package xmaker import ( "context" "fmt" "testing" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" . "github.com/c9s/bbgo/pkg/testing/testhelper" ) func TestDepthRatioSignal_CalculateSignal(t *testing.T) { type fields struct { PriceRange fixedpoint.Value MinRatio float64 symbol string book *types.StreamOrderBook } type args struct { ctx context.Context bids, asks types.PriceVolumeSlice } tests := []struct { name string fields fields args args want float64 wantErr assert.ErrorAssertionFunc }{ { name: "test1", fields: fields{ PriceRange: fixedpoint.NewFromFloat(0.02), MinRatio: 0.01, symbol: "BTCUSDT", }, args: args{ ctx: context.Background(), asks: PriceVolumeSliceFromText(` 19310,1.0 19320,0.2 19330,0.3 19340,0.4 19350,0.5 `), bids: PriceVolumeSliceFromText(` 19300,0.1 19290,0.2 19280,0.3 19270,0.4 19260,0.5 `), }, want: -0.4641, wantErr: assert.NoError, }, { name: "normal", fields: fields{ PriceRange: fixedpoint.NewFromFloat(0.02), MinRatio: 0.01, symbol: "BTCUSDT", }, args: args{ ctx: context.Background(), asks: PriceVolumeSliceFromText(` 19310,0.1 19320,0.2 19330,0.3 19340,0.4 19350,0.5 `), bids: PriceVolumeSliceFromText(` 19300,0.1 19290,0.2 19280,0.3 19270,0.4 19260,0.5 `), }, want: 0, wantErr: assert.NoError, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { s := &DepthRatioSignal{ PriceRange: tt.fields.PriceRange, MinRatio: tt.fields.MinRatio, symbol: tt.fields.symbol, book: types.NewStreamBook("BTCUSDT", types.ExchangeBinance), } s.book.Load(types.SliceOrderBook{ Symbol: "BTCUSDT", Bids: tt.args.bids, Asks: tt.args.asks, }) got, err := s.CalculateSignal(tt.args.ctx) if !tt.wantErr(t, err, fmt.Sprintf("CalculateSignal(%v)", tt.args.ctx)) { return } assert.InDeltaf(t, tt.want, got, 0.001, "CalculateSignal(%v)", tt.args.ctx) }) } }