Test slippage calculation with real data #85
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alfetopito
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This PR creates a new set of tests for the prediction of the volatility and calculation of the slippage
It is a follow up to #84, where I added assertion for this algorithm based on how it should behave on certain cases. This cases, were using a small number of points that were made up.
This PR is about sourcing the algorithm with real price points for various markets. This way, we can make sure the algorithm works well with realistic data.
These are the tests I introduced:
There will be one test per file in this folder:
Each file defines the expectations and the prices used to mock the repository, so we can make these tests reproducible.