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rate calculation + test
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@alensiljak
alensiljak committed Sep 6, 2023
1 parent 9fea5a2 commit d05553f
Showing 1 changed file with 57 additions and 32 deletions.
89 changes: 57 additions & 32 deletions src/history.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -135,10 +135,14 @@ impl CommodityHistory {
};
let pp = PricePoint::new(*date, Amount::new(*quantity, Some(target_ptr)));
return Some(pp);
} else {
// else calculate the rate
self.calculate_rate(source, target_ptr, path);
todo!()
}
}

// else calculate the rate

fn calculate_rate(&self, source: CommodityIndex, target_ptr: *const Commodity, path: Vec<NodeIndex>) -> (NaiveDateTime, Quantity) {
let mut result = Amount::new(Quantity::ONE, Some(target_ptr));
let mut temp_source = source;
for temp_target in path {
Expand All @@ -149,33 +153,32 @@ impl CommodityHistory {

// get the price
// TODO: include the datetime
todo!("resolve this below");
// let temp_price = self
// .get_direct_price(
// temp_source as *const Commodity,
// temp_target as *const Commodity,
// )
// .expect("price"); // , moment, oldest);
let (&temp_date, &temp_quantity) = self
.get_direct_price(
temp_source,
temp_target,
)
.expect("price"); // , moment, oldest);

// TODO: calculate the amount.
// result *= temp_price.price;
result.quantity *= temp_quantity;
// temp_price.when

// log::debug!("intermediate price from {:?} to {:?} = {:?}", temp_source, temp_target, temp_price);
log::debug!("intermediate price from {:?} to {:?} = {:?} on {:?}", temp_source, temp_target, temp_quantity, temp_date);

// source for the next leg
todo!("fix below");
// temp_source = temp_target;
temp_source = temp_target;
}

// TODO: What is the final date when multiple hops involved?
//
let when = Local::now().naive_local();

// TODO: add to the price map.
// self.add_price(commodity_index, datetime, price)
// self.add_price(commodity_index, datetime, price);

Some(PricePoint::new(when, result))
// Some(PricePoint::new(when, result))
(when, result.quantity)
}

/// Finds the price
Expand Down Expand Up @@ -237,12 +240,6 @@ fn get_latest_price(
// prices.get(last_date)

// BTreeMap does this for us.
// if let Some((date, quantity)) = prices.last_key_value() {
// // Some(v)
// // Some(PricePoint::new(*date, Amount::new(*quantity, None)))
// } else {
// None
// }
prices.last_key_value()
}

Expand Down Expand Up @@ -355,8 +352,9 @@ mod tests {
prices.insert(parse_datetime("2023-05-02").unwrap(), Quantity::from(40));

// act
let Some((actual_date, actual_quantity)) = get_latest_price(&prices)
else {panic!("Should not happen!")};
let Some((actual_date, actual_quantity)) = get_latest_price(&prices) else {
panic!("Should not happen!")
};

// assert!(actual.is_some());
assert_eq!(newest_date, *actual_date);
Expand Down Expand Up @@ -392,6 +390,7 @@ mod tests {
assert_eq!(Quantity::from("1.20"), *actual_quantity);
}

/// Test commodity exchange when there is a direct rate. EUR->USD
#[test_log::test]
fn test_find_price_1_hop() {
let mut journal = Journal::new();
Expand Down Expand Up @@ -420,34 +419,60 @@ mod tests {
);
}

#[test_log::test]
fn test_calculate_rate() {
// arrange
let mut journal = Journal::new();
let eur_ptr = journal.commodity_pool.create("EUR", None);
let aud_ptr = journal.commodity_pool.create("AUD", None);
let usd_ptr = journal.commodity_pool.create("USD", None);
let source = commodity::from_ptr(eur_ptr).graph_index.unwrap();
let path = vec![NodeIndex::new(0), NodeIndex::new(1), NodeIndex::new(2)];
// prices
let date = parse_datetime("2023-05-01").unwrap();
// 1 EUR = 2 AUD
let two_aud = parse_amount("2 AUD", &mut journal).unwrap();
journal.commodity_pool.add_price(eur_ptr, date, two_aud);
// 1 AUD = 3 USD
let three_usd = parse_amount("3 USD", &mut journal).unwrap();
journal.commodity_pool.add_price(aud_ptr, date, three_usd);

// act
let (actual_date, actual_quantity) = journal.commodity_pool.commodity_history.calculate_rate(source, usd_ptr, path);

// assert
assert_eq!(date, actual_date);
assert_eq!(Quantity::from_str("3 USD").unwrap(), actual_quantity);
}

/// Test commodity exchange via an intermediary. EUR->AUD->USD
#[test_log::test]
fn test_find_price_2_hops() {
let mut journal = Journal::new();
let usd = Commodity::new("USD");
let eur_index = journal.commodity_pool.create("EUR", None);
let aud_index = journal.commodity_pool.create("AUD", None);
let usd_index = journal.commodity_pool.create("USD", None);
let eur_ptr = journal.commodity_pool.create("EUR", None);
let aud_ptr = journal.commodity_pool.create("AUD", None);
let usd_ptr = journal.commodity_pool.create("USD", None);
// prices
let date = parse_datetime("2023-05-01").unwrap();
// 1 EUR = 2 AUD
let euraud = parse_amount("2 AUD", &mut journal).unwrap();
journal.commodity_pool.add_price(eur_index, date, euraud);
journal.commodity_pool.add_price(eur_ptr, date, euraud);
// 1 AUD = 3 USD
let audusd = parse_amount("3 USD", &mut journal).unwrap();
journal.commodity_pool.add_price(aud_index, date, audusd);
journal.commodity_pool.add_price(aud_ptr, date, audusd);
let oldest = Local::now().naive_local();

// act
let actual = journal
.commodity_pool
.commodity_history
.find_price(eur_index, usd_index, date, oldest)
.find_price(eur_ptr, usd_ptr, date, oldest)
.unwrap();

// assert
// TODO: assert_eq!(actual.when, date);
assert_eq!(actual.when, date);
// 1 EUR = 2 AUD = 6 USD
assert_eq!(actual.price.quantity, 6.into());
assert_eq!(actual.price.get_commodity(), Some(&usd));
assert_eq!(actual.price.get_commodity().unwrap().symbol, "USD");
}
}

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