mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 23:35:14 +00:00
110 lines
3.4 KiB
Go
110 lines
3.4 KiB
Go
package testhelper
|
|
|
|
import (
|
|
"fmt"
|
|
"strings"
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
type PriceSideAssert struct {
|
|
Price fixedpoint.Value
|
|
Side types.SideType
|
|
}
|
|
|
|
// AssertOrdersPriceSide asserts the orders with the given price and side (slice)
|
|
func AssertOrdersPriceSide(t *testing.T, asserts []PriceSideAssert, orders []types.SubmitOrder) {
|
|
for i, a := range asserts {
|
|
assert.Equalf(t, a.Price, orders[i].Price, "order #%d price should be %f", i+1, a.Price.Float64())
|
|
assert.Equalf(t, a.Side, orders[i].Side, "order at price %f should be %s", a.Price.Float64(), a.Side)
|
|
}
|
|
}
|
|
|
|
type PriceSideQuantityAssert struct {
|
|
Price fixedpoint.Value
|
|
Side types.SideType
|
|
Quantity fixedpoint.Value
|
|
}
|
|
|
|
func ParsePriceSideQuantityAssertions(text string) []PriceSideQuantityAssert {
|
|
var asserts []PriceSideQuantityAssert
|
|
lines := strings.Split(text, "\n")
|
|
for _, line := range lines {
|
|
line = strings.TrimSpace(line)
|
|
if line == "" {
|
|
continue
|
|
}
|
|
|
|
cols := strings.SplitN(line, ",", 3)
|
|
if len(cols) < 3 {
|
|
panic(fmt.Errorf("column length should be 3, got %d", len(cols)))
|
|
}
|
|
|
|
side := strings.TrimSpace(cols[0])
|
|
price := fixedpoint.MustNewFromString(strings.TrimSpace(cols[1]))
|
|
quantity := fixedpoint.MustNewFromString(strings.TrimSpace(cols[2]))
|
|
asserts = append(asserts, PriceSideQuantityAssert{
|
|
Price: price,
|
|
Side: types.SideType(side),
|
|
Quantity: quantity,
|
|
})
|
|
}
|
|
|
|
return asserts
|
|
}
|
|
|
|
func AssertOrdersPriceSideQuantityFromText(
|
|
t *testing.T, text string, orders []types.SubmitOrder,
|
|
) {
|
|
asserts := ParsePriceSideQuantityAssertions(text)
|
|
assert.Equalf(t, len(asserts), len(orders), "expecting %d orders", len(asserts))
|
|
for i, a := range asserts {
|
|
order := orders[i]
|
|
assert.Equalf(t, a.Price.Float64(), order.Price.Float64(), "order #%d price should be %f", i+1, a.Price.Float64())
|
|
assert.Equalf(t, a.Quantity.Float64(), order.Quantity.Float64(), "order #%d quantity should be %f", i+1, a.Quantity.Float64())
|
|
assert.Equalf(t, a.Side, orders[i].Side, "order at price %f should be %s", a.Price.Float64(), a.Side)
|
|
|
|
}
|
|
|
|
if t.Failed() {
|
|
actualInText := "Actual Orders:\n"
|
|
for _, order := range orders {
|
|
actualInText += fmt.Sprintf("%s,%s,%s\n", order.Side, order.Price.String(), order.Quantity.String())
|
|
}
|
|
t.Log(actualInText)
|
|
}
|
|
}
|
|
|
|
// AssertOrdersPriceSide asserts the orders with the given price and side (slice)
|
|
func AssertOrdersPriceSideQuantity(
|
|
t *testing.T, asserts []PriceSideQuantityAssert, orders []types.SubmitOrder,
|
|
) {
|
|
assert.Equalf(t, len(asserts), len(orders), "expecting %d orders", len(asserts))
|
|
|
|
var assertPrices, orderPrices fixedpoint.Slice
|
|
var assertPricesFloat, orderPricesFloat []float64
|
|
for _, a := range asserts {
|
|
assertPrices = append(assertPrices, a.Price)
|
|
assertPricesFloat = append(assertPricesFloat, a.Price.Float64())
|
|
}
|
|
|
|
for _, o := range orders {
|
|
orderPrices = append(orderPrices, o.Price)
|
|
orderPricesFloat = append(orderPricesFloat, o.Price.Float64())
|
|
}
|
|
|
|
if !assert.Equalf(t, assertPricesFloat, orderPricesFloat, "assert prices") {
|
|
return
|
|
}
|
|
|
|
for i, a := range asserts {
|
|
assert.Equalf(t, a.Price.Float64(), orders[i].Price.Float64(), "order #%d price should be %f", i+1, a.Price.Float64())
|
|
assert.Equalf(t, a.Quantity.Float64(), orders[i].Quantity.Float64(), "order #%d quantity should be %f", i+1, a.Quantity.Float64())
|
|
assert.Equalf(t, a.Side, orders[i].Side, "order at price %f should be %s", a.Price.Float64(), a.Side)
|
|
}
|
|
}
|