package dca2 import ( "testing" "github.com/sirupsen/logrus" "github.com/stretchr/testify/assert" . "github.com/c9s/bbgo/pkg/testing/testhelper" "github.com/c9s/bbgo/pkg/types" ) func newTestMarket() types.Market { return types.Market{ Symbol: "BTCUSDT", BaseCurrency: "BTC", QuoteCurrency: "USDT", TickSize: Number(0.01), StepSize: Number(0.000001), PricePrecision: 2, VolumePrecision: 8, MinNotional: Number(8.0), MinQuantity: Number(0.0003), } } func newTestStrategy(va ...string) *Strategy { symbol := "BTCUSDT" if len(va) > 0 { symbol = va[0] } market := newTestMarket() s := &Strategy{ logger: logrus.NewEntry(logrus.New()), Symbol: symbol, Market: market, TakeProfitRatio: Number("10%"), } return s } func TestGenerateOpenPositionOrders(t *testing.T) { assert := assert.New(t) strategy := newTestStrategy() t.Run("case 1: all config is valid and we can place enough orders", func(t *testing.T) { quoteInvestment := Number("10500") profit := Number("300") askPrice := Number("30000") margin := Number("0.05") submitOrders, err := generateOpenPositionOrders(strategy.Market, false, quoteInvestment, profit, askPrice, margin, 4, strategy.OrderGroupID) if !assert.NoError(err) { return } assert.Len(submitOrders, 4) assert.Equal(Number("30000"), submitOrders[0].Price) assert.Equal(Number("0.0975"), submitOrders[0].Quantity) assert.Equal(Number("28500"), submitOrders[1].Price) assert.Equal(Number("0.092105"), submitOrders[1].Quantity) assert.Equal(Number("27075"), submitOrders[2].Price) assert.Equal(Number("0.096952"), submitOrders[2].Quantity) assert.Equal(Number("25721.25"), submitOrders[3].Price) assert.Equal(Number("0.102055"), submitOrders[3].Quantity) }) t.Run("case 2: profit need to be truncated to avoid precision problem", func(t *testing.T) { quoteInvestment := Number("1000") profit := Number("99.47871711") askPrice := Number("40409.72") margin := Number("0.1") submitOrders, err := generateOpenPositionOrders(strategy.Market, false, quoteInvestment, profit, askPrice, margin, 2, strategy.OrderGroupID) if !assert.NoError(err) { return } assert.Len(submitOrders, 2) assert.Equal(Number("40409.72"), submitOrders[0].Price) assert.Equal(Number("0.014834"), submitOrders[0].Quantity) assert.Equal(Number("36368.74"), submitOrders[1].Price) assert.Equal(Number("0.013748"), submitOrders[1].Quantity) }) t.Run("case 3: some orders' price will below 0, so we should not create such order", func(t *testing.T) { }) t.Run("case 4: notional is too small, so we should decrease num of orders", func(t *testing.T) { }) t.Run("case 5: quantity is too small, so we should decrease num of orders", func(t *testing.T) { }) }