Added rigorous tests

AUTHORS

@@ -1,7 +1,4 @@
 Current or previous core committers
 
 Quincy Alexander
-
-Contributors (in alphabetical order)
-
-* Your name could stand here :)
+Kevin Ali

README.rst

@@ -9,7 +9,11 @@ Forex, by Valuehorizon
 .. image:: https://codeclimate.com/github/Valuehorizon/valuehorizon-forex/badges/gpa.svg
    :target: https://codeclimate.com/github/Valuehorizon/valuehorizon-forex
 
-A Django-based Foreign Exchange data toolkit. Part of the Valuehorizon application ecosystem.
+A Django-based Foreign Exchange data toolkit. It provides time-series functionality
+with built-in statistical plugins such as volatility and returns. You can also write 
+your own statistical plugins.
+It also includes documentation, test coverage and a good amount of sample data to play around with.
+This app is a part of the Valuehorizon application ecosystem.
 
 Contributors
 ============
@@ -18,7 +22,7 @@ Contributors
 
 Dependencies
 =============
-``forex`` supports `Django`_ (>=1.7) or later and requires and `Pandas`_ (>= 0.12.0). 
+``forex`` supports `Django`_ (>=1.8.1) or later and requires and `Pandas`_ (>= 0.12.0). 
 **Note** because of problems with the ``requires`` directive of setuptools
 you probably need to install ``numpy`` in your virtualenv  before you install
 this package or if you want to run the test suite ::
@@ -49,17 +53,20 @@ Start by creating a new ``virtualenv`` for your project ::
 
     mkvirtualenv myproject
 
-Next install ``numpy`` and ``pandas`` and optionally ``scipy`` ::
+Next install ``numpy`` and ``pandas`` ::
 
     pip install numpy
     pip install pandas
 
-You may want to consult  the `scipy documentation`_ for more information 
-on installing the ``Scipy`` stack.
-
-.. _scipy documentation: http://www.scipy.org/install.html
-
 Finally, install the development version of ``forex`` from ``github`` using ``pip``::
     
     pip install https://github.com/Valuehorizon/forex/tarball/master
 
+
+Commercial Support
+==================
+
+This project is sponsored by Valuehorizon_. If you require assistance on
+your project(s), please contact us: support@valuehorizon.com.
+
+.. _Valuehorizon: http://www.valuehorizon.com

forex/models.py

@@ -45,6 +45,7 @@ def generate_dataframe(self, start_date=None, end_date=None):
 
         required_dates = date_range(start_date,end_date)
         df = df.reindex(required_dates)
+        df = df.fillna(method='ffill')
 
         return df
 
@@ -108,6 +109,7 @@ def __unicode__(self):
         return u'%s, %s' % (unicode(self.currency),
                             unicode(self.date),)
 
+    @property
     def mid_price(self):
         """
         Compute the mid point between bid and ask
@@ -131,7 +133,7 @@ def bid_price_us(self):
         Calculate the bid_price in USD. This is the inverse
         of the bid price.
         """        
-        if self.ask_price != 0:
+        if self.bid_price != 0:
             return 1 / Decimal(str(self.bid_price))
         else:
             raise ZeroDivisionError('Bid price is zero')

forex/tests/models_tests.py

@@ -21,10 +21,41 @@ def test_model(self):
 class CurrencyModelTests(TestCase):
     def setUp(self):
         Currency.objects.create(name="Test Dollar", symbol="TEST")
-
-    def test_if_saved(self):
-        test = Currency.objects.get(symbol="TEST")
-        test.save()
+        test_curr1 = Currency.objects.get(symbol="TEST")
+
+        CurrencyPrices.objects.create(currency=test_curr1,
+            date=date(2015,1,1),
+            ask_price = 3,
+            bid_price = 4)
+
+        CurrencyPrices.objects.create(currency=test_curr1,
+            date=date(2015,1,3),
+            ask_price = 5,
+            bid_price = 6)
+
+        CurrencyPrices.objects.create(currency=test_curr1,
+            date=date(2015,1,5),
+            ask_price = 7,
+            bid_price = 8)
+
+    def test_dataframe_generation_base(self):
+        test_curr1 = Currency.objects.get(symbol="TEST")
+        df = test_curr1.generate_dataframe()
+        self.assertEqual(len(df.columns), 4)
+        self.assertTrue('ASK' in df.columns)
+        self.assertTrue('BID' in df.columns)
+        self.assertTrue('CHANGE' in df.columns)
+        self.assertTrue('MID' in df.columns)
+
+    def test_dataframe_generation_mid(self):
+        test_curr1 = Currency.objects.get(symbol="TEST")
+        df = test_curr1.generate_dataframe()
+        self.assertEqual(df.ix[0]['MID'], (df.ix[0]['ASK'] + df.ix[0]['BID']) / 2.0)
+
+    def test_dataframe_generation_fill(self):
+        test_curr1 = Currency.objects.get(symbol="TEST")
+        df = test_curr1.generate_dataframe()
+        self.assertEqual(df.ix[1]['ASK'], 3)
 
 
 class CurrencyPriceModelTests(TestCase):
@@ -42,19 +73,49 @@ def test_mid_price(self):
         price.ask_price = 3
         price.bid_price = 4
         price.save()
-        self.assertEqual(price.mid_price(), Decimal('3.5'))
+        self.assertEqual(price.mid_price, Decimal('3.5'))
 
     def test_mid_price_negative(self):
         test_curr1 = Currency.objects.get(symbol="TEST")
         price = CurrencyPrices.objects.get(currency=test_curr1, date=date(2015,1,1))
         price.ask_price = -1
         price.bid_price = 4
         price.save()
-        midprice = price.mid_price()
+        midprice = price.mid_price
         self.assertEqual(midprice, Decimal('1.5'))
 
         price.ask_price = 2
         price.bid_price = -8
         price.save()
-        self.assertEqual(price.mid_price(), Decimal('-3'))
+        self.assertEqual(price.mid_price, Decimal('-3'))
+
+
+    def test_ask_us(self):
+        test_curr1 = Currency.objects.get(symbol="TEST")
+        price = CurrencyPrices.objects.get(currency=test_curr1, date=date(2015,1,1))
+
+        price.ask_price = Decimal('3')
+        price.save()
+        self.assertEqual(price.ask_price_us, 1/Decimal('3'))
+
+        price.ask_price = 0
+        try:
+            test = price.ask_price_us
+            raise AssertionError("Price should not be zero")
+        except ZeroDivisionError:
+            pass
+
+    def test_bid_us(self):
+        test_curr1 = Currency.objects.get(symbol="TEST")
+        price = CurrencyPrices.objects.get(currency=test_curr1, date=date(2015,1,1))
+
+        price.bid_price = Decimal('3')
+        price.save()
+        self.assertEqual(price.bid_price_us, 1/Decimal('3'))
 
+        price.bid_price = 0
+        try:
+            test = price.bid_price_us
+            raise AssertionError("Price should not be zero")
+        except ZeroDivisionError:
+            pass

forex/tests/test_settings.py

@@ -47,7 +47,7 @@
 
 INTERNAL_APPS = [
     'forex',
-    'forex.tests.test_app',
+    #'forex.tests.test_app',
 ]
 
 INSTALLED_APPS = EXTERNAL_APPS + INTERNAL_APPS