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grid2: add one more test case for base + quote

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c9s 2023-05-23 17:36:01 +08:00
parent 1cf788c925
commit 26cbd60a66
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1 changed files with 40 additions and 0 deletions
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40
pkg/strategy/grid2/strategy_test.go
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@ -205,6 +205,46 @@ func TestStrategy_generateGridOrders(t *testing.T) {
}, orders)
})
t.Run("base and quote with pre-calculated baseGridNumber", func(t *testing.T) {
s := newTestStrategy()
s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
s.grid.CalculateArithmeticPins()
s.BaseGridNum = 4
quoteInvestment := number(10_000.0)
baseInvestment := number(0.1)
lastPrice := number(12300) // last price should not affect the sell order calculation
quantity, err := s.calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInvestment, lastPrice, s.grid.Pins)
assert.NoError(t, err)
assert.Equal(t, number(0.025), quantity)
s.QuantityOrAmount.Quantity = quantity
orders, err := s.generateGridOrders(quoteInvestment, baseInvestment, lastPrice)
assert.NoError(t, err)
if !assert.Equal(t, 10, len(orders)) {
for _, o := range orders {
t.Logf("- %s %s", o.Price.String(), o.Side)
}
}
assertPriceSide(t, []PriceSideAssert{
{number(20000.0), types.SideTypeSell},
{number(19000.0), types.SideTypeSell},
{number(18000.0), types.SideTypeSell},
{number(17000.0), types.SideTypeSell},
// -- 16_000 should be empty
{number(15000.0), types.SideTypeBuy},
{number(14000.0), types.SideTypeBuy},
{number(13000.0), types.SideTypeBuy},
{number(12000.0), types.SideTypeBuy},
{number(11000.0), types.SideTypeBuy},
{number(10000.0), types.SideTypeBuy},
}, orders)
})
t.Run("enough base + quote", func(t *testing.T) {
s := newTestStrategy()
s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)