bbgo_origin/pkg/strategy/dca2/take_profit_test.go

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package dca2
import (
"testing"
. "github.com/c9s/bbgo/pkg/testing/testhelper"
"github.com/c9s/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func TestGenerateTakeProfitOrder(t *testing.T) {
assert := assert.New(t)
strategy := newTestStrategy()
position := types.NewPositionFromMarket(strategy.Market)
position.AddTrade(types.Trade{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Price: Number("28500"),
Quantity: Number("1"),
QuoteQuantity: Number("28500"),
Fee: Number("0.0015"),
FeeCurrency: strategy.Market.BaseCurrency,
})
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o := generateTakeProfitOrder(strategy.Market, strategy.TakeProfitRatio, position, strategy.OrderGroupID)
assert.Equal(Number("31397.09"), o.Price)
assert.Equal(Number("0.9985"), o.Quantity)
assert.Equal(types.SideTypeSell, o.Side)
assert.Equal(strategy.Symbol, o.Symbol)
position.AddTrade(types.Trade{
Side: types.SideTypeBuy,
Price: Number("27000"),
Quantity: Number("0.5"),
QuoteQuantity: Number("13500"),
Fee: Number("0.00075"),
FeeCurrency: strategy.Market.BaseCurrency,
})
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o = generateTakeProfitOrder(strategy.Market, strategy.TakeProfitRatio, position, strategy.OrderGroupID)
assert.Equal(Number("30846.26"), o.Price)
assert.Equal(Number("1.49775"), o.Quantity)
assert.Equal(types.SideTypeSell, o.Side)
assert.Equal(strategy.Symbol, o.Symbol)
}