lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

risk: fix margin level prec assertion

Browse Source
This commit is contained in:
c9s 2022-07-22 15:06:10 +08:00
parent 4b7126ce41
commit a609c0606a
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 5 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
pkg/risk/account_value_test.go
View File

@ -150,5 +150,9 @@ func TestNewAccountValueCalculator_MarginLevel(t *testing.T) {
ctx := context.Background()
marginLevel, err := cal.MarginLevel(ctx)
assert.NoError(t, err)
assert.Equal(t, "1.10195728", marginLevel.String()) // 21000 / 19000 * 1.003
// expected (21000 / 19000 * 1.003)
assert.Equal(t,
fixedpoint.NewFromFloat(21000.0).Div(fixedpoint.NewFromFloat(19000.0).Mul(fixedpoint.NewFromFloat(1.003))).FormatString(6),
marginLevel.FormatString(6))
}