From ea8c880cca7400b0f7895a5350ea0459e5dc3665 Mon Sep 17 00:00:00 2001 From: Bruno BELANYI Date: Sun, 13 Mar 2022 17:57:02 +0100 Subject: [PATCH] data: add simple tests for matching Matching is done with asking price, when there is a difference. --- data/inputs/matching-asking-price-2.in.csv | 2 ++ data/inputs/matching-asking-price.in.csv | 2 ++ data/inputs/matching.in.csv | 2 ++ data/outputs/matching-asking-price-2.out.csv | 3 +++ data/outputs/matching-asking-price-2.trades.out.csv | 5 +++++ data/outputs/matching-asking-price.out.csv | 3 +++ data/outputs/matching-asking-price.trades.out.csv | 5 +++++ data/outputs/matching.out.csv | 3 +++ data/outputs/matching.trades.out.csv | 5 +++++ 9 files changed, 30 insertions(+) create mode 100644 data/inputs/matching-asking-price-2.in.csv create mode 100644 data/inputs/matching-asking-price.in.csv create mode 100644 data/inputs/matching.in.csv create mode 100644 data/outputs/matching-asking-price-2.out.csv create mode 100644 data/outputs/matching-asking-price-2.trades.out.csv create mode 100644 data/outputs/matching-asking-price.out.csv create mode 100644 data/outputs/matching-asking-price.trades.out.csv create mode 100644 data/outputs/matching.out.csv create mode 100644 data/outputs/matching.trades.out.csv diff --git a/data/inputs/matching-asking-price-2.in.csv b/data/inputs/matching-asking-price-2.in.csv new file mode 100644 index 0000000..be1499d --- /dev/null +++ b/data/inputs/matching-asking-price-2.in.csv @@ -0,0 +1,2 @@ +N,1,IBM,8,100,S,101 +N,2,IBM,10,100,B,102 diff --git a/data/inputs/matching-asking-price.in.csv b/data/inputs/matching-asking-price.in.csv new file mode 100644 index 0000000..68d67b4 --- /dev/null +++ b/data/inputs/matching-asking-price.in.csv @@ -0,0 +1,2 @@ +N,1,IBM,10,100,B,101 +N,2,IBM,8,100,S,102 diff --git a/data/inputs/matching.in.csv b/data/inputs/matching.in.csv new file mode 100644 index 0000000..f770f58 --- /dev/null +++ b/data/inputs/matching.in.csv @@ -0,0 +1,2 @@ +N,1,IBM,10,100,B,101 +N,2,IBM,10,100,S,102 diff --git a/data/outputs/matching-asking-price-2.out.csv b/data/outputs/matching-asking-price-2.out.csv new file mode 100644 index 0000000..244add2 --- /dev/null +++ b/data/outputs/matching-asking-price-2.out.csv @@ -0,0 +1,3 @@ +A,1,101 +B,S,8,100 +R,2,102 diff --git a/data/outputs/matching-asking-price-2.trades.out.csv b/data/outputs/matching-asking-price-2.trades.out.csv new file mode 100644 index 0000000..f7eb7aa --- /dev/null +++ b/data/outputs/matching-asking-price-2.trades.out.csv @@ -0,0 +1,5 @@ +A,1,101 +B,S,8,100 +A,2,102 +T,2,102,1,101,8,100 +B,S,-,- diff --git a/data/outputs/matching-asking-price.out.csv b/data/outputs/matching-asking-price.out.csv new file mode 100644 index 0000000..586af64 --- /dev/null +++ b/data/outputs/matching-asking-price.out.csv @@ -0,0 +1,3 @@ +A,1,101 +B,B,10,100 +R,2,102 diff --git a/data/outputs/matching-asking-price.trades.out.csv b/data/outputs/matching-asking-price.trades.out.csv new file mode 100644 index 0000000..02017df --- /dev/null +++ b/data/outputs/matching-asking-price.trades.out.csv @@ -0,0 +1,5 @@ +A,1,101 +B,B,10,100 +A,2,102 +T,1,101,2,102,8,100 +B,B,-,- diff --git a/data/outputs/matching.out.csv b/data/outputs/matching.out.csv new file mode 100644 index 0000000..586af64 --- /dev/null +++ b/data/outputs/matching.out.csv @@ -0,0 +1,3 @@ +A,1,101 +B,B,10,100 +R,2,102 diff --git a/data/outputs/matching.trades.out.csv b/data/outputs/matching.trades.out.csv new file mode 100644 index 0000000..896dfa3 --- /dev/null +++ b/data/outputs/matching.trades.out.csv @@ -0,0 +1,5 @@ +A,1,101 +B,B,10,100 +A,2,102 +T,1,101,2,102,10,100 +B,B,-,-