9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
92 lines
2.5 KiB
Rust
92 lines
2.5 KiB
Rust
use chrono::Utc;
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use market_data::models::{
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BookSide, IndicatorType, OrderBook, OrderBookLevelDb, PriceRecord, TechnicalIndicator,
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};
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use rust_decimal_macros::dec;
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use std::collections::HashMap;
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#[test]
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fn test_price_model() {
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let mut price = PriceRecord::new("EURUSD".to_string(), Utc::now());
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price.bid = Some(dec!(1.0850));
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price.ask = Some(dec!(1.0852));
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let mid = price.mid_price();
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assert_eq!(mid, Some(dec!(1.0851)));
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let spread = price.spread();
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assert_eq!(spread, Some(dec!(0.0002)));
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}
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#[test]
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fn test_order_book_model() {
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let mut order_book = OrderBook::new("EURUSD".to_string(), Utc::now());
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// Add some levels
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let bid_level = OrderBookLevelDb::new(
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"EURUSD".to_string(),
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Utc::now(),
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BookSide::Bid,
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dec!(1.0850),
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dec!(1000000),
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0,
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);
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let ask_level = OrderBookLevelDb::new(
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"EURUSD".to_string(),
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Utc::now(),
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BookSide::Ask,
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dec!(1.0852),
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dec!(1000000),
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0,
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);
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order_book.bids.push(bid_level);
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order_book.asks.push(ask_level);
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assert_eq!(order_book.best_bid(), Some(dec!(1.0850)));
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assert_eq!(order_book.best_ask(), Some(dec!(1.0852)));
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assert_eq!(order_book.mid_price(), Some(dec!(1.0851)));
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assert_eq!(order_book.spread(), Some(dec!(0.0002)));
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}
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#[test]
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fn test_technical_indicator_model() {
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let indicator = TechnicalIndicator::new(
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"EURUSD".to_string(),
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IndicatorType::Sma,
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Utc::now(),
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dec!(1.0851),
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serde_json::json!({"period": 20}),
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);
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assert_eq!(indicator.symbol, "EURUSD");
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assert_eq!(indicator.indicator_type, IndicatorType::Sma);
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assert_eq!(indicator.value, dec!(1.0851));
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}
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#[test]
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fn test_hash_traits() {
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// Test BookSide is hashable
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let mut side_map: HashMap<BookSide, i32> = HashMap::new();
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side_map.insert(BookSide::Bid, 1);
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side_map.insert(BookSide::Ask, 2);
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assert_eq!(side_map.get(&BookSide::Bid), Some(&1));
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assert_eq!(side_map.get(&BookSide::Ask), Some(&2));
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// Test IndicatorType is hashable
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let mut indicator_map: HashMap<IndicatorType, String> = HashMap::new();
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indicator_map.insert(IndicatorType::Sma, "SMA".to_string());
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indicator_map.insert(IndicatorType::Ema, "EMA".to_string());
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assert_eq!(
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indicator_map.get(&IndicatorType::Sma),
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Some(&"SMA".to_string())
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);
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assert_eq!(
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indicator_map.get(&IndicatorType::Ema),
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Some(&"EMA".to_string())
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);
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}
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