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Merge pull request #917 from c9s/fix/backtest-fee-mode

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backtest: fix backtest fee mode when fee currency is not base or quote
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Yo-An Lin 2022-09-05 17:49:45 +08:00 committed by GitHub
commit 36a79336dd
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1 changed files with 4 additions and 0 deletions
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4
pkg/backtest/matching.go
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@ -284,6 +284,8 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
m.account.AddBalance(m.Market.BaseCurrency, trade.Quantity) m.account.AddBalance(m.Market.BaseCurrency, trade.Quantity)
case m.Market.BaseCurrency: case m.Market.BaseCurrency:
m.account.AddBalance(m.Market.BaseCurrency, trade.Quantity.Sub(trade.Fee)) m.account.AddBalance(m.Market.BaseCurrency, trade.Quantity.Sub(trade.Fee))
default:
m.account.AddBalance(m.Market.BaseCurrency, trade.Quantity)
} }
} else { // sell trade } else { // sell trade
@ -295,6 +297,8 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
case m.Market.BaseCurrency: case m.Market.BaseCurrency:
m.account.AddBalance(m.Market.BaseCurrency, trade.Fee.Neg()) m.account.AddBalance(m.Market.BaseCurrency, trade.Fee.Neg())
m.account.AddBalance(m.Market.QuoteCurrency, trade.QuoteQuantity) m.account.AddBalance(m.Market.QuoteCurrency, trade.QuoteQuantity)
default:
m.account.AddBalance(m.Market.QuoteCurrency, trade.QuoteQuantity)
} }
} }