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grid2: add quote quantity test case

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c9s 2023-02-16 18:11:04 +08:00
parent 9b69fa5465
commit 9e3383606e
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1 changed files with 29 additions and 0 deletions
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29
pkg/strategy/grid2/strategy_test.go
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@ -304,6 +304,35 @@ func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
assert.Equal(t, number(1.17647058).String(), quantity.String())
})
t.Run("quote quantity #3", func(t *testing.T) {
s := newTestStrategy()
lastPrice := number(22000.0)
quoteInvestment := number(100.0)
pins := []Pin{
Pin(number(0.1)),
Pin(number(0.23)),
Pin(number(0.36)),
Pin(number(0.50)),
Pin(number(0.63)),
Pin(number(0.76)),
Pin(number(0.90)),
}
quantity, err := s.calculateQuoteInvestmentQuantity(quoteInvestment, lastPrice, pins)
assert.NoError(t, err)
assert.InDelta(t, 38.75968992, quantity.Float64(), 0.0001)
var totalQuoteUsed = fixedpoint.Zero
for i, pin := range pins {
if i == len(pins)-1 {
continue
}
price := fixedpoint.Value(pin)
totalQuoteUsed = totalQuoteUsed.Add(price.Mul(quantity))
}
assert.LessOrEqualf(t, totalQuoteUsed, number(100.0), "total quote used: %f", totalQuoteUsed.Float64())
})
t.Run("profit spread", func(t *testing.T) {
// quoteInvestment = (10,000 + 11,000 + 12,000 + 13,000 + 14,000 + 15,000) * q
// q = quoteInvestment / (10,000 + 11,000 + 12,000 + 13,000 + 14,000 + 15,000)