robocom-zero/test/ArbitraryInstances.hs

{-# LANGUAGE FlexibleInstances    #-}
{-# LANGUAGE MultiWayIf           #-}
{-# LANGUAGE OverloadedStrings    #-}
{-# LANGUAGE TypeSynonymInstances #-}

module ArbitraryInstances (
) where


import           Test.QuickCheck.Instances ()
import           Test.Tasty.QuickCheck     as QC

import           ATrade.Price              as P
import           ATrade.Types
import qualified Data.Text                 as T

import           Data.Time.Calendar
import           Data.Time.Clock

notTooBig :: (Num a, Ord a) => a -> Bool
notTooBig x = abs x < 100000000

arbitraryTickerId = arbitrary `suchThat` (\t -> T.all (/= ':') t && t /= "")

instance Arbitrary Tick where
  arbitrary = Tick <$>
    arbitraryTickerId <*>
    arbitrary <*>
    arbitraryTimestamp <*>
    arbitrary <*>
    arbitrary

arbitraryTimestamp = do
  y <- choose (1970, 2050)
  m <- choose (1, 12)
  d <- choose (1, 31)

  sec <- secondsToDiffTime <$> choose (0, 86399)

  return $ UTCTime (fromGregorian y m d) sec

instance Arbitrary DataType where
  arbitrary = toEnum <$> choose (1, 10)

instance Arbitrary SignalId where
  arbitrary = SignalId <$> arbitrary <*> arbitrary <*> arbitrary

instance Arbitrary OrderPrice where
  arbitrary = do
    v <- choose (1, 4) :: Gen Int
    if | v == 1 -> return Market
       | v == 2 -> Limit <$> arbitrary `suchThat` notTooBig
       | v == 3 -> Stop <$> arbitrary `suchThat` notTooBig <*> arbitrary `suchThat` notTooBig
       | v == 4 -> StopMarket <$> arbitrary `suchThat` notTooBig
       | otherwise -> error "invalid case"

instance Arbitrary Operation where
  arbitrary = elements [Buy, Sell]

instance Arbitrary OrderState where
  arbitrary = elements [Unsubmitted,
    Submitted,
    PartiallyExecuted,
    Executed,
    Cancelled,
    Rejected,
    OrderError ]

instance Arbitrary Order where
  arbitrary = Order <$>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary

instance Arbitrary Trade where
  arbitrary = Trade <$>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary

instance Arbitrary P.Price where
  arbitrary = P.Price <$> (arbitrary `suchThat` (\p -> abs p < 1000000000 * 10000000))

instance Arbitrary Bar where
  arbitrary = Bar <$>
    arbitraryTickerId <*>
    arbitraryTimestamp <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary <*>
    arbitrary `suchThat` (> 0)

instance Arbitrary BarTimeframe where
  arbitrary = BarTimeframe <$> (arbitrary `suchThat` (\p -> p > 0 && p < 86400 * 365))