risk: add tests

This commit is contained in:
c9s 2022-07-14 00:03:47 +08:00
parent 8985a7a635
commit c7424479bb
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@ -83,3 +83,63 @@ func TestCalculatePositionCost(t *testing.T) {
})
}
}
func TestCalculateMaxPosition(t *testing.T) {
type args struct {
price fixedpoint.Value
availableMargin fixedpoint.Value
leverage fixedpoint.Value
}
tests := []struct {
name string
args args
want fixedpoint.Value
}{
{
name: "3x",
args: args{
price: fixedpoint.NewFromFloat(9000.0),
availableMargin: fixedpoint.NewFromFloat(300.0),
leverage: fixedpoint.NewFromFloat(3.0),
},
want: fixedpoint.NewFromFloat(0.1),
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := CalculateMaxPosition(tt.args.price, tt.args.availableMargin, tt.args.leverage); got.String() != tt.want.String() {
t.Errorf("CalculateMaxPosition() = %v, want %v", got, tt.want)
}
})
}
}
func TestCalculateLeverage(t *testing.T) {
type args struct {
price fixedpoint.Value
quantity fixedpoint.Value
availableMargin fixedpoint.Value
}
tests := []struct {
name string
args args
want fixedpoint.Value
}{
{
name: "30x",
args: args{
price: fixedpoint.NewFromFloat(9000.0),
quantity: fixedpoint.NewFromFloat(10.0),
availableMargin: fixedpoint.NewFromFloat(3000.0),
},
want: fixedpoint.NewFromFloat(30.0),
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
if got := CalculateLeverage(tt.args.price, tt.args.quantity, tt.args.availableMargin); got.String() != tt.want.String() {
t.Errorf("CalculateLeverage() = %v, want %v", got, tt.want)
}
})
}
}