def test_inverse_price():
GIVEN("a price")
buy_price = 2
WHEN("we calculate the inverse")
sell_price = calc_inverse_price(buy_price)
THEN("the correct price is returned")
assert sell_price == 2
GIVEN("another valid price")
buy_price = 1.5
WHEN("we calculate the sell price")
sell_price = calc_inverse_price(buy_price)
THEN("the correct price is returned")
assert sell_price == 1 / (1 - (1 / buy_price))
GIVEN("a string price")
buy_price = "a price"
WHEN("we calculate the sell price")
sell_price = calc_inverse_price(buy_price)
THEN("the sell price is shown to be not a number")
assert is_not_a_number(sell_price)
GIVEN("a negative price")
buy_price = -2
WHEN("we calculate the sell price")
sell_price = calc_inverse_price(buy_price)
THEN("the sell price is shown to be not a number")
assert is_not_a_number(sell_price)
GIVEN("a price between 0 and 1")
buy_price = 0.99
WHEN("we calculate the sell price")
sell_price = calc_inverse_price(buy_price)
THEN("the sell price is shown to be not a number")
assert is_not_a_number(sell_price)
def __calc_ex_average_lay_price(self):
total_lay_price = sum(
calc_sell_liability(price=trade.get("price"),
size=trade.get("size")) *
calc_inverse_price(trade.get("price"))
for trade in self.__traded_volume)
ex_average_lay_price = (total_lay_price / self.__ex_lay_size
if self.__ex_lay_size else not_a_number())
return ex_average_lay_price
def __calc_ex_average_lay_price(self, dict):
trades = dict.get("ex").get("trd")
valid_trades = self.__get_valid_entries(trades)
liabilities = self.__calc_lay_liabilities(trades)
total_liability = sum(liabilities)
return (
sum(
calc_inverse_price(buy_price) * liability
for buy_price, liability in zip(valid_trades.keys(), liabilities)
)
/ total_liability
if total_liability
else not_a_number()
)
def __construct_data(self):
data = {"id": self.__id}
if "removal_date" in self.__required_variables:
data["removal_date"] = self.__get_removal_date()
if "sp_back_price" in self.__required_variables:
data["sp_back_price"] = self.__sp_back_price
if "sp_lay_price" in self.__required_variables:
data["sp_lay_price"] = calc_inverse_price(self.__sp_back_price)
if "sp_back_size" in self.__required_variables:
data["sp_back_size"] = self.__calc_sp_back_size()
if "sp_lay_size" in self.__required_variables:
data["sp_lay_size"] = self.__calc_sp_lay_size()
if "ex_back_size" in self.__required_variables:
data["ex_back_size"] = self.__ex_back_size
if "ex_lay_size" in self.__required_variables:
data["ex_lay_size"] = self.__ex_lay_size
if "ex_average_back_price" in self.__required_variables:
data["ex_average_back_price"] = self.__calc_ex_average_back_price()
if "ex_average_lay_price" in self.__required_variables:
data["ex_average_lay_price"] = self.__calc_ex_average_lay_price()
if "ex_offered_back_price" in self.__required_variables:
data[
"ex_offered_back_price"] = self.__get_ex_ex_offered_back_price(
)
if "ex_offered_lay_price" in self.__required_variables:
data["ex_offered_lay_price"] = self.__get_ex_ex_offered_lay_price()
return data
def __calc_sp_lay_price(self, dict):
sp_back_price = self.__get_sp_back_price(dict)
return calc_inverse_price(sp_back_price)