88 lines
2.7 KiB
Ruby
88 lines
2.7 KiB
Ruby
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# frozen_string_literal: true
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require_relative "helper"
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require "weighted_average"
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describe WeightedAverage do
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let(:date) { Date.parse("2024-01-15") }
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it "averages rates from multiple providers" do
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rates = [
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{ date: date, base: "EUR", quote: "USD", rate: 1.08, provider: "ECB" },
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{ date: date, base: "EUR", quote: "USD", rate: 1.10, provider: "BOC" },
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]
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result = WeightedAverage.new(rates).calculate
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usd = result.find { |r| r[:quote] == "USD" }
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_(usd[:rate]).must_be_close_to((1.08 + 1.10) / 2.0)
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end
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it "weights rates equally within the grace period" do
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rates = [
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{ date: date, base: "EUR", quote: "USD", rate: 1.08, provider: "ECB" },
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{ date: date - 1, base: "EUR", quote: "USD", rate: 1.10, provider: "BOC" },
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]
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result = WeightedAverage.new(rates).calculate
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usd = result.find { |r| r[:quote] == "USD" }
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_(usd[:rate]).must_be_close_to((1.08 + 1.10) / 2.0)
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end
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it "picks the most recent date" do
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rates = [
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{ date: date - 1, base: "EUR", quote: "USD", rate: 1.10, provider: "BOC" },
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{ date: date, base: "EUR", quote: "USD", rate: 1.08, provider: "ECB" },
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]
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result = WeightedAverage.new(rates).calculate
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usd = result.find { |r| r[:quote] == "USD" }
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_(usd[:date]).must_equal(date)
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end
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it "discounts stale rates beyond the grace period" do
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rates = [
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{ date: date, base: "EUR", quote: "USD", rate: 1.08, provider: "ECB" },
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{ date: date - 7, base: "EUR", quote: "USD", rate: 1.20, provider: "BOC" },
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]
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result = WeightedAverage.new(rates).calculate
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usd = result.find { |r| r[:quote] == "USD" }
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_(usd[:rate]).must_be_close_to(1.08, 0.02)
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end
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it "exposes contributing providers with their individual rates, sorted by key" do
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rates = [
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{ date: date, base: "EUR", quote: "USD", rate: 1.08, provider: "ECB" },
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{ date: date, base: "EUR", quote: "USD", rate: 1.10, provider: "BOC" },
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]
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result = WeightedAverage.new(rates).calculate
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usd = result.find { |r| r[:quote] == "USD" }
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_(usd[:providers]).must_equal([
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{ key: "BOC", rate: 1.10 },
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{ key: "ECB", rate: 1.08 },
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])
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end
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it "picks the most recent rate per provider when a provider contributes multiple dates" do
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rates = [
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{ date: date, base: "EUR", quote: "USD", rate: 1.08, provider: "ECB" },
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{ date: date, base: "EUR", quote: "USD", rate: 1.10, provider: "BOC" },
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{ date: date - 1, base: "EUR", quote: "USD", rate: 1.09, provider: "BOC" },
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]
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result = WeightedAverage.new(rates).calculate
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usd = result.find { |r| r[:quote] == "USD" }
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_(usd[:providers]).must_equal([
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{ key: "BOC", rate: 1.10 },
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{ key: "ECB", rate: 1.08 },
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])
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end
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end
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