risk: rename func

This commit is contained in:
c9s 2022-07-14 00:07:49 +08:00
parent c7424479bb
commit 5bbccacc89
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2 changed files with 6 additions and 5 deletions

View File

@ -24,6 +24,7 @@ func CalculateOpenLoss(numContract, markPrice, orderPrice fixedpoint.Value, side
return openLoss
}
// CalculateMarginCost calculate the margin cost of the given notional position by price * quantity
func CalculateMarginCost(price, quantity, leverage fixedpoint.Value) fixedpoint.Value {
var notionalValue = price.Mul(quantity)
var cost = notionalValue.Div(leverage)
@ -43,8 +44,8 @@ func CalculateMaxPosition(price, availableMargin, leverage fixedpoint.Value) fix
return maxQuantity
}
// CalculateLeverage calculates the leverage of the given position (price and quantity)
func CalculateLeverage(price, quantity, availableMargin fixedpoint.Value) fixedpoint.Value {
// CalculateMinRequiredLeverage calculates the leverage of the given position (price and quantity)
func CalculateMinRequiredLeverage(price, quantity, availableMargin fixedpoint.Value) fixedpoint.Value {
var notional = price.Mul(quantity)
return notional.Div(availableMargin)
}

View File

@ -114,7 +114,7 @@ func TestCalculateMaxPosition(t *testing.T) {
}
}
func TestCalculateLeverage(t *testing.T) {
func TestCalculateMinRequiredLeverage(t *testing.T) {
type args struct {
price fixedpoint.Value
quantity fixedpoint.Value
@ -137,8 +137,8 @@ func TestCalculateLeverage(t *testing.T) {
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := CalculateLeverage(tt.args.price, tt.args.quantity, tt.args.availableMargin); got.String() != tt.want.String() {
t.Errorf("CalculateLeverage() = %v, want %v", got, tt.want)
if got := CalculateMinRequiredLeverage(tt.args.price, tt.args.quantity, tt.args.availableMargin); got.String() != tt.want.String() {
t.Errorf("CalculateMinRequiredLeverage() = %v, want %v", got, tt.want)
}
})
}