def test_add_insufficient_funds(self):
actual_book = Book(self.sample_name, self.sample_participants)
test_order = Order(1, self.sample_participants[0], self.sample_name,
"BID", 1000.00, 800)
with self.assertRaises(InsufficientFundsError):
actual_book.add(test_order)
def test_add_cross(self):
actual_book = Book(self.sample_name, self.sample_participants)
test_orders = [Order(1, self.sample_participants[0], self.sample_name,
"BID", 22.00, 3),
Order(2, self.sample_participants[1], self.sample_name,
"ASK", 20.00, 3)]
# add order to book
for order in test_orders:
actual_book.add(order)
# expected Side objects
expected_bids = Side("BID")
expected_asks = Side("ASK")
self.assertFalse(actual_book.crossed())
self.assertEqual(actual_book.LTP, test_orders[0].price)
self.assertEqual(actual_book.bids, expected_bids)
self.assertEqual(actual_book.asks, expected_asks)
def test_add_no_cross(self):
actual_book = Book(self.sample_name, self.sample_participants)
test_orders = [Order(1, self.sample_participants[0], self.sample_name,
"BID", 22.00, 3),
Order(2, self.sample_participants[1], self.sample_name,
"ASK", 100.00, 2)]
# add order to book
for order in test_orders:
actual_book.add(order)
expected_bids = Side("BID")
expected_bids.put(test_orders[0])
expected_asks = Side("ASK")
expected_asks.put(test_orders[1])
self.assertFalse(actual_book.crossed())
self.assertEqual(actual_book.LTP, 0)
self.assertEqual(actual_book.bids, expected_bids)
self.assertEqual(actual_book.asks, expected_asks)
def test_add_normal(self):
actual_book = Book(self.sample_name, self.sample_participants)
test_order = Order(1, self.sample_participants[0], self.sample_name,
"BID", 12.00, 150)
actual_book.add(test_order)
expected_bids = Side("BID")
expected_bids.put(test_order)
expected_asks = Side("ASK")
self.assertEqual(actual_book.bids, expected_bids)
self.assertEqual(actual_book.asks, expected_asks)
self.assertEqual(actual_book.LTP, 0)
def test___eq___not_equal(self):
order_a = Order(1, self.blank_participant, "WOW", "BID", 1.23, 100)
order_b = Order(2, self.blank_participant, "MSFT", "ASK", 5.44, 20)
self.assertNotEqual(order_a, order_b)
def test___eq___equal(self):
order_a = Order(1, self.blank_participant, "WOW", "BID", 0.04, 250)
order_b = Order(1, self.blank_participant, "WOW", "BID", 0.04, 250)
self.assertEqual(order_a, order_b)
def test___init___negative_quantity(self):
with self.assertRaises(ValueError):
actual_order = Order(0, self.blank_participant, "", "", 0.01, -1)
def test___init___negative_price(self):
with self.assertRaises(ValueError):
actual_order = Order(0, self.blank_participant, "", "", -1.00, 1)
def test___init___normal(self):
actual_order = Order(0, self.blank_participant, "", "", 0.01, 1)
expected_order = Order(0, self.blank_participant, "", "", 0.01, 1)
self.assertEqual(actual_order, expected_order)