67 lines
2.5 KiB
Ruby
67 lines
2.5 KiB
Ruby
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# frozen_string_literal: true
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require_relative "helper"
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require "consensus"
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describe Consensus do
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def build_rates(quote: "USD", providers:)
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providers.map do |provider, rate|
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{ date: Date.today, base: "EUR", quote:, rate:, provider: }
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end
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end
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it "filters a rate that deviates from consensus" do
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rates = build_rates(providers: { "A" => 1.10, "B" => 1.11, "C" => 1.10, "D" => 9.99 })
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consensus = Consensus.new(rates)
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result = consensus.find
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_(result.none? { |r| r[:provider] == "D" }).must_equal(true)
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_(consensus.outliers.any? { |r| r[:provider] == "D" && r[:quote] == "USD" }).must_equal(true)
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end
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it "keeps all rates within consensus" do
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rates = build_rates(providers: { "A" => 1.10, "B" => 1.11, "C" => 1.12, "D" => 1.105 })
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consensus = Consensus.new(rates)
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_(consensus.find.size).must_equal(4)
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_(consensus.outliers).must_be_empty
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end
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it "skips quotes with fewer than 4 providers" do
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rates = build_rates(providers: { "A" => 1.10, "B" => 9.99, "C" => 1.11 })
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consensus = Consensus.new(rates)
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_(consensus.find.size).must_equal(3)
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_(consensus.outliers).must_be_empty
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end
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it "tolerates small fluctuations in low-volatility pairs" do
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rates = build_rates(providers: { "A" => 612.55, "B" => 612.50, "C" => 612.60, "D" => 610.40 })
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consensus = Consensus.new(rates)
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consensus.find
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_(consensus.outliers).must_be_empty
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end
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it "filters per quote, not per provider" do
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rates = [
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{ date: Date.today, base: "EUR", quote: "USD", rate: 1.17, provider: "A" },
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{ date: Date.today, base: "EUR", quote: "AED", rate: 4.30, provider: "A" },
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{ date: Date.today, base: "EUR", quote: "USD", rate: 1.17, provider: "B" },
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{ date: Date.today, base: "EUR", quote: "AED", rate: 4.30, provider: "B" },
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{ date: Date.today, base: "EUR", quote: "USD", rate: 1.17, provider: "C" },
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{ date: Date.today, base: "EUR", quote: "AED", rate: 25.8, provider: "C" },
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{ date: Date.today, base: "EUR", quote: "USD", rate: 1.17, provider: "D" },
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{ date: Date.today, base: "EUR", quote: "AED", rate: 4.30, provider: "D" },
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]
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consensus = Consensus.new(rates)
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result = consensus.find
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_(consensus.outliers.any? { |r| r[:provider] == "C" && r[:quote] == "AED" }).must_equal(true)
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_(consensus.outliers.none? { |r| r[:provider] == "C" && r[:quote] == "USD" }).must_equal(true)
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_(result.any? { |r| r[:provider] == "C" && r[:quote] == "USD" }).must_equal(true)
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_(result.none? { |r| r[:provider] == "C" && r[:quote] == "AED" }).must_equal(true)
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end
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end
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