37 lines
942 B
Go
37 lines
942 B
Go
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package xmaker
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import (
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"testing"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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)
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func Test_aggregatePrice(t *testing.T) {
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bids := types.PriceVolumeSlice{
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{
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Price: fixedpoint.NewFromFloat(1000.0),
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Volume: fixedpoint.NewFromFloat(1.0),
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},
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{
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Price: fixedpoint.NewFromFloat(1200.0),
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Volume: fixedpoint.NewFromFloat(1.0),
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},
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{
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Price: fixedpoint.NewFromFloat(1400.0),
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Volume: fixedpoint.NewFromFloat(1.0),
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},
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}
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aggregatedPrice1 := aggregatePrice(bids, fixedpoint.NewFromFloat(0.5))
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assert.Equal(t, fixedpoint.NewFromFloat(1000.0), aggregatedPrice1)
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aggregatedPrice2 := aggregatePrice(bids, fixedpoint.NewFromInt(1))
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assert.Equal(t, fixedpoint.NewFromFloat(1000.0), aggregatedPrice2)
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aggregatedPrice3 := aggregatePrice(bids, fixedpoint.NewFromInt(2))
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assert.Equal(t, fixedpoint.NewFromFloat(1100.0), aggregatedPrice3)
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}
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