bbgo_origin/pkg/strategy/grid2/strategy_test.go

43 lines
1.5 KiB
Go
Raw Normal View History

package grid2
import (
"testing"
"github.com/stretchr/testify/assert"
)
func TestStrategy_checkRequiredInvestmentByQuantity(t *testing.T) {
s := &Strategy{}
t.Run("basic base balance check", func(t *testing.T) {
_, _, err := s.checkRequiredInvestmentByQuantity(number(2.0), number(10_000.0),
number(1.0), number(10_000.0),
number(0.1), number(19000.0), []Pin{})
assert.Error(t, err)
assert.EqualError(t, err, "baseInvestment setup 2.000000 is greater than the total base balance 1.000000")
})
t.Run("basic quote balance check", func(t *testing.T) {
_, _, err := s.checkRequiredInvestmentByQuantity(number(1.0), number(10_000.0),
number(1.0), number(100.0),
number(0.1), number(19_000.0), []Pin{})
assert.Error(t, err)
assert.EqualError(t, err, "quoteInvestment setup 10000.000000 is greater than the total quote balance 100.000000")
})
t.Run("quote to base balance conversion check", func(t *testing.T) {
_, requiredQuote, err := s.checkRequiredInvestmentByQuantity(number(0.0), number(10_000.0),
number(0.0), number(10_000.0),
number(0.1), number(13_500.0), []Pin{
Pin(number(10_000.0)), // 0.1 * 10_000 = 1000 USD (buy)
Pin(number(11_000.0)), // 0.1 * 11_000 = 1100 USD (buy)
Pin(number(12_000.0)), // 0.1 * 12_000 = 1200 USD (buy)
Pin(number(13_000.0)), // 0.1 * 13_000 = 1300 USD (buy)
Pin(number(14_000.0)), // 0.1 * 14_000 = 1400 USD (buy)
Pin(number(15_000.0)), // 0.1 * 15_000 = 1500 USD
})
assert.NoError(t, err)
assert.Equal(t, number(6000.0), requiredQuote)
})
}