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add more tests

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c9s 2024-09-30 17:32:46 +08:00
parent 39fad2e0b5
commit 3c48663032
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1 changed files with 55 additions and 1 deletions
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56
pkg/strategy/xmaker/signal_depth_test.go
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@ -33,7 +33,7 @@ func TestDepthRatioSignal_CalculateSignal(t *testing.T) {
wantErr assert.ErrorAssertionFunc
}{
{
name: "test1",
name: "medium short",
fields: fields{
PriceRange: fixedpoint.NewFromFloat(0.02),
MinRatio: 0.01,
@ -59,6 +59,60 @@ func TestDepthRatioSignal_CalculateSignal(t *testing.T) {
want: -0.4641,
wantErr: assert.NoError,
},
{
name: "strong short",
fields: fields{
PriceRange: fixedpoint.NewFromFloat(0.02),
MinRatio: 0.01,
symbol: "BTCUSDT",
},
args: args{
ctx: context.Background(),
asks: PriceVolumeSliceFromText(`
19310,10.0
19320,0.2
19330,0.3
19340,0.4
19350,0.5
`),
bids: PriceVolumeSliceFromText(`
19300,0.1
19290,0.1
19280,0.1
19270,0.1
19260,0.1
`),
},
want: -1.8322,
wantErr: assert.NoError,
},
{
name: "strong long",
fields: fields{
PriceRange: fixedpoint.NewFromFloat(0.02),
MinRatio: 0.01,
symbol: "BTCUSDT",
},
args: args{
ctx: context.Background(),
asks: PriceVolumeSliceFromText(`
19310,0.1
19320,0.1
19330,0.1
19340,0.1
19350,0.1
`),
bids: PriceVolumeSliceFromText(`
19300,10.0
19290,0.1
19280,0.1
19270,0.1
19260,0.1
`),
},
want: 1.81623,
wantErr: assert.NoError,
},
{
name: "normal",
fields: fields{