gloomberb 0.5.0 → 0.6.0

package/src/plugins/builtin/options.test.tsx

@@ -0,0 +1,185 @@
+import { afterEach, expect, test } from "bun:test";
+import { act } from "react";
+import { testRender } from "../../renderers/opentui/test-utils";
+import { MarketDataCoordinator, setSharedMarketDataCoordinator } from "../../market-data/coordinator";
+import { AppContext, PaneInstanceProvider, createInitialState } from "../../state/app-context";
+import { createTestDataProvider } from "../../test-support/data-provider";
+import { cloneLayout, createDefaultConfig } from "../../types/config";
+import type { OptionContract, OptionsChain, TickerFinancials } from "../../types/financials";
+import type { TickerRecord } from "../../types/ticker";
+import { OptionsTab } from "./options";
+
+const TEST_PANE_ID = "ticker-detail:options-test";
+
+let testSetup: Awaited<ReturnType<typeof testRender>> | undefined;
+
+function makeTicker(symbol: string): TickerRecord {
+  return {
+    metadata: {
+      ticker: symbol,
+      exchange: "NASDAQ",
+      currency: "USD",
+      name: symbol,
+      assetCategory: "STK",
+      portfolios: [],
+      watchlists: [],
+      positions: [],
+      custom: {},
+      tags: [],
+    },
+  };
+}
+
+function makeContract(strike: number, side: "C" | "P", atmStrike = 101): OptionContract {
+  return {
+    contractSymbol: `AAPL260619${side}${String(strike * 1000).padStart(8, "0")}`,
+    strike,
+    currency: "USD",
+    lastPrice: strike / 10,
+    change: 0,
+    percentChange: 0,
+    volume: strike * 10,
+    openInterest: strike * 20,
+    bid: strike / 10 - 0.05,
+    ask: strike / 10 + 0.05,
+    impliedVolatility: 0.2,
+    inTheMoney: side === "C" ? strike < atmStrike : strike > atmStrike,
+    expiration: 1_782_345_600,
+    lastTradeDate: 1_782_000_000,
+  };
+}
+
+function makeChain(strikes = [100, 101], atmStrike = 101): OptionsChain {
+  return {
+    underlyingSymbol: "AAPL",
+    expirationDates: [1_782_345_600],
+    calls: strikes.map((strike) => makeContract(strike, "C", atmStrike)),
+    puts: strikes.map((strike) => makeContract(strike, "P", atmStrike)),
+  };
+}
+
+function makeFinancials(price: number): TickerFinancials {
+  return {
+    quote: {
+      symbol: "AAPL",
+      price,
+      currency: "USD",
+      change: 0,
+      changePercent: 0,
+      lastUpdated: Date.now(),
+    },
+    annualStatements: [],
+    quarterlyStatements: [],
+    priceHistory: [],
+  };
+}
+
+function OptionsHarness({ ticker, quotePrice }: { ticker: TickerRecord; quotePrice?: number }) {
+  const config = createDefaultConfig("/tmp/gloomberb-options-test");
+  config.layout = {
+    dockRoot: { kind: "pane", instanceId: TEST_PANE_ID },
+    instances: [{
+      instanceId: TEST_PANE_ID,
+      paneId: "ticker-detail",
+      binding: { kind: "fixed", symbol: ticker.metadata.ticker },
+    }],
+    floating: [],
+    detached: [],
+  };
+  config.layouts = [{ name: "Default", layout: cloneLayout(config.layout) }];
+
+  const state = createInitialState(config);
+  state.focusedPaneId = TEST_PANE_ID;
+  state.tickers = new Map([[ticker.metadata.ticker, ticker]]);
+  if (quotePrice != null) {
+    state.financials = new Map([[ticker.metadata.ticker, makeFinancials(quotePrice)]]);
+  }
+
+  return (
+    <AppContext value={{ state, dispatch: () => {} }}>
+      <PaneInstanceProvider paneId={TEST_PANE_ID}>
+        <OptionsTab width={122} height={14} focused onCapture={() => {}} />
+      </PaneInstanceProvider>
+    </AppContext>
+  );
+}
+
+async function renderSettled() {
+  for (let i = 0; i < 4; i += 1) {
+    await act(async () => {
+      await testSetup!.renderOnce();
+      await Promise.resolve();
+    });
+  }
+}
+
+afterEach(async () => {
+  if (testSetup) {
+    await act(async () => {
+      testSetup!.renderer.destroy();
+    });
+    testSetup = undefined;
+  }
+  setSharedMarketDataCoordinator(null);
+});
+
+test("renders the options chain with the shared table columns", async () => {
+  const provider = createTestDataProvider({
+    getOptionsChain: async () => makeChain(),
+  });
+  setSharedMarketDataCoordinator(new MarketDataCoordinator(provider));
+
+  await act(async () => {
+    testSetup = await testRender(<OptionsHarness ticker={makeTicker("AAPL")} />, {
+      width: 124,
+      height: 16,
+    });
+  });
+
+  await renderSettled();
+
+  const frame = testSetup!.captureCharFrame();
+  expect(frame).toContain("C LAST");
+  expect(frame).toContain("C IV");
+  expect(frame).toContain("STRIKE");
+  expect(frame).toContain("P IV");
+  expect(frame).toContain("P LAST");
+  expect(frame).toContain("100");
+  expect(frame).toContain("101");
+
+  const headerLine = frame.split("\n").find((line) => line.includes("C OI") && line.includes("STRIKE")) ?? "";
+  expect(headerLine.indexOf("C OI")).toBeLessThan(headerLine.indexOf("C VOL"));
+  expect(headerLine.indexOf("C VOL")).toBeLessThan(headerLine.indexOf("C LAST"));
+  expect(headerLine.indexOf("C LAST")).toBeLessThan(headerLine.indexOf("C IV"));
+  expect(headerLine.indexOf("C IV")).toBeLessThan(headerLine.indexOf("C BID"));
+  expect(headerLine.indexOf("C BID")).toBeLessThan(headerLine.indexOf("C ASK"));
+  expect(headerLine.indexOf("P BID")).toBeLessThan(headerLine.indexOf("P ASK"));
+  expect(headerLine.indexOf("P ASK")).toBeLessThan(headerLine.indexOf("P IV"));
+  expect(headerLine.indexOf("P IV")).toBeLessThan(headerLine.indexOf("P LAST"));
+  expect(headerLine.indexOf("P LAST")).toBeLessThan(headerLine.indexOf("P VOL"));
+  expect(headerLine.indexOf("P VOL")).toBeLessThan(headerLine.indexOf("P OI"));
+});
+
+test("defaults the table around the nearest strike to the current quote", async () => {
+  const strikes = Array.from({ length: 25 }, (_, index) => 50 + index * 5);
+  const provider = createTestDataProvider({
+    getOptionsChain: async () => makeChain(strikes, 120),
+  });
+  setSharedMarketDataCoordinator(new MarketDataCoordinator(provider));
+
+  await act(async () => {
+    testSetup = await testRender(
+      <OptionsHarness ticker={makeTicker("AAPL")} quotePrice={121.2} />,
+      {
+        width: 124,
+        height: 12,
+      },
+    );
+  });
+
+  await renderSettled();
+
+  const frame = testSetup!.captureCharFrame();
+  expect(frame).toContain("120");
+  expect(frame).not.toContain(" 50 ");
+});