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sample_agents/spec/statistical_arbitrage/position_spec.rb

Summary

Maintainability
B
6 hrs
Test Coverage

Block has too many lines. [122/25]
Open

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

  before(:example) do
    @broker = double('mock broker')
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_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. [46/25]
Open

  describe '#close_if_required' do
    it 'close :buy_aud positions if the spread is higher than sd' do
      expect(@broker).to receive(:sell).with(:AUDJPY, 5000).exactly(6).times
      expect(@broker).to receive(:buy).with(:NZDJPY, 5000).exactly(6).times
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_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

  describe '#from_hash' do
    it 'creates a position from hash.' do
      sell_aud = StatisticalArbitrage::Position.from_hash({
        'trade_type' => :sell_a,
        'index' => 1,
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_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. [28/25]
Open

    it 'creates a position from hash.' do
      sell_aud = StatisticalArbitrage::Position.from_hash({
        'trade_type' => :sell_a,
        'index' => 1,
        'positions' => [
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_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.

Method create_mock_positions has a Cognitive Complexity of 6 (exceeds 5 allowed). Consider refactoring.
Open

  def create_mock_positions(type)
    [
      create_mock_position(:AUDJPY, type == :sell_a ? :sell : :buy, 5000),
      create_mock_position(:NZDJPY, type == :sell_a ? :buy : :sell, 5000)
    ]
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_spec.rb - About 25 mins to fix

Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

A method's cognitive complexity is based on a few simple rules:

  • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
  • Code is considered more complex for each "break in the linear flow of the code"
  • Code is considered more complex when "flow breaking structures are nested"

Further reading

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

    it 'close :buy_aud positions if the spread is higher than sd' do
      expect(@broker).to receive(:sell).with(:AUDJPY, 5000).exactly(6).times
      expect(@broker).to receive(:buy).with(:NZDJPY, 5000).exactly(6).times

      buy_aud = create_buy_aud_position(-1)
Severity: Major
Found in sample_agents/spec/statistical_arbitrage/position_spec.rb and 1 other location - About 2 hrs to fix
sample_agents/spec/statistical_arbitrage/position_spec.rb on lines 34..51

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 86.

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 'close :sell_aud positions if the spread is lower than sd' do
      expect(@broker).to receive(:buy).with(:AUDJPY, 5000).exactly(6).times
      expect(@broker).to receive(:sell).with(:NZDJPY, 5000).exactly(6).times

      sell_aud = create_sell_aud_position(1)
Severity: Major
Found in sample_agents/spec/statistical_arbitrage/position_spec.rb and 1 other location - About 2 hrs to fix
sample_agents/spec/statistical_arbitrage/position_spec.rb on lines 14..31

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 86.

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 'do nothing if the spread is not lower than sd' do
      sell_aud = create_sell_aud_position(1)
      expect(sell_aud.close_if_required(0)).to be false
      expect(sell_aud.close_if_required(1)).to be false
      expect(sell_aud.close_if_required(2)).to be false
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_spec.rb and 1 other location - About 35 mins to fix
sample_agents/spec/statistical_arbitrage/position_spec.rb on lines 54..59

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 35.

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 'do nothing if the spread is not higher than sd' do
      buy_aud = create_buy_aud_position(-1)
      expect(buy_aud.close_if_required(0)).to be false
      expect(buy_aud.close_if_required(-1)).to be false
      expect(buy_aud.close_if_required(-2)).to be false
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_spec.rb and 1 other location - About 35 mins to fix
sample_agents/spec/statistical_arbitrage/position_spec.rb on lines 62..67

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 35.

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

Ambiguous negative number operator. Parenthesize the method arguments if it's surely a negative number operator, or add a whitespace to the right of the - if it should be a subtraction.
Open

      expect(buy_aud.index).to be -2
Severity: Minor
Found in sample_agents/spec/statistical_arbitrage/position_spec.rb by rubocop

This cop checks for ambiguous operators in the first argument of a method invocation without parentheses.

Example:

# bad

# The `*` is interpreted as a splat operator but it could possibly be
# a `*` method invocation (i.e. `do_something.*(some_array)`).
do_something *some_array

Example:

# good

# With parentheses, there's no ambiguity.
do_something(*some_array)

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