package bbgo import ( "encoding/json" "testing" "github.com/stretchr/testify/assert" ) const delta = 1e-9 func TestLayerScale_UnmarshalJSON(t *testing.T) { var s LayerScale err := json.Unmarshal([]byte(`{ "byLayer": { "linear": { "domain": [ 1, 3 ], "range": [ 10000.0, 30000.0 ] } } }`), &s) assert.NoError(t, err) if assert.NotNil(t, s.LayerRule) { assert.NotNil(t, s.LayerRule.LinearScale.Range) assert.NotNil(t, s.LayerRule.LinearScale.Domain) } } func TestExponentialScale(t *testing.T) { // graph see: https://www.desmos.com/calculator/ip0ijbcbbf scale := ExponentialScale{ Domain: [2]float64{1000, 2000}, Range: [2]float64{0.001, 0.01}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 0.001000 * 1.002305 ^ (x - 1000.000000)", scale.String()) assert.InDelta(t, 0.001, scale.Call(1000.0), delta) assert.InDelta(t, 0.01, scale.Call(2000.0), delta) for x := 1000; x <= 2000; x += 100 { y := scale.Call(float64(x)) t.Logf("%s = %f", scale.FormulaOf(float64(x)), y) } } func TestExponentialScale_Reverse(t *testing.T) { scale := ExponentialScale{ Domain: [2]float64{1000, 2000}, Range: [2]float64{0.1, 0.001}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 0.100000 * 0.995405 ^ (x - 1000.000000)", scale.String()) assert.InDelta(t, 0.1, scale.Call(1000.0), delta) assert.InDelta(t, 0.001, scale.Call(2000.0), delta) for x := 1000; x <= 2000; x += 100 { y := scale.Call(float64(x)) t.Logf("%s = %f", scale.FormulaOf(float64(x)), y) } } func TestLogScale(t *testing.T) { // see https://www.desmos.com/calculator/q1ufxx5gry scale := LogarithmicScale{ Domain: [2]float64{1000, 2000}, Range: [2]float64{0.001, 0.01}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 0.001303 * log(x - 999.000000) + 0.001000", scale.String()) assert.InDelta(t, 0.001, scale.Call(1000.0), delta) assert.InDelta(t, 0.01, scale.Call(2000.0), delta) for x := 1000; x <= 2000; x += 100 { y := scale.Call(float64(x)) t.Logf("%s = %f", scale.FormulaOf(float64(x)), y) } } func TestLinearScale(t *testing.T) { scale := LinearScale{ Domain: [2]float64{1000, 2000}, Range: [2]float64{3, 10}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 3.000000 + (x - 1000.000000) * 0.007000", scale.String()) assert.InDelta(t, 3, scale.Call(1000), delta) assert.InDelta(t, 6.5, scale.Call(1500), delta) assert.InDelta(t, 10, scale.Call(2000), delta) for x := 1000; x <= 2000; x += 100 { y := scale.Call(float64(x)) t.Logf("%s = %f", scale.FormulaOf(float64(x)), y) } } func TestLinearScale2(t *testing.T) { scale := LinearScale{ Domain: [2]float64{1, 3}, Range: [2]float64{0.1, 0.4}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 0.100000 + (x - 1.000000) * 0.150000", scale.String()) assert.InDelta(t, 0.1, scale.Call(1), delta) assert.InDelta(t, 0.25, scale.Call(2), delta) assert.InDelta(t, 0.4, scale.Call(3), delta) } func TestLinearScaleNegative(t *testing.T) { scale := LinearScale{ Domain: [2]float64{-1, 3}, Range: [2]float64{0.1, 0.4}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 0.100000 + (x - -1.000000) * 0.075000", scale.String()) assert.InDelta(t, 0.1, scale.Call(-1), delta) assert.InDelta(t, 0.25, scale.Call(1), delta) assert.InDelta(t, 0.4, scale.Call(3), delta) } func TestQuadraticScale(t *testing.T) { // see https://www.desmos.com/calculator/vfqntrxzpr scale := QuadraticScale{ Domain: [3]float64{0, 100, 200}, Range: [3]float64{1, 20, 50}, } err := scale.Solve() assert.NoError(t, err) assert.Equal(t, "f(x) = 0.000550 * x ^ 2 + 0.135000 * x + 1.000000", scale.String()) assert.InDelta(t, 1, scale.Call(0), delta) assert.InDelta(t, 20, scale.Call(100.0), delta) assert.InDelta(t, 50.0, scale.Call(200.0), delta) for x := 0; x <= 200; x += 1 { y := scale.Call(float64(x)) t.Logf("%s = %f", scale.FormulaOf(float64(x)), y) } } func TestPercentageScale(t *testing.T) { t.Run("from 0.0 to 1.0", func(t *testing.T) { s := &PercentageScale{ ByPercentage: &SlideRule{ ExpScale: &ExponentialScale{ Domain: [2]float64{0.0, 1.0}, Range: [2]float64{1.0, 100.0}, }, }, } v, err := s.Scale(0.0) assert.NoError(t, err) assert.InDelta(t, 1.0, v, delta) v, err = s.Scale(1.0) assert.NoError(t, err) assert.InDelta(t, 100.0, v, delta) }) t.Run("from -1.0 to 1.0", func(t *testing.T) { s := &PercentageScale{ ByPercentage: &SlideRule{ ExpScale: &ExponentialScale{ Domain: [2]float64{-1.0, 1.0}, Range: [2]float64{10.0, 100.0}, }, }, } v, err := s.Scale(-1.0) assert.NoError(t, err) assert.InDelta(t, 10.0, v, delta) v, err = s.Scale(1.0) assert.NoError(t, err) assert.InDelta(t, 100.0, v, delta) }) t.Run("reverse -1.0 to 1.0", func(t *testing.T) { s := &PercentageScale{ ByPercentage: &SlideRule{ ExpScale: &ExponentialScale{ Domain: [2]float64{-1.0, 1.0}, Range: [2]float64{100.0, 10.0}, }, }, } v, err := s.Scale(-1.0) assert.NoError(t, err) assert.InDelta(t, 100.0, v, delta) v, err = s.Scale(1.0) assert.NoError(t, err) assert.InDelta(t, 10.0, v, delta) v, err = s.Scale(2.0) assert.NoError(t, err) assert.InDelta(t, 10.0, v, delta) v, err = s.Scale(-2.0) assert.NoError(t, err) assert.InDelta(t, 100.0, v, delta) }) t.Run("negative range", func(t *testing.T) { s := &PercentageScale{ ByPercentage: &SlideRule{ ExpScale: &ExponentialScale{ Domain: [2]float64{0.0, 1.0}, Range: [2]float64{-100.0, 100.0}, }, }, } v, err := s.Scale(0.0) assert.NoError(t, err) assert.InDelta(t, -100.0, v, delta) v, err = s.Scale(1.0) assert.NoError(t, err) assert.InDelta(t, 100.0, v, delta) }) }