Added trade session (OHLCV) abstraction.

4 files changed, 126 insertions, 32 deletions

diff --git a/stdlib/source/test/lux/world.lux b/stdlib/source/test/lux/world.lux
index e1309f5f5..bf9ff3c7f 100644
--- a/stdlib/source/test/lux/world.lux
+++ b/stdlib/source/test/lux/world.lux
@@ -13,7 +13,10 @@
   ["[1][0]" output
    ["[1]/[0]" video
     ["[1]/[0]" resolution]]]
-  ["[1][0]" money]
+  ["[1][0]" finance
+   ["[1]/[0]" money]
+   ["[1]/[0]" trade
+    ["[1]/[0]" session]]]
   ["[1][0]" net]
   ["[1][0]" time]
   ["[1][0]" locale]
@@ -26,9 +29,13 @@
        /shell.test
        /console.test
        /environment.test
+       
        /input/keyboard.test
        /output/video/resolution.test
-       /money.test
+
+       /finance/money.test
+       /finance/trade/session.test
+
        /net.test
        /time.test
        /locale.test
diff --git a/stdlib/source/test/lux/world/money.lux b/stdlib/source/test/lux/world/finance/money.lux
index 4cddc38ee..773589a15 100644
--- a/stdlib/source/test/lux/world/money.lux
+++ b/stdlib/source/test/lux/world/finance/money.lux
@@ -13,48 +13,46 @@
     ["[0]" text (.only)
      ["%" \\format]]]
    [math
-    ["[0]" random (.only Random)]
+    ["[0]" random (.only Random) (.use "[1]#[0]" functor)]
     [number
      ["n" nat]]]
    [test
     ["_" property (.only Test)]]]]
  [\\library
   ["[0]" / (.only)
-   ["[0]" currency]]]
+   ["[0]" currency (.only Currency)]]]
  ["[0]" /
   ["[1][0]" currency]])
 
-(def .public random
-  (Random (Ex (_ of)
-            (/.Money of)))
-  (do random.monad
-    [expected_currency /currency.random
-     expected_amount random.nat]
-    (in (/.money expected_currency expected_amount))))
+(def .public (random $)
+  (All (_ $)
+    (-> (Currency $)
+        (Random (/.Money $))))
+  (random#each (/.money $)
+               random.nat))
 
 (def .public test
   Test
   (<| (_.covering /._)
       (do [! random.monad]
-        [.let [expected_currency currency.usd]
-         expected_amount random.nat
+        [expected_amount random.nat
 
          expected_parameter (random.only (n.> 0) random.nat)
          expected_subject random.nat])
       (_.for [/.Money])
       (all _.and
            (_.for [/.equivalence /.=]
-                  (equivalenceS.spec /.equivalence ..random))
+                  (equivalenceS.spec /.equivalence (..random currency.usd)))
            (_.for [/.order /.<]
-                  (orderS.spec /.order ..random))
+                  (orderS.spec /.order (..random currency.usd)))
            
            (_.coverage [/.money /.currency /.amount]
-             (let [it (/.money expected_currency expected_amount)]
-               (and (same? expected_currency (/.currency it))
+             (let [it (/.money currency.usd expected_amount)]
+               (and (same? currency.usd (/.currency it))
                     (same? expected_amount (/.amount it)))))
            (_.coverage [/.+ /.-]
-             (let [parameter (/.money expected_currency expected_parameter)
-                   subject (/.money expected_currency expected_subject)]
+             (let [parameter (/.money currency.usd expected_parameter)
+                   subject (/.money currency.usd expected_subject)]
                (and (|> subject
                         (/.+ parameter)
                         (of /.equivalence = subject)
@@ -65,21 +63,21 @@
                         (maybe#each (of /.equivalence = subject))
                         (maybe.else false)))))
            (_.coverage [/.min]
-             (let [expected_parameter (/.money expected_currency expected_parameter)
-                   expected_subject (/.money expected_currency expected_subject)]
+             (let [expected_parameter (/.money currency.usd expected_parameter)
+                   expected_subject (/.money currency.usd expected_subject)]
                (and (/.<= expected_parameter
                           (/.min expected_parameter expected_subject))
                     (/.<= expected_subject
                           (/.min expected_parameter expected_subject)))))
            (_.coverage [/.max]
-             (let [expected_parameter (/.money expected_currency expected_parameter)
-                   expected_subject (/.money expected_currency expected_subject)]
+             (let [expected_parameter (/.money currency.usd expected_parameter)
+                   expected_subject (/.money currency.usd expected_subject)]
                (and (/.>= expected_parameter
                           (/.max expected_parameter expected_subject))
                     (/.>= expected_subject
                           (/.max expected_parameter expected_subject)))))
-           (let [expected_parameter (/.money expected_currency expected_parameter)
-                 expected_subject (/.money expected_currency expected_subject)]
+           (let [expected_parameter (/.money currency.usd expected_parameter)
+                 expected_subject (/.money currency.usd expected_subject)]
              (all _.and
                   (_.coverage [/.>]
                     (bit#= (/.> expected_parameter expected_subject)
@@ -89,17 +87,17 @@
                            (/.>= expected_subject expected_parameter)))
                   ))
            (_.coverage [/.units /.sub_units]
-             (let [expected (/.money expected_currency expected_amount)
-                   actual (/.money expected_currency (n.+ (/.units expected)
-                                                          (/.sub_units expected)))]
+             (let [expected (/.money currency.usd expected_amount)
+                   actual (/.money currency.usd (n.+ (/.units expected)
+                                                     (/.sub_units expected)))]
                (/.= expected actual)))
            (_.coverage [/.of_units /.of_sub_units]
-             (let [expected (/.money expected_currency expected_amount)
-                   actual (/.+ (/.of_units expected_currency (/.units expected))
-                               (/.of_sub_units expected_currency (/.sub_units expected)))]
+             (let [expected (/.money currency.usd expected_amount)
+                   actual (/.+ (/.of_units currency.usd (/.units expected))
+                               (/.of_sub_units currency.usd (/.sub_units expected)))]
                (/.= expected actual)))
            (do !
-             [it ..random]
+             [it (..random currency.usd)]
              (_.coverage [/.format]
                (and (text.starts_with? (%.nat (/.amount it))
                                        (text.replaced_once "." "" (/.format it)))
diff --git a/stdlib/source/test/lux/world/money/currency.lux b/stdlib/source/test/lux/world/finance/money/currency.lux
index eeb59e9fc..eeb59e9fc 100644
--- a/stdlib/source/test/lux/world/money/currency.lux
+++ b/stdlib/source/test/lux/world/finance/money/currency.lux
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))))
+           )))