bbgo_origin/pkg/strategy/grid2/grid_dnum_test.go
2023-03-20 18:00:41 +08:00

93 lines
2.5 KiB
Go

//go:build dnum
package grid2
import (
"testing"
"github.com/stretchr/testify/assert"
)
func TestGrid_HasPrice_Dnum(t *testing.T) {
t.Run("case1", func(t *testing.T) {
upper := number(500.0)
lower := number(100.0)
size := number(5.0)
grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculateArithmeticPins()
assert.True(t, grid.HasPrice(number(500.0)), "upper price")
assert.True(t, grid.HasPrice(number(100.0)), "lower price")
assert.True(t, grid.HasPrice(number(200.0)), "found 200 price ok")
assert.True(t, grid.HasPrice(number(300.0)), "found 300 price ok")
})
t.Run("case2", func(t *testing.T) {
upper := number(0.9)
lower := number(0.1)
size := number(7.0)
grid := NewGrid(lower, upper, size, number(0.00000001))
grid.CalculateArithmeticPins()
assert.Equal(t, []Pin{
Pin(number("0.1")),
Pin(number("0.23333333")),
Pin(number("0.36666666")),
Pin(number("0.50000000")),
Pin(number("0.63333333")),
Pin(number("0.76666666")),
Pin(number("0.9")),
}, grid.Pins)
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
assert.True(t, grid.HasPrice(number(0.9)), "upper price")
assert.True(t, grid.HasPrice(number(0.1)), "lower price")
assert.True(t, grid.HasPrice(number(0.5)), "found 0.49999999 price ok")
})
t.Run("case3", func(t *testing.T) {
upper := number(0.9)
lower := number(0.1)
size := number(7.0)
grid := NewGrid(lower, upper, size, number(0.0001))
grid.CalculateArithmeticPins()
assert.Equal(t, []Pin{
Pin(number(0.1)),
Pin(number(0.2333)),
Pin(number(0.3666)),
Pin(number(0.5000)),
Pin(number(0.6333)),
Pin(number(0.7666)),
Pin(number(0.9)),
}, grid.Pins)
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
assert.True(t, grid.HasPrice(number(0.9)), "upper price")
assert.True(t, grid.HasPrice(number(0.1)), "lower price")
assert.True(t, grid.HasPrice(number(0.5)), "found 0.5 price ok")
assert.True(t, grid.HasPrice(number(0.2333)), "found 0.2333 price ok")
})
t.Run("case4", func(t *testing.T) {
upper := number(90.0)
lower := number(10.0)
size := number(7.0)
grid := NewGrid(lower, upper, size, number(0.001))
grid.CalculateArithmeticPins()
assert.Equal(t, []Pin{
Pin(number("10.0")),
Pin(number("23.333")),
Pin(number("36.666")),
Pin(number("50.00")),
Pin(number("63.333")),
Pin(number("76.666")),
Pin(number("90.0")),
}, grid.Pins)
assert.False(t, grid.HasPrice(number(200.0)), "out of range")
assert.True(t, grid.HasPrice(number("36.666")), "found 36.666 price ok")
})
}