bbgo/pkg/fixedpoint/dec_test.go

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package fixedpoint
import (
"encoding/json"
"math/big"
"testing"
"github.com/stretchr/testify/assert"
"gopkg.in/yaml.v3"
)
const Delta = 1e-9
func BenchmarkMul(b *testing.B) {
b.ResetTimer()
b.Run("mul-float64", func(b *testing.B) {
for i := 0; i < b.N; i++ {
x := NewFromFloat(20.0)
y := NewFromFloat(20.0)
x = x.Mul(y) // nolint
}
})
b.Run("mul-float64-large-numbers", func(b *testing.B) {
for i := 0; i < b.N; i++ {
x := NewFromFloat(88.12345678)
y := NewFromFloat(88.12345678)
x = x.Mul(y) // nolint
}
})
b.Run("mul-big-small-numbers", func(b *testing.B) {
for i := 0; i < b.N; i++ {
x := big.NewFloat(20.0)
y := big.NewFloat(20.0)
x = new(big.Float).Mul(x, y) // nolint
}
})
b.Run("mul-big-large-numbers", func(b *testing.B) {
for i := 0; i < b.N; i++ {
x := big.NewFloat(88.12345678)
y := big.NewFloat(88.12345678)
x = new(big.Float).Mul(x, y) // nolint
}
})
}
func TestMulString(t *testing.T) {
x := NewFromFloat(10.55)
assert.Equal(t, "10.55", x.String())
y := NewFromFloat(10.55)
x = x.Mul(y)
assert.Equal(t, "111.3025", x.String())
assert.Equal(t, "111.30", x.FormatString(2))
assert.InDelta(t, 111.3025, x.Float64(), Delta)
}
func TestMulExp(t *testing.T) {
x, _ := NewFromString("166")
digits := x.NumIntDigits()
assert.Equal(t, digits, 3)
step := x.MulExp(-digits + 1)
assert.Equal(t, "1.66", step.String())
}
func TestNew(t *testing.T) {
f := NewFromFloat(0.001)
assert.Equal(t, "0.001", f.String())
assert.Equal(t, "0.0010", f.FormatString(4))
assert.Equal(t, "0.1%", f.Percentage())
assert.Equal(t, "0.10%", f.FormatPercentage(2))
f = NewFromFloat(0.1)
assert.Equal(t, "10%", f.Percentage())
assert.Equal(t, "10%", f.FormatPercentage(0))
f = NewFromFloat(0.01)
assert.Equal(t, "1%", f.Percentage())
assert.Equal(t, "1%", f.FormatPercentage(0))
f = NewFromFloat(0.111)
assert.Equal(t, "11.1%", f.Percentage())
assert.Equal(t, "11.1%", f.FormatPercentage(1))
}
func TestFormatString(t *testing.T) {
testCases := []struct {
value Value
prec int
out string
}{
{
value: NewFromFloat(0.001),
prec: 8,
out: "0.00100000",
},
{
value: NewFromFloat(0.123456789),
prec: 4,
out: "0.1234",
},
{
value: NewFromFloat(0.123456789),
prec: 5,
out: "0.12345",
},
{
value: NewFromFloat(20.0),
prec: 0,
out: "20",
},
}
for _, testCase := range testCases {
assert.Equal(t, testCase.out, testCase.value.FormatString(testCase.prec))
}
}
func TestRound(t *testing.T) {
f := NewFromFloat(1.2345)
f = f.Round(0, Down)
assert.Equal(t, "1", f.String())
w := NewFromFloat(1.2345)
w = w.Trunc()
assert.Equal(t, "1", w.String())
s := NewFromFloat(1.2345)
assert.Equal(t, "1.23", s.Round(2, Down).String())
}
func TestNewFromString(t *testing.T) {
f, err := NewFromString("0.00000003")
assert.NoError(t, err)
assert.Equal(t, "0.00000003", f.String())
}
func TestFromString(t *testing.T) {
f := MustNewFromString("0.004075")
assert.Equal(t, "0.004075", f.String())
f = MustNewFromString("0.03")
assert.Equal(t, "0.03", f.String())
f = MustNewFromString("0.75%")
assert.Equal(t, "0.0075", f.String())
f = MustNewFromString("1.1e-7")
assert.Equal(t, "0.00000011", f.String())
f = MustNewFromString(".0%")
assert.Equal(t, Zero, f)
f = MustNewFromString("")
assert.Equal(t, Zero, f)
for _, s := range []string{"inf", "Inf", "INF", "iNF"} {
f = MustNewFromString(s)
assert.Equal(t, PosInf, f)
f = MustNewFromString("+" + s)
assert.Equal(t, PosInf, f)
f = MustNewFromString("-" + s)
assert.Equal(t, NegInf, f)
}
}
func TestJson(t *testing.T) {
p := MustNewFromString("0")
e, err := json.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "0.00000000", string(e))
p = MustNewFromString("1.00000003")
e, err = json.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "1.00000003", string(e))
p = MustNewFromString("1.000000003")
e, err = json.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "1.00000000", string(e))
p = MustNewFromString("1.000000008")
e, err = json.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "1.00000000", string(e))
p = MustNewFromString("0.999999999")
e, err = json.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "0.99999999", string(e))
p = MustNewFromString("1.2e-9")
e, err = json.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "0.00000000", p.FormatString(8))
assert.Equal(t, "0.00000000", string(e))
_ = json.Unmarshal([]byte("0.00153917575"), &p)
assert.Equal(t, "0.00153917", p.FormatString(8))
q := NewFromFloat(0.00153917575)
assert.Equal(t, p, q)
_ = json.Unmarshal([]byte("6e-8"), &p)
_ = json.Unmarshal([]byte("0.000062"), &q)
assert.Equal(t, "0.00006194", q.Sub(p).String())
assert.NoError(t, json.Unmarshal([]byte(`"inf"`), &p))
assert.NoError(t, json.Unmarshal([]byte(`"+Inf"`), &q))
assert.Equal(t, PosInf, p)
assert.Equal(t, p, q)
}
func TestYaml(t *testing.T) {
p := MustNewFromString("0")
e, err := yaml.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "\"0.00000000\"\n", string(e))
p = MustNewFromString("1.00000003")
e, err = yaml.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "\"1.00000003\"\n", string(e))
p = MustNewFromString("1.000000003")
e, err = yaml.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "\"1.00000000\"\n", string(e))
p = MustNewFromString("1.000000008")
e, err = yaml.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "\"1.00000000\"\n", string(e))
p = MustNewFromString("0.999999999")
e, err = yaml.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "\"0.99999999\"\n", string(e))
p = MustNewFromString("1.2e-9")
e, err = yaml.Marshal(p)
assert.NoError(t, err)
assert.Equal(t, "0.00000000", p.FormatString(8))
assert.Equal(t, "\"0.00000000\"\n", string(e))
_ = yaml.Unmarshal([]byte("0.00153917575"), &p)
assert.Equal(t, "0.00153917", p.FormatString(8))
q := NewFromFloat(0.00153917575)
assert.Equal(t, p, q)
_ = yaml.Unmarshal([]byte("6e-8"), &p)
_ = yaml.Unmarshal([]byte("0.000062"), &q)
assert.Equal(t, "0.00006194", q.Sub(p).String())
assert.NoError(t, json.Unmarshal([]byte(`"inf"`), &p))
assert.NoError(t, json.Unmarshal([]byte(`"+Inf"`), &q))
assert.Equal(t, PosInf, p)
assert.Equal(t, p, q)
}
func TestNumFractionalDigits(t *testing.T) {
tests := []struct {
name string
v Value
want int
}{
{
name: "ignore the integer part",
v: MustNewFromString("123.4567"),
want: 4,
},
{
name: "ignore the sign",
v: MustNewFromString("-123.4567"),
want: 4,
},
{
name: "ignore the trailing zero",
v: MustNewFromString("-123.45000000"),
want: 2,
},
{
name: "no fractional parts",
v: MustNewFromString("-1"),
want: 0,
},
{
name: "no fractional parts",
v: MustNewFromString("-1.0"),
want: 0,
},
{
name: "only fractional part",
v: MustNewFromString(".123456"),
want: 6,
},
{
name: "percentage",
v: MustNewFromString("0.075%"), // 0.075 * 0.01
want: 5,
},
{
name: "scientific notation",
v: MustNewFromString("1.1e-7"),
want: 8,
},
{
name: "zero",
v: MustNewFromString("0"),
want: 0,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := tt.v.NumFractionalDigits(); got != tt.want {
t.Errorf("NumFractionalDigits() = %v, want %v", got, tt.want)
}
})
}
}