risk: add risk function tests

pkg/risk/leverage_test.go

@@ -0,0 +1,85 @@
+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)
+			}
+		})
+	}
+}