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risk: add risk function tests

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c9s 2022-07-13 23:56:22 +08:00
parent 7932688aa7
commit 8985a7a635
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1 changed files with 85 additions and 0 deletions
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pkg/risk/leverage_test.go Normal file
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package risk
import (
"testing"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func TestCalculateMarginCost(t *testing.T) {
type args struct {
price fixedpoint.Value
quantity fixedpoint.Value
leverage fixedpoint.Value
}
tests := []struct {
name string
args args
want fixedpoint.Value
}{
{
name: "simple",
args: args{
price: fixedpoint.NewFromFloat(9000.0),
quantity: fixedpoint.NewFromFloat(2.0),
leverage: fixedpoint.NewFromFloat(3.0),
},
want: fixedpoint.NewFromFloat(9000.0 * 2.0 / 3.0),
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := CalculateMarginCost(tt.args.price, tt.args.quantity, tt.args.leverage); got.String() != tt.want.String() {
t.Errorf("CalculateMarginCost() = %v, want %v", got, tt.want)
}
})
}
}
func TestCalculatePositionCost(t *testing.T) {
type args struct {
markPrice fixedpoint.Value
orderPrice fixedpoint.Value
quantity fixedpoint.Value
leverage fixedpoint.Value
side types.SideType
}
tests := []struct {
name string
args args
want fixedpoint.Value
}{
{
// long position does not have openLoss
name: "long",
args: args{
markPrice: fixedpoint.NewFromFloat(9050.0),
orderPrice: fixedpoint.NewFromFloat(9000.0),
quantity: fixedpoint.NewFromFloat(2.0),
leverage: fixedpoint.NewFromFloat(3.0),
side: types.SideTypeBuy,
},
want: fixedpoint.NewFromFloat(6000.0),
},
{
// long position does not have openLoss
name: "short",
args: args{
markPrice: fixedpoint.NewFromFloat(9050.0),
orderPrice: fixedpoint.NewFromFloat(9000.0),
quantity: fixedpoint.NewFromFloat(2.0),
leverage: fixedpoint.NewFromFloat(3.0),
side: types.SideTypeSell,
},
want: fixedpoint.NewFromFloat(6100.0),
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := CalculatePositionCost(tt.args.markPrice, tt.args.orderPrice, tt.args.quantity, tt.args.leverage, tt.args.side); got.String() != tt.want.String() {
t.Errorf("CalculatePositionCost() = %v, want %v", got, tt.want)
}
})
}
}