adding quickfix library

quickfix/fix_decimal_test.go

@@ -0,0 +1,89 @@
+// Copyright (c) quickfixengine.org  All rights reserved.
+//
+// This file may be distributed under the terms of the quickfixengine.org
+// license as defined by quickfixengine.org and appearing in the file
+// LICENSE included in the packaging of this file.
+//
+// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
+// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
+// PARTICULAR PURPOSE.
+//
+// See http://www.quickfixengine.org/LICENSE for licensing information.
+//
+// Contact ask@quickfixengine.org if any conditions of this licensing
+// are not clear to you.
+
+package quickfix
+
+import (
+	"testing"
+
+	"github.com/shopspring/decimal"
+	"github.com/stretchr/testify/assert"
+	"github.com/stretchr/testify/require"
+)
+
+func BenchmarkFIXDecimalRead(b *testing.B) {
+	var dec FIXDecimal
+	byt := []byte("-124.3456")
+	for i := 0; i < b.N; i++ {
+		if err := dec.Read(byt); err != nil {
+			b.FailNow()
+		}
+	}
+}
+
+func BenchmarkFIXDecimalWrite(b *testing.B) {
+	decValue, err := decimal.NewFromString("-124.3456")
+	if err != nil {
+		b.FailNow()
+	}
+	dec := FIXDecimal{Decimal: decValue, Scale: 5}
+	for i := 0; i < b.N; i++ {
+		if byt := dec.Write(); len(byt) == 0 {
+			b.FailNow()
+		}
+	}
+}
+
+func TestFIXDecimalWrite(t *testing.T) {
+	var tests = []struct {
+		decimal  FIXDecimal
+		expected string
+	}{
+		{decimal: FIXDecimal{Decimal: decimal.New(-1243456, -4), Scale: 4}, expected: "-124.3456"},
+		{decimal: FIXDecimal{Decimal: decimal.New(-1243456, -4), Scale: 5}, expected: "-124.34560"},
+		{decimal: FIXDecimal{Decimal: decimal.New(-1243456, -4), Scale: 0}, expected: "-124"},
+	}
+
+	for _, test := range tests {
+		b := test.decimal.Write()
+		assert.Equal(t, test.expected, string(b))
+	}
+}
+
+func TestFIXDecimalRead(t *testing.T) {
+	var tests = []struct {
+		bytes       string
+		expected    decimal.Decimal
+		expectError bool
+	}{
+		{bytes: "15", expected: decimal.New(15, 0)},
+		{bytes: "15.000", expected: decimal.New(15, 0)},
+		{bytes: "15.001", expected: decimal.New(15001, -3)},
+		{bytes: "-15.001", expected: decimal.New(-15001, -3)},
+		{bytes: "blah", expectError: true},
+		{bytes: "+200.00", expected: decimal.New(200, 0)},
+	}
+
+	for _, test := range tests {
+		var field FIXDecimal
+
+		err := field.Read([]byte(test.bytes))
+		require.Equal(t, test.expectError, err != nil)
+
+		if !test.expectError {
+			assert.True(t, test.expected.Equal(field.Decimal), "Expected %s got %s", test.expected, field.Decimal)
+		}
+	}
+}