{
'top_ask': {
'price': 119.2,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 12.48,
'size': 1
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 121.68,
'size': 4
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 12.87,
'size': 2
},
'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_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'
}]
""" ------------ Add the assertion below ------------ """
dataPoint = ('ABC', 120.48, 121.2, (120.48 + 121.2) / 2)
self.assertEqual(getDataPoint(quotes[0]), dataPoint)
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'
}]
""" ------------ Add the assertion below ------------ """
for x in quotes:
stock, bid_price, ask_price, price = getDataPoint(x)
self.assertEqual(stock, x['stock'])
self.assertEqual(bid_price, x['top_bid']['price'])
self.assertEqual(ask_price, x['top_ask']['price'])
self.assertEqual(
price, (x['top_bid']['price'] + x['top_ask']['price']) / 2)
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'
}]
""" ------------ Add the assertion below ------------ """
for quote in quotes:
# check if we have accurate positioning and correct data point
# and the price is correctly calculated.
bid_price = quote["top_bid"]["price"]
ask_price = quote["top_ask"]["price"]
price = (bid_price + ask_price) / 2.0
accurate_dataPoint = (quote["stock"], bid_price, ask_price, price)
self.assertEqual(getDataPoint(quote), accurate_dataPoint)
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 i in quotes:
self.assertEqual(getDataPoint(i),
(i['stock'], i['bid_price'], i['ask_price'],
(i['bid_price'] + i['ask_price']) / 2))
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'
}]
""" ------------ Add the assertion below ------------ """
for quote in quotes:
bid_price = quote['top_ask']['price']
ask_price = quote['top_bid']['price']
self.assertEqual(
getDataPoint(quote)[3], (bid_price + ask_price) / 2)
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:
stock, bid_price, ask_price, price = getDataPoint(quote)
self.assertEqual(price, (quote.get('top_ask').get('price') +
quote.get('top_bid').get('price')) / 2)
def test_getDataPoint_isTuple(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.assertIsInstance(getDataPoint(quote), tuple)
def test_getRatio_priceAEqualsZero(self):
quotes = [{
'top_ask': {
'price': 0,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0,
'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': 122.87,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
""" ------------ Add the assertion below ------------ """
prices = {}
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
prices[stock] = price
self.assertEqual(getRatio(prices['ABC'], prices['DEF']), 0)
def test_getDataPoint_isOf_validLength(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'
}]
# check if we have complete data point (4 values in this case).
for quote in quotes:
self.assertEqual(len(getDataPoint(quote)), 4)
def test_getRatio_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'
}]
""" ------------ Add the assertion below ------------ """
prices = {}
for q in quotes:
stock, bid_price, ask_price, price = getDataPoint(q)
prices[stock] = price
self.assertEqual(getRatio(prices['ABC'], prices['DEF']),
(prices['ABC'] / prices['DEF']))
def test_getDataPoint_calculateRatio(self):
quotes = [{
'top_ask': {
'price': 120.2,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 156.48,
'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': 98.87,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
prices = {}
for x in quotes:
stock, bid_price, ask_price, price = getDataPoint(x)
prices[stock] = price
self.assertEqual(getRatio(prices['ABC'], prices['DEF']),
(prices['ABC'] / prices['DEF']))
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",
},
]
""" ------------ Add the assertion below ------------ """
quote0 = "ABC", 120.48, 121.2, (120.48 + 121.2) / 2
self.assertEqual(getDataPoint(quotes[0]), quote0)
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:
expected = (
quote['stock'], quote['top_bid']['price'],
quote['top_ask']['price'],
(quote['top_bid']['price'] + quote['top_ask']['price']) / 2)
self.assertEquals(getDataPoint(quote), expected)
def test_getDataPoint_calculatePrice(self):
quotes = [{
'top_ask': {
'price': 121.2,
'size': 36
},
'timestamp': '2020-05-15 19:42:00.572453',
'top_bid': {
'price': 120.48,
'size': 109
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 121.68,
'size': 4
},
'timestamp': '2020-05-15 19:42:00.572453',
'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_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'
}]
""" ------------ Add the assertion below ------------ """
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_getRatio_zero_priceB(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': 0,
'size': 4
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
pricedict = {}
for quote in quotes:
stock, bid_price, ask_price, price = getDataPoint(quote)
pricedict[stock] = price
self.assertEqual(getRatio(pricedict['ABC'], pricedict['DEF']), (None))
def test_getRatio_calculateRatioPriceBIsZero(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'
}]
stock, bid_price, ask_price, price = getDataPoint(quotes[0])
price_a = price
price_b = 0
self.assertEqual(getRatio(price_a, price_b), None)
def test_getDataPoint_calculatePriceAlmostZero(self):
quotes = [{
'top_ask': {
'price': 0.2,
'size': 56
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0.48,
'size': 109
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 0.120,
'size': 56
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0.20,
'size': 109
},
'id': '0.109974697771',
'stock': 'DEF'
}, {
'top_ask': {
'price': 1.120,
'size': 76
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0.20,
'size': 59
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 0.190,
'size': 74
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 1.170,
'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_calculatePriceSmallDifference(self):
quotes = [{
'top_ask': {
'price': 120.2,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 120.25,
'size': 109
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 1.25,
'size': 56
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 1.4,
'size': 49
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 12.25,
'size': 15
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 12.20,
'size': 10
},
'id': '0.109974697771',
'stock': 'DEF'
}, {
'top_ask': {
'price': 140.68,
'size': 74
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 140.75,
'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))