mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
78 lines
2.1 KiB
Go
78 lines
2.1 KiB
Go
package dca2
|
|
|
|
import (
|
|
"testing"
|
|
|
|
"github.com/sirupsen/logrus"
|
|
|
|
. "github.com/c9s/bbgo/pkg/testing/testhelper"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
func newTestMarket() types.Market {
|
|
return types.Market{
|
|
Symbol: "BTCUSDT",
|
|
BaseCurrency: "BTC",
|
|
QuoteCurrency: "USDT",
|
|
TickSize: Number(0.01),
|
|
StepSize: Number(0.000001),
|
|
PricePrecision: 2,
|
|
VolumePrecision: 8,
|
|
MinNotional: Number(8.0),
|
|
MinQuantity: Number(0.0003),
|
|
}
|
|
}
|
|
|
|
func newTestStrategy(va ...string) *Strategy {
|
|
symbol := "BTCUSDT"
|
|
|
|
if len(va) > 0 {
|
|
symbol = va[0]
|
|
}
|
|
|
|
market := newTestMarket()
|
|
s := &Strategy{
|
|
logger: logrus.NewEntry(logrus.New()),
|
|
Symbol: symbol,
|
|
Market: market,
|
|
TakeProfitRatio: Number("10%"),
|
|
}
|
|
return s
|
|
}
|
|
|
|
func TestGenerateOpenPositionOrders(t *testing.T) {
|
|
assert := assert.New(t)
|
|
|
|
strategy := newTestStrategy()
|
|
|
|
t.Run("case 1: all config is valid and we can place enough orders", func(t *testing.T) {
|
|
quoteInvestment := Number("10500")
|
|
askPrice := Number("30000")
|
|
margin := Number("0.05")
|
|
submitOrders, err := generateOpenPositionOrders(strategy.Market, quoteInvestment, askPrice, margin, 4, strategy.OrderGroupID)
|
|
if !assert.NoError(err) {
|
|
return
|
|
}
|
|
|
|
assert.Len(submitOrders, 4)
|
|
assert.Equal(Number("30000"), submitOrders[0].Price)
|
|
assert.Equal(Number("0.0875"), submitOrders[0].Quantity)
|
|
assert.Equal(Number("28500"), submitOrders[1].Price)
|
|
assert.Equal(Number("0.092105"), submitOrders[1].Quantity)
|
|
assert.Equal(Number("27075"), submitOrders[2].Price)
|
|
assert.Equal(Number("0.096952"), submitOrders[2].Quantity)
|
|
assert.Equal(Number("25721.25"), submitOrders[3].Price)
|
|
assert.Equal(Number("0.102055"), submitOrders[3].Quantity)
|
|
})
|
|
|
|
t.Run("case 2: some orders' price will below 0, so we should not create such order", func(t *testing.T) {
|
|
})
|
|
|
|
t.Run("case 3: notional is too small, so we should decrease num of orders", func(t *testing.T) {
|
|
})
|
|
|
|
t.Run("case 4: quantity is too small, so we should decrease num of orders", func(t *testing.T) {
|
|
})
|
|
}
|