arnonmoscona / trading Goto Github PK

EasyB was inherited from the original source from which all this code started. The framework, while nice, has not caught on and i should move away from it and change to some more popular test framework.

Also, the integration of EasyB into Maven is very "hacky" and involves using GMaven, itself a defunct project.

The problem is that all the copied code from the private project is tested using EasyB, and those tests must be rewritten in another framework before I can get rid of the dependency on EasyB.

TestHelper.groovy should probably be refactored into its own Maven project. As it stands right now, there is no easy way to share this groovy class, which is only used to support the defunct EasyB unit tests, across different projects.

The "solution" so far is very ugly as it involves the crimes of:

• making copies of this script in each project that uses it
• making a change in each copy (even uglier), which should probably injected or something

MarketTree is old and tied to an older project. It is not generic enough and all dependencies on it should be removed and refactored into more generic concepts.

Historical data should have zero dependency on it in code and in tests.

Streaming data should eventually get rid of it and only use the generic concepts of mapping symbols to codes and back.

Any dependency on the MarketTree.TreeEntry class should be removed completely.

Any fixtures and dependencies on the file format should be simplified to a simple list of symbols, with perhaps mapping to sector and industry classification (no crazy tree structure)

Any dependency on MasterTree should be completely removed.

The historical structures should not have any dependency on streaming structures at all. For instance the dependency on TimeSlotBar should not exist at all in the historical structures.