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move stock_test file and testdata
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parent
cbeb809b22
commit
d011bf275e
183
pkg/accounting/cost_distribution_test.go
Normal file
183
pkg/accounting/cost_distribution_test.go
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@ -0,0 +1,183 @@
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package accounting
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import (
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"encoding/json"
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"io/ioutil"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestStockManager(t *testing.T) {
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t.Run("testdata", func(t *testing.T) {
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var trades []types.Trade
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out, err := ioutil.ReadFile("testdata/btcusdt-trades.json")
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assert.NoError(t, err)
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err = json.Unmarshal(out, &trades)
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assert.NoError(t, err)
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err = stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Equal(t, 0.72970242, stockManager.Stocks.Quantity())
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assert.NotEmpty(t, stockManager.Stocks)
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assert.Equal(t, 20, len(stockManager.Stocks))
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assert.Equal(t, 0, len(stockManager.PendingSells))
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})
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t.Run("stock", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.01, IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 2)
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.05,
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IsBuyer: true,
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},
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.04,
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("sold out", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 0)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("oversell", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 0)
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assert.Len(t, stockManager.PendingSells, 1)
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})
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t.Run("loss sell", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 8000.0, Quantity: 0.01, IsBuyer: false},
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}
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 1)
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.02,
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("pending sell 1", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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}
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 1)
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.03,
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("pending sell 2", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.1},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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}
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var stockManager = &StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 0)
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assert.Len(t, stockManager.PendingSells, 1)
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assert.Equal(t, StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9200.0,
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Quantity: 0.05,
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IsBuyer: false,
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},
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}, stockManager.PendingSells)
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})
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}
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@ -1,184 +1,2 @@
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package bbgo
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import (
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"encoding/json"
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"io/ioutil"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/accounting"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestStockManager(t *testing.T) {
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t.Run("testdata", func(t *testing.T) {
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var trades []types.Trade
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out, err := ioutil.ReadFile("testdata/btcusdt-trades.json")
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assert.NoError(t, err)
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err = json.Unmarshal(out, &trades)
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assert.NoError(t, err)
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err = stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Equal(t, 0.72970242, stockManager.Stocks.Quantity())
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assert.NotEmpty(t, stockManager.Stocks)
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assert.Equal(t, 20, len(stockManager.Stocks))
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assert.Equal(t, 0, len(stockManager.PendingSells))
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})
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t.Run("stock", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.01, IsBuyer: false},
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}
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 2)
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assert.Equal(t, accounting.StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.05,
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IsBuyer: true,
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},
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.04,
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("sold out", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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}
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 0)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("oversell", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false},
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}
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 0)
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assert.Len(t, stockManager.PendingSells, 1)
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})
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t.Run("loss sell", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02, IsBuyer: false},
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{Symbol: "BTCUSDT", Price: 8000.0, Quantity: 0.01, IsBuyer: false},
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}
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 1)
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assert.Equal(t, accounting.StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.02,
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("pending sell 1", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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}
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 1)
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assert.Equal(t, accounting.StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9100.0,
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Quantity: 0.03,
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IsBuyer: true,
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},
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}, stockManager.Stocks)
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assert.Len(t, stockManager.PendingSells, 0)
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})
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t.Run("pending sell 2", func(t *testing.T) {
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var trades = []types.Trade{
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{Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.1},
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{Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true},
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}
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var stockManager = &accounting.StockDistribution{
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TradingFeeCurrency: "BNB",
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Symbol: "BTCUSDT",
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}
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_, err := stockManager.AddTrades(trades)
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assert.NoError(t, err)
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assert.Len(t, stockManager.Stocks, 0)
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assert.Len(t, stockManager.PendingSells, 1)
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assert.Equal(t, accounting.StockSlice{
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{
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Symbol: "BTCUSDT",
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Price: 9200.0,
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Quantity: 0.05,
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IsBuyer: false,
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},
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}, stockManager.PendingSells)
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})
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}
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