mirror of
https://github.com/c9s/bbgo.git
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305 lines
7.2 KiB
Go
305 lines
7.2 KiB
Go
package fixedpoint
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import (
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"encoding/json"
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"math/big"
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"testing"
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"github.com/stretchr/testify/assert"
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"gopkg.in/yaml.v3"
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)
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const Delta = 1e-9
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func BenchmarkMul(b *testing.B) {
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b.ResetTimer()
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b.Run("mul-float64", func(b *testing.B) {
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for i := 0; i < b.N; i++ {
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x := NewFromFloat(20.0)
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y := NewFromFloat(20.0)
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x = x.Mul(y) // nolint
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}
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})
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b.Run("mul-float64-large-numbers", func(b *testing.B) {
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for i := 0; i < b.N; i++ {
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x := NewFromFloat(88.12345678)
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y := NewFromFloat(88.12345678)
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x = x.Mul(y) // nolint
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}
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})
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b.Run("mul-big-small-numbers", func(b *testing.B) {
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for i := 0; i < b.N; i++ {
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x := big.NewFloat(20.0)
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y := big.NewFloat(20.0)
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x = new(big.Float).Mul(x, y) // nolint
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}
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})
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b.Run("mul-big-large-numbers", func(b *testing.B) {
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for i := 0; i < b.N; i++ {
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x := big.NewFloat(88.12345678)
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y := big.NewFloat(88.12345678)
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x = new(big.Float).Mul(x, y) // nolint
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}
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})
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}
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func TestMulString(t *testing.T) {
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x := NewFromFloat(10.55)
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assert.Equal(t, "10.55", x.String())
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y := NewFromFloat(10.55)
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x = x.Mul(y)
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assert.Equal(t, "111.3025", x.String())
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assert.Equal(t, "111.30", x.FormatString(2))
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assert.InDelta(t, 111.3025, x.Float64(), Delta)
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}
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func TestMulExp(t *testing.T) {
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x, _ := NewFromString("166")
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digits := x.NumIntDigits()
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assert.Equal(t, digits, 3)
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step := x.MulExp(-digits + 1)
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assert.Equal(t, "1.66", step.String())
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}
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func TestNew(t *testing.T) {
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f := NewFromFloat(0.001)
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assert.Equal(t, "0.001", f.String())
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assert.Equal(t, "0.0010", f.FormatString(4))
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assert.Equal(t, "0.1%", f.Percentage())
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assert.Equal(t, "0.10%", f.FormatPercentage(2))
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f = NewFromFloat(0.1)
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assert.Equal(t, "10%", f.Percentage())
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assert.Equal(t, "10%", f.FormatPercentage(0))
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f = NewFromFloat(0.01)
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assert.Equal(t, "1%", f.Percentage())
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assert.Equal(t, "1%", f.FormatPercentage(0))
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f = NewFromFloat(0.111)
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assert.Equal(t, "11.1%", f.Percentage())
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assert.Equal(t, "11.1%", f.FormatPercentage(1))
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}
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func TestFormatString(t *testing.T) {
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testCases := []struct {
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value Value
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prec int
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out string
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}{
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{
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value: NewFromFloat(0.001),
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prec: 8,
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out: "0.00100000",
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},
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{
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value: NewFromFloat(0.123456789),
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prec: 4,
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out: "0.1234",
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},
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{
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value: NewFromFloat(0.123456789),
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prec: 5,
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out: "0.12345",
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},
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{
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value: NewFromFloat(20.0),
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prec: 0,
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out: "20",
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},
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}
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for _, testCase := range testCases {
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assert.Equal(t, testCase.out, testCase.value.FormatString(testCase.prec))
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}
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}
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func TestRound(t *testing.T) {
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f := NewFromFloat(1.2345)
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f = f.Round(0, Down)
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assert.Equal(t, "1", f.String())
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w := NewFromFloat(1.2345)
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w = w.Trunc()
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assert.Equal(t, "1", w.String())
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s := NewFromFloat(1.2345)
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assert.Equal(t, "1.23", s.Round(2, Down).String())
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}
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func TestNewFromString(t *testing.T) {
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f, err := NewFromString("0.00000003")
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assert.NoError(t, err)
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assert.Equal(t, "0.00000003", f.String())
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}
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func TestFromString(t *testing.T) {
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f := MustNewFromString("0.004075")
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assert.Equal(t, "0.004075", f.String())
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f = MustNewFromString("0.03")
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assert.Equal(t, "0.03", f.String())
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f = MustNewFromString("0.75%")
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assert.Equal(t, "0.0075", f.String())
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f = MustNewFromString("1.1e-7")
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assert.Equal(t, "0.00000011", f.String())
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f = MustNewFromString(".0%")
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assert.Equal(t, Zero, f)
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f = MustNewFromString("")
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assert.Equal(t, Zero, f)
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for _, s := range []string{"inf", "Inf", "INF", "iNF"} {
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f = MustNewFromString(s)
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assert.Equal(t, PosInf, f)
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f = MustNewFromString("+" + s)
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assert.Equal(t, PosInf, f)
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f = MustNewFromString("-" + s)
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assert.Equal(t, NegInf, f)
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}
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}
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func TestJson(t *testing.T) {
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p := MustNewFromString("0")
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e, err := json.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "0.00000000", string(e))
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p = MustNewFromString("1.00000003")
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e, err = json.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "1.00000003", string(e))
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p = MustNewFromString("1.000000003")
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e, err = json.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "1.00000000", string(e))
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p = MustNewFromString("1.000000008")
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e, err = json.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "1.00000000", string(e))
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p = MustNewFromString("0.999999999")
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e, err = json.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "0.99999999", string(e))
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p = MustNewFromString("1.2e-9")
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e, err = json.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "0.00000000", p.FormatString(8))
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assert.Equal(t, "0.00000000", string(e))
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_ = json.Unmarshal([]byte("0.00153917575"), &p)
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assert.Equal(t, "0.00153917", p.FormatString(8))
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q := NewFromFloat(0.00153917575)
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assert.Equal(t, p, q)
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_ = json.Unmarshal([]byte("6e-8"), &p)
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_ = json.Unmarshal([]byte("0.000062"), &q)
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assert.Equal(t, "0.00006194", q.Sub(p).String())
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assert.NoError(t, json.Unmarshal([]byte(`"inf"`), &p))
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assert.NoError(t, json.Unmarshal([]byte(`"+Inf"`), &q))
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assert.Equal(t, PosInf, p)
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assert.Equal(t, p, q)
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}
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func TestYaml(t *testing.T) {
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p := MustNewFromString("0")
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e, err := yaml.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "\"0.00000000\"\n", string(e))
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p = MustNewFromString("1.00000003")
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e, err = yaml.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "\"1.00000003\"\n", string(e))
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p = MustNewFromString("1.000000003")
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e, err = yaml.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "\"1.00000000\"\n", string(e))
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p = MustNewFromString("1.000000008")
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e, err = yaml.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "\"1.00000000\"\n", string(e))
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p = MustNewFromString("0.999999999")
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e, err = yaml.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "\"0.99999999\"\n", string(e))
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p = MustNewFromString("1.2e-9")
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e, err = yaml.Marshal(p)
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assert.NoError(t, err)
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assert.Equal(t, "0.00000000", p.FormatString(8))
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assert.Equal(t, "\"0.00000000\"\n", string(e))
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_ = yaml.Unmarshal([]byte("0.00153917575"), &p)
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assert.Equal(t, "0.00153917", p.FormatString(8))
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q := NewFromFloat(0.00153917575)
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assert.Equal(t, p, q)
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_ = yaml.Unmarshal([]byte("6e-8"), &p)
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_ = yaml.Unmarshal([]byte("0.000062"), &q)
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assert.Equal(t, "0.00006194", q.Sub(p).String())
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assert.NoError(t, json.Unmarshal([]byte(`"inf"`), &p))
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assert.NoError(t, json.Unmarshal([]byte(`"+Inf"`), &q))
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assert.Equal(t, PosInf, p)
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assert.Equal(t, p, q)
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}
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func TestNumFractionalDigits(t *testing.T) {
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tests := []struct {
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name string
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v Value
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want int
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}{
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{
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name: "ignore the integer part",
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v: MustNewFromString("123.4567"),
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want: 4,
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},
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{
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name: "ignore the sign",
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v: MustNewFromString("-123.4567"),
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want: 4,
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},
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{
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name: "ignore the trailing zero",
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v: MustNewFromString("-123.45000000"),
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want: 2,
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},
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{
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name: "no fractional parts",
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v: MustNewFromString("-1"),
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want: 0,
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},
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{
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name: "no fractional parts",
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v: MustNewFromString("-1.0"),
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want: 0,
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},
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{
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name: "only fractional part",
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v: MustNewFromString(".123456"),
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want: 6,
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},
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{
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name: "percentage",
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v: MustNewFromString("0.075%"), // 0.075 * 0.01
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want: 5,
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},
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{
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name: "scientific notation",
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v: MustNewFromString("1.1e-7"),
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want: 8,
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},
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{
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name: "zero",
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v: MustNewFromString("0"),
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want: 0,
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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if got := tt.v.NumFractionalDigits(); got != tt.want {
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t.Errorf("NumFractionalDigits() = %v, want %v", got, tt.want)
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}
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})
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}
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}
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