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grid2: add one more quote investment test case

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c9s 2023-02-15 15:40:14 +08:00
parent 3c6f3177d0
commit d1cbc6a9ca
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1 changed files with 18 additions and 0 deletions
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18
pkg/strategy/grid2/strategy_test.go
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@ -218,6 +218,7 @@ func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
}
func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
t.Run("quote quantity", func(t *testing.T) {
// quoteInvestment = (10,000 + 11,000 + 12,000 + 13,000 + 14,000) * q
// q = quoteInvestment / (10,000 + 11,000 + 12,000 + 13,000 + 14,000)
@ -237,6 +238,23 @@ func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
assert.Equal(t, number(0.2).String(), quantity.String())
})
t.Run("quote quantity #2", func(t *testing.T) {
s := newTestStrategy()
lastPrice := number(160.0)
quoteInvestment := number(1_000.0)
quantity, err := s.calculateQuoteInvestmentQuantity(quoteInvestment, lastPrice, []Pin{
Pin(number(100.0)), // buy
Pin(number(116.67)), // buy
Pin(number(133.33)), // buy
Pin(number(150.00)), // buy
Pin(number(166.67)), // buy
Pin(number(183.33)),
Pin(number(200.00)),
})
assert.NoError(t, err)
assert.Equal(t, number(1.17647058).String(), quantity.String())
})
t.Run("profit spread", func(t *testing.T) {
// quoteInvestment = (10,000 + 11,000 + 12,000 + 13,000 + 14,000 + 15,000) * q
// q = quoteInvestment / (10,000 + 11,000 + 12,000 + 13,000 + 14,000 + 15,000)