package riskcontrol import ( "testing" "github.com/stretchr/testify/assert" "go.uber.org/mock/gomock" "git.qtrade.icu/lychiyu/bbgo/pkg/bbgo" "git.qtrade.icu/lychiyu/bbgo/pkg/bbgo/mocks" "git.qtrade.icu/lychiyu/bbgo/pkg/core" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) func Test_ModifiedQuantity(t *testing.T) { pos := &types.Position{ Market: types.Market{ Symbol: "BTCUSDT", PricePrecision: 8, VolumePrecision: 8, QuoteCurrency: "USDT", BaseCurrency: "BTC", }, } orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, "BTCUSDT", "strategy", "strategy-1", pos) riskControl := NewPositionRiskControl(orderExecutor, fixedpoint.NewFromInt(10), fixedpoint.NewFromInt(2)) cases := []struct { name string position fixedpoint.Value buyQuantity fixedpoint.Value sellQuantity fixedpoint.Value }{ { name: "BuyOverHardLimit", position: fixedpoint.NewFromInt(9), buyQuantity: fixedpoint.NewFromInt(1), sellQuantity: fixedpoint.NewFromInt(2), }, { name: "SellOverHardLimit", position: fixedpoint.NewFromInt(-9), buyQuantity: fixedpoint.NewFromInt(2), sellQuantity: fixedpoint.NewFromInt(1), }, } for _, tc := range cases { t.Run(tc.name, func(t *testing.T) { buyQuantity, sellQuantity := riskControl.ModifiedQuantity(tc.position) assert.Equal(t, tc.buyQuantity, buyQuantity) assert.Equal(t, tc.sellQuantity, sellQuantity) }) } } func TestReleasePositionCallbacks(t *testing.T) { cases := []struct { name string position fixedpoint.Value resultPosition fixedpoint.Value }{ { name: "PositivePositionWithinLimit", position: fixedpoint.NewFromInt(8), resultPosition: fixedpoint.NewFromInt(8), }, { name: "NegativePositionWithinLimit", position: fixedpoint.NewFromInt(-8), resultPosition: fixedpoint.NewFromInt(-8), }, { name: "PositivePositionOverLimit", position: fixedpoint.NewFromInt(11), resultPosition: fixedpoint.NewFromInt(10), }, { name: "NegativePositionOverLimit", position: fixedpoint.NewFromInt(-11), resultPosition: fixedpoint.NewFromInt(-10), }, } for _, tc := range cases { t.Run(tc.name, func(t *testing.T) { pos := &types.Position{ Base: tc.position, Market: types.Market{ Symbol: "BTCUSDT", PricePrecision: 8, VolumePrecision: 8, QuoteCurrency: "USDT", BaseCurrency: "BTC", }, } tradeCollector := &core.TradeCollector{} mockCtrl := gomock.NewController(t) defer mockCtrl.Finish() orderExecutor := mocks.NewMockOrderExecutorExtended(mockCtrl) orderExecutor.EXPECT().TradeCollector().Return(tradeCollector).AnyTimes() orderExecutor.EXPECT().Position().Return(pos).AnyTimes() orderExecutor.EXPECT().SubmitOrders(gomock.Any(), gomock.Any()).AnyTimes() riskControl := NewPositionRiskControl(orderExecutor, fixedpoint.NewFromInt(10), fixedpoint.NewFromInt(2)) riskControl.OnReleasePosition(func(quantity fixedpoint.Value, side types.SideType) { if side == types.SideTypeBuy { pos.Base = pos.Base.Add(quantity) } else { pos.Base = pos.Base.Sub(quantity) } }) orderExecutor.TradeCollector().EmitPositionUpdate(&types.Position{Base: tc.position}) assert.Equal(t, tc.resultPosition, pos.Base) }) } }