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Merge pull request #1125 from c9s/bhwu/grid2/using-dnum
FEATURE: [grid2] using dnum
This commit is contained in:
gx578007
GitHub
commit
cd1314e9e0
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@ -1,68 +1,124 @@
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package fixedpoint
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import (
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"fmt"
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"testing"
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"github.com/stretchr/testify/assert"
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)
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func Test_FormatString(t *testing.T) {
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assert := assert.New(t)
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cases := []struct {
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input string
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prec int
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expected string
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}{
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{input: "0.57", prec: 5, expected: "0.57000"},
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{input: "-0.57", prec: 5, expected: "-0.57000"},
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{input: "0.57123456", prec: 8, expected: "0.57123456"},
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{input: "-0.57123456", prec: 8, expected: "-0.57123456"},
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{input: "0.57123456", prec: 5, expected: "0.57123"},
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{input: "-0.57123456", prec: 5, expected: "-0.57123"},
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{input: "0.57123456", prec: 0, expected: "0"},
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{input: "-0.57123456", prec: 0, expected: "0"},
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{input: "0.57123456", prec: -1, expected: "0"},
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{input: "-0.57123456", prec: -1, expected: "0"},
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{input: "0.57123456", prec: -5, expected: "0"},
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{input: "-0.57123456", prec: -5, expected: "0"},
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{input: "0.57123456", prec: -9, expected: "0"},
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{input: "-0.57123456", prec: -9, expected: "0"},
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t.Run("0.57 with prec = 5, expected 0.57", func(t *testing.T) {
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v := MustNewFromString("0.57")
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s := v.FormatString(5)
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assert.Equal("0.57000", s)
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})
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{input: "1.23456789", prec: 9, expected: "1.234567890"},
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{input: "-1.23456789", prec: 9, expected: "-1.234567890"},
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{input: "1.02345678", prec: 9, expected: "1.023456780"},
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{input: "-1.02345678", prec: 9, expected: "-1.023456780"},
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{input: "1.02345678", prec: 2, expected: "1.02"},
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{input: "-1.02345678", prec: 2, expected: "-1.02"},
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{input: "1.02345678", prec: 0, expected: "1"},
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{input: "-1.02345678", prec: 0, expected: "-1"},
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{input: "1.02345678", prec: -1, expected: "0"},
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{input: "-1.02345678", prec: -1, expected: "0"},
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{input: "1.02345678", prec: -10, expected: "0"},
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{input: "-1.02345678", prec: -10, expected: "0"},
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t.Run("0.57123456 with prec = 5, expected 0.57123", func(t *testing.T) {
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v := MustNewFromString("0.57123456")
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s := v.FormatString(5)
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assert.Equal("0.57123", s)
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})
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{input: "0.0001234", prec: 9, expected: "0.000123400"},
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{input: "-0.0001234", prec: 9, expected: "-0.000123400"},
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{input: "0.0001234", prec: 7, expected: "0.0001234"},
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{input: "-0.0001234", prec: 7, expected: "-0.0001234"},
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{input: "0.0001234", prec: 5, expected: "0.00012"},
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{input: "-0.0001234", prec: 5, expected: "-0.00012"},
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{input: "0.0001234", prec: 3, expected: "0.000"},
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{input: "-0.0001234", prec: 3, expected: "0.000"},
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{input: "0.0001234", prec: 2, expected: "0.00"},
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{input: "-0.0001234", prec: 2, expected: "0.00"},
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{input: "0.0001234", prec: 0, expected: "0"},
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{input: "-0.0001234", prec: 0, expected: "0"},
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{input: "0.00001234", prec: -1, expected: "0"},
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{input: "-0.00001234", prec: -1, expected: "0"},
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{input: "0.00001234", prec: -5, expected: "0"},
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{input: "-0.00001234", prec: -5, expected: "0"},
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{input: "0.00001234", prec: -9, expected: "0"},
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{input: "-0.00001234", prec: -9, expected: "0"},
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t.Run("1.23456789 with prec = 9, expected 1.23456789", func(t *testing.T) {
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v := MustNewFromString("1.23456789")
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s := v.FormatString(9)
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assert.Equal("1.234567890", s)
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})
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{input: "12.3456789", prec: 10, expected: "12.3456789000"},
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{input: "-12.3456789", prec: 10, expected: "-12.3456789000"},
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{input: "12.3456789", prec: 9, expected: "12.345678900"},
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{input: "-12.3456789", prec: 9, expected: "-12.345678900"},
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{input: "12.3456789", prec: 7, expected: "12.3456789"},
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{input: "-12.3456789", prec: 7, expected: "-12.3456789"},
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{input: "12.3456789", prec: 5, expected: "12.34567"},
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{input: "-12.3456789", prec: 5, expected: "-12.34567"},
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{input: "12.3456789", prec: 1, expected: "12.3"},
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{input: "-12.3456789", prec: 1, expected: "-12.3"},
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{input: "12.3456789", prec: 0, expected: "12"},
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{input: "-12.3456789", prec: 0, expected: "-12"},
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{input: "12.3456789", prec: -1, expected: "10"},
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{input: "-12.3456789", prec: -1, expected: "-10"},
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{input: "12.3456789", prec: -2, expected: "0"},
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{input: "-12.3456789", prec: -2, expected: "0"},
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{input: "12.3456789", prec: -3, expected: "0"},
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{input: "-12.3456789", prec: -3, expected: "0"},
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t.Run("1.02345678 with prec = 9, expected 1.02345678", func(t *testing.T) {
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v := MustNewFromString("1.02345678")
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s := v.FormatString(9)
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assert.Equal("1.023456780", s)
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})
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{input: "12345678.9", prec: 10, expected: "12345678.9000000000"},
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{input: "-12345678.9", prec: 10, expected: "-12345678.9000000000"},
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{input: "12345678.9", prec: 3, expected: "12345678.900"},
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{input: "-12345678.9", prec: 3, expected: "-12345678.900"},
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{input: "12345678.9", prec: 1, expected: "12345678.9"},
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{input: "-12345678.9", prec: 1, expected: "-12345678.9"},
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{input: "12345678.9", prec: 0, expected: "12345678"},
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{input: "-12345678.9", prec: 0, expected: "-12345678"},
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{input: "12345678.9", prec: -2, expected: "12345600"},
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{input: "-12345678.9", prec: -2, expected: "-12345600"},
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{input: "12345678.9", prec: -5, expected: "12300000"},
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{input: "-12345678.9", prec: -5, expected: "-12300000"},
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{input: "12345678.9", prec: -7, expected: "10000000"},
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{input: "-12345678.9", prec: -7, expected: "-10000000"},
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{input: "12345678.9", prec: -8, expected: "0"},
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{input: "-12345678.9", prec: -8, expected: "0"},
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{input: "12345678.9", prec: -10, expected: "0"},
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{input: "-12345678.9", prec: -10, expected: "0"},
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t.Run("-0.57 with prec = 5, expected -0.57", func(t *testing.T) {
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v := MustNewFromString("-0.57")
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s := v.FormatString(5)
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assert.Equal("-0.57000", s)
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})
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{input: "123000", prec: 7, expected: "123000.0000000"},
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{input: "-123000", prec: 7, expected: "-123000.0000000"},
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{input: "123000", prec: 2, expected: "123000.00"},
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{input: "-123000", prec: 2, expected: "-123000.00"},
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{input: "123000", prec: 0, expected: "123000"},
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{input: "-123000", prec: 0, expected: "-123000"},
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{input: "123000", prec: -1, expected: "123000"},
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{input: "-123000", prec: -1, expected: "-123000"},
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{input: "123000", prec: -5, expected: "100000"},
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{input: "-123000", prec: -5, expected: "-100000"},
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{input: "123000", prec: -6, expected: "0"},
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{input: "-123000", prec: -6, expected: "0"},
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{input: "123000", prec: -8, expected: "0"},
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{input: "-123000", prec: -8, expected: "0"},
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}
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t.Run("-1.23456789 with prec = 9, expected 1.23456789", func(t *testing.T) {
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v := MustNewFromString("-1.23456789")
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s := v.FormatString(9)
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assert.Equal("-1.234567890", s)
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for _, c := range cases {
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t.Run(fmt.Sprintf("%s with prec = %d, expected %s", c.input, c.prec, c.expected), func(t *testing.T) {
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v := MustNewFromString(c.input)
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s := v.FormatString(c.prec)
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assert.Equal(t, c.expected, s)
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})
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t.Run("-0.00001234 with prec = 3, expected = 0.000", func(t *testing.T) {
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v := MustNewFromString("-0.0001234")
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s := v.FormatString(3)
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assert.Equal("0.000", s)
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})
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// comment out negative precision for dnum testing
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/*
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t.Run("12.3456789 with prec = -1, expected 10", func(t *testing.T) {
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v := MustNewFromString("12.3456789")
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s := v.FormatString(-1)
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assert.Equal("10", s)
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})
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t.Run("12.3456789 with prec = -3, expected = 0", func(t *testing.T) {
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v := MustNewFromString("12.3456789")
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s := v.FormatString(-2)
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assert.Equal("0", s)
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})
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*/
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}
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}
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@ -270,25 +270,46 @@ func (dn Value) FormatString(prec int) string {
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nd := len(digits)
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e := int(dn.exp) - nd
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if -maxLeadingZeros <= dn.exp && dn.exp <= 0 {
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if prec < 0 {
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return "0"
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}
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// decimal to the left
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if prec+e+nd > 0 {
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return sign + "0." + strings.Repeat("0", -e-nd) + digits[:min(prec+e+nd, nd)] + strings.Repeat("0", max(0, prec-nd+e+nd))
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} else if -e-nd > 0 {
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return "0." + strings.Repeat("0", -e-nd)
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} else if -e-nd > 0 && prec != 0 {
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return "0." + strings.Repeat("0", min(prec, -e-nd))
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} else {
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return "0"
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}
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} else if -nd < e && e <= -1 {
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// decimal within
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dec := nd + e
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if prec > 0 {
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decimals := digits[dec:min(dec+prec, nd)]
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return sign + digits[:dec] + "." + decimals + strings.Repeat("0", max(0, prec-len(decimals)))
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} else if prec == 0 {
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return sign + digits[:dec]
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}
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sigFigures := digits[0:max(dec+prec, 0)]
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if len(sigFigures) == 0 {
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return "0"
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}
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return sign + sigFigures + strings.Repeat("0", max(-prec, 0))
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} else if 0 < dn.exp && dn.exp <= digitsMax {
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// decimal to the right
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if prec > 0 {
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return sign + digits + strings.Repeat("0", e) + "." + strings.Repeat("0", prec)
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} else {
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} else if prec+e >= 0 {
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return sign + digits + strings.Repeat("0", e)
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} else {
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if len(digits) <= -prec-e {
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return "0"
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}
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return sign + digits[0:len(digits)+prec+e] + strings.Repeat("0", -prec)
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}
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} else {
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// scientific notation
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@ -1176,7 +1197,8 @@ func align(x, y *Value) bool {
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}
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yshift = e
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// check(0 <= yshift && yshift <= 20)
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y.coef = (y.coef + halfpow10[yshift]) / pow10[yshift]
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//y.coef = (y.coef + halfpow10[yshift]) / pow10[yshift]
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y.coef = (y.coef) / pow10[yshift]
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// check(int(y.exp)+yshift == int(x.exp))
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return true
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}
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93
pkg/strategy/grid2/grid_dnum_test.go
Normal file
93
pkg/strategy/grid2/grid_dnum_test.go
Normal file
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@ -0,0 +1,93 @@
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//go:build dnum
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package grid2
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import (
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"testing"
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"github.com/stretchr/testify/assert"
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)
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func TestGrid_HasPrice_Dnum(t *testing.T) {
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t.Run("case1", func(t *testing.T) {
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upper := number(500.0)
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lower := number(100.0)
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size := number(5.0)
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grid := NewGrid(lower, upper, size, number(0.01))
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grid.CalculateArithmeticPins()
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assert.True(t, grid.HasPrice(number(500.0)), "upper price")
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assert.True(t, grid.HasPrice(number(100.0)), "lower price")
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assert.True(t, grid.HasPrice(number(200.0)), "found 200 price ok")
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assert.True(t, grid.HasPrice(number(300.0)), "found 300 price ok")
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})
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t.Run("case2", func(t *testing.T) {
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upper := number(0.9)
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lower := number(0.1)
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size := number(7.0)
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grid := NewGrid(lower, upper, size, number(0.00000001))
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grid.CalculateArithmeticPins()
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assert.Equal(t, []Pin{
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Pin(number("0.1")),
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Pin(number("0.23333333")),
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Pin(number("0.36666666")),
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Pin(number("0.50000000")),
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Pin(number("0.63333333")),
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Pin(number("0.76666666")),
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Pin(number("0.9")),
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}, grid.Pins)
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assert.False(t, grid.HasPrice(number(200.0)), "out of range")
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assert.True(t, grid.HasPrice(number(0.9)), "upper price")
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assert.True(t, grid.HasPrice(number(0.1)), "lower price")
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assert.True(t, grid.HasPrice(number(0.5)), "found 0.49999999 price ok")
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})
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t.Run("case3", func(t *testing.T) {
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upper := number(0.9)
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lower := number(0.1)
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size := number(7.0)
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grid := NewGrid(lower, upper, size, number(0.0001))
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grid.CalculateArithmeticPins()
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assert.Equal(t, []Pin{
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Pin(number(0.1)),
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Pin(number(0.2333)),
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Pin(number(0.3666)),
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Pin(number(0.5000)),
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Pin(number(0.6333)),
|
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Pin(number(0.7666)),
|
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Pin(number(0.9)),
|
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}, grid.Pins)
|
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|
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assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
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assert.True(t, grid.HasPrice(number(0.9)), "upper price")
|
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assert.True(t, grid.HasPrice(number(0.1)), "lower price")
|
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assert.True(t, grid.HasPrice(number(0.5)), "found 0.5 price ok")
|
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assert.True(t, grid.HasPrice(number(0.2333)), "found 0.2333 price ok")
|
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})
|
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|
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t.Run("case4", func(t *testing.T) {
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upper := number(90.0)
|
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lower := number(10.0)
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size := number(7.0)
|
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grid := NewGrid(lower, upper, size, number(0.001))
|
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grid.CalculateArithmeticPins()
|
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|
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assert.Equal(t, []Pin{
|
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Pin(number("10.0")),
|
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Pin(number("23.333")),
|
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Pin(number("36.666")),
|
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Pin(number("50.00")),
|
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Pin(number("63.333")),
|
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Pin(number("76.666")),
|
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Pin(number("90.0")),
|
||||
}, grid.Pins)
|
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|
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assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
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assert.True(t, grid.HasPrice(number("36.666")), "found 36.666 price ok")
|
||||
})
|
||||
|
||||
}
|
||||
93
pkg/strategy/grid2/grid_int64_test.go
Normal file
93
pkg/strategy/grid2/grid_int64_test.go
Normal file
|
|
@ -0,0 +1,93 @@
|
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//go:build !dnum
|
||||
|
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package grid2
|
||||
|
||||
import (
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
)
|
||||
|
||||
func TestGrid_HasPrice(t *testing.T) {
|
||||
t.Run("case1", func(t *testing.T) {
|
||||
upper := number(500.0)
|
||||
lower := number(100.0)
|
||||
size := number(5.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.01))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.True(t, grid.HasPrice(number(500.0)), "upper price")
|
||||
assert.True(t, grid.HasPrice(number(100.0)), "lower price")
|
||||
assert.True(t, grid.HasPrice(number(200.0)), "found 200 price ok")
|
||||
assert.True(t, grid.HasPrice(number(300.0)), "found 300 price ok")
|
||||
})
|
||||
|
||||
t.Run("case2", func(t *testing.T) {
|
||||
upper := number(0.9)
|
||||
lower := number(0.1)
|
||||
size := number(7.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.00000001))
|
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grid.CalculateArithmeticPins()
|
||||
|
||||
assert.Equal(t, []Pin{
|
||||
Pin(number(0.1)),
|
||||
Pin(number(0.23333333)),
|
||||
Pin(number(0.36666666)),
|
||||
Pin(number(0.49999999)),
|
||||
Pin(number(0.63333332)),
|
||||
Pin(number(0.76666665)),
|
||||
Pin(number(0.9)),
|
||||
}, grid.Pins)
|
||||
|
||||
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
||||
assert.True(t, grid.HasPrice(number(0.9)), "upper price")
|
||||
assert.True(t, grid.HasPrice(number(0.1)), "lower price")
|
||||
assert.True(t, grid.HasPrice(number(0.49999999)), "found 0.49999999 price ok")
|
||||
})
|
||||
|
||||
t.Run("case3", func(t *testing.T) {
|
||||
upper := number(0.9)
|
||||
lower := number(0.1)
|
||||
size := number(7.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.0001))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.Equal(t, []Pin{
|
||||
Pin(number(0.1)),
|
||||
Pin(number(0.2333)),
|
||||
Pin(number(0.3666)),
|
||||
Pin(number(0.5000)),
|
||||
Pin(number(0.6333)),
|
||||
Pin(number(0.7666)),
|
||||
Pin(number(0.9)),
|
||||
}, grid.Pins)
|
||||
|
||||
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
||||
assert.True(t, grid.HasPrice(number(0.9)), "upper price")
|
||||
assert.True(t, grid.HasPrice(number(0.1)), "lower price")
|
||||
assert.True(t, grid.HasPrice(number(0.5)), "found 0.5 price ok")
|
||||
assert.True(t, grid.HasPrice(number(0.2333)), "found 0.2333 price ok")
|
||||
})
|
||||
|
||||
t.Run("case4", func(t *testing.T) {
|
||||
upper := number(90.0)
|
||||
lower := number(10.0)
|
||||
size := number(7.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.001))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.Equal(t, []Pin{
|
||||
Pin(number("10.0")),
|
||||
Pin(number("23.333")),
|
||||
Pin(number("36.666")),
|
||||
Pin(number("50.00")),
|
||||
Pin(number("63.333")),
|
||||
Pin(number("76.666")),
|
||||
Pin(number("90.0")),
|
||||
}, grid.Pins)
|
||||
|
||||
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
||||
assert.True(t, grid.HasPrice(number("36.666")), "found 36.666 price ok")
|
||||
})
|
||||
|
||||
}
|
||||
|
|
@ -1,5 +1,3 @@
|
|||
//go:build !dnum
|
||||
|
||||
package grid2
|
||||
|
||||
import (
|
||||
|
|
@ -126,90 +124,6 @@ func TestGrid_NextLowerPin(t *testing.T) {
|
|||
assert.Equal(t, Pin(fixedpoint.Zero), next)
|
||||
}
|
||||
|
||||
func TestGrid_HasPrice(t *testing.T) {
|
||||
t.Run("case1", func(t *testing.T) {
|
||||
upper := number(500.0)
|
||||
lower := number(100.0)
|
||||
size := number(5.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.01))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.True(t, grid.HasPrice(number(500.0)), "upper price")
|
||||
assert.True(t, grid.HasPrice(number(100.0)), "lower price")
|
||||
assert.True(t, grid.HasPrice(number(200.0)), "found 200 price ok")
|
||||
assert.True(t, grid.HasPrice(number(300.0)), "found 300 price ok")
|
||||
})
|
||||
|
||||
t.Run("case2", func(t *testing.T) {
|
||||
upper := number(0.9)
|
||||
lower := number(0.1)
|
||||
size := number(7.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.00000001))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.Equal(t, []Pin{
|
||||
Pin(number(0.1)),
|
||||
Pin(number(0.23333333)),
|
||||
Pin(number(0.36666666)),
|
||||
Pin(number(0.49999999)),
|
||||
Pin(number(0.63333332)),
|
||||
Pin(number(0.76666665)),
|
||||
Pin(number(0.9)),
|
||||
}, grid.Pins)
|
||||
|
||||
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
||||
assert.True(t, grid.HasPrice(number(0.9)), "upper price")
|
||||
assert.True(t, grid.HasPrice(number(0.1)), "lower price")
|
||||
assert.True(t, grid.HasPrice(number(0.49999999)), "found 0.49999999 price ok")
|
||||
})
|
||||
|
||||
t.Run("case3", func(t *testing.T) {
|
||||
upper := number(0.9)
|
||||
lower := number(0.1)
|
||||
size := number(7.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.0001))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.Equal(t, []Pin{
|
||||
Pin(number(0.1)),
|
||||
Pin(number(0.2333)),
|
||||
Pin(number(0.3666)),
|
||||
Pin(number(0.5000)),
|
||||
Pin(number(0.6333)),
|
||||
Pin(number(0.7666)),
|
||||
Pin(number(0.9)),
|
||||
}, grid.Pins)
|
||||
|
||||
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
||||
assert.True(t, grid.HasPrice(number(0.9)), "upper price")
|
||||
assert.True(t, grid.HasPrice(number(0.1)), "lower price")
|
||||
assert.True(t, grid.HasPrice(number(0.5)), "found 0.5 price ok")
|
||||
assert.True(t, grid.HasPrice(number(0.2333)), "found 0.2333 price ok")
|
||||
})
|
||||
|
||||
t.Run("case4", func(t *testing.T) {
|
||||
upper := number(90.0)
|
||||
lower := number(10.0)
|
||||
size := number(7.0)
|
||||
grid := NewGrid(lower, upper, size, number(0.001))
|
||||
grid.CalculateArithmeticPins()
|
||||
|
||||
assert.Equal(t, []Pin{
|
||||
Pin(number("10.0")),
|
||||
Pin(number("23.333")),
|
||||
Pin(number("36.666")),
|
||||
Pin(number("50.00")),
|
||||
Pin(number("63.333")),
|
||||
Pin(number("76.666")),
|
||||
Pin(number("90.0")),
|
||||
}, grid.Pins)
|
||||
|
||||
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
|
||||
assert.True(t, grid.HasPrice(number("36.666")), "found 36.666 price ok")
|
||||
})
|
||||
|
||||
}
|
||||
|
||||
func TestGrid_NextHigherPin(t *testing.T) {
|
||||
upper := number(500.0)
|
||||
lower := number(100.0)
|
||||
|
|
@ -283,6 +197,7 @@ func Test_calculateArithmeticPins(t *testing.T) {
|
|||
Pin(number(2800.000)),
|
||||
Pin(number(2866.660)),
|
||||
Pin(number(2933.330)),
|
||||
Pin(number("3000.00")),
|
||||
},
|
||||
},
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user