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