71 lines
2.2 KiB
Ruby
71 lines
2.2 KiB
Ruby
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# frozen_string_literal: true
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require_relative "helper"
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require "carry_forward"
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describe CarryForward do
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describe ".apply" do
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it "returns the most recent rate per provider/base/quote" do
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rows = [
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{ date: Date.new(2024, 1, 5), provider: "ECB", base: "EUR", quote: "USD", rate: 1.08 },
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{ date: Date.new(2024, 1, 4), provider: "ECB", base: "EUR", quote: "USD", rate: 1.07 },
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{ date: Date.new(2024, 1, 5), provider: "BOC", base: "CAD", quote: "USD", rate: 0.74 },
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]
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result = CarryForward.apply(rows, date: Date.new(2024, 1, 6))
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_(result.size).must_equal(2)
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ecb = result.find { |r| r[:provider] == "ECB" }
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_(ecb[:date]).must_equal(Date.new(2024, 1, 5))
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_(ecb[:rate]).must_equal(1.08)
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end
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it "excludes rates outside the lookback window" do
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rows = [
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{ date: Date.new(2024, 1, 1), provider: "ECB", base: "EUR", quote: "USD", rate: 1.08 },
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]
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result = CarryForward.apply(rows, date: Date.new(2024, 1, 20), lookback: 14)
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_(result).must_be_empty
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end
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it "includes rates exactly at the lookback boundary" do
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rows = [
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{ date: Date.new(2024, 1, 1), provider: "ECB", base: "EUR", quote: "USD", rate: 1.08 },
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]
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result = CarryForward.apply(rows, date: Date.new(2024, 1, 15), lookback: 14)
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_(result.size).must_equal(1)
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end
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it "excludes rates after the target date" do
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rows = [
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{ date: Date.new(2024, 1, 10), provider: "ECB", base: "EUR", quote: "USD", rate: 1.08 },
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]
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result = CarryForward.apply(rows, date: Date.new(2024, 1, 9))
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_(result).must_be_empty
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end
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it "handles multiple currencies from the same provider" do
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rows = [
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{ date: Date.new(2024, 1, 5), provider: "ECB", base: "EUR", quote: "USD", rate: 1.08 },
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{ date: Date.new(2024, 1, 3), provider: "ECB", base: "EUR", quote: "GBP", rate: 0.86 },
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]
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result = CarryForward.apply(rows, date: Date.new(2024, 1, 6))
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_(result.size).must_equal(2)
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_(result.map { |r| r[:quote] }.sort).must_equal(["GBP", "USD"])
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end
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it "returns empty array for empty input" do
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_(CarryForward.apply([], date: Date.new(2024, 1, 6))).must_be_empty
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end
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end
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end
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