Merge branch 'frosty00-transpileTests'

ccxt · May 31, 2018 · 5ae6e9c · 5ae6e9c
2 parents 4c961be + f3e1a71
commit 5ae6e9c
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Showing 9 changed files with 1,066 additions and 709 deletions.
diff --git a/ccxt.php b/ccxt.php
@@ -37,4 +37,4 @@
     $file = PATH_TO_CCXT . $class_name . '.php';
     if (file_exists ($file))
         require_once ($file);
-} );
+});
diff --git a/js/base/functions/throttle.js b/js/base/functions/throttle.js
@@ -8,7 +8,7 @@ const { sleep
 /*  ------------------------------------------------------------------------ */
 
 module.exports = {
-    
+
     throttle: function throttle (cfg) {
 
         let   lastTimestamp = now ()
@@ -18,7 +18,7 @@ module.exports = {
 
         const queue = []
 
-        return Object.assign (cost => {
+        return Object.assign ((cost) => {
 
             if (queue.length > cfg.maxCapacity)
                 throw new Error ('Backlog is over max capacity of ' + cfg.maxCapacity)

diff --git a/js/test/base/functions/test.number.js b/js/test/base/functions/test.number.js
diff --git a/package.json b/package.json
@@ -16,17 +16,20 @@
     "build": "npm run export-exchanges && npm run vss && npm run pandoc-python-readme && npm run pandoc-doc-readme && npm run pandoc-doc-faq && npm run pandoc-doc-manual && npm run pandoc-doc-install && npm run pandoc-doc-exchanges && npm run pandoc-doc-exchanges-by-country && npm run check-js-syntax && npm run transpile && npm run qa && npm run update-badges && npm run browserify",
     "test": "npm run build && node run-tests",
     "fast-test": "node run-tests --js",
-    "test-base": "mocha --reporter spec js/test/base/test.base.js --reporter ololog/reporter",
+    "test-base": "npm run test-js-base && npm run test-python-base && npm run test-php-base",
+    "test-js-base": "mocha --reporter spec js/test/base/test.base.js --reporter ololog/reporter",
+    "test-python-base": "python python/test/test_decimal_to_precision.py",
+    "test-php-base": "php -f php/test/decimal_to_precision.php",
     "export-exchanges": "node export-exchanges",
     "update-badges": "node update-badges",
     "convert-md-2-rst": "bash ./convert-md-2-rst",
     "transpile": "node transpile",
     "vss": "node vss",
     "qa": "cp package.json LICENSE.txt keys.json python && npm run check-python-syntax && npm run check-php-syntax",
     "lint": "eslint",
+    "check-js-syntax": "eslint 'js/*.js'",
     "check-python-syntax": "cd python && tox -e qa && cd ..",
     "check-php-syntax": "php -f php/test/syntax.php",
-    "check-js-syntax": "eslint 'js/*.js'",
     "browserify": "browserify --debug ./ccxt.browser.js > ./build/ccxt.browser.js",
     "pandoc-python-readme": "pandoc --wrap=preserve --columns=10000 --from=markdown --to=rst --output=python/README.rst README.md",
     "pandoc-doc-readme": "pandoc --wrap=preserve --columns=10000 --from=markdown --to=rst --output=doc/README.rst README.md",

diff --git a/php/Exchange.php b/php/Exchange.php
@@ -1806,6 +1806,7 @@ public static function decimalToPrecision ($x, $roundingMode = ROUND, $numPrecis
     }
 
     public static function decimal_to_precision ($x, $roundingMode = ROUND, $numPrecisionDigits = null, $countingMode = DECIMAL_PLACES, $paddingMode = NO_PADDING) {
+
         if ($numPrecisionDigits < 0) {
             throw new BaseError ('Negative precision is not yet supported');
         }
@@ -1818,6 +1819,8 @@ public static function decimal_to_precision ($x, $roundingMode = ROUND, $numPrec
             throw new BaseError ('Invalid number');
         }
 
+        assert ($roundingMode === ROUND || $roundingMode === TRUNCATE);
+
         $result = '';
         if ($roundingMode === ROUND) {
             if ($countingMode === DECIMAL_PLACES) {

diff --git a/php/test/decimal_to_precision.php b/php/test/decimal_to_precision.php
@@ -0,0 +1,164 @@
+<?php
+
+namespace ccxt;
+
+include_once ('./php/Exchange.php');
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionErrorHandling
+//
+// $this->expectException ('ccxt\\BaseError');
+// $this->expectExceptionMessageRegExp ('/Negative precision is not yet supported/');
+// Exchange::decimalToPrecision ('123456.789', TRUNCATE, -2, DECIMAL_PLACES);
+//
+// $this->expectException ('ccxt\\BaseError');
+// $this->expectExceptionMessageRegExp ('/Invalid number/');
+// Exchange::decimalToPrecision ('foo');
+
+// ----------------------------------------------------------------------------
+
+// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+
+// ----------------------------------------------------------------------------
+
+function decimal_to_precision ($x, $roundingMode = ROUND, $numPrecisionDigits = null, $countingMode = DECIMAL_PLACES, $paddingMode = NO_PADDING) {
+    return Exchange::decimal_to_precision ($x, $roundingMode, $numPrecisionDigits, $countingMode, $paddingMode);
+}
+
+// ----------------------------------------------------------------------------
+// number_to_string works, not supported in Python and PHP yet
+
+// assert (number_to_string (-7.9e-7) === '-0.0000007899999999999999');
+// assert (number_to_string ( 7.9e-7) ===  '0.0000007899999999999999');
+
+// assert (number_to_string (-12.345) === '-12.345');
+// assert (number_to_string ( 12.345) === '12.345');
+
+// assert (number_to_string (0) === '0');
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionTruncationToNDigitsAfterDot
+
+assert (decimal_to_precision ('12.3456000', TRUNCATE, 100, DECIMAL_PLACES) === '12.3456');
+assert (decimal_to_precision ('12.3456', TRUNCATE, 100, DECIMAL_PLACES) === '12.3456');
+assert (decimal_to_precision ('12.3456', TRUNCATE, 4, DECIMAL_PLACES) === '12.3456');
+assert (decimal_to_precision ('12.3456', TRUNCATE, 3, DECIMAL_PLACES) === '12.345');
+assert (decimal_to_precision ('12.3456', TRUNCATE, 2, DECIMAL_PLACES) === '12.34');
+assert (decimal_to_precision ('12.3456', TRUNCATE, 1, DECIMAL_PLACES) === '12.3');
+assert (decimal_to_precision ('12.3456', TRUNCATE, 0, DECIMAL_PLACES) === '12');
+
+// assert (decimal_to_precision ('12.3456', TRUNCATE, -1, DECIMAL_PLACES) === '10');  // not yet supported
+// assert (decimal_to_precision ('123.456', TRUNCATE, -2, DECIMAL_PLACES) === '120'); // not yet supported
+// assert (decimal_to_precision ('123.456', TRUNCATE, -3, DECIMAL_PLACES) === '100'); // not yet supported
+
+assert (decimal_to_precision ('0', TRUNCATE, 0, DECIMAL_PLACES) === '0');
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionTruncationToNSignificantDigits
+
+assert (decimal_to_precision ('0.000123456700', TRUNCATE, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
+assert (decimal_to_precision ('0.0001234567', TRUNCATE, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
+assert (decimal_to_precision ('0.0001234567', TRUNCATE, 7, SIGNIFICANT_DIGITS) === '0.0001234567');
+
+assert (decimal_to_precision ('0.000123456', TRUNCATE, 6, SIGNIFICANT_DIGITS) === '0.000123456');
+assert (decimal_to_precision ('0.000123456', TRUNCATE, 5, SIGNIFICANT_DIGITS) === '0.00012345');
+assert (decimal_to_precision ('0.000123456', TRUNCATE, 2, SIGNIFICANT_DIGITS) === '0.00012');
+assert (decimal_to_precision ('0.000123456', TRUNCATE, 1, SIGNIFICANT_DIGITS) === '0.0001');
+
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 10, SIGNIFICANT_DIGITS) === '123.0000987');
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 8, SIGNIFICANT_DIGITS) === '123.00009');
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 7, SIGNIFICANT_DIGITS) === '123');
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 7, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123.0000');
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 4, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123.0');
+
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 2, SIGNIFICANT_DIGITS) === '120');
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 1, SIGNIFICANT_DIGITS) === '100');
+assert (decimal_to_precision ('123.0000987654', TRUNCATE, 1, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '100');
+
+assert (decimal_to_precision ('0', TRUNCATE, 0, SIGNIFICANT_DIGITS) === '0');
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionRoundingToNDigitsAfterDot
+
+assert (decimal_to_precision ('12.3456000', ROUND, 100, DECIMAL_PLACES) === '12.3456');
+assert (decimal_to_precision ('12.3456', ROUND, 100, DECIMAL_PLACES) === '12.3456');
+assert (decimal_to_precision ('12.3456', ROUND, 4, DECIMAL_PLACES) === '12.3456');
+assert (decimal_to_precision ('12.3456', ROUND, 3, DECIMAL_PLACES) === '12.346');
+assert (decimal_to_precision ('12.3456', ROUND, 2, DECIMAL_PLACES) === '12.35');
+assert (decimal_to_precision ('12.3456', ROUND, 1, DECIMAL_PLACES) === '12.3');
+assert (decimal_to_precision ('12.3456', ROUND, 0, DECIMAL_PLACES) === '12');
+
+// assert (decimal_to_precision ('12.3456', ROUND, -1, DECIMAL_PLACES) === '10');   // not yet supported
+// assert (decimal_to_precision ('123.456', ROUND, -1, DECIMAL_PLACES) === '120');  // not yet supported
+// assert (decimal_to_precision ('123.456', ROUND, -2, DECIMAL_PLACES) === '100');  // not yet supported
+
+assert (decimal_to_precision ('9.999', ROUND, 3, DECIMAL_PLACES) === '9.999');
+assert (decimal_to_precision ('9.999', ROUND, 2, DECIMAL_PLACES) === '10');
+assert (decimal_to_precision ('9.999', ROUND, 2, DECIMAL_PLACES, PAD_WITH_ZERO) === '10.00');
+assert (decimal_to_precision ('99.999', ROUND, 2, DECIMAL_PLACES, PAD_WITH_ZERO) === '100.00');
+assert (decimal_to_precision ('-99.999', ROUND, 2, DECIMAL_PLACES, PAD_WITH_ZERO) === '-100.00');
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionRoundingToNSignificantDigits
+
+assert (decimal_to_precision ('0.000123456700', ROUND, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
+assert (decimal_to_precision ('0.0001234567', ROUND, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
+assert (decimal_to_precision ('0.0001234567', ROUND, 7, SIGNIFICANT_DIGITS) === '0.0001234567');
+
+assert (decimal_to_precision ('0.000123456', ROUND, 6, SIGNIFICANT_DIGITS) === '0.000123456');
+assert (decimal_to_precision ('0.000123456', ROUND, 5, SIGNIFICANT_DIGITS) === '0.00012346');
+assert (decimal_to_precision ('0.000123456', ROUND, 4, SIGNIFICANT_DIGITS) === '0.0001235');
+assert (decimal_to_precision ('0.00012', ROUND, 2, SIGNIFICANT_DIGITS) === '0.00012');
+assert (decimal_to_precision ('0.0001', ROUND, 1, SIGNIFICANT_DIGITS) === '0.0001');
+
+assert (decimal_to_precision ('123.0000987654', ROUND, 7, SIGNIFICANT_DIGITS) === '123.0001');
+assert (decimal_to_precision ('123.0000987654', ROUND, 6, SIGNIFICANT_DIGITS) === '123');
+
+assert (decimal_to_precision ('0.00098765', ROUND, 2, SIGNIFICANT_DIGITS) === '0.00099');
+assert (decimal_to_precision ('0.00098765', ROUND, 2, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0.00099');
+
+assert (decimal_to_precision ('0.00098765', ROUND, 1, SIGNIFICANT_DIGITS) === '0.001');
+assert (decimal_to_precision ('0.00098765', ROUND, 10, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0.0009876500000');
+
+assert (decimal_to_precision ('0.098765', ROUND, 1, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0.1');
+
+assert (decimal_to_precision ('0', ROUND, 0, SIGNIFICANT_DIGITS) === '0');
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionNegativeNumbers
+
+assert (decimal_to_precision ('-0.123456', TRUNCATE, 5, DECIMAL_PLACES) === '-0.12345');
+assert (decimal_to_precision ('-0.123456', ROUND, 5, DECIMAL_PLACES) === '-0.12346');
+
+// ----------------------------------------------------------------------------
+// decimal_to_precision => without dot / trailing dot
+
+assert (decimal_to_precision ('123', TRUNCATE, 0) === '123');
+
+assert (decimal_to_precision ('123', TRUNCATE, 5, DECIMAL_PLACES) === '123');
+assert (decimal_to_precision ('123', TRUNCATE, 5, DECIMAL_PLACES, PAD_WITH_ZERO) === '123.00000');
+
+assert (decimal_to_precision ('123.', TRUNCATE, 0, DECIMAL_PLACES) === '123');
+assert (decimal_to_precision ('123.', TRUNCATE, 5, DECIMAL_PLACES, PAD_WITH_ZERO) === '123.00000');
+
+assert (decimal_to_precision ('0.', TRUNCATE, 0) === '0');
+assert (decimal_to_precision ('0.', TRUNCATE, 5, DECIMAL_PLACES, PAD_WITH_ZERO) === '0.00000');
+
+// ----------------------------------------------------------------------------
+// decimal_to_precision => rounding for equidistant digits
+
+assert (decimal_to_precision ('1.44', ROUND, 1, DECIMAL_PLACES) === '1.4');
+assert (decimal_to_precision ('1.45', ROUND, 1, DECIMAL_PLACES) === '1.5');
+assert (decimal_to_precision ('1.45', ROUND, 0, DECIMAL_PLACES) === '1'); // not 2
+
+// ----------------------------------------------------------------------------
+// testDecimalToPrecisionErrorHandling (todo)
+//
+// throws (() =>
+//     decimal_to_precision ('123456.789', TRUNCATE, -2, DECIMAL_PLACES),
+//         'negative precision is not yet supported')
+//
+// throws (() =>
+//     decimal_to_precision ('foo'),
+//         "invalid number (contains an illegal character 'f')")
diff --git a/python/ccxt/base/decimal_to_precision.py b/python/ccxt/base/decimal_to_precision.py
@@ -32,23 +32,31 @@ def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=D
     assert counting_mode in [DECIMAL_PLACES, SIGNIFICANT_DIGITS]
     assert padding_mode in [NO_PADDING, PAD_WITH_ZERO]
 
+    context = decimal.getcontext()
+
+    precision = min(context.prec - 2, precision)
+
     # all default except decimal.Underflow (raised when a number is rounded to zero)
-    decimal.getcontext().traps[decimal.Underflow] = True
+    context.traps[decimal.Underflow] = True
 
     dec = decimal.Decimal(n)
     string = str(dec)
 
-    def quant(x):
+    def power_of_10(x):
         return decimal.Decimal('10') ** (-x)
 
     if rounding_mode == ROUND:
         if counting_mode == DECIMAL_PLACES:
-            precise = str(dec.quantize(quant(precision)))  # ROUND_HALF_EVEN is default context
+            context.rounding = decimal.ROUND_HALF_UP
+            precise = str(dec.quantize(power_of_10(precision)))  # ROUND_HALF_EVEN is default context
+            context.rounding = decimal.ROUND_HALF_EVEN
         elif counting_mode == SIGNIFICANT_DIGITS:
             q = precision - dec.adjusted() - 1
-            sigfig = quant(q)
+            sigfig = power_of_10(q)
             if q < 0:
-                below = sigfig * decimal.Decimal(string[:precision])
+                string_to_precision = string[:precision]
+                # string_to_precision is '' when we have zero precision
+                below = sigfig * decimal.Decimal(string_to_precision if string_to_precision else '0')
                 above = below + sigfig
                 precise = str(min((below, above), key=lambda x: abs(x - dec)))
             else:
@@ -64,16 +72,20 @@ def quant(x):
             dot = string.index('.') if '.' in string else 0
             start = dot - dec.adjusted()
             end = start + precision
+            # need to clarify these conditionals
             if dot >= end:
                 end -= 1
-            if dec.adjusted() < 0:
-                end += 1
+            # not sure if we should keep this
+            # if dec.adjusted() < 0:
+            #     end += 1
             precise = string[:end].ljust(dot, '0')
 
-    if '.' == precise[-1]:
+    if '.' == (precise[-1] if precise else ''):
         raise ValueError
 
     if padding_mode == NO_PADDING:
+        if precise == '' and precision == 0:
+            return '0'
         return precise.rstrip('0').rstrip('.') if '.' in precise else precise
     elif padding_mode == PAD_WITH_ZERO:
         if '.' in precise: