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grid2: add another test case for 0 baseGridNum

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c9s 2023-11-03 18:22:33 +08:00
parent 6cce5a2268
commit e614741a48
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1 changed files with 59 additions and 1 deletions
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60
pkg/strategy/grid2/strategy_test.go
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@ -204,7 +204,7 @@ func TestStrategy_generateGridOrders(t *testing.T) {
}, orders)
})
t.Run("base and quote #2", func(t *testing.T) {
t.Run("base and quote with predefined base grid num", func(t *testing.T) {
gridNum := int64(22)
upperPrice := number(35500.000000)
lowerPrice := number(34450.000000)
@ -263,6 +263,64 @@ func TestStrategy_generateGridOrders(t *testing.T) {
}, orders)
})
t.Run("base and quote", func(t *testing.T) {
gridNum := int64(22)
upperPrice := number(35500.000000)
lowerPrice := number(34450.000000)
quoteInvestment := number(20.0)
baseInvestment := number(0.010700)
lastPrice := number(34522.930000)
baseGridNum := int(0)
s := newTestStrategy()
s.GridNum = gridNum
s.BaseGridNum = baseGridNum
s.LowerPrice = lowerPrice
s.UpperPrice = upperPrice
s.grid = NewGrid(lowerPrice, upperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
s.grid.CalculateArithmeticPins()
assert.Equal(t, 22, len(s.grid.Pins))
quantity, err := s.calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInvestment, lastPrice, s.grid.Pins)
assert.NoError(t, err)
assert.Equal(t, "0.00029006", quantity.String())
s.QuantityOrAmount.Quantity = quantity
orders, err := s.generateGridOrders(quoteInvestment, baseInvestment, lastPrice)
assert.NoError(t, err)
if !assert.Equal(t, 21, len(orders)) {
for _, o := range orders {
t.Logf("- %s %s", o.Price.String(), o.Side)
}
}
assertPriceSide(t, []PriceSideAssert{
{number(35500.0), types.SideTypeSell},
{number(35450.0), types.SideTypeSell},
{number(35400.0), types.SideTypeSell},
{number(35350.0), types.SideTypeSell},
{number(35300.0), types.SideTypeSell},
{number(35250.0), types.SideTypeSell},
{number(35200.0), types.SideTypeSell},
{number(35150.0), types.SideTypeSell},
{number(35100.0), types.SideTypeSell},
{number(35050.0), types.SideTypeSell},
{number(35000.0), types.SideTypeSell},
{number(34950.0), types.SideTypeSell},
{number(34900.0), types.SideTypeSell},
{number(34850.0), types.SideTypeSell},
{number(34800.0), types.SideTypeSell},
{number(34750.0), types.SideTypeSell},
{number(34700.0), types.SideTypeSell},
{number(34650.0), types.SideTypeSell},
{number(34600.0), types.SideTypeSell},
{number(34550.0), types.SideTypeSell},
// -- 34500 should be empty
{number(34450.0), types.SideTypeBuy},
}, orders)
})
t.Run("base and quote with pre-calculated baseGridNumber", func(t *testing.T) {
s := newTestStrategy()
s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)