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add more position tests

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This commit is contained in:
c9s 2021-01-20 16:10:20 +08:00
parent 34148948ab
commit 169af63846
1 changed files with 9 additions and 6 deletions
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15
pkg/bbgo/position_test.go
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@ -12,14 +12,16 @@ import (
func TestPosition(t *testing.T) {
trades := []types.Trade{
{
Side: types.SideTypeBuy,
Price: 1000.0,
Quantity: 0.01,
Side: types.SideTypeBuy,
Price: 1000.0,
Quantity: 0.01,
QuoteQuantity: 1000.0 * 0.01,
},
{
Side: types.SideTypeBuy,
Price: 2000.0,
Quantity: 0.03,
Side: types.SideTypeBuy,
Price: 2000.0,
Quantity: 0.03,
QuoteQuantity: 2000.0 * 0.03,
},
}
@ -28,6 +30,7 @@ func TestPosition(t *testing.T) {
pos.AddTrade(trade)
}
assert.Equal(t, fixedpoint.NewFromFloat(-70.0), pos.Quote)
assert.Equal(t, fixedpoint.NewFromFloat(0.04), pos.Base)
assert.Equal(t, fixedpoint.NewFromFloat((1000.0*0.01+2000.0*0.03)/0.04), pos.AverageCost)
}