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grid2: rename filterPrice to roundAndTruncatePrice

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c9s 2024-02-23 18:50:57 +08:00
parent a298950be8
commit 36e90cf5ca
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2 changed files with 6 additions and 6 deletions
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8
pkg/strategy/grid2/grid.go
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@ -35,8 +35,8 @@ type Grid struct {
type Pin fixedpoint.Value type Pin fixedpoint.Value
// filterPrice filters price with the given precision // roundAndTruncatePrice rounds the given price at prec-1 and then truncate the price at prec
func filterPrice(p fixedpoint.Value, prec int) fixedpoint.Value { func roundAndTruncatePrice(p fixedpoint.Value, prec int) fixedpoint.Value {
var pow10 = math.Pow10(prec) var pow10 = math.Pow10(prec)
pp := math.Round(p.Float64()*pow10*10.0) / 10.0 pp := math.Round(p.Float64()*pow10*10.0) / 10.0
pp = math.Trunc(pp) / pow10 pp = math.Trunc(pp) / pow10
@ -71,12 +71,12 @@ func calculateArithmeticPins(lower, upper, spread, tickSize fixedpoint.Value) []
var ts = tickSize.Float64() var ts = tickSize.Float64()
var prec = int(math.Round(math.Log10(ts) * -1.0)) var prec = int(math.Round(math.Log10(ts) * -1.0))
for p := lower; p.Compare(upper.Sub(spread)) <= 0; p = p.Add(spread) { for p := lower; p.Compare(upper.Sub(spread)) <= 0; p = p.Add(spread) {
price := filterPrice(p, prec) price := roundAndTruncatePrice(p, prec)
pins = append(pins, Pin(price)) pins = append(pins, Pin(price))
} }
// this makes sure there is no error at the upper price // this makes sure there is no error at the upper price
upperPrice := filterPrice(upper, prec) upperPrice := roundAndTruncatePrice(upper, prec)
pins = append(pins, Pin(upperPrice)) pins = append(pins, Pin(upperPrice))
return pins return pins

4
pkg/strategy/grid2/grid_test.go
View File

@ -243,8 +243,8 @@ func Test_filterPrice1(t *testing.T) {
} }
for _, tt := range tests { for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) { t.Run(tt.name, func(t *testing.T) {
rst := filterPrice(tt.args.p, tt.args.prec) rst := roundAndTruncatePrice(tt.args.p, tt.args.prec)
assert.Equalf(t, tt.want, rst.String(), "filterPrice(%v, %v)", tt.args.p, tt.args.prec) assert.Equalf(t, tt.want, rst.String(), "roundAndTruncatePrice(%v, %v)", tt.args.p, tt.args.prec)
}) })
} }
} }