mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 17:25:16 +00:00
48 lines
1.4 KiB
Go
48 lines
1.4 KiB
Go
package dca2
|
|
|
|
import (
|
|
"testing"
|
|
|
|
. "github.com/c9s/bbgo/pkg/testing/testhelper"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
func TestGenerateTakeProfitOrder(t *testing.T) {
|
|
assert := assert.New(t)
|
|
|
|
strategy := newTestStrategy()
|
|
|
|
position := types.NewPositionFromMarket(strategy.Market)
|
|
position.AddTrade(types.Trade{
|
|
Symbol: "BTCUSDT",
|
|
Side: types.SideTypeBuy,
|
|
Price: Number("28500"),
|
|
Quantity: Number("1"),
|
|
QuoteQuantity: Number("28500"),
|
|
Fee: Number("0.0015"),
|
|
FeeCurrency: strategy.Market.BaseCurrency,
|
|
})
|
|
|
|
o := generateTakeProfitOrder(strategy.Market, strategy.TakeProfitRatio, position, strategy.OrderGroupID)
|
|
assert.Equal(Number("31397.09"), o.Price)
|
|
assert.Equal(Number("0.9985"), o.Quantity)
|
|
assert.Equal(types.SideTypeSell, o.Side)
|
|
assert.Equal(strategy.Symbol, o.Symbol)
|
|
|
|
position.AddTrade(types.Trade{
|
|
Side: types.SideTypeBuy,
|
|
Price: Number("27000"),
|
|
Quantity: Number("0.5"),
|
|
QuoteQuantity: Number("13500"),
|
|
Fee: Number("0.00075"),
|
|
FeeCurrency: strategy.Market.BaseCurrency,
|
|
})
|
|
o = generateTakeProfitOrder(strategy.Market, strategy.TakeProfitRatio, position, strategy.OrderGroupID)
|
|
assert.Equal(Number("30846.26"), o.Price)
|
|
assert.Equal(Number("1.49775"), o.Quantity)
|
|
assert.Equal(types.SideTypeSell, o.Side)
|
|
assert.Equal(strategy.Symbol, o.Symbol)
|
|
|
|
}
|