03-adaptive-sampling-research/research/tests/test_market_state.py

Repository

market-data-intelligence-lab

Original path

03-adaptive-sampling-research/research/tests/test_market_state.py

Role

TEST

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506 bytes

Lines

9

SHA-256

fb8785a37c6d54845c68d8fcd22ecc16883b6c208528101d2db2a9f2285c39f9

Displayed range

1–9

import unittest, sys
from pathlib import Path
sys.path.insert(0,str(Path(__file__).resolve().parents[1]))
from market_state import OrderBook
class BookTests(unittest.TestCase):
    def test_snapshot_delta(self):
        b=OrderBook(); b.apply('ob_snapshot',[['100','2']],[['101','3']],1); b.apply('ob_delta',[['100','4']],[['101','0'],['102','1']],2)
        bids,asks=b.top(5); self.assertEqual(bids[0],(100.0,4.0)); self.assertEqual(asks[0],(102.0,1.0))
if __name__=='__main__': unittest.main()