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grid2: implement find next higher/lower pin
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parent
629cea0f44
commit
84c3d386ca
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@ -86,6 +86,34 @@ func (g *Grid) HasPin(pin Pin) (ok bool) {
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return ok
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}
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// NextHigherPin finds the next higher pin
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func (g *Grid) NextHigherPin(price fixedpoint.Value) (Pin, bool) {
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i := g.SearchPin(price)
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if i < len(g.Pins) && fixedpoint.Value(g.Pins[i]).Compare(price) == 0 && i+1 < len(g.Pins) {
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return g.Pins[i+1], true
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}
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return Pin(fixedpoint.Zero), false
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}
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// NextLowerPin finds the next lower pin
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func (g *Grid) NextLowerPin(price fixedpoint.Value) (Pin, bool) {
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i := g.SearchPin(price)
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if i < len(g.Pins) && fixedpoint.Value(g.Pins[i]).Compare(price) == 0 && i-1 >= 0 {
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return g.Pins[i-1], true
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}
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return Pin(fixedpoint.Zero), false
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}
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func (g *Grid) SearchPin(price fixedpoint.Value) int {
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i := sort.Search(len(g.Pins), func(i int) bool {
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a := fixedpoint.Value(g.Pins[i])
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return a.Compare(price) >= 0
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})
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return i
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}
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func (g *Grid) ExtendUpperPrice(upper fixedpoint.Value) (newPins []Pin) {
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if upper.Compare(g.UpperPrice) <= 0 {
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return nil
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@ -100,6 +100,42 @@ func TestGrid_ExtendLowerPrice(t *testing.T) {
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}
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}
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func TestGrid_NextLowerPin(t *testing.T) {
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upper := number(500.0)
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lower := number(100.0)
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size := number(4.0)
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grid := NewGrid(lower, upper, size, number(0.01))
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t.Logf("pins: %+v", grid.Pins)
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next, ok := grid.NextLowerPin(number(200.0))
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assert.True(t, ok)
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assert.Equal(t, Pin(number(100.0)), next)
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next, ok = grid.NextLowerPin(number(150.0))
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assert.False(t, ok)
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assert.Equal(t, Pin(fixedpoint.Zero), next)
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}
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func TestGrid_NextHigherPin(t *testing.T) {
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upper := number(500.0)
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lower := number(100.0)
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size := number(4.0)
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grid := NewGrid(lower, upper, size, number(0.01))
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t.Logf("pins: %+v", grid.Pins)
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next, ok := grid.NextHigherPin(number(100.0))
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assert.True(t, ok)
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assert.Equal(t, Pin(number(200.0)), next)
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next, ok = grid.NextHigherPin(number(400.0))
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assert.True(t, ok)
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assert.Equal(t, Pin(number(500.0)), next)
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next, ok = grid.NextHigherPin(number(500.0))
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assert.False(t, ok)
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assert.Equal(t, Pin(fixedpoint.Zero), next)
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}
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func Test_calculateArithmeticPins(t *testing.T) {
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type args struct {
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lower fixedpoint.Value
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