kraken-assessment/tests/unit/engine.cc

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#include <fstream>
#include <gtest/gtest.h>
#include "config.h"
#include "csv/read-csv.hh"
#include "engine/csv-engine-listener.hh"
#include "engine/engine.hh"
#include "parse/parse.hh"
// Allow namespace pollution in tests for convenience
using namespace kraken;
using namespace kraken::csv;
using namespace kraken::engine;
using namespace kraken::parse;
namespace {
void do_compare(std::istream& input, std::istream& expected_output,
CrossBehaviour behaviour) {
auto listener = std::make_shared<CsvEngineListener>();
auto engine = Engine{listener, behaviour};
engine.process_orders(parse_orders(input));
auto expected = read_csv(expected_output, CsvHeader::KEEP);
ASSERT_EQ(listener->output(), expected);
}
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void compare(std::string const& test_name) {
using namespace std::literals;
auto input = std::ifstream{CMAKE_SOURCE_DIR + "/data/inputs/"s + test_name
+ ".in.csv"};
auto expected_output_file = std::ifstream{
CMAKE_SOURCE_DIR + "/data/outputs/"s + test_name + ".out.csv"};
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do_compare(input, expected_output_file, CrossBehaviour::REJECT);
}
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void compare_trades(std::string const& test_name) {
using namespace std::literals;
auto input = std::ifstream{CMAKE_SOURCE_DIR + "/data/inputs/"s + test_name
+ ".in.csv"};
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auto expected_output_file = std::ifstream{
CMAKE_SOURCE_DIR + "/data/outputs/"s + test_name + ".trades.out.csv"};
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do_compare(input, expected_output_file, CrossBehaviour::MATCH);
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}
} // namespace
TEST(engine, empty) {
compare("empty");
}
TEST(engine, only_one) {
compare("only-one");
}
TEST(engine, only_one_cancelled) {
compare("only-one-cancelled");
}
TEST(engine, two) {
compare("two");
}
TEST(engine, balanced_book_1) {
compare("balanced-book-1");
}
TEST(engine, balanced_book_2) {
compare("balanced-book-2");
}
TEST(engine, balanced_book_3) {
compare("balanced-book-3");
}
TEST(engine, balanced_book_4) {
compare("balanced-book-4");
}
TEST(engine, balanced_book_5) {
compare("balanced-book-5");
}
TEST(engine, balanced_book_6) {
compare("balanced-book-6");
}
TEST(engine, balanced_book_7) {
compare("balanced-book-7");
}
TEST(engine, balanced_book_8) {
compare("balanced-book-8");
}
TEST(engine, balanced_book_9) {
compare("balanced-book-9");
}
TEST(engine, shallow_ask) {
compare("shallow-ask");
}
TEST(engine, shallow_bid) {
compare("shallow-bid");
}
TEST(engine, tighten_spread_through_new_limit_orders) {
compare("tighten-spread-through-new-limit-orders");
}
TEST(engine_trade, balanced_book_3) {
compare_trades("balanced-book-3");
}
TEST(engine_trade, shallow_ask) {
compare_trades("shallow-ask");
}