//go:build !dnum package grid2 import ( "testing" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" ) func number(a interface{}) fixedpoint.Value { switch v := a.(type) { case string: return fixedpoint.MustNewFromString(v) case int: return fixedpoint.NewFromInt(int64(v)) case int64: return fixedpoint.NewFromInt(int64(v)) case float64: return fixedpoint.NewFromFloat(v) } return fixedpoint.Zero } func TestNewGrid(t *testing.T) { upper := fixedpoint.NewFromFloat(500.0) lower := fixedpoint.NewFromFloat(100.0) size := fixedpoint.NewFromFloat(100.0) grid := NewGrid(lower, upper, size, number(0.01)) grid.CalculateArithmeticPins() assert.Equal(t, upper, grid.UpperPrice) assert.Equal(t, lower, grid.LowerPrice) assert.Equal(t, fixedpoint.NewFromFloat(4), grid.Spread) if assert.Len(t, grid.Pins, 101) { assert.Equal(t, Pin(number(100.0)), grid.Pins[0]) assert.Equal(t, Pin(number(500.0)), grid.Pins[100]) } } func TestGrid_HasPin(t *testing.T) { upper := fixedpoint.NewFromFloat(500.0) lower := fixedpoint.NewFromFloat(100.0) size := fixedpoint.NewFromFloat(100.0) grid := NewGrid(lower, upper, size, number(0.01)) grid.CalculateArithmeticPins() assert.True(t, grid.HasPin(Pin(number(100.0)))) assert.True(t, grid.HasPin(Pin(number(500.0)))) assert.False(t, grid.HasPin(Pin(number(101.0)))) } func TestGrid_ExtendUpperPrice(t *testing.T) { upper := number(500.0) lower := number(100.0) size := number(4.0) grid := NewGrid(lower, upper, size, number(0.01)) grid.CalculateArithmeticPins() originalSpread := grid.Spread t.Logf("pins: %+v", grid.Pins) assert.Equal(t, number(100.0), originalSpread) assert.Len(t, grid.Pins, 5) // (1000-500) / 4 newPins := grid.ExtendUpperPrice(number(1000.0)) assert.Len(t, grid.Pins, 10) assert.Len(t, newPins, 5) assert.Equal(t, originalSpread, grid.Spread) t.Logf("pins: %+v", grid.Pins) } func TestGrid_ExtendLowerPrice(t *testing.T) { upper := fixedpoint.NewFromFloat(3000.0) lower := fixedpoint.NewFromFloat(2000.0) size := fixedpoint.NewFromFloat(10.0) grid := NewGrid(lower, upper, size, number(0.01)) grid.CalculateArithmeticPins() assert.Equal(t, Pin(number(2000.0)), grid.BottomPin(), "bottom pin should be 1000.0") assert.Equal(t, Pin(number(3000.0)), grid.TopPin(), "top pin should be 3000.0") assert.Len(t, grid.Pins, 11) // spread = (3000 - 2000) / 10.0 expectedSpread := fixedpoint.NewFromFloat(100.0) assert.Equal(t, expectedSpread, grid.Spread) originalSpread := grid.Spread newPins := grid.ExtendLowerPrice(fixedpoint.NewFromFloat(1000.0)) assert.Equal(t, originalSpread, grid.Spread) t.Logf("newPins: %+v", newPins) // 100 = (2000-1000) / 10 if assert.Len(t, newPins, 10) { assert.Equal(t, Pin(number(1000.0)), newPins[0]) assert.Equal(t, Pin(number(1900.0)), newPins[len(newPins)-1]) } assert.Equal(t, expectedSpread, grid.Spread) if assert.Len(t, grid.Pins, 21) { assert.Equal(t, Pin(number(1000.0)), grid.BottomPin(), "bottom pin should be 1000.0") assert.Equal(t, Pin(number(3000.0)), grid.TopPin(), "top pin should be 3000.0") } } func TestGrid_NextLowerPin(t *testing.T) { upper := number(500.0) lower := number(100.0) size := number(4.0) grid := NewGrid(lower, upper, size, number(0.01)) grid.CalculateArithmeticPins() t.Logf("pins: %+v", grid.Pins) next, ok := grid.NextLowerPin(number(200.0)) assert.True(t, ok) assert.Equal(t, Pin(number(100.0)), next) next, ok = grid.NextLowerPin(number(150.0)) assert.False(t, ok) assert.Equal(t, Pin(fixedpoint.Zero), next) } func TestGrid_NextHigherPin(t *testing.T) { upper := number(500.0) lower := number(100.0) size := number(4.0) grid := NewGrid(lower, upper, size, number(0.01)) grid.CalculateArithmeticPins() t.Logf("pins: %+v", grid.Pins) next, ok := grid.NextHigherPin(number(100.0)) assert.True(t, ok) assert.Equal(t, Pin(number(200.0)), next) next, ok = grid.NextHigherPin(number(400.0)) assert.True(t, ok) assert.Equal(t, Pin(number(500.0)), next) next, ok = grid.NextHigherPin(number(500.0)) assert.False(t, ok) assert.Equal(t, Pin(fixedpoint.Zero), next) } func Test_calculateArithmeticPins(t *testing.T) { type args struct { lower fixedpoint.Value upper fixedpoint.Value size fixedpoint.Value tickSize fixedpoint.Value } tests := []struct { name string args args want []Pin }{ { // (3000-1000)/30 = 66.6666666 name: "simple", args: args{ lower: number(1000.0), upper: number(3000.0), size: number(30.0), tickSize: number(0.01), }, want: []Pin{ Pin(number(1000.0)), Pin(number(1066.660)), Pin(number(1133.330)), Pin(number("1199.99")), Pin(number(1266.660)), Pin(number(1333.330)), Pin(number(1399.990)), Pin(number(1466.660)), Pin(number(1533.330)), Pin(number(1599.990)), Pin(number(1666.660)), Pin(number(1733.330)), Pin(number(1799.990)), Pin(number(1866.660)), Pin(number(1933.330)), Pin(number(1999.990)), Pin(number(2066.660)), Pin(number(2133.330)), Pin(number("2199.99")), Pin(number(2266.660)), Pin(number(2333.330)), Pin(number("2399.99")), Pin(number(2466.660)), Pin(number(2533.330)), Pin(number("2599.99")), Pin(number(2666.660)), Pin(number(2733.330)), Pin(number(2799.990)), Pin(number(2866.660)), Pin(number(2933.330)), }, }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { spread := tt.args.upper.Sub(tt.args.lower).Div(tt.args.size) pins := calculateArithmeticPins(tt.args.lower, tt.args.upper, spread, tt.args.tickSize) for i := 0; i < len(tt.want); i++ { assert.InDelta(t, fixedpoint.Value(tt.want[i]).Float64(), fixedpoint.Value(pins[i]).Float64(), 0.001, "calculateArithmeticPins(%v, %v, %v, %v)", tt.args.lower, tt.args.upper, tt.args.size, tt.args.tickSize) } }) } }