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grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case
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@ -69,3 +69,29 @@ func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
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assert.InDelta(t, 4999.99989, requiredQuote.Float64(), number(0.001).Float64())
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})
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}
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func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
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s := &Strategy{
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Market: types.Market{
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BaseCurrency: "BTC",
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QuoteCurrency: "USDT",
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},
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}
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t.Run("calculate quote quantity from quote investment", func(t *testing.T) {
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// quoteInvestment = (10,000 + 11,000 + 12,000 + 13,000 + 14,000) * q
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// q = quoteInvestment / (10,000 + 11,000 + 12,000 + 13,000 + 14,000)
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// q = 12_000 / (10,000 + 11,000 + 12,000 + 13,000 + 14,000)
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// q = 0.2
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quantity, err := s.calculateQuoteInvestmentQuantity(number(12_000.0), number(13_500.0), []Pin{
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Pin(number(10_000.0)), // buy
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Pin(number(11_000.0)), // buy
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Pin(number(12_000.0)), // buy
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Pin(number(13_000.0)), // buy
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Pin(number(14_000.0)), // buy
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Pin(number(15_000.0)),
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})
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assert.NoError(t, err)
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assert.Equal(t, number(0.2).String(), quantity.String())
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})
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}
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