package risk import ( "testing" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) func TestCalculateMarginCost(t *testing.T) { type args struct { price fixedpoint.Value quantity fixedpoint.Value leverage fixedpoint.Value } tests := []struct { name string args args want fixedpoint.Value }{ { name: "simple", args: args{ price: fixedpoint.NewFromFloat(9000.0), quantity: fixedpoint.NewFromFloat(2.0), leverage: fixedpoint.NewFromFloat(3.0), }, want: fixedpoint.NewFromFloat(9000.0 * 2.0 / 3.0), }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { if got := CalculateMarginCost(tt.args.price, tt.args.quantity, tt.args.leverage); got.String() != tt.want.String() { t.Errorf("CalculateMarginCost() = %v, want %v", got, tt.want) } }) } } func TestCalculatePositionCost(t *testing.T) { type args struct { markPrice fixedpoint.Value orderPrice fixedpoint.Value quantity fixedpoint.Value leverage fixedpoint.Value side types.SideType } tests := []struct { name string args args want fixedpoint.Value }{ { // long position does not have openLoss name: "long", args: args{ markPrice: fixedpoint.NewFromFloat(9050.0), orderPrice: fixedpoint.NewFromFloat(9000.0), quantity: fixedpoint.NewFromFloat(2.0), leverage: fixedpoint.NewFromFloat(3.0), side: types.SideTypeBuy, }, want: fixedpoint.NewFromFloat(6000.0), }, { // long position does not have openLoss name: "short", args: args{ markPrice: fixedpoint.NewFromFloat(9050.0), orderPrice: fixedpoint.NewFromFloat(9000.0), quantity: fixedpoint.NewFromFloat(2.0), leverage: fixedpoint.NewFromFloat(3.0), side: types.SideTypeSell, }, want: fixedpoint.NewFromFloat(6100.0), }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { if got := CalculatePositionCost(tt.args.markPrice, tt.args.orderPrice, tt.args.quantity, tt.args.leverage, tt.args.side); got.String() != tt.want.String() { t.Errorf("CalculatePositionCost() = %v, want %v", got, tt.want) } }) } } func TestCalculateMaxPosition(t *testing.T) { type args struct { price fixedpoint.Value availableMargin fixedpoint.Value leverage fixedpoint.Value } tests := []struct { name string args args want fixedpoint.Value }{ { name: "3x", args: args{ price: fixedpoint.NewFromFloat(9000.0), availableMargin: fixedpoint.NewFromFloat(300.0), leverage: fixedpoint.NewFromFloat(3.0), }, want: fixedpoint.NewFromFloat(0.1), }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { if got := CalculateMaxPosition(tt.args.price, tt.args.availableMargin, tt.args.leverage); got.String() != tt.want.String() { t.Errorf("CalculateMaxPosition() = %v, want %v", got, tt.want) } }) } } func TestCalculateLeverage(t *testing.T) { type args struct { price fixedpoint.Value quantity fixedpoint.Value availableMargin fixedpoint.Value } tests := []struct { name string args args want fixedpoint.Value }{ { name: "30x", args: args{ price: fixedpoint.NewFromFloat(9000.0), quantity: fixedpoint.NewFromFloat(10.0), availableMargin: fixedpoint.NewFromFloat(3000.0), }, want: fixedpoint.NewFromFloat(30.0), }, } for _, tt := range tests { t.Run(tt.name, func(t *testing.T) { if got := CalculateLeverage(tt.args.price, tt.args.quantity, tt.args.availableMargin); got.String() != tt.want.String() { t.Errorf("CalculateLeverage() = %v, want %v", got, tt.want) } }) } }