83 lines
2.5 KiB
Ruby
83 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 "peg_anchor"
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require "peg"
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describe PegAnchor do
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let(:date) { Date.parse("2024-01-15") }
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describe "matched-base peg substitution" do
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it "uses the peg rate when request base matches the peg's base" do
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blended = [
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{ date:, base: "USD", quote: "AED", rate: 3.67, providers: [{ key: "ECB", rate: 0.0 }] },
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]
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result = PegAnchor.apply(blended, base: "USD")
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aed = result.find { |r| r[:quote] == "AED" }
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_(aed[:rate]).must_equal(3.6725)
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end
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it "preserves providers on peg-substituted rows, marking all excluded" do
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blended = [
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{ date:, base: "USD", quote: "AED", rate: 3.67, providers: [{ key: "ECB", rate: 3.67 }] },
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]
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result = PegAnchor.apply(blended, base: "USD")
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aed = result.find { |r| r[:quote] == "AED" }
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_(aed[:providers]).must_equal([{ key: "ECB", rate: 3.67, excluded: true }])
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end
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end
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describe "cross-base peg substitution" do
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it "anchors cross-base pegged quote through the peg's base" do
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blended = [
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{ date:, base: "EUR", quote: "USD", rate: 1.10, providers: [{ key: "ECB", rate: 0.0 }] },
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{ date:, base: "EUR", quote: "AED", rate: 4.04, providers: [{ key: "ECB", rate: 0.0 }] },
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]
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result = PegAnchor.apply(blended, base: "EUR")
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aed = result.find { |r| r[:quote] == "AED" }
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_(aed[:rate]).must_be_close_to(1.10 * 3.6725, 0.0001)
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end
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end
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describe "synthesis of peg-only currencies" do
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it "synthesizes rows for currencies providers do not cover" do
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blended = [
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{ date:, base: "EUR", quote: "GBP", rate: 0.86, providers: [{ key: "ECB", rate: 0.86 }] },
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]
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result = PegAnchor.apply(blended, base: "EUR")
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fkp = result.find { |r| r[:quote] == "FKP" }
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_(fkp).wont_be_nil
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_(fkp[:rate]).must_be_close_to(0.86, 0.0001)
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_(fkp.key?(:providers)).must_equal(false)
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end
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it "skips synthesized rows before peg start date" do
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old_date = Date.parse("1900-01-01")
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blended = [
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{ date: old_date, base: "EUR", quote: "GBP", rate: 0.86, providers: [{ key: "ECB", rate: 0.0 }] },
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]
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result = PegAnchor.apply(blended, base: "EUR")
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fkp = result.find { |r| r[:quote] == "FKP" }
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_(fkp).must_be_nil
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end
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end
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describe "empty input" do
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it "returns an empty array when no rates are provided" do
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result = PegAnchor.apply([], base: "EUR")
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_(result).must_equal([])
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end
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end
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end
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