package bbgo import ( "encoding/json" "github.com/c9s/bbgo/pkg/bbgo/types" "github.com/stretchr/testify/assert" "io/ioutil" "testing" ) func TestStockManager(t *testing.T) { t.Run("testdata", func(t *testing.T) { var trades []types.Trade out, err := ioutil.ReadFile("testdata/btcusdt-trades.json") assert.NoError(t, err) err = json.Unmarshal(out, &trades) assert.NoError(t, err) var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err = stockManager.AddTrades(trades) assert.NoError(t, err) assert.Equal(t, 0.72970242, stockManager.Stocks.Quantity()) assert.NotEmpty(t, stockManager.Stocks) assert.Equal(t, 20, len(stockManager.Stocks)) assert.Equal(t, 0, len(stockManager.PendingSells)) }) t.Run("stock", func(t *testing.T) { var trades = []types.Trade{ {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.01, IsBuyer: false}, } var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err := stockManager.AddTrades(trades) assert.NoError(t, err) assert.Len(t, stockManager.Stocks, 2) assert.Equal(t, StockSlice{ { Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true, }, { Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.04, IsBuyer: true, }, }, stockManager.Stocks) assert.Len(t, stockManager.PendingSells, 0) }) t.Run("sold out", func(t *testing.T) { var trades = []types.Trade{ {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false}, {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false}, } var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err := stockManager.AddTrades(trades) assert.NoError(t, err) assert.Len(t, stockManager.Stocks, 0) assert.Len(t, stockManager.PendingSells, 0) }) t.Run("oversell", func(t *testing.T) { var trades = []types.Trade{ {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false}, {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false}, } var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err := stockManager.AddTrades(trades) assert.NoError(t, err) assert.Len(t, stockManager.Stocks, 0) assert.Len(t, stockManager.PendingSells, 1) }) t.Run("loss sell", func(t *testing.T) { var trades = []types.Trade{ {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02, IsBuyer: false}, {Symbol: "BTCUSDT", Price: 8000.0, Quantity: 0.01, IsBuyer: false}, } var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err := stockManager.AddTrades(trades) assert.NoError(t, err) assert.Len(t, stockManager.Stocks, 1) assert.Equal(t, StockSlice{ { Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.02, IsBuyer: true, }, }, stockManager.Stocks) assert.Len(t, stockManager.PendingSells, 0) }) t.Run("pending sell 1", func(t *testing.T) { var trades = []types.Trade{ {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.02}, {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, } var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err := stockManager.AddTrades(trades) assert.NoError(t, err) assert.Len(t, stockManager.Stocks, 1) assert.Equal(t, StockSlice{ { Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.03, IsBuyer: true, }, }, stockManager.Stocks) assert.Len(t, stockManager.PendingSells, 0) }) t.Run("pending sell 2", func(t *testing.T) { var trades = []types.Trade{ {Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.1}, {Symbol: "BTCUSDT", Price: 9100.0, Quantity: 0.05, IsBuyer: true}, } var stockManager = &StockManager{ TradingFeeCurrency: "BNB", Symbol: "BTCUSDT", } _, err := stockManager.AddTrades(trades) assert.NoError(t, err) assert.Len(t, stockManager.Stocks, 0) assert.Len(t, stockManager.PendingSells, 1) assert.Equal(t, StockSlice{ { Symbol: "BTCUSDT", Price: 9200.0, Quantity: 0.05, IsBuyer: false, }, }, stockManager.PendingSells) }) }