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data: add simple tests for matching 

Matching is done with asking price, when there is a difference.
This commit is contained in:
Bruno BELANYI 2022-03-13 17:57:02 +01:00
parent 14645524e2
commit ea8c880cca
9 changed files with 30 additions and 0 deletions
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2
data/inputs/matching-asking-price-2.in.csv Normal file
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N,1,IBM,8,100,S,101
N,2,IBM,10,100,B,102
1 N 1 IBM 8 100 S 101
2 N 2 IBM 10 100 B 102

2
data/inputs/matching-asking-price.in.csv Normal file
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N,1,IBM,10,100,B,101
N,2,IBM,8,100,S,102
1 N 1 IBM 10 100 B 101
2 N 2 IBM 8 100 S 102

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data/inputs/matching.in.csv Normal file
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N,1,IBM,10,100,B,101
N,2,IBM,10,100,S,102
1 N 1 IBM 10 100 B 101
2 N 2 IBM 10 100 S 102

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data/outputs/matching-asking-price-2.out.csv Normal file
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A,1,101
B,S,8,100
R,2,102
1 A,1,101
2 B,S,8,100
3 R,2,102

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data/outputs/matching-asking-price-2.trades.out.csv Normal file
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A,1,101
B,S,8,100
A,2,102
T,2,102,1,101,8,100
B,S,-,-
1 A,1,101
2 B,S,8,100
3 A,2,102
4 T,2,102,1,101,8,100
5 B,S,-,-

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data/outputs/matching-asking-price.out.csv Normal file
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A,1,101
B,B,10,100
R,2,102
1 A,1,101
2 B,B,10,100
3 R,2,102

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data/outputs/matching-asking-price.trades.out.csv Normal file
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@ -0,0 +1,5 @@
A,1,101
B,B,10,100
A,2,102
T,1,101,2,102,8,100
B,B,-,-
1 A,1,101
2 B,B,10,100
3 A,2,102
4 T,1,101,2,102,8,100
5 B,B,-,-

3
data/outputs/matching.out.csv Normal file
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@ -0,0 +1,3 @@
A,1,101
B,B,10,100
R,2,102
1 A,1,101
2 B,B,10,100
3 R,2,102

5
data/outputs/matching.trades.out.csv Normal file
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@ -0,0 +1,5 @@
A,1,101
B,B,10,100
A,2,102
T,1,101,2,102,10,100
B,B,-,-
1 A,1,101
2 B,B,10,100
3 A,2,102
4 T,1,101,2,102,10,100
5 B,B,-,-