mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
risk: add tests
This commit is contained in:
parent
8985a7a635
commit
c7424479bb
|
@ -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)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user