Added trade session (OHLCV) abstraction.

1 files changed, 89 insertions, 0 deletions

diff --git a/stdlib/source/test/lux/world/finance/trade/session.lux b/stdlib/source/test/lux/world/finance/trade/session.lux
new file mode 100644
index 000000000..6ce1979d2
--- /dev/null
+++ b/stdlib/source/test/lux/world/finance/trade/session.lux
@@ -0,0 +1,89 @@
+(.require
+ [library
+  [lux (.except)
+   [abstract
+    [monad (.only do)]
+    [\\specification
+     ["[0]S" equivalence]]]
+   [data
+    ["[0]" bit (.use "[1]#[0]" equivalence)]
+    ["[0]" text (.use "[1]#[0]" equivalence)]
+    [collection
+     ["[0]" list]]]
+   [math
+    ["[0]" random (.only Random)]
+    [number
+     ["n" nat]]]
+   [test
+    ["_" property (.only Test)]]]]
+ [\\library
+  ["[0]" / (.only)
+   [///
+    ["[0]" money (.only)
+     ["[0]" currency (.only Currency)]]]]]
+ [///
+  ["[0]T" money]])
+
+(def .public (random $)
+  (All (_ $)
+    (-> (Currency $)
+        (Random (/.Session $))))
+  (do random.monad
+    [p0 (moneyT.random $)
+     p1 (moneyT.random $)
+     p2 (moneyT.random $)
+     p3 (moneyT.random $)
+     bullish? random.bit
+     volume random.nat]
+    (when (list.sorted money.< (list p0 p1 p2 p3))
+      (list low bottom top high)
+      (in [/.#open (if bullish?
+                     bottom
+                     top)
+           /.#high high
+           /.#low low
+           /.#close (if bullish?
+                      top
+                      bottom)
+           /.#volume volume])
+
+      _
+      (undefined))))
+
+(def .public test
+  Test
+  (<| (_.covering /._)
+      (do [! random.monad]
+        [before (..random currency.usd)
+         after (..random currency.usd)])
+      (_.for [/.Session /.Price /.Volume
+              /.#open /.#high /.#low /.#close /.#volume])
+      (all _.and
+           (_.for [/.equivalence]
+                  (equivalenceS.spec /.equivalence (..random currency.usd)))
+           
+           (_.coverage [/.composite]
+             (let [both (/.composite before after)]
+               (and (money.= (the /.#open before)
+                             (the /.#open both))
+                    (and (money.>= (the /.#high before)
+                                   (the /.#high both))
+                         (money.>= (the /.#high after)
+                                   (the /.#high both)))
+                    (and (money.<= (the /.#low before)
+                                   (the /.#low both))
+                         (money.<= (the /.#low after)
+                                   (the /.#low both)))
+                    (money.= (the /.#close after)
+                             (the /.#close both))
+                    (and (n.>= (the /.#volume before)
+                               (the /.#volume both))
+                         (n.>= (the /.#volume after)
+                               (the /.#volume both))))))
+           (_.coverage [/.format]
+             (bit#= (of /.equivalence =
+                        before
+                        after)
+                    (text#= (/.format before)
+                            (/.format after))))
+           )))