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move stock_test file and testdata

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c9s 2020-10-18 11:34:36 +08:00
parent cbeb809b22
commit d011bf275e
3 changed files with 183 additions and 182 deletions
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183
pkg/accounting/cost_distribution_test.go Normal file
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@ -0,0 +1,183 @@
package accounting
import (
"encoding/json"
"io/ioutil"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/types"
)
func TestStockManager(t *testing.T) {
t.Run("testdata", func(t *testing.T) {
var trades []types.Trade
out, err := ioutil.ReadFile("testdata/btcusdt-trades.json")
assert.NoError(t, err)
err = json.Unmarshal(out, &trades)
assert.NoError(t, err)
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err = stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Equal(t, 0.72970242, stockManager.Stocks.Quantity())
assert.NotEmpty(t, stockManager.Stocks)
assert.Equal(t, 20, len(stockManager.Stocks))
assert.Equal(t, 0, len(stockManager.PendingSells))
})
t.Run("stock", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.01, IsBuyer: false},
}
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 2)
assert.Equal(t, StockSlice{
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.05,
IsBuyer: true,
},
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.04,
IsBuyer: true,
},
}, stockManager.Stocks)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("sold out", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
}
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 0)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("oversell", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
}
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 0)
assert.Len(t, stockManager.PendingSells, 1)
})
t.Run("loss sell", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02, IsBuyer: false},
{Symbol: "BTCUSDT", Price: 8000.0, Quantity: 0.01, IsBuyer: false},
}
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 1)
assert.Equal(t, StockSlice{
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.02,
IsBuyer: true,
},
}, stockManager.Stocks)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("pending sell 1", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
}
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 1)
assert.Equal(t, StockSlice{
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.03,
IsBuyer: true,
},
}, stockManager.Stocks)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("pending sell 2", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.1},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
}
var stockManager = &StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 0)
assert.Len(t, stockManager.PendingSells, 1)
assert.Equal(t, StockSlice{
{
Symbol: "BTCUSDT",
Price: 9200.0,
Quantity: 0.05,
IsBuyer: false,
},
}, stockManager.PendingSells)
})
}

0
pkg/bbgo/testdata/btcusdt-trades.json → pkg/accounting/testdata/btcusdt-trades.json vendored
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182
pkg/bbgo/stock_test.go
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@ -1,184 +1,2 @@
package bbgo package bbgo
import (
"encoding/json"
"io/ioutil"
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/accounting"
"github.com/c9s/bbgo/pkg/types"
)
func TestStockManager(t *testing.T) {
t.Run("testdata", func(t *testing.T) {
var trades []types.Trade
out, err := ioutil.ReadFile("testdata/btcusdt-trades.json")
assert.NoError(t, err)
err = json.Unmarshal(out, &trades)
assert.NoError(t, err)
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err = stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Equal(t, 0.72970242, stockManager.Stocks.Quantity())
assert.NotEmpty(t, stockManager.Stocks)
assert.Equal(t, 20, len(stockManager.Stocks))
assert.Equal(t, 0, len(stockManager.PendingSells))
})
t.Run("stock", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.01, IsBuyer: false},
}
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 2)
assert.Equal(t, accounting.StockSlice{
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.05,
IsBuyer: true,
},
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.04,
IsBuyer: true,
},
}, stockManager.Stocks)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("sold out", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
}
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 0)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("oversell", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
}
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 0)
assert.Len(t, stockManager.PendingSells, 1)
})
t.Run("loss sell", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02, IsBuyer: false},
{Symbol: "BTCUSDT", Price: 8000.0, Quantity: 0.01, IsBuyer: false},
}
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 1)
assert.Equal(t, accounting.StockSlice{
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.02,
IsBuyer: true,
},
}, stockManager.Stocks)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("pending sell 1", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
}
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 1)
assert.Equal(t, accounting.StockSlice{
{
Symbol: "BTCUSDT",
Price: 9100.0,
Quantity: 0.03,
IsBuyer: true,
},
}, stockManager.Stocks)
assert.Len(t, stockManager.PendingSells, 0)
})
t.Run("pending sell 2", func(t *testing.T) {
var trades = []types.Trade{
{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.1},
{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
}
var stockManager = &accounting.StockDistribution{
TradingFeeCurrency: "BNB",
Symbol: "BTCUSDT",
}
_, err := stockManager.AddTrades(trades)
assert.NoError(t, err)
assert.Len(t, stockManager.Stocks, 0)
assert.Len(t, stockManager.PendingSells, 1)
assert.Equal(t, accounting.StockSlice{
{
Symbol: "BTCUSDT",
Price: 9200.0,
Quantity: 0.05,
IsBuyer: false,
},
}, stockManager.PendingSells)
})
}