package bbgo import ( "testing" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" ) 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.Equal(t, fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(1000.0))) assert.Equal(t, fixedpoint.NewFromFloat(0.01), fixedpoint.NewFromFloat(scale.Call(2000.0))) 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.Equal(t, fixedpoint.NewFromFloat(0.1), fixedpoint.NewFromFloat(scale.Call(1000.0))) assert.Equal(t, fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(2000.0))) 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.Equal(t, fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(1000.0))) assert.Equal(t, fixedpoint.NewFromFloat(0.01), fixedpoint.NewFromFloat(scale.Call(2000.0))) 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) = 0.007000 * x + -4.000000", scale.String()) assert.Equal(t, fixedpoint.NewFromFloat(3), fixedpoint.NewFromFloat(scale.Call(1000))) assert.Equal(t, fixedpoint.NewFromFloat(10), fixedpoint.NewFromFloat(scale.Call(2000))) 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) = 0.150000 * x + -0.050000", scale.String()) assert.Equal(t, fixedpoint.NewFromFloat(0.1), fixedpoint.NewFromFloat(scale.Call(1))) assert.Equal(t, fixedpoint.NewFromFloat(0.4), fixedpoint.NewFromFloat(scale.Call(3))) } 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.Equal(t, fixedpoint.NewFromFloat(1), fixedpoint.NewFromFloat(scale.Call(0))) assert.Equal(t, fixedpoint.NewFromFloat(20), fixedpoint.NewFromFloat(scale.Call(100.0))) assert.Equal(t, fixedpoint.NewFromFloat(50.0), fixedpoint.NewFromFloat(scale.Call(200.0))) 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.Equal(t, fixedpoint.NewFromFloat(1.0), fixedpoint.NewFromFloat(v)) v, err = s.Scale(1.0) assert.NoError(t, err) assert.Equal(t, fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)) }) 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.Equal(t, fixedpoint.NewFromFloat(10.0), fixedpoint.NewFromFloat(v)) v, err = s.Scale(1.0) assert.NoError(t, err) assert.Equal(t, fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)) }) 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.Equal(t, fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)) v, err = s.Scale(1.0) assert.NoError(t, err) assert.Equal(t, fixedpoint.NewFromFloat(10.0), fixedpoint.NewFromFloat(v)) v, err = s.Scale(2.0) assert.NoError(t, err) assert.Equal(t, fixedpoint.NewFromFloat(10.0), fixedpoint.NewFromFloat(v)) v, err = s.Scale(-2.0) assert.NoError(t, err) assert.Equal(t, fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)) }) 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.Equal(t, fixedpoint.NewFromFloat(-100.0), fixedpoint.NewFromFloat(v)) v, err = s.Scale(1.0) assert.NoError(t, err) assert.Equal(t, fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)) }) }