bbgo_origin/pkg/strategy/drift/strategy_test.go

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2022-10-03 05:00:18 +00:00
package drift
import (
"testing"
"github.com/stretchr/testify/assert"
)
func Test_TrailingCheckLong(t *testing.T) {
s := &Strategy{}
s.highestPrice = 30.
s.buyPrice = 30.
s.TrailingActivationRatio = []float64{0.002, 0.01}
s.TrailingCallbackRate = []float64{0.0008, 0.0016}
assert.False(t, s.trailingCheck(31., "long"))
assert.False(t, s.trailingCheck(31., "short"))
assert.False(t, s.trailingCheck(30.96, "short"))
assert.False(t, s.trailingCheck(30.96, "long"))
assert.False(t, s.trailingCheck(30.95, "short"))
assert.True(t, s.trailingCheck(30.95, "long"))
}
func Test_TrailingCheckShort(t *testing.T) {
s := &Strategy{}
s.lowestPrice = 30.
s.sellPrice = 30.
s.TrailingActivationRatio = []float64{0.002, 0.01}
s.TrailingCallbackRate = []float64{0.0008, 0.0016}
assert.False(t, s.trailingCheck(29.96, "long"))
assert.False(t, s.trailingCheck(29.96, "short"))
assert.False(t, s.trailingCheck(29.99, "short"))
assert.False(t, s.trailingCheck(29.99, "long"))
assert.False(t, s.trailingCheck(29.93, "short"))
assert.False(t, s.trailingCheck(29.93, "long"))
assert.True(t, s.trailingCheck(29.96, "short"))
assert.False(t, s.trailingCheck(29.96, "long"))
}