def test_getRatio_calculate(self):
quotes = [{
'price': {
'bid_price': 100,
'ask_price': 50
}
}, {
'price': {
'bid_price': 100,
'ask_price': 35
}
}]
for quote in quotes:
self.assertEquals(
getRatio(quote['price']['bid_price'],
quote['price']['ask_price']),
quote['price']['bid_price'] / quote['price']['ask_price'])
quotes = [{
'price': {
'bid_price': 100,
'ask_price': 0
}
}, {
'price': {
'bid_price': 0,
'ask_price': 35
}
}]
expected = [
quotes[0]['price']['bid_price'], quotes[1]['price']['ask_price']
]
for quote, exp in zip(quotes, expected):
self.assertEquals(
getRatio(quote['price']['bid_price'],
quote['price']['ask_price']), exp)
def test_getRatio_calculateRatio(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(
getRatio(quote['top_bid']['price'], quote['top_ask']['price']),
(quote['top_bid']['price'] / quote['top_ask']['price']))
self.assertEqual(
getRatio(quote['top_ask']['price'], quote['top_bid']['price']),
(quote['top_ask']['price'] / quote['top_bid']['price']))
def test_getRatio_priceBZero(self):
+ price_a = 119.2
+ price_b = 0
+ self.assertIsNone(getRatio(price_a, price_b))
+ def test_getRatio_priceAZero(self):
+ price_a = 0
+ price_b = 121.68
+ self.assertEqual(getRatio(price_a, price_b), 0)
+ def test_getRatio_greaterThan1(self):
+ price_a = 346.48
+ price_b = 166.39
+ self.assertGreater(getRatio(price_a, price_b), 1)
+
+ def test_getRatio_LessThan1(self):
+ price_a = 166.39
+ price_b = 356.48
+ self.assertLess(getRatio(price_a, price_b), 1)
+
+ def test_getRatio_exactlyOne(self):
+ price_a = 356.48
+ price_b = 356.48
+ self.assertEqual(getRatio(price_a, price_b), 1)
if __name__ == '__main__':
unittest.main()
def test_getRatio_CalculateRatio(self):
price_a = 150
price_b = 143
price_c = 124
price_d = 135
price_zero = 0
self.assertEqual(getRatio(price_a, price_b), 150 / 143)
self.assertEqual(getRatio(price_c, price_d), 124 / 135)
self.assertEqual(getRatio(price_b, price_zero), None)
def test_getRatio_calculateRatio(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'},
{'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': 0, 'size': 4}, 'timestamp': '2019-02-11 22:06:30.572453', 'top_bid': {'price': 0, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
self.assertEqual(getRatio((quotes[0]['top_ask']['price']+quotes[0]['top_bid']['price'])/2,(quotes[1]['top_ask']['price']+quotes[1]['top_bid']['price'])/2), (quotes[0]['top_ask']['price']+quotes[0]['top_bid']['price'])/(quotes[1]['top_ask']['price']+quotes[1]['top_bid']['price']))
self.assertEqual(getRatio((quotes[0]['top_ask']['price']+quotes[0]['top_bid']['price'])/2,(quotes[3]['top_ask']['price']+quotes[3]['top_bid']['price'])/2), None)
self.assertEqual(getRatio((quotes[2]['top_ask']['price']+quotes[2]['top_bid']['price'])/2,(quotes[1]['top_ask']['price']+quotes[1]['top_bid']['price'])/2), 0)
def test_getDataPoint_priceZero(self):
price_a=[121,0,232]
price_b=[0,0,123]
number_of_prices=len(price_a)
for i in range(number_of_prices):
if price_a[i]==0 and price_b[i]!=0:
self.assertEqual(getRatio(price_a[i],price_b[i]), 0)
elif price_b[i]==0:
self.assertEqual(getRatio(price_a[i],price_b[i]), None)
else:
self.assertEqual(getRatio(price_a[i],price_b[i]), price_a[i]/price_b[i])
def test_getRatio_calculatorPriceBidGreatorThanAsk(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(
getRatio(quote),
(quote['stock'], quote['top_bid']['price'],
quote['top_ask']['price'],
(quote['top_bid']['price'] + quote['top_ask']['price']) / 2))
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_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_getRatio(self):
quotes= [
{'price_a' : 0, 'price_b': 120},
{'price_a': 120,'price_b' : 0}
]
for quote in quotes:
self.assertEqual(getRatio(quote['price_a'],quote['price_b'] ),(quote['price_a']/quote['price_b']))
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_price_b_isZero(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'
}]
prices = {}
for quote in quotes:
prices[quote['stock']] = (quote['top_bid']['price'] +
quote['top_ask']['price']) / 2
print(prices)
self.assertEqual(getRatio(prices['ABC'], prices['DEF']), None)
def test_getRatio_calculateRatio_ratioEqualsOne(self):
quotes = [{
'top_ask': {
'price': 100.01,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 100.01,
'size': 109
},
'id': '0.109974697771',
'stock': 'ABC'
}, {
'top_ask': {
'price': 100.01,
'size': 4
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 100.01,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
price_a = (quotes[0]['top_ask']['price'] +
quotes[0]['top_bid']['price']) / 2
price_b = (quotes[1]['top_ask']['price'] +
quotes[1]['top_bid']['price']) / 2
self.assertEqual(getRatio(price_a, price_b), 1)
def test_getRatio_calculateRatio(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(getRatio(quote['top_ask']['price'], quote['top_bid']['price']), quote['top_ask']['price'] / quote['top_bid']['price'])
def test_getRatio_calculateRatio_priceB_0(self): #Test to verify when priceB(Denominator) is 0
quotes = [
{'top_ask': {'price': 119.2, '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': 0, 'size': 81}, 'id': '0.109974697771', 'stock': 'DEF'}
]
for quote in quotes:
self.assertEqual(getRatio(quote['top_ask']['price'], quote['top_bid']['price']), None)
def test_getRatio_greaterThanOne(self):
price_a = 121.68
price_b = 119.2
self.assertGreater(getRatio(price_a, price_b), 1)
def test_getRatio_LessThanOne(self):
price_a = 119.2
price_b = 121.68
self.assertLess(getRatio(price_a, price_b), 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 ------------ """
# 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_getRatio_zeroDivision(self):
price_a = [0, 1, 2, 99.9]
price_b = [0, 0, 0, 0]
# getRatio should return None for all divisions by zero
expected = [None, None, None, None]
for i in range(len(price_a)):
self.assertIsNone(getRatio(price_a[i], price_b[i]))
def test_getRatio_returnNoneIfDenominatorIsZero(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(getRatio(quote['top_bid']['price'], 0), None)
def test_getRatio(self):
nums = [
{
'price_a': 45,
'price_b': 35
},
{
'price_a': 18,
'price_b': 69
},
{
'price_a': 0,
'price_b': 25
},
{
'price_a': 178,
'price_b': 0
},
{
'price_a': 0,
'price_b': 0
},
{
'price_a': 35,
'price_b': 35
},
{
'price_a': 99999995848,
'price_b': 6431684651
},
]
for num in nums:
ans = None if num[
'price_b'] == 0 else num['price_a'] / num['price_b']
self.assertEqual(getRatio(num['price_a'], num['price_b']), ans)
def test_getRatio_calculateRatio_ratioGreaterThanOne(self):
quotes = [{
'top_ask': {
'price': 200.42,
'size': 36
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 300.12,
'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'
}]
price_a = (quotes[0]['top_ask']['price'] +
quotes[0]['top_bid']['price']) / 2
price_b = (quotes[1]['top_ask']['price'] +
quotes[1]['top_bid']['price']) / 2
self.assertGreater(getRatio(price_a, price_b), 1)
def test_getRatio_calculateRatio_priceBEqualsZero(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': 0,
'size': 4
},
'timestamp': '2019-02-11 22:06:30.572453',
'top_bid': {
'price': 0,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
price_a = (quotes[0]['top_ask']['price'] +
quotes[0]['top_bid']['price']) / 2
price_b = (quotes[1]['top_ask']['price'] +
quotes[1]['top_bid']['price']) / 2
self.assertIsNone(getRatio(price_a, price_b))
def test_getRatio_CalculateRatio_PriceB_Zero(self):
quotes = [{
'top_ask': {
'price': 121.2,
'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': 0,
'size': 81
},
'id': '0.109974697771',
'stock': 'DEF'
}]
for quote in quotes:
self.assertEqual(
getRatio(quote['top_ask']['price'], quote['top_bid']['price']),
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_randomTesting_getRatio(self):
for _ in range(1000):
a = random.randint(1, 501)
b = random.randint(1, 501)
result = a / b
self.assertEqual(getRatio(a, b), result)
def test_getRatio_calculateRatio(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_ABC_price = (quotes[0]['top_ask']['price'] +
quotes[0]['top_bid']['price']) / 2
stock_DEF_price = (quotes[1]['top_ask']['price'] +
quotes[1]['top_bid']['price']) / 2
self.assertEqual(getRatio(stock_ABC_price, stock_DEF_price),
stock_ABC_price / stock_DEF_price)
def testGetRatioForTopAsk(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'
}]
self.assertEqual(
getRatio(quotes[0]['top_ask']['price'],
quotes[1]['top_ask']['price']), (119.2 / 121.68))
def test_getRatio(self):
price_a = [0, 1, 2, 5, 3, 1, 2]
price_b = [3, 1, 2, 0, 6, 3, 1]
correct = [0, 1, 1, None, 0.5, 0.3333333333333333, 2]
for val in range(len(price_b)):
result = getRatio(price_a[val], price_b[val])
self.assertEqual(result, correct[val])
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_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_getRatio_divide(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.assertAlmostEqual(
getRatio(quote['top_ask']['price'], quote['top_bid']['price']),
quote['top_ask']['price'] / quote['top_bid']['price'])
