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104 lines
3.3 KiB
Go
104 lines
3.3 KiB
Go
//go:build !dnum
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package grid2
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import (
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"testing"
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"github.com/sirupsen/logrus"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestStrategy_checkRequiredInvestmentByQuantity(t *testing.T) {
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s := &Strategy{
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logger: logrus.NewEntry(logrus.New()),
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Market: types.Market{
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BaseCurrency: "BTC",
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QuoteCurrency: "USDT",
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},
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}
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t.Run("quote to base balance conversion check", func(t *testing.T) {
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_, requiredQuote, err := s.checkRequiredInvestmentByQuantity(number(0.0), number(10_000.0), number(0.1), number(13_500.0), []Pin{
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Pin(number(10_000.0)), // 0.1 * 10_000 = 1000 USD (buy)
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Pin(number(11_000.0)), // 0.1 * 11_000 = 1100 USD (buy)
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Pin(number(12_000.0)), // 0.1 * 12_000 = 1200 USD (buy)
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Pin(number(13_000.0)), // 0.1 * 13_000 = 1300 USD (buy)
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Pin(number(14_000.0)), // 0.1 * 14_000 = 1400 USD (buy)
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Pin(number(15_000.0)), // 0.1 * 15_000 = 1500 USD
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})
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assert.NoError(t, err)
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assert.Equal(t, number(6000.0), requiredQuote)
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})
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t.Run("quote to base balance conversion not enough", func(t *testing.T) {
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_, requiredQuote, err := s.checkRequiredInvestmentByQuantity(number(0.0), number(5_000.0), number(0.1), number(13_500.0), []Pin{
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Pin(number(10_000.0)), // 0.1 * 10_000 = 1000 USD (buy)
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Pin(number(11_000.0)), // 0.1 * 11_000 = 1100 USD (buy)
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Pin(number(12_000.0)), // 0.1 * 12_000 = 1200 USD (buy)
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Pin(number(13_000.0)), // 0.1 * 13_000 = 1300 USD (buy)
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Pin(number(14_000.0)), // 0.1 * 14_000 = 1400 USD (buy)
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Pin(number(15_000.0)), // 0.1 * 15_000 = 1500 USD
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})
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assert.EqualError(t, err, "quote balance (5000.000000 USDT) is not enough, required = quote 6000.000000")
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assert.Equal(t, number(6000.0), requiredQuote)
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})
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}
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func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
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s := &Strategy{
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logger: logrus.NewEntry(logrus.New()),
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Market: types.Market{
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BaseCurrency: "BTC",
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QuoteCurrency: "USDT",
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},
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}
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t.Run("quote to base balance conversion", func(t *testing.T) {
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_, requiredQuote, err := s.checkRequiredInvestmentByAmount(
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number(0.0), number(3_000.0),
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number(1000.0),
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number(13_500.0), []Pin{
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Pin(number(10_000.0)),
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Pin(number(11_000.0)),
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Pin(number(12_000.0)),
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Pin(number(13_000.0)),
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Pin(number(14_000.0)),
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Pin(number(15_000.0)),
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})
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assert.EqualError(t, err, "quote balance (3000.000000 USDT) is not enough, required = quote 4999.999890")
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assert.InDelta(t, 4999.99989, requiredQuote.Float64(), number(0.001).Float64())
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})
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}
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func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
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s := &Strategy{
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logger: logrus.NewEntry(logrus.New()),
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Market: types.Market{
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BaseCurrency: "BTC",
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QuoteCurrency: "USDT",
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},
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}
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t.Run("calculate quote quantity from quote investment", func(t *testing.T) {
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// quoteInvestment = (10,000 + 11,000 + 12,000 + 13,000 + 14,000) * q
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// q = quoteInvestment / (10,000 + 11,000 + 12,000 + 13,000 + 14,000)
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// q = 12_000 / (10,000 + 11,000 + 12,000 + 13,000 + 14,000)
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// q = 0.2
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quantity, err := s.calculateQuoteInvestmentQuantity(number(12_000.0), number(13_500.0), []Pin{
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Pin(number(10_000.0)), // buy
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Pin(number(11_000.0)), // buy
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Pin(number(12_000.0)), // buy
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Pin(number(13_000.0)), // buy
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Pin(number(14_000.0)), // buy
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Pin(number(15_000.0)),
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})
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assert.NoError(t, err)
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assert.Equal(t, number(0.2).String(), quantity.String())
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})
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}
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