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grid2: add more test for spec

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c9s 2023-05-19 16:42:26 +08:00
parent 3a2dbc934b
commit 4c13171cb0
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1 changed files with 56 additions and 15 deletions
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71
pkg/strategy/grid2/strategy_test.go
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@ -286,18 +286,9 @@ func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
}
func TestStrategy_calculateBaseQuoteInvestmentQuantity(t *testing.T) {
t.Run("basic", func(t *testing.T) {
t.Run("1 sell", func(t *testing.T) {
s := newTestStrategy()
s.Market = types.Market{
BaseCurrency: "ETH",
QuoteCurrency: "USDT",
TickSize: number(0.01),
StepSize: number(0.00001),
PricePrecision: 2,
VolumePrecision: 6,
MinNotional: number(8.000),
MinQuantity: number(0.00030),
}
s.Market = newTestMarket("ETHUSDT")
s.UpperPrice = number(200.0)
s.LowerPrice = number(100.0)
s.GridNum = 7
@ -318,10 +309,34 @@ func TestStrategy_calculateBaseQuoteInvestmentQuantity(t *testing.T) {
assert.NoError(t, err)
assert.InDelta(t, 0.5, quantity.Float64(), 0.0001)
})
t.Run("6 sell", func(t *testing.T) {
s := newTestStrategy()
s.Market = newTestMarket("ETHUSDT")
s.UpperPrice = number(200.0)
s.LowerPrice = number(100.0)
s.GridNum = 7
s.Compound = true
lastPrice := number(95.0)
quoteInvestment := number(334.0) // 333.33
baseInvestment := number(0.5)
quantity, err := s.calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInvestment, lastPrice, []Pin{
Pin(number(100.00)),
Pin(number(116.67)),
Pin(number(133.33)),
Pin(number(150.00)),
Pin(number(166.67)),
Pin(number(183.33)),
Pin(number(200.00)),
})
assert.NoError(t, err)
assert.InDelta(t, 0.08333, quantity.Float64(), 0.0001)
})
}
func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
t.Run("quote quantity", func(t *testing.T) {
// quoteInvestment = (10,000 + 11,000 + 12,000 + 13,000 + 14,000) * q
// q = quoteInvestment / (10,000 + 11,000 + 12,000 + 13,000 + 14,000)
@ -410,7 +425,33 @@ func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
})
}
func newTestMarket() types.Market {
func newTestMarket(symbol string) types.Market {
switch symbol {
case "BTCUSDT":
return types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",
TickSize: number(0.01),
StepSize: number(0.00001),
PricePrecision: 2,
VolumePrecision: 8,
MinNotional: number(10.0),
MinQuantity: number(0.001),
}
case "ETHUSDT":
return types.Market{
BaseCurrency: "ETH",
QuoteCurrency: "USDT",
TickSize: number(0.01),
StepSize: number(0.00001),
PricePrecision: 2,
VolumePrecision: 6,
MinNotional: number(8.000),
MinQuantity: number(0.00030),
}
}
// default
return types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",
@ -426,7 +467,7 @@ func newTestMarket() types.Market {
var testOrderID = uint64(0)
func newTestOrder(price, quantity fixedpoint.Value, side types.SideType) types.Order {
market := newTestMarket()
market := newTestMarket("BTCUSDT")
testOrderID++
return types.Order{
SubmitOrder: types.SubmitOrder{
@ -450,7 +491,7 @@ func newTestOrder(price, quantity fixedpoint.Value, side types.SideType) types.O
}
func newTestStrategy() *Strategy {
market := newTestMarket()
market := newTestMarket("BTCUSDT")
s := &Strategy{
logger: logrus.NewEntry(logrus.New()),