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
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require 'spec_helper'
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require 'fin/shared_examples.rb'
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describe Fin::OrderList do
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subject { Fin::OrderList.new }
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let(:item_index) { @item.id }
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let (:new_item_book_index) {new_item.price}
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before(:each) do
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@item = Fin::Order.new :isin_id => 1234, :id => 0, :price => 20
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@item1 = Fin::Order.new :isin_id => 1234, :id => 1, :price => 10
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@same_isin_item = @item1
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@item2 = Fin::Order.new :isin_id => 5678, :id => 2, :price => 10
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@diff_isin_item = @item2
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@zero_price_item = Fin::Order.new :isin_id => 1234, :id => 3, :price => 0
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@repeat_item = Fin::Order.new :isin_id => 1234, :id => 0, :price => 13
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@repeat_zero_price_item = Fin::Order.new :isin_id => 1234, :id => 0, :price => 0
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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 order_book for any isin_id, even if it was not initialized' do
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order_book = subject.books[1313]
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order_book.should_not be_nil
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order_book.should be_an Fin::Book
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order_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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context 'with zero price' do
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let(:new_item) { @zero_price_item }
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it_behaves_like 'not_adding_item_to_books'
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end
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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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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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context 'with zero price' do
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let(:new_item) { @zero_price_item }
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it_behaves_like 'not_adding_item_to_books'
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end
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context 'with repeat isin/id and non-zero price' do
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let(:new_item) { @repeat_item }
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it_behaves_like 'adding_item_to_books'
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it 'changes price of item in list' do
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subject.add new_item
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subject[item_index].price.should_not == @item.price
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subject[item_index].price.should == @repeat_item.price
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end
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it 'removes old item from appropriate order book' do
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subject.add new_item
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order_book = subject.books[@item.isin_id]
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order_book.should_not have_key @item.price
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end
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end
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context 'with repeat isin/id and zero price' do
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let(:new_item) { @repeat_zero_price_item }
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it_behaves_like 'not_adding_item_to_books'
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it 'removes old item from appropriate order book' do
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subject.add new_item
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order_book = subject.books[@item.isin_id]
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order_book.should_not have_key @item.price
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order_book.size.should == 0
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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 'removing item' 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 item' do
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let(:unwanted_item) { @item }
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let(:expected_size) { 0 }
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it 'deletes item from the list' do
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subject.remove(unwanted_item)
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subject[unwanted_item.id].should == nil
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subject.size.should == expected_size
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end
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it 'removes item from its related order book' do
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subject.remove(unwanted_item)
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subject.books[unwanted_item.isin_id].should_not have_key unwanted_item.price
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end
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end
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context 'with non-existing item' do
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let(:unwanted_item) { @item1 }
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let(:expected_size) { 1 }
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it 'still returns the list itself' do
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subject.remove(unwanted_item).should == subject
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end
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it 'deletes nothing from the list' do
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subject.remove(unwanted_item)
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subject[item_index].should == @item
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subject.size.should == expected_size
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end
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end
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end
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end
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shared_examples_for 'removing items' do
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context 'removing existing item' do
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it 'returns to indicate success' do
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remove_operation(@item).should == returns_if_remove_success #@item
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end
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it 'removes item from indexed list' do
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remove_operation(@item)
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subject.values.should_not include @item
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subject.should_not have_key item_index
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subject[item_index].should == nil
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end
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it 'does not remove other items' do
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remove_operation(@item)
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subject.values.should include @item1
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subject.size.should == 1
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end
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end
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context 'deleting non-included items' do
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it 'returns to indicate failure' do
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remove_operation(@item2).should == returns_if_remove_failed #nil
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end
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it 'removes nothing from the list' do
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remove_operation(@item2)
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subject.values.should include @item, @item1
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subject.size.should == 2
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end
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it 'does not raise if given nonsense instead of proper item to delete' do
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[nil, 0, 123, 'nonsense', [1, 2, 3], {:this => 'sucks'}].each do |non_item|
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remove_operation(non_item)
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end
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end
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end
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end
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shared_examples_for 'adding items' do
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it 'runs check on item' do
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subject.should_receive(:check).with(@item)
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add_operation(@item)
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end
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it 'adds item only if it passes check' do
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subject.should_receive(:check).with(@item).and_return(false)
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add_operation(@item).should == returns_if_add_failed
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subject.values.should_not include @item
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subject.should_not have_key item_index
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subject.size.should == 0
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end
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it 'returns either self or item in case of success' do
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add_operation(@item).should == returns_if_add_success
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end
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it 'adds items to indexed list' do
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add_operation(@item)
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subject.values.should include @item
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subject.should have_key item_index
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subject[item_index].should == @item
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subject.size.should == 1
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end
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it 'does not add same items twice' do
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subject.add(@item)
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add_operation(@item)
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subject.values.should include @item
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subject.should have_key item_index
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subject[item_index].should == @item
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subject.size.should == 1
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end
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it 'even adds item using << as alias to #add' do
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subject << @item
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subject.values.should include @item
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subject.should have_key item_index
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subject[item_index].should == @item
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subject.size.should == 1
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end
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end
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shared_examples_for 'changed_list' do
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it_behaves_like 'index_list'
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it 'has changed and updated attributes, true at creation' do
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subject.changed.should == true
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subject.updated.should == true
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end
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it 'has change_count attribute, 0 at creation' do
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subject.change_count.should == 0
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end
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it 'allows setting of updated attribute externally' do
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subject.updated = false
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subject.updated.should == false
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subject.updated = true
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subject.updated.should == true
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end
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context 'when item is being added to list' do
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before(:each) { subject.changed = false; subject.updated = false }
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context 'successfully' do
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it 'auto-sets changed attribute, but not updated attribute' do
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subject.add @item
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subject.changed.should == true
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subject.updated.should == false
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end
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it 'increases changed_count' do
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subject.add @item
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subject.change_count.should == 1
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end
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end
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unless described_class == Fin::ChangedList # it can add ANYTHING...
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context 'unsuccessfully' do
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[nil, "none", 1313, [1, 2, 3]].each do |non_item|
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it 'doesn`t set changed or updated attributes' do
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subject.add non_item
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subject.changed.should == false
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subject.updated.should == false
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end
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it 'doesn`t increase changed_count' do
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subject.add non_item
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subject.change_count.should == 0
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end
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end
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end
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end
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end
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context 'when item is being removed from list' do
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before(:each) do
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subject.add(@item)
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subject.changed = false
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subject.updated = false
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end
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context 'successfully' do
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it 'auto-sets changed attribute, but not updated attribute' do
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subject.remove @item
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subject.changed.should == true
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subject.updated.should == false
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end
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it 'increases changed_count' do
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subject.remove @item
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subject.change_count.should == 2 # added, then removed
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end
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end
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context 'unsuccessfully' do
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[nil, "none", 1313, [1, 2, 3], @item1].each do |non_item|
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it ' doesn`t set changed or updated attributes' do
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subject.remove non_item
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subject.changed.should == false
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subject.updated.should == false
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end
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it 'doesn`t increase changed_count' do
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subject.remove non_item
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subject.change_count.should == 1 # initial addition, but not removal
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end
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end
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end
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end
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end
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shared_examples_for 'index_list' do
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describe 'items get/set' do
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it 'returns item from list by their index' do
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p subject.add(@item)
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p item_index
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subject[item_index].should == @item
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end
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it 'returns nil when item with requested index not in collection' do
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subject[item_index].should == nil
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end
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it 'is not possible to add item into collection directly' do
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expect { subject[item_index] = @item }.to raise_error NoMethodError
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end
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end
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describe '#index' do
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it 'indexes arbitrary items by their index (redefined in subclasses)' do
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subject.index(@item).should == item_index
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end
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end
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describe '#add?' do
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def add_operation item
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subject.add? item
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end
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let(:returns_if_add_success) { @item }
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let(:returns_if_add_failed) { nil }
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it_behaves_like 'adding items'
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end
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describe '#add' do
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def add_operation item
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subject.add item
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end
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let(:returns_if_add_success) { subject }
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let(:returns_if_add_failed) { subject }
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it_behaves_like 'adding items'
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end
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context 'with couple of items in the list' do
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before(:each) { subject.add(@item).add(@item1).size.should == 2 }
|
222
|
+
|
223
|
+
describe '#remove?' do
|
224
|
+
def remove_operation item
|
225
|
+
subject.remove? item
|
226
|
+
end
|
227
|
+
|
228
|
+
let(:returns_if_remove_success) { @item }
|
229
|
+
let(:returns_if_remove_failed) { nil }
|
230
|
+
it_behaves_like 'removing items'
|
231
|
+
end
|
232
|
+
|
233
|
+
describe '#remove' do
|
234
|
+
def remove_operation item
|
235
|
+
subject.remove item
|
236
|
+
end
|
237
|
+
|
238
|
+
let(:returns_if_remove_success) { subject }
|
239
|
+
let(:returns_if_remove_failed) { subject }
|
240
|
+
it_behaves_like 'removing items'
|
241
|
+
end
|
242
|
+
|
243
|
+
describe '#clear' do
|
244
|
+
context 'without block' do
|
245
|
+
it 'removes all items from list' do
|
246
|
+
subject.clear
|
247
|
+
subject.should be_empty
|
248
|
+
end
|
249
|
+
|
250
|
+
it 'ensures that #remove method is called once for each item in list' do
|
251
|
+
subject.should_receive(:remove).twice
|
252
|
+
subject.clear
|
253
|
+
end
|
254
|
+
end
|
255
|
+
|
256
|
+
context 'with block given' do
|
257
|
+
it 'yields items from list in index order' do
|
258
|
+
@count = 0
|
259
|
+
@items = []
|
260
|
+
subject.clear do |item|
|
261
|
+
@count += 1
|
262
|
+
@items << item
|
263
|
+
end
|
264
|
+
@count.should == 2
|
265
|
+
if subject.index(@item) < subject.index(@item1)
|
266
|
+
@items.should == [@item, @item1]
|
267
|
+
else
|
268
|
+
@items.should == [@item1, @item]
|
269
|
+
end
|
270
|
+
end
|
271
|
+
|
272
|
+
it 'only removes items for which given block returns true' do
|
273
|
+
subject.should_receive(:remove).once
|
274
|
+
subject.clear { |item| true if item == @item1 }
|
275
|
+
subject.should have_key item_index
|
276
|
+
end
|
277
|
+
end
|
278
|
+
end
|
279
|
+
|
280
|
+
describe '#each' do
|
281
|
+
it 'yields items from list in index order' do
|
282
|
+
@count = 0
|
283
|
+
@items = []
|
284
|
+
subject.each do |item|
|
285
|
+
@count += 1
|
286
|
+
@items << item
|
287
|
+
end
|
288
|
+
@count.should == 2
|
289
|
+
if subject.index(@item) < subject.index(@item1)
|
290
|
+
@items.should == [@item, @item1]
|
291
|
+
else
|
292
|
+
@items.should == [@item1, @item]
|
293
|
+
end
|
294
|
+
end
|
295
|
+
|
296
|
+
it 'returns list item in array, sorted by their index, if no block given' do
|
297
|
+
if subject.index(@item) < subject.index(@item1)
|
298
|
+
subject.each.should == [@item, @item1]
|
299
|
+
else
|
300
|
+
subject.each.should == [@item1, @item]
|
301
|
+
end
|
302
|
+
end
|
303
|
+
end
|
304
|
+
end
|
305
|
+
end
|
306
|
+
|
307
|
+
shared_examples_for 'adding_item_to_books' do
|
308
|
+
it_behaves_like 'creating_books'
|
309
|
+
|
310
|
+
it 'adds this item to appropriate book' do
|
311
|
+
subject.add new_item
|
312
|
+
book = subject.books[new_item.isin_id]
|
313
|
+
book.should have_key new_item_book_index
|
314
|
+
book[new_item_book_index].should == new_item
|
315
|
+
end
|
316
|
+
end
|
317
|
+
|
318
|
+
shared_examples_for 'not_adding_item_to_books' do
|
319
|
+
it_behaves_like 'creating_books'
|
320
|
+
|
321
|
+
it 'does not add this item to list' do
|
322
|
+
subject.add new_item
|
323
|
+
book = subject.books[new_item.isin_id]
|
324
|
+
book.should_not have_key new_item_book_index
|
325
|
+
book[new_item_book_index].should == nil
|
326
|
+
end
|
327
|
+
end
|
328
|
+
|
329
|
+
shared_examples_for 'creating_books' do
|
330
|
+
it 'creates appropriate order book' do
|
331
|
+
subject.add(new_item)
|
332
|
+
subject.books.should have(expected_number_of_books).books
|
333
|
+
book = subject.books[new_item.isin_id]
|
334
|
+
book.should be_an Fin::Book
|
335
|
+
book.isin_id.should == new_item.isin_id
|
336
|
+
end
|
337
|
+
|
338
|
+
it 'sets item`s book property correctly' do
|
339
|
+
subject.add(new_item)
|
340
|
+
book = subject.books[new_item.isin_id]
|
341
|
+
if new_item_book_index == 0
|
342
|
+
case subject
|
343
|
+
when Fin::OrderList
|
344
|
+
new_item.book.should == nil
|
345
|
+
else
|
346
|
+
new_item.book.should == book
|
347
|
+
end
|
348
|
+
else
|
349
|
+
new_item.book.should == book
|
350
|
+
end
|
351
|
+
end
|
352
|
+
end
|
353
|
+
|
354
|
+
|
355
|
+
|