Merge pull request #2 from KendelChopp/add-testing

Add Tests and Make Backwards Compatible

.github/CODEOWNERS

@@ -0,0 +1 @@
+* @KendelChopp

.github/workflows/node.js.yml

@@ -16,7 +16,7 @@ jobs:
 
     strategy:
       matrix:
-        node-version: [14.x]
+        node-version: [12.x]
 
     steps:
     - uses: actions/checkout@v2

.gitignore

@@ -1,2 +1,3 @@
 dist
 node_modules
+coverage

package.json

@@ -1,10 +1,11 @@
 {
   "name": "@kendelchopp/alpaca-js-backtesting",
-  "version": "1.0.0",
+  "version": "1.1.0",
   "description": "",
   "main": "src/index.js",
   "scripts": {
-    "build": "webpack"
+    "test": "jest --collect-coverage",
+    "ci": "npm run test"
   },
   "repository": {
     "type": "git",
@@ -17,10 +18,9 @@
   },
   "homepage": "https://github.com/KendelChopp/alpaca-js-backtesting#readme",
   "devDependencies": {
-    "webpack": "^4.44.1",
-    "webpack-cli": "^3.3.12"
+    "jest": "^26.4.2",
+    "q": "^1.5.1"
   },
-  "type": "module",
   "dependencies": {
     "lodash": "^4.17.20"
   }

src/MarketData.js → src/MarketData/MarketData.js

@@ -1,6 +1,6 @@
-import _ from 'lodash';
+const _ = require('lodash');
 
-import Security from './Security.js';
+const Security = require('../Security/Security.js');
 
 /**
  * Class tracking market data and time for all relevant securities
@@ -18,12 +18,12 @@ class MarketData {
   /**
    * Adds security with data from Alpaca data
    *
-   * @param {string} ticker - the ticker for the security
+   * @param {string} symbol - the symbol for the security
    * @param {Object[]} data - The array of data points from Alpaca
    */
-  addSecurity(ticker, data) {
+  addSecurity(symbol, data) {
     // TODO: Convert data to a separate class to ensure it is structured
-    this.securities[ticker] = new Security(ticker, data);
+    this.securities[symbol] = new Security(symbol, data);
     this.maxTime = Math.max(data.length, this.maxTime);
   }
 
@@ -40,7 +40,7 @@ class MarketData {
       return {
         ...security.data[this.time],
         ev: 'AM',
-        sym: security.ticker
+        sym: security.symbol
       }
     });
 
@@ -58,15 +58,15 @@ class MarketData {
   }
 
   /**
-   * Gets the current price of a security based on the ticker
+   * Gets the current price of a security based on the symbol
    *
-   * @param {string} ticker - the ticker for the security
+   * @param {string} symbol - the symbol for the security
    * @returns {number} the value of the security
    */
-  getPrice(ticker) {
-    const security = this.securities[ticker];
+  getPrice(symbol) {
+    const security = this.securities[symbol];
     return security.price;
   }
 }
 
-export default MarketData;
+module.exports = MarketData;

src/MarketData/MarketData.test.js

@@ -0,0 +1,135 @@
+const Security = require('../Security/Security.js');
+
+const MarketData = require('./MarketData.js');
+
+describe('MarketData', () => {
+  let marketData;
+
+  beforeEach(() => {
+    marketData = new MarketData();
+  });
+
+  test('sets the correct defaults', () => {
+    expect(marketData.maxTime).toBe(0);
+    expect(marketData.time).toBe(0);
+    expect(marketData.securities).toEqual({});
+  });
+
+  describe('addSecurity', () => {
+    let data, symbol;
+
+    beforeEach(() => {
+      data = [{ some: 'data' }, { some: 'other data' }];
+      symbol = 'AAPL';
+    });
+
+    test('adds a new security', () => {
+      marketData.addSecurity(symbol, data);
+      const newSecurity = marketData.securities[symbol];
+      expect(newSecurity).toBeInstanceOf(Security);
+      expect(newSecurity.data).toBe(data);
+      expect(newSecurity.symbol).toBe(symbol);
+    });
+
+    describe('when max time is less than data.length', () => {
+      beforeEach(() => {
+        marketData.maxTime = 0;
+      });
+
+      test('sets maxTime to data.length', () => {
+        marketData.addSecurity(symbol, data);
+        expect(marketData.maxTime).toBe(data.length);
+      });
+    });
+
+    describe('when max time is less than data.length', () => {
+      let maxTime;
+
+      beforeEach(() => {
+        maxTime = 10;
+        marketData.maxTime = maxTime;
+      });
+
+      test('does not change maxTime', () => {
+        marketData.addSecurity(symbol, data);
+        expect(marketData.maxTime).toBe(maxTime);
+      });
+    });
+  });
+
+  describe('simulateMinute', () => {
+    let closePrice, validSecurity, invalidSecurity;
+
+    beforeEach(() => {
+      closePrice = 123;
+      validSecurity = new Security('SPY', [{ closePrice }]);
+      invalidSecurity = new Security('AAPL', []);
+
+      marketData.securities = [validSecurity, invalidSecurity];
+      marketData.time = 0;
+    });
+
+    test('updates the valid security price', () => {
+      marketData.simulateMinute();
+      expect(validSecurity.price).toBe(closePrice);
+    });
+
+    test('adds one to the current time', () => {
+      marketData.simulateMinute();
+      expect(marketData.time).toBe(1);
+    });
+
+    test('returns a stringified map of the valid securities', () => {
+      const simulation = marketData.simulateMinute();
+      const expected = JSON.stringify([{
+        closePrice,
+        ev: 'AM',
+        sym: validSecurity.symbol
+      }]);
+
+      expect(simulation).toEqual(expected);
+    });
+  });
+
+  describe('hasData', () => {
+    describe('when time is less than maxTime', () => {
+      test('returns true', () => {
+        marketData.time = 0;
+        marketData.maxTime = 1;
+        expect(marketData.hasData).toBe(true);
+      });
+    });
+
+    describe('when time is equal to maxTime', () => {
+      test('returns false', () => {
+        marketData.time = 1;
+        marketData.maxTime = 1;
+        expect(marketData.hasData).toBe(false);
+      });
+    });
+
+    describe('when time is greater than maxTime', () => {
+      test('returns false', () => {
+        marketData.time = 2;
+        marketData.maxTime = 1;
+        expect(marketData.hasData).toBe(false);
+      });
+    });
+  });
+
+  describe('getPrice', () => {
+    let price, symbol;
+
+    beforeEach(() => {
+      symbol = 'AAPL';
+      price = 12;
+      const security = new Security(symbol, []);
+      security.price = price;
+      marketData.securities = { [symbol]: security };
+    });
+
+    test('returns the price of the requested security', () => {
+      expect(marketData.getPrice(symbol)).toBe(price);
+    });
+  });
+});

src/Portfolio.js → src/Portfolio/Portfolio.js

@@ -1,6 +1,6 @@
-import _ from 'lodash';
+const _ = require('lodash');
 
-import Position from './Position.js';
+const Position = require('../Position/Position.js');
 
 /**
  * A class representing cash and all of the positions taken
@@ -48,7 +48,7 @@ class Portfolio {
   /**
    * Create an order
    *
-   * @param {string} options.symbol - The ticker/symbol for the order
+   * @param {string} options.symbol - The symbol for the order
    * @param {number} options.qty - Quantity of the order
    * @param {string} options.side - 'buy' or 'sell'
    * @param {string} options.type - currently only supports 'market'
@@ -61,7 +61,7 @@ class Portfolio {
       throw new Error('No symbol provided for order.');
     }
     if (!options.qty || options.qty < 1) {
-      throw new Error('Quantity must be >= 1 to create an order');
+      throw new Error('Quantity must be >= 1 to create an order.');
     }
     if (!options.side || (options.side !== 'sell' && options.side !== 'buy')) {
       throw new Error('Side not provided correctly. Must be buy or sell.');
@@ -126,4 +126,4 @@ class Portfolio {
   }
 }
 
-export default Portfolio;
+module.exports = Portfolio;