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singlePeriodTradeTimingStrategy.js
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singlePeriodTradeTimingStrategy.js
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/* eslint-env node, mocha */
const assert = require('assert');
require('should');
const {byPriceAscending, byPriceDescending, TradeTimingStrategy} = require('../index.js');
describe('[single period, 4 trades: p=130,110,125,140]', function(){
let tradeAdvisor = null;
beforeEach(function(){
tradeAdvisor = new TradeTimingStrategy();
tradeAdvisor
.newPeriod()
.newTrade(130)
.newTrade(110)
.newTrade(125)
.newTrade(140)
.newPeriod();
});
it('.pricesWithProbabilities(1,{sort:byPriceAscending, below:100, smooth:0.001}) should be []',function(){
tradeAdvisor.pricesWithProbabilities(1,{sort:byPriceAscending, below:100, smooth:0.001}).should.deepEqual([]);
});
it('.pricesWithProbabilities(1,{sort:byPriceAscending, above:200, smooth:0.001}) should be []',function(){
tradeAdvisor.pricesWithProbabilities(1,{sort:byPriceAscending, below:100, smooth:0.001}).should.deepEqual([]);
});
it('.pricesWithProbabilities(1,{sort: byPriceAscending}) should be [[130,1]]', function(){
tradeAdvisor.pricesWithProbabilities(1,{sort:byPriceAscending}).should.deepEqual([[130,1]]);
});
it('.pricesWithProbabilities(2,{sort:byPriceAscending}) should be [[110,1]]', function(){
tradeAdvisor.pricesWithProbabilities(2,{sort:byPriceAscending}).should.deepEqual([[110,1]]);
});
it('.pricesWithProbabilities(3,{sort:byPriceAscending}) should be [[125,1]]', function(){
tradeAdvisor.pricesWithProbabilities(3,{sort:byPriceAscending}).should.deepEqual([[125,1]]);
});
it('.pricesWithProbabilities(4,{sort:byPriceAscending}) should be [[140,1]]', function(){
tradeAdvisor.pricesWithProbabilities(4,{sort:byPriceAscending}).should.deepEqual([[140,1]]);
});
it('.pricesWithProbabilities(5,{sort:byPriceAscending}) should be []', function(){
tradeAdvisor.pricesWithProbabilities(5,{sort:byPriceAscending}).should.deepEqual([]);
});
it('2nd period 1st trade @ 150, .pricesWithProbabilities(1) should be [[130,0.5],[150,1]]', function(){
tradeAdvisor.newTrade(150);
tradeAdvisor.pricesWithProbabilities(1,{sort:byPriceAscending}).should.deepEqual([[130,0.5],[150,1]]);
});
it('2nd period 1st trade @ 150, .pricesWithProbabilities(1,{sort:byPriceDescending}) should be [[130,0.5],[150,1]]', function(){
tradeAdvisor.newTrade(150);
tradeAdvisor.pricesWithProbabilities(1, {sort:byPriceDescending}).should.deepEqual([[150,0.5],[130,1]]);
});
it('2nd period 1st trade @ 130, .pricesWithProbabilities(1) should be [[130,1]]', function(){
tradeAdvisor.newTrade(130);
tradeAdvisor.pricesWithProbabilities(1, {sort:byPriceAscending}).should.deepEqual([[130,1]]);
});
it('.tradeCollator.length should be 5', function(){
assert.ok(tradeAdvisor.tradeNumber===1);
tradeAdvisor.tradeCollator.length.should.equal(5);
});
it('on first trade of period 2, .suggestedBid(100) should be undefined', function(){
assert(tradeAdvisor.suggestedBid(100)===undefined);
});
it('on first trade of period 2, .suggestedBid(150) should be 110', function(){
assert.ok(tradeAdvisor.tradeNumber===1);
tradeAdvisor.suggestedBid(150).should.equal(110);
});
it('on 2nd trade of period 2, .suggestedBid(150) should be 110', function(){
tradeAdvisor.newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===2);
tradeAdvisor.suggestedBid(150).should.equal(110);
});
it('on 3rd trade of period 2, .suggestedBid(150) should be 125', function(){
tradeAdvisor.newTrade(100).newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===3);
tradeAdvisor.suggestedBid(150).should.equal(125);
});
it('on 4th trade of period 2, .suggestedBid(150) should be 140', function(){
tradeAdvisor.newTrade(100).newTrade(100).newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===4);
tradeAdvisor.suggestedBid(150).should.equal(140);
});
it('on 5th trade of period 2, .suggestedBid(150) should be 140 (period 2 4th trade=150)', function(){
tradeAdvisor.newTrade(100).newTrade(100).newTrade(100).newTrade(150);
assert.ok(tradeAdvisor.tradeNumber===5);
tradeAdvisor.suggestedBid(150).should.equal(140);
});
it('on 5th trade of period 2, .suggestedBid(150) should be 100 (period 2 4th trade=100)', function(){
tradeAdvisor.newTrade(100).newTrade(100).newTrade(100).newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===5);
tradeAdvisor.suggestedBid(150).should.equal(100);
});
it('on first trade of period 2, .suggestedAsk(100) should be 140', function(){
assert.ok(tradeAdvisor.suggestedAsk(100)===140);
});
it('on first trade of period 2, .suggestedAsk(150) should be undefined', function(){
assert.ok(tradeAdvisor.tradeNumber===1);
assert.ok(tradeAdvisor.suggestedAsk(150)===undefined);
});
it('on 2nd trade of period 2, .suggestedAsk(100) should be 140', function(){
tradeAdvisor.newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===2);
tradeAdvisor.suggestedAsk(100).should.equal(140);
});
it('on 3rd trade of period 2, .suggestedAsk(100) should be 140', function(){
tradeAdvisor.newTrade(100).newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===3);
tradeAdvisor.suggestedAsk(100).should.equal(140);
});
it('on 4th trade of period 2, .suggestedAsk(100) should be 140', function(){
tradeAdvisor.newTrade(100).newTrade(100).newTrade(100);
assert.ok(tradeAdvisor.tradeNumber===4);
tradeAdvisor.suggestedAsk(100).should.equal(140);
});
it('on 5th trade of period 2, .suggestedAsk(100) should be 140 (period 2 4th trade=150)', function(){
tradeAdvisor.newTrade(100).newTrade(100).newTrade(100).newTrade(150);
assert.ok(tradeAdvisor.tradeNumber===5);
tradeAdvisor.pricesWithProbabilities(4,{sort:byPriceDescending}).should.deepEqual(
[
[150,0.5],
[140,1]
]
);
tradeAdvisor.suggestedAsk(100).should.equal(140);
});
it('on 5th trade of period 2, .suggestedAsk(100) should be 125 (period 2 4th trade=125)', function(){
tradeAdvisor.newTrade(100).newTrade(100).newTrade(100).newTrade(125);
assert.ok(tradeAdvisor.tradeNumber===5);
tradeAdvisor.pricesWithProbabilities(4,{sort:byPriceDescending}).should.deepEqual(
[
[140,0.5],
[125,1]
]
);
tradeAdvisor.suggestedAsk(100).should.equal(125);
});
});