@Before
public void setUp() throws Exception {
f = new Factory();
books = f.makeOrderBooks();
TE = f.makeTradeEngine();
assertEquals(books.askListSize(), 0);
assertEquals(books.bidListSize(), 0);
assertEquals(TE.getTradeList().size(), 0);
TE.setOpenTradingTime("00:00:00.000");
}
@Test
public void testCorrectTradeAttributes() {
// tests for the correct attributes of a trade
order0 = new Order("00:00:00.000", "ENTER", 8.31, 50, "", new BigInteger("1"), "B");
order1 = new Order("00:00:01.000", "ENTER", 8.31, 50, "", new BigInteger("2"), "A");
books.processOrder(order0);
books.processOrder(order1);
assertEquals(books.bidListSize(), 1);
assertEquals(TE.getTradeList().size(), 0);
assertEquals(books.askListSize(), 1);
TE.trade();
assertEquals(TE.getTradeList().size(), 1);
compareTrade(TE.getTradeList().get(0), order0, order1, 8.31, 50, "00:00:01.000");
order2 = new Order("00:00:00.000", "ENTER", 8.34, 100, "", new BigInteger("3"), "B");
order3 = new Order("00:00:01.000", "ENTER", 8.34, 50, "", new BigInteger("4"), "A");
order4 = new Order("00:00:02.000", "ENTER", 8.34, 50, "", new BigInteger("5"), "A");
books.processOrder(order2);
books.processOrder(order3);
books.processOrder(order4);
assertEquals(books.bidListSize(), 1);
assertEquals(books.askListSize(), 2);
TE.trade();
assertEquals(TE.getTradeList().size(), 3);
compareTrade(TE.getTradeList().get(0), order2, order4, 8.34, 50, "00:00:02.000");
compareTrade(TE.getTradeList().get(1), order2, order3, 8.34, 50, "00:00:02.000");
}
@Test
public void testUnequalVolumeEqualPrice() {
order0 = new Order("00:00:00.000", "ENTER", 8.34, 100, "", new BigInteger("1"), "B");
order1 = new Order("00:00:01.000", "ENTER", 8.34, 50, "", new BigInteger("2"), "A");
order2 = new Order("00:00:02.000", "ENTER", 8.34, 50, "", new BigInteger("3"), "A");
books.processOrder(order0);
assertEquals(books.bidListSize(), 1);
assertEquals(books.askListSize(), 0);
TE.trade();
assertEquals(TE.getTradeList().size(), 0);
books.processOrder(order1);
assertEquals(books.askListSize(), 1);
books.processOrder(order2);
assertEquals(books.askListSize(), 2);
TE.trade();
assertEquals(TE.getTradeList().size(), 2);
compareTrade(TE.getTradeList().get(0), order0, order2, 8.34, 50, "00:00:02.000");
compareTrade(TE.getTradeList().get(1), order0, order1, 8.34, 50, "00:00:02.000");
assertEquals(books.bidListSize(), 0);
assertEquals(books.askListSize(), 0);
}
@Test
public void testTradeEqualVolumeEqualPrice() {
// tests to see if the trades list: isn't missing any, correctly captures strategy trades
// anything else that you can think of
order0 = new Order("00:00:00.000", "ENTER", 8.31, 50, "", new BigInteger("1"), "B");
order1 = new Order("00:00:01.000", "ENTER", 8.31, 50, "", new BigInteger("2"), "A");
books.processOrder(order0);
assertEquals(books.bidListSize(), 1);
TE.trade();
assertEquals(TE.getTradeList().size(), 0);
books.processOrder(order1);
assertEquals(books.askListSize(), 1);
TE.trade();
assertEquals(TE.getTradeList().size(), 1);
compareTrade(TE.getTradeList().get(0), order0, order1, 8.31, 50, "00:00:01.000");
assertEquals(books.askListSize(), 0);
assertEquals(books.bidListSize(), 0);
TE.trade();
assertEquals(TE.getTradeList().size(), 1);
assertEquals(books.askListSize(), 0);
assertEquals(books.bidListSize(), 0);
}
private void compareTrade(Trade t, Order bid, Order ask, Double price, int volume, String time) {
assertTrue(OrderBooks.compareDoubleEquals(t.price(), price));
assertEquals(t.volume(), volume);
assertEquals(t.time(), time);
}
