private static String[] registerSemiRandomTrades(StockExchange stockExchange) {
String[] symbols = new String[] {"TEA", "POP", "ALE", "JIN", "JOE"};
String[] prices = new String[] {"4.0000", "6.0000", "0.5000", "1.0000", "20.0000"};
long[] quantities = new long[] {100, 200, 300, 100, 100, 200};
TradeType[] types = new TradeType[] {BUY, BUY, SELL, SELL, SELL, BUY};
Random random = new Random(System.nanoTime());
for (int i = 0; i < symbols.length; i++) {
for (int j = 0; j < types.length; j++) {
BigDecimal avgPrice = new BigDecimal(prices[i]);
double var = avgPrice.doubleValue() * 0.05;
double price = avgPrice.doubleValue() + (var * random.nextDouble() - var / 2);
BigDecimal bdPrice =
new BigDecimal(price).setScale(StockExchange.PRECISION, RoundingMode.HALF_DOWN);
switch (types[j]) {
case BUY:
stockExchange.buy(symbols[i], quantities[i], bdPrice);
break;
case SELL:
stockExchange.sell(symbols[i], quantities[i], bdPrice);
break;
}
}
}
return symbols;
}
@Test
public void simulationStatusShouldBeSimulationUninitialised() {
// given when
StockExchange stockExchange = new StockExchange();
// then
assertEquals(SimulationStatus.SIMULATION_UNINITIALISED, stockExchange.getSimulationStatus());
}
private static void printStockInfo(StockExchange stockExchange, String[] symbols) {
System.out.printf(" %7s %7s %9s\n", "Price", "Yield", "P/E Rat");
for (int i = 0; i < symbols.length; i++) {
System.out.printf(
"%3s %7s %7s%% %9s\n",
symbols[i],
stockExchange.calculateStockPrice(symbols[i]),
stockExchange.calculateDividentYield(symbols[i]).scaleByPowerOfTen(2),
stockExchange.calculatePERatio(symbols[i]));
}
System.out.printf("\n--- All share index: %7s\n", stockExchange.calculateAllShareIndex());
}
@Test
public void simulationStatusShouldBeSimulationFinishedAfterInitialising()
throws DateTimeParseException, FileNotFoundException, IOException {
// given
Mockito.doNothing().when(dataProvider).readDataFromFile(Mockito.anyString());
Mockito.when(dataProvider.getEarliestDate()).thenReturn(LocalDate.parse("2013-12-30"));
Mockito.when(dataProvider.getLatestDate()).thenReturn(LocalDate.parse("2013-01-02"));
// when
stockExchange.initialise("Test");
// then
Mockito.verify(dataProvider).readDataFromFile(Mockito.anyString());
assertEquals(SimulationStatus.SIMULATION_FINISHED, stockExchange.getSimulationStatus());
}
@Test
public void nextDayShouldIncrementDateAndCallGetStockByDate()
throws DateTimeParseException, FileNotFoundException, IOException {
// given
Mockito.doNothing().when(dataProvider).readDataFromFile(Mockito.anyString());
Mockito.when(dataProvider.getEarliestDate()).thenReturn(LocalDate.parse("2013-01-02"));
Mockito.when(dataProvider.getLatestDate()).thenReturn(LocalDate.parse("2013-01-07"));
Mockito.when(dataProvider.getStocksByDate(Mockito.any()))
.thenReturn(
Arrays.asList(
new Stock("TPSA", LocalDate.parse("2013-01-03"), new BigDecimal("12.13"))));
stockExchange.initialise("Test");
// when
stockExchange.nextDay();
// then
Mockito.verify(dataProvider).getStocksByDate(LocalDate.parse("2013-01-03"));
assertEquals(SimulationStatus.SIMULATION_NOT_FINISHED, stockExchange.getSimulationStatus());
}
@Test
public void testAddGetAndRemoveStock() {
// First we will create an instance of our stock exchange class
StockExchange myStockExchange = new StockExchange();
// The stock exchange has no stocks yet so this should return null
assertNull(myStockExchange.getStock("TEA"));
// Let's add one type of stock
myStockExchange.addStock(
"TEA",
StockElement.StockTypes.COMMON,
new BigDecimal(0),
new BigDecimal(0),
new BigDecimal(100));
// And now the stock must exist
assertNotNull(myStockExchange.getStock("TEA"));
// These two tests are just to ensure we are retrieving the right element, the test of ensuring
// all the values are correct when created is being done in the StockElementTest class
assertEquals(
"Expecting the stock symbol of TEA to be correct ",
"TEA",
myStockExchange.getStock("TEA").getStockSymbol());
assertEquals(
"Expecting the par value of TEA to be correct ",
0,
myStockExchange.getStock("TEA").getParValue().compareTo(new BigDecimal("100")));
myStockExchange.removeStock("TEA");
// The TEA stock should no longer exist
assertNull(myStockExchange.getStock("TEA"));
}
@Test
public void testCalculateGBCEAllShareIndex() {
// First we will create an instance of our stock exchange class
StockExchange myStockExchange = new StockExchange();
// To start this test we will had the stocks from the example table
myStockExchange.addStock(
"TEA",
StockElement.StockTypes.COMMON,
new BigDecimal(0),
new BigDecimal(0),
new BigDecimal(100));
myStockExchange.addStock(
"POP",
StockElement.StockTypes.COMMON,
new BigDecimal(8),
new BigDecimal(0),
new BigDecimal(100));
myStockExchange.addStock(
"ALE",
StockElement.StockTypes.COMMON,
new BigDecimal(23),
new BigDecimal(0),
new BigDecimal(60));
myStockExchange.addStock(
"GIN",
StockElement.StockTypes.PREFERRED,
new BigDecimal(8),
new BigDecimal(2),
new BigDecimal(100));
myStockExchange.addStock(
"JOE",
StockElement.StockTypes.COMMON,
new BigDecimal(13),
new BigDecimal(0),
new BigDecimal(250));
// If there are no trades available we will receive null from the calculateGBCEAllShareIndex
// method, this is by design and can be changed
assertNull(
"GBCE All share index is null if no trades are available",
myStockExchange.calculateGBCEAllShareIndex());
// now let's add some trades for each of them to set their value
myStockExchange
.getStock("TEA")
.addTradeAction(100, StockTradeAction.actionTypes.BUY, new BigDecimal("80"));
myStockExchange
.getStock("TEA")
.addTradeAction(100, StockTradeAction.actionTypes.BUY, new BigDecimal("90"));
// if this is working well the stock value for TEA should be 85
assertEquals(
"TEA stock price is correct ",
0,
myStockExchange.getStock("TEA").calculateStockPrice().compareTo(new BigDecimal("85")));
myStockExchange
.getStock("POP")
.addTradeAction(200, StockTradeAction.actionTypes.BUY, new BigDecimal("1"));
myStockExchange
.getStock("POP")
.addTradeAction(200, StockTradeAction.actionTypes.BUY, new BigDecimal("7"));
// if this is working well the stock value for POP should be 4
assertEquals(
"POP stock price is correct ",
0,
myStockExchange.getStock("POP").calculateStockPrice().compareTo(new BigDecimal("4")));
assertEquals(
"GBCE All share index is for TEA and POP is correct ",
0,
myStockExchange.calculateGBCEAllShareIndex().compareTo(new BigDecimal("18.439")));
// now lets add some trades to the other stocks
myStockExchange
.getStock("ALE")
.addTradeAction(50, StockTradeAction.actionTypes.BUY, new BigDecimal("30"));
myStockExchange
.getStock("ALE")
.addTradeAction(150, StockTradeAction.actionTypes.BUY, new BigDecimal("90"));
// and confirm this value is correct as well
assertEquals(
"ALE stock price is correct ",
0,
myStockExchange.getStock("ALE").calculateStockPrice().compareTo(new BigDecimal("75")));
// Since we only have one trade for each of the following stocks their value will be
// respectively GIN = 20 and JOE = 35
myStockExchange
.getStock("GIN")
.addTradeAction(200, StockTradeAction.actionTypes.BUY, new BigDecimal("20"));
myStockExchange
.getStock("JOE")
.addTradeAction(200, StockTradeAction.actionTypes.BUY, new BigDecimal("35"));
// 5th root of 17850000 (85*35*20*75*4) = 28.205 so lets see if our calculations are correct
assertEquals(
"GBCE All share index is correct ",
new BigDecimal("28.205"),
myStockExchange.calculateGBCEAllShareIndex());
}
