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authorEduardo Julian2022-12-12 03:47:35 -0400
committerEduardo Julian2022-12-12 03:47:35 -0400
commitfe9a58dfcd5732ef0c5e5c4b7e85370cdc0db45a (patch)
tree5ad844ea2bdf33a67cceaad437efaf82cf773a02 /stdlib/source/test
parenteef4422b1f16be2b8c651461f2c006dc4c11f314 (diff)
Added trade session (OHLCV) abstraction.
Diffstat (limited to 'stdlib/source/test')
-rw-r--r--stdlib/source/test/lux/data/collection/dictionary/ordered.lux3
-rw-r--r--stdlib/source/test/lux/data/color.lux85
-rw-r--r--stdlib/source/test/lux/data/color/hsl.lux95
-rw-r--r--stdlib/source/test/lux/data/color/rgb.lux18
-rw-r--r--stdlib/source/test/lux/meta/extension.lux2
-rw-r--r--stdlib/source/test/lux/world.lux11
-rw-r--r--stdlib/source/test/lux/world/finance/money.lux (renamed from stdlib/source/test/lux/world/money.lux)58
-rw-r--r--stdlib/source/test/lux/world/finance/money/currency.lux (renamed from stdlib/source/test/lux/world/money/currency.lux)0
-rw-r--r--stdlib/source/test/lux/world/finance/trade/session.lux89
9 files changed, 213 insertions, 148 deletions
diff --git a/stdlib/source/test/lux/data/collection/dictionary/ordered.lux b/stdlib/source/test/lux/data/collection/dictionary/ordered.lux
index d1c9ba933..410580860 100644
--- a/stdlib/source/test/lux/data/collection/dictionary/ordered.lux
+++ b/stdlib/source/test/lux/data/collection/dictionary/ordered.lux
@@ -42,7 +42,8 @@
(def .public test
Test
(<| (_.covering /._)
- (_.for [/.Dictionary])
+ (_.for [/.Dictionary
+ /.#order /.#root])
(do [! random.monad]
[size (of ! each (n.% 100) random.nat)
keys (random.set n.hash size random.nat)
diff --git a/stdlib/source/test/lux/data/color.lux b/stdlib/source/test/lux/data/color.lux
index ee2eb70b2..25c041fd7 100644
--- a/stdlib/source/test/lux/data/color.lux
+++ b/stdlib/source/test/lux/data/color.lux
@@ -36,68 +36,6 @@
(Random /.Color)
(random#each /.of_rgb /rgb.random))
-(def scale
- (-> Nat Frac)
- (|>> .int int.frac))
-
-(def square
- (-> Frac Frac)
- (f.pow +2.0))
-
-(def square_root
- (-> Frac Frac)
- (f.pow +0.5))
-
-(def (distance/3 from to)
- (-> /.Color /.Color Frac)
- (let [from (/.rgb from)
- to (/.rgb to)]
- (square_root
- (all f.+
- (|> (scale (rgb.red to)) (f.- (scale (rgb.red from))) square)
- (|> (scale (rgb.green to)) (f.- (scale (rgb.green from))) square)
- (|> (scale (rgb.blue to)) (f.- (scale (rgb.blue from))) square)))))
-
-(def rgb_error_margin
- +1.8)
-
-(with_template [<name> <field>]
- [(def <name>
- (-> /.Color Frac)
- (|>> /.rgb
- hsl.of_rgb
- <field>))]
-
- [saturation hsl.saturation]
- [luminance hsl.luminance]
- )
-
-... (def transformation
-... Test
-... (do random.monad
-... [mediocre (|> ..random
-... (random.only (|>> saturation
-... ((function (_ saturation)
-... (and (f.>= +0.25 saturation)
-... (f.<= +0.75 saturation)))))))
-... ratio (|> random.safe_frac (random.only (f.>= +0.5)))]
-... (all _.and
-... (_.coverage [/.saturated]
-... (f.> (saturation mediocre)
-... (saturation (/.saturated ratio mediocre))))
-... (_.coverage [/.un_saturated]
-... (f.< (saturation mediocre)
-... (saturation (/.un_saturated ratio mediocre))))
-... (_.coverage [/.gray_scale]
-... (let [gray'ed (/.gray_scale mediocre)]
-... (and (f.= +0.0
-... (saturation gray'ed))
-... (|> (luminance gray'ed)
-... (f.- (luminance mediocre))
-... f.abs
-... (f.<= ..rgb_error_margin)))))
-... )))
-
... (def palette
... Test
... (_.for [/.Spread /.Palette]
@@ -123,28 +61,6 @@
... [+1.0 /.analogous]
... [+0.5 /.monochromatic]
... ))
-... (,, (with_template [<palette>]
-... [(_.coverage [<palette>]
-... (let [expected (/.of_hsb [eH eS +0.5])
-... [c0 c1 c2] (<palette> expected)]
-... (and (of /.equivalence = expected c0)
-... (not (of /.equivalence = expected c1))
-... (not (of /.equivalence = expected c2)))))]
-
-... [/.triad]
-... [/.clash]
-... [/.split_complement]))
-... (,, (with_template [<palette>]
-... [(_.coverage [<palette>]
-... (let [expected (/.of_hsb [eH eS +0.5])
-... [c0 c1 c2 c3] (<palette> expected)]
-... (and (of /.equivalence = expected c0)
-... (not (of /.equivalence = expected c1))
-... (not (of /.equivalence = expected c2))
-... (not (of /.equivalence = expected c3)))))]
-
-... [/.square]
-... [/.tetradic]))
... )))))
(def .public test
@@ -154,7 +70,6 @@
(do [! random.monad]
[expected ..random]
(all _.and
- ... ..transformation
... ..palette
/rgb.test
diff --git a/stdlib/source/test/lux/data/color/hsl.lux b/stdlib/source/test/lux/data/color/hsl.lux
index 72782e0f2..de9c3ef8a 100644
--- a/stdlib/source/test/lux/data/color/hsl.lux
+++ b/stdlib/source/test/lux/data/color/hsl.lux
@@ -14,7 +14,8 @@
[\\library
["[0]" / (.only)
[//
- ["[0]" rgb]]]]
+ ["[0]" rgb]
+ ["[0]" hsb]]]]
[//
["[0]T" rgb]])
@@ -30,6 +31,9 @@
luminance ..value]
(in (/.hsl hue saturation luminance))))
+(def rgb_error_margin
+ +1.8)
+
(def .public test
Test
(<| (_.covering /._)
@@ -38,7 +42,18 @@
expected_rgb rgbT.random
expected_hsl ..random
- possible_value random.frac])
+ possible_value random.frac
+
+ mediocre (|> ..random
+ (random.only (|>> (the /.#saturation)
+ ((function (_ it)
+ (and (f.>= +0.25 it)
+ (f.<= +0.75 it)))))))
+ ratio (|> random.safe_frac (random.only (f.>= +0.5)))
+
+ eH (of ! each (|>> f.abs (f.% +0.9) (f.+ +0.05))
+ random.safe_frac)
+ .let [eS +0.5]])
(all _.and
(_.for [/.Value]
(all _.and
@@ -66,23 +81,63 @@
(/.value? (f.- f.smallest /.most))
(not (/.value? (f.+ f.smallest /.most)))))
))
- (_.for [/.HSL]
- (all _.and
- (_.for [/.equivalence]
- (equivalenceS.spec /.equivalence ..random))
+ (_.for [/.HSL
+ /.#hue /.#saturation /.#luminance]
+ (`` (all _.and
+ (_.for [/.equivalence]
+ (equivalenceS.spec /.equivalence ..random))
- (_.coverage [/.hsl
- /.hue /.saturation /.luminance]
- (|> (/.hsl (/.hue expected_hsl) (/.saturation expected_hsl) (/.luminance expected_hsl))
- (of /.equivalence = expected_hsl)))
- (_.coverage [/.of_rgb /.rgb]
- (and (|> expected_rgb
- /.of_rgb
- /.rgb
- (of rgb.equivalence = expected_rgb))
- (|> expected_hsl
- /.rgb
- /.of_rgb
- (of /.equivalence = expected_hsl))))
- ))
+ (_.coverage [/.hsl]
+ (|> (/.hsl (the /.#hue expected_hsl)
+ (the /.#saturation expected_hsl)
+ (the /.#luminance expected_hsl))
+ (of /.equivalence = expected_hsl)))
+ (_.coverage [/.of_rgb /.rgb]
+ (and (|> expected_rgb
+ /.of_rgb
+ /.rgb
+ (of rgb.equivalence = expected_rgb))
+ (|> expected_hsl
+ /.rgb
+ /.of_rgb
+ (of /.equivalence = expected_hsl))))
+
+ (_.coverage [/.saturated]
+ (f.> (the /.#saturation mediocre)
+ (the /.#saturation (/.saturated ratio mediocre))))
+ (_.coverage [/.un_saturated]
+ (f.< (the /.#saturation mediocre)
+ (the /.#saturation (/.un_saturated ratio mediocre))))
+ (_.coverage [/.gray_scale]
+ (let [gray'ed (/.gray_scale mediocre)]
+ (and (f.= +0.0
+ (the /.#saturation gray'ed))
+ (|> (the /.#luminance gray'ed)
+ (f.- (the /.#luminance mediocre))
+ f.abs
+ (f.<= ..rgb_error_margin)))))
+
+ (,, (with_template [<palette>]
+ [(_.coverage [<palette>]
+ (let [expected (/.of_rgb (hsb.rgb (hsb.hsb eH eS +0.5)))
+ [c0 c1 c2] (<palette> expected)]
+ (and (of /.equivalence = expected c0)
+ (not (of /.equivalence = expected c1))
+ (not (of /.equivalence = expected c2)))))]
+
+ [/.triad]
+ [/.clash]
+ [/.split_complement]))
+ (,, (with_template [<palette>]
+ [(_.coverage [<palette>]
+ (let [expected (/.of_rgb (hsb.rgb (hsb.hsb eH eS +0.5)))
+ [c0 c1 c2 c3] (<palette> expected)]
+ (and (of /.equivalence = expected c0)
+ (not (of /.equivalence = expected c1))
+ (not (of /.equivalence = expected c2))
+ (not (of /.equivalence = expected c3)))))]
+
+ [/.square]
+ [/.tetradic]))
+ )))
)))
diff --git a/stdlib/source/test/lux/data/color/rgb.lux b/stdlib/source/test/lux/data/color/rgb.lux
index 19094bfe2..4325eb72b 100644
--- a/stdlib/source/test/lux/data/color/rgb.lux
+++ b/stdlib/source/test/lux/data/color/rgb.lux
@@ -55,9 +55,9 @@
Frac)
(square_root
(all f.+
- (|> (scale (/.red to)) (f.- (scale (/.red from))) square)
- (|> (scale (/.green to)) (f.- (scale (/.green from))) square)
- (|> (scale (/.blue to)) (f.- (scale (/.blue from))) square))))
+ (|> (scale (the /.#red to)) (f.- (scale (the /.#red from))) square)
+ (|> (scale (the /.#green to)) (f.- (scale (the /.#green from))) square)
+ (|> (scale (the /.#blue to)) (f.- (scale (the /.#blue from))) square))))
(def .public test
Test
@@ -99,7 +99,8 @@
(n.= /.limit)
not))
))
- (_.for [/.RGB]
+ (_.for [/.RGB
+ /.#red /.#green /.#blue]
(all _.and
(_.for [/.equivalence]
(equivalenceS.spec /.equivalence ..random))
@@ -110,15 +111,14 @@
(_.for [/.subtraction]
(monoidS.spec /.equivalence /.subtraction ..random))
- (_.coverage [/.rgb
- /.red /.green /.blue]
+ (_.coverage [/.rgb]
(let [it (/.rgb expected_red expected_green expected_blue)]
(and (same? expected_red
- (/.red it))
+ (the /.#red it))
(same? expected_green
- (/.green it))
+ (the /.#green it))
(same? expected_blue
- (/.blue it)))))
+ (the /.#blue it)))))
(_.coverage [/.complement]
(let [~expected (/.complement expected)
(open "/#[0]") /.equivalence]
diff --git a/stdlib/source/test/lux/meta/extension.lux b/stdlib/source/test/lux/meta/extension.lux
index 9d49aeb16..f98359d94 100644
--- a/stdlib/source/test/lux/meta/extension.lux
+++ b/stdlib/source/test/lux/meta/extension.lux
@@ -39,12 +39,12 @@
["[0]" name]]]))
(.,, (.these))))]
[compiler
- ["[0]" phase]
[meta
[archive
["[0]" unit]]]
[language
[lux
+ ["[0]" phase]
["[0]" translation]
["[0]" declaration]
["[0]" analysis (.only)
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))))
+ )))