fin 0.1.0
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- data/.gitignore +26 -0
- data/HISTORY +27 -0
- data/LICENSE +20 -0
- data/README.rdoc +36 -0
- data/Rakefile +25 -0
- data/VERSION +1 -0
- data/features/order_book.feature +9 -0
- data/features/step_definitions/order_book_steps.rb +0 -0
- data/features/support/env.rb +10 -0
- data/features/support/world.rb +12 -0
- data/lib/fin.rb +13 -0
- data/lib/fin/book.rb +50 -0
- data/lib/fin/book_manager.rb +42 -0
- data/lib/fin/changed_list.rb +49 -0
- data/lib/fin/container_list.rb +33 -0
- data/lib/fin/deal_list.rb +18 -0
- data/lib/fin/indexed_list.rb +74 -0
- data/lib/fin/models/deal.rb +75 -0
- data/lib/fin/models/instrument.rb +78 -0
- data/lib/fin/models/model.rb +39 -0
- data/lib/fin/models/money_limit.rb +81 -0
- data/lib/fin/models/order.rb +45 -0
- data/lib/fin/models/position.rb +57 -0
- data/lib/fin/order_list.rb +17 -0
- data/lib/legacy.rb +443 -0
- data/lib/version.rb +8 -0
- data/spec/fin/book_spec.rb +215 -0
- data/spec/fin/changed_list_spec.rb +16 -0
- data/spec/fin/container_list_spec.rb +63 -0
- data/spec/fin/deal_list_spec.rb +102 -0
- data/spec/fin/indexed_list_spec.rb +20 -0
- data/spec/fin/models/deal_spec.rb +140 -0
- data/spec/fin/models/instrument_spec.rb +54 -0
- data/spec/fin/models/model_spec.rb +109 -0
- data/spec/fin/models/money_limit_spec.rb +143 -0
- data/spec/fin/models/order_spec.rb +67 -0
- data/spec/fin/models/position_spec.rb +74 -0
- data/spec/fin/models/shared_examples.rb +5 -0
- data/spec/fin/order_list_spec.rb +140 -0
- data/spec/fin/shared_examples.rb +355 -0
- data/spec/spec_helper.rb +17 -0
- data/tasks/common.rake +18 -0
- data/tasks/doc.rake +14 -0
- data/tasks/gem.rake +40 -0
- data/tasks/git.rake +34 -0
- data/tasks/spec.rake +16 -0
- data/tasks/version.rake +71 -0
- metadata +155 -0
data/lib/version.rb
ADDED
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require 'spec_helper'
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require 'fin/shared_examples.rb'
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describe Fin::Book, 'as a replacement for OrderBook' do
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subject { Fin::Book.new :item_type => Fin::Order,
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:book_index => proc { |item| item.price },
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:book_condition => proc { |item| item.price > 0},
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:isin_id => 123456 }
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let(:item_index) { @item.price }
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before(:each) do
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@item = Fin::Order.new :id => 0, :price => 20, :isin => 123456
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@item1 = Fin::Order.new :id => 1, :price => 15, :isin => 123456
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@item2 = Fin::Order.new :id => 2, :price => 10, :isin => 123456
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@zero_price_item = Fin::Order.new :id => 3, :price => 0, :isin => 123456
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@wrong_isin_item = Fin::Order.new :id => 4, :price => 50, :isin => 456123
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end
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it_behaves_like 'changed_list'
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its (:isin_id) {should == 123456}
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its (:isin) {should == 123456}
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its (:changed) {should == true}
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it 'is possible to set its #changed attribute' do
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subject.changed = false
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subject.changed.should == false
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end
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it 'but #isin(_id) attribute is not settable' do
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expect { subject.isin_id = 1313 }.to raise_error NoMethodError
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expect { subject.isin = 1313 }.to raise_error NoMethodError
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end
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describe '#check' do
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it 'fails if item is not an Order' do
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subject.check(1).should == false
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end
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it 'fails if item has wrong isin_id' do
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subject.check(@wrong_isin_item).should == false
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end
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it 'fails if item.price <= 0' do
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subject.check(@zero_price_item).should == false
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end
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it 'returns true otherwise' do
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subject.check(@item).should == true
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end
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end
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describe 'adding item' do
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before(:each) do
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subject.add(@item).size.should == 1
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subject.changed = false
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end
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context 'with zero price' do
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it 'returns self' do
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subject.add(@zero_price_item).should == subject
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end
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it 'does not add such item to the list' do
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subject.add(@zero_price_item)
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subject[subject.index @zero_price_item].should == nil
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subject.size.should == 1
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end
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it 'does not set changed status to true' do
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subject.add(@zero_price_item)
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subject.changed.should == false
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end
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it 'does not set item`s book property' do
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subject.remove(@zero_price_item)
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@zero_price_item.book.should == nil
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end
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end
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it 'sets changed status to true if item was added' do
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subject.add(@item1)
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subject.changed.should == true
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end
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it 'sets added item`s book property' do
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subject.add(@item1)
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@item1.book.should == subject
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end
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end
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describe 'removing item' do
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before(:each) do
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subject.add(@item).size.should == 1
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subject.changed = false
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end
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it 'sets changed status to true if item was removed' do
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subject.remove(@item)
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subject.changed.should == true
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end
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it 'unsets removed item`s book property' do
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subject.remove(@item)
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@item.book.should == nil
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end
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context 'that is not in list' do
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it 'returns self' do
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subject.remove(@item1).should == subject
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end
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it 'does not set changed status to true' do
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subject.remove(@item1)
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subject.changed.should == false
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end
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end
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end
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end
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describe Fin::Book, 'as a replacement for DealBook' do
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subject { Fin::Book.new :item_type => Fin::Deal,
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:book_index => proc { |item| item.deal_id },
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:isin_id => 123456 }
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let(:item_index) { @item.deal_id }
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before(:each) do
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@item = Fin::Deal.new :id => 0, :deal_id => 20, :isin => 123456
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@item1 = Fin::Deal.new :id => 1, :deal_id => 30, :isin => 123456
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@item2 = Fin::Deal.new :id => 2, :deal_id => 40, :isin => 123456
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@wrong_isin_item = Fin::Deal.new :id => 3, :deal_id => 50, :isin => 456123
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end
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it_behaves_like 'changed_list'
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its (:isin_id) {should == 123456}
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its (:isin) {should == 123456}
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its (:changed) {should == true}
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it 'is possible to set its #changed attribute' do
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subject.changed = false
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subject.changed.should == false
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end
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it 'but #isin(_id) attribute is not settable' do
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expect { subject.isin_id = 1313 }.to raise_error NoMethodError
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expect { subject.isin = 1313 }.to raise_error NoMethodError
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end
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describe '#check' do
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it 'fails if item is not a Deal' do
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subject.check(1).should == false
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end
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it 'fails if item has wrong isin_id' do
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subject.check(@wrong_isin_item).should == false
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end
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it 'returns true otherwise' do
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subject.check(@item).should == true
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end
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end
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describe 'adding item' do
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before(:each) do
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subject.add(@item).size.should == 1
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subject.changed = false
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end
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it 'sets changed status to true if item was added' do
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subject.add(@item1)
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subject.changed.should == true
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end
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it 'sets added item`s book property' do
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subject.add(@item1)
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@item1.book.should == subject
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end
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end
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describe 'removing item' do
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before(:each) do
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subject.add(@item).size.should == 1
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subject.changed = false
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end
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it 'sets changed status to true if item was removed' do
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subject.remove(@item)
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subject.changed.should == true
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end
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it 'unsets removed item`s book property' do
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subject.remove(@item)
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@item.book.should == nil
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end
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context 'that is not in list' do
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it 'returns self' do
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subject.remove(@item1).should == subject
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end
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it 'does not set changed status to true' do
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subject.remove(@item1)
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subject.changed.should == false
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end
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end
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end
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end
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require 'spec_helper'
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require 'fin/shared_examples.rb'
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describe Fin::ChangedList do
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subject { Fin::ChangedList.new }
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let(:item_index) { @item.object_id }
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before(:each) do
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@item = Object.new
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@item1 = Object.new
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@item2 = Object.new
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end
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it_behaves_like 'changed_list'
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end
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require 'spec_helper'
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require 'fin/shared_examples.rb'
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describe Fin::ContainerList do
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subject { Fin::ContainerList.new :item_type => Fin::Model }
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let(:item_index) { @item.index }
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before(:each) do
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@item = Fin::Model.new
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@item1 = Fin::Model.new
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@item2 = Fin::Model.new
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end
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its(:item_type) { should == Fin::Model }
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it_behaves_like 'changed_list'
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describe "#check" do
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it 'checks items for their type' do
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[@item, @item1, @item2].each do |item|
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subject.check(item).should be_true
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end
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[nil, "none", 1313, [1, 2, 3], Object.new].each do |non_item|
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subject.check(non_item).should == false
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end
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end
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end
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describe "#index" do
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it 'returns items`s own index' do
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[@item, @item1, @item2].each do |item|
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subject.index(item).should == item.index
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end
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end
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it 'returns nil for incorrect items' do
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[nil, "none", 1313, [1, 2, 3], Object.new].each do |non_item|
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subject.index(non_item).should == nil
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end
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end
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end
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describe "#add_record" do # for compatibility
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it 'delegates to @item_type to create new item' do
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subject.item_type.should_receive(:from_record).with("Blah").and_return(@item)
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subject.add_record "Blah"
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end
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end
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end
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describe Fin::ContainerList, 'as a replacement for InstrumentList' do
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subject { Fin::ContainerList.new :item_type => Fin::Instrument }
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let(:item_index) { @item.isin_id }
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let (:new_item_book_index) {new_item.isin_id}
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before(:each) do
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@item = Fin::Instrument.new :isin_id => 1234, :name => 'name'
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@item1 = Fin::Instrument.new :isin_id => 2345, :name => 'name1'
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@item2 = Fin::Instrument.new :isin_id => 5678, :name => 'name2'
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end
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it_behaves_like 'changed_list'
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end
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require 'spec_helper'
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require 'fin/shared_examples.rb'
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describe Fin::DealList do
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subject { Fin::DealList.new }
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let(:item_index) { @item.deal_id }
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let (:new_item_book_index) {new_item.deal_id}
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before(:each) do
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@item = Fin::Deal.new :isin_id => 1234, :deal_id => 0, :price => 20
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@item1 = Fin::Deal.new :isin_id => 1234, :deal_id => 1, :price => 10
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@same_isin_item = @item1
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@item2 = Fin::Deal.new :isin_id => 5678, :deal_id => 2, :price => 10
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@diff_isin_item = @item2
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@zero_price_item = Fin::Deal.new :isin_id => 1234, :deal_id => 3, :price => 0
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@repeat_item = Fin::Deal.new :isin_id => 1234, :deal_id => 0, :price => 13
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end
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it_behaves_like 'changed_list'
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specify { subject.books.should be_empty }
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it 'returns book for any isin_id, even if it was not initialized' do
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book = subject.books[1313]
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book.should_not be_nil
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book.should be_an Fin::Book
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book.should be_empty
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end
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describe 'adding item' do
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let(:expected_number_of_books) { 1 }
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context 'to empty OrderList' do
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let(:new_item) { @item }
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it_behaves_like 'adding_item_to_books'
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end
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context 'to non-empty OrderList' do
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before(:each) do
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subject.add(@item).size.should == 1
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end
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context 'with existing isin' do
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let(:new_item) { @same_isin_item }
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it_behaves_like 'adding_item_to_books'
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end
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49
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50
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context 'with different isin' do
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let(:new_item) { @diff_isin_item }
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let(:expected_number_of_books) { 2 }
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it_behaves_like 'adding_item_to_books'
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end
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56
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context 'with zero price' do
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+
let(:new_item) { @zero_price_item }
|
59
|
+
|
60
|
+
it_behaves_like 'adding_item_to_books'
|
61
|
+
end
|
62
|
+
end
|
63
|
+
end
|
64
|
+
|
65
|
+
describe 'removing item' do
|
66
|
+
before(:each) do
|
67
|
+
subject.add(@item).size.should == 1
|
68
|
+
end
|
69
|
+
|
70
|
+
context 'with existing item' do
|
71
|
+
let(:unwanted_item) { @item }
|
72
|
+
let(:expected_size) { 0 }
|
73
|
+
|
74
|
+
it 'deletes item from the list' do
|
75
|
+
subject.remove(unwanted_item)
|
76
|
+
subject[unwanted_item.id].should == nil
|
77
|
+
subject.size.should == expected_size
|
78
|
+
end
|
79
|
+
|
80
|
+
it 'removes item from its related book' do
|
81
|
+
subject.remove(unwanted_item)
|
82
|
+
subject.books[unwanted_item.isin_id].should_not have_key unwanted_item.deal_id
|
83
|
+
end
|
84
|
+
end
|
85
|
+
|
86
|
+
context 'with non-existing item' do
|
87
|
+
let(:unwanted_item) { @item1 }
|
88
|
+
let(:expected_size) { 1 }
|
89
|
+
|
90
|
+
it 'still returns the list itself' do
|
91
|
+
subject.remove(unwanted_item).should == subject
|
92
|
+
end
|
93
|
+
|
94
|
+
it 'deletes nothing from the list' do
|
95
|
+
subject.remove(unwanted_item)
|
96
|
+
subject[item_index].should == @item
|
97
|
+
subject.size.should == expected_size
|
98
|
+
end
|
99
|
+
end
|
100
|
+
end
|
101
|
+
end
|
102
|
+
|
@@ -0,0 +1,20 @@
|
|
1
|
+
require 'spec_helper'
|
2
|
+
require 'fin/shared_examples.rb'
|
3
|
+
|
4
|
+
describe Fin::IndexedList do
|
5
|
+
subject { Fin::IndexedList.new }
|
6
|
+
let(:item_index) { @item.object_id }
|
7
|
+
|
8
|
+
before(:each) do
|
9
|
+
@item = Object.new
|
10
|
+
@item1 = Object.new
|
11
|
+
@item2 = Object.new
|
12
|
+
end
|
13
|
+
|
14
|
+
it_behaves_like 'index_list'
|
15
|
+
|
16
|
+
it 'checks all items as worthy, by default' do
|
17
|
+
subject.check(@item).should == true
|
18
|
+
end
|
19
|
+
end
|
20
|
+
|
@@ -0,0 +1,140 @@
|
|
1
|
+
require 'spec_helper'
|
2
|
+
require 'fin/models/shared_examples'
|
3
|
+
|
4
|
+
describe Fin::Deal do
|
5
|
+
|
6
|
+
it_behaves_like 'model'
|
7
|
+
|
8
|
+
describe '#new with empty initializer' do
|
9
|
+
subject { Fin::Deal.new }
|
10
|
+
|
11
|
+
its (:id) {should == nil} # replId
|
12
|
+
its (:rev) {should == nil} # replRev
|
13
|
+
its (:isin_id) {should == nil}
|
14
|
+
its (:isin) {should == nil}
|
15
|
+
its (:deal_id) {should == nil}
|
16
|
+
its (:id_deal) {should == nil}
|
17
|
+
its (:sess_id) {should == nil}
|
18
|
+
its (:session_id) {should == nil}
|
19
|
+
its (:price) {should == nil}
|
20
|
+
its (:amount) {should == nil}
|
21
|
+
its (:moment) {should == nil}
|
22
|
+
its (:status_sell) {should == nil}
|
23
|
+
its (:status_buy) {should == nil}
|
24
|
+
its (:id_ord_sell) {should == nil}
|
25
|
+
its (:id_ord_buy) {should == nil}
|
26
|
+
its (:pos) {should == nil} # ���-�� ������� �� ����������� �� ����� ����� ������.
|
27
|
+
its (:nosystem) {should == nil} # 1-������������ ������, 0-�������
|
28
|
+
its (:id_repo) {should == nil} # ����� ������ ����� ������ ����
|
29
|
+
its (:id_deal_multileg) {should == nil} # ����� ������ �� ������
|
30
|
+
|
31
|
+
its (:book) {should == nil}
|
32
|
+
|
33
|
+
# replID=6607871
|
34
|
+
# replRev=6607876
|
35
|
+
# replAct=0
|
36
|
+
# id_deal=6608653
|
37
|
+
# sess_id=3753
|
38
|
+
# isin_id=154995
|
39
|
+
# price=22194.00000
|
40
|
+
# amount=3
|
41
|
+
# moment=2011/03/23 15:30:04.746
|
42
|
+
# id_ord_sell=2292952813
|
43
|
+
# id_ord_buy=2292952838
|
44
|
+
# status_sell=0
|
45
|
+
# status_buy=0
|
46
|
+
# pos=71148
|
47
|
+
# nosystem=0
|
48
|
+
# id_repo=0
|
49
|
+
# id_deal_multileg=0
|
50
|
+
|
51
|
+
# ���� code_sell, comment_sell, ext_id_sell, trust_sell, hedge_sell,
|
52
|
+
# login_sell, code_rts_sell, fee_sell, code_buy, comment_buy, ext_id_buy,
|
53
|
+
# trust_buy, hedge_buy, login_buy, code_rts_buy, fee_buy -
|
54
|
+
# - ����������� ������ ��� ����� ������.
|
55
|
+
|
56
|
+
# code_sell=
|
57
|
+
# code_buy=
|
58
|
+
# ext_id_sell=0
|
59
|
+
# comment_sell=
|
60
|
+
# trust_sell=0
|
61
|
+
# ext_id_buy=0
|
62
|
+
# comment_buy=
|
63
|
+
# trust_buy=0
|
64
|
+
# hedge_sell=0
|
65
|
+
# hedge_buy=0
|
66
|
+
# fee_sell=0.00
|
67
|
+
# fee_buy=0.00
|
68
|
+
# login_sell=
|
69
|
+
# login_buy=
|
70
|
+
# code_rts_sell=
|
71
|
+
# code_rts_buy=
|
72
|
+
end
|
73
|
+
|
74
|
+
|
75
|
+
describe '#new with opts' do
|
76
|
+
subject { Fin::Deal.new :isin => 1234567,
|
77
|
+
:id => 12,
|
78
|
+
:rev => 123,
|
79
|
+
:price => 1234,
|
80
|
+
:amount => 12345,
|
81
|
+
:deal_id => 1212,
|
82
|
+
:sess_id => 1213,
|
83
|
+
:moment => 'time',
|
84
|
+
:status_sell => 0,
|
85
|
+
:status_buy => 0,
|
86
|
+
:id_ord_sell => 123456,
|
87
|
+
:id_ord_buy => 654321,
|
88
|
+
:pos => 121212, # ���-�� ������� �� ����������� �� ����� ����� ������.
|
89
|
+
:nosystem => 0, # 1-������������ ������, 0-�������
|
90
|
+
:id_repo => 0, # ����� ������ ����� ������ ����
|
91
|
+
:id_deal_multileg => 0, # ����� ������ �� ������
|
92
|
+
:book=> 123456,
|
93
|
+
}
|
94
|
+
|
95
|
+
its (:isin_id) {should == 1234567}
|
96
|
+
its (:isin) {should == 1234567}
|
97
|
+
its (:id) {should == 12}
|
98
|
+
its (:rev) {should == 123}
|
99
|
+
its (:price) {should == 1234}
|
100
|
+
its (:amount) {should == 12345}
|
101
|
+
|
102
|
+
its (:deal_id) {should == 1212}
|
103
|
+
its (:id_deal) {should == 1212}
|
104
|
+
its (:sess_id) {should == 1213}
|
105
|
+
its (:session_id) {should == 1213}
|
106
|
+
its (:moment) {should == 'time'}
|
107
|
+
its (:status_sell) {should == 0}
|
108
|
+
its (:status_buy) {should == 0}
|
109
|
+
its (:id_ord_sell) {should == 123456}
|
110
|
+
its (:id_ord_buy) {should == 654321}
|
111
|
+
its (:pos) {should == 121212} # ���-�� ������� �� ����������� �� ����� ����� ������.
|
112
|
+
its (:nosystem) {should == 0} # 1-������������ ������, 0-�������
|
113
|
+
its (:id_repo) {should == 0} # ����� ������ ����� ������ ����
|
114
|
+
its (:id_deal_multileg) {should == 0} # ����� ������ �� ������
|
115
|
+
|
116
|
+
its (:book) {should == 123456}
|
117
|
+
|
118
|
+
describe '#to_s, #inspect' do
|
119
|
+
it 'is just right' do
|
120
|
+
subject.to_s.should == "time:12[1234567] 1234>12345"
|
121
|
+
subject.inspect.should == "time:12[1234567] 1234>12345"
|
122
|
+
end
|
123
|
+
end
|
124
|
+
|
125
|
+
describe '#price=' do
|
126
|
+
it 'converts given price to Integer if it is integer' do
|
127
|
+
subject.price = 1313.0
|
128
|
+
subject.price.should == 1313
|
129
|
+
subject.price.should be_an Integer
|
130
|
+
end
|
131
|
+
end
|
132
|
+
|
133
|
+
describe '#index' do
|
134
|
+
it 'should be equal to isin_id' do
|
135
|
+
subject.index.should == subject.deal_id
|
136
|
+
end
|
137
|
+
end
|
138
|
+
end
|
139
|
+
end
|
140
|
+
|