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sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb

Summary

Maintainability
D
2 days
Test Coverage

Block has too many lines. [326/25]
Open

describe StatisticalArbitrage::CointegrationTrader do
  include_context 'utils for statistical arbitrage'

  describe '#process_tick' do
    it 'open :buy_aud position if the spread is lower than sd' do
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

Block has too many lines. [214/25]
Open

  describe '#process_tick' do
    it 'open :buy_aud position if the spread is lower than sd' do
      broker = double('mock broker')
      expect(broker).to receive(:buy)
        .with(:AUDJPY, 100)
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

File cointegration_trader_spec.rb has 330 lines of code (exceeds 250 allowed). Consider refactoring.
Open

require 'sample_agent_test_configuration'
require 'statistical_arbitrage/shared_context'

describe StatisticalArbitrage::CointegrationTrader do
  include_context 'utils for statistical arbitrage'
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb - About 3 hrs to fix

    Block has too many lines. [53/25]
    Open

      describe '#restore_state' do
    it 'can restore state from positions' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [41/25]
    Open

        it 'can restore state from positions' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
        .exactly(2).times
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [38/25]
    Open

        it 'uses coint settings of the time on closing positions' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
        .exactly(2).times
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [36/25]
    Open

        it 'open :buy_aud position if the spread is lower than sd,' \
       + 'and close it when the spread is increased.' do
      broker = double('mock broker')
      expect(broker).to receive(:buy)
        .with(:AUDJPY, 100)
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [35/25]
    Open

      describe '#save_state' do
    it 'can extract states of positions' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [34/25]
    Open

        it 'enable to change trading price by distance parameter.' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
        .exactly(2).times
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [33/25]
    Open

        it 'can extract states of positions' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
        .exactly(2).times
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [32/25]
    Open

        it 'open :sell_aud position if the spread is higher than sd,' \
       + ' and close it when the spread is reduced.' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [30/25]
    Open

        it 'open :sell_aud position if the spread is higher than sd' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
        .exactly(3).times
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Block has too many lines. [30/25]
    Open

        it 'open :buy_aud position if the spread is lower than sd' do
      broker = double('mock broker')
      expect(broker).to receive(:buy)
        .with(:AUDJPY, 100)
        .exactly(3).times
    Severity: Minor
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb by rubocop

    This cop checks if the length of a block exceeds some maximum value. Comment lines can optionally be ignored. The maximum allowed length is configurable. The cop can be configured to ignore blocks passed to certain methods.

    Similar blocks of code found in 2 locations. Consider refactoring.
    Open

        it 'open :buy_aud position if the spread is lower than sd' do
      broker = double('mock broker')
      expect(broker).to receive(:buy)
        .with(:AUDJPY, 100)
        .exactly(3).times
    Severity: Major
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb and 1 other location - About 6 hrs to fix
    sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb on lines 95..134

    Duplicated Code

    Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

    Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

    When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

    Tuning

    This issue has a mass of 204.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

    Similar blocks of code found in 2 locations. Consider refactoring.
    Open

        it 'open :sell_aud position if the spread is higher than sd' do
      broker = double('mock broker')
      expect(broker).to receive(:sell)
        .with(:AUDJPY, 100)
        .exactly(3).times
    Severity: Major
    Found in sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb and 1 other location - About 6 hrs to fix
    sample_agents/spec/statistical_arbitrage/cointegration_trader_spec.rb on lines 10..49

    Duplicated Code

    Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

    Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

    When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

    Tuning

    This issue has a mass of 204.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

    There are no issues that match your filters.

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