mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-15 19:43:53 +00:00
62 lines
1.4 KiB
Go
62 lines
1.4 KiB
Go
package backtest
|
|
|
|
import (
|
|
"os"
|
|
"testing"
|
|
"time"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
type testStrategy struct {
|
|
Symbol string
|
|
|
|
Position *types.Position
|
|
}
|
|
|
|
func (s *testStrategy) ID() string { return "my-test" }
|
|
func (s *testStrategy) InstanceID() string { return "my-test:" + s.Symbol }
|
|
|
|
func TestStateRecorder(t *testing.T) {
|
|
tmpDir, _ := os.MkdirTemp(os.TempDir(), "bbgo")
|
|
t.Logf("tmpDir: %s", tmpDir)
|
|
|
|
st := &testStrategy{
|
|
Symbol: "BTCUSDT",
|
|
Position: types.NewPosition("BTCUSDT", "BTC", "USDT"),
|
|
}
|
|
|
|
recorder := NewStateRecorder(tmpDir)
|
|
err := recorder.Scan(st)
|
|
assert.NoError(t, err)
|
|
assert.Len(t, recorder.writers, 1)
|
|
|
|
st.Position.AddTrade(types.Trade{
|
|
OrderID: 1,
|
|
Exchange: types.ExchangeBinance,
|
|
Price: fixedpoint.NewFromFloat(18000.0),
|
|
Quantity: fixedpoint.NewFromFloat(1.0),
|
|
QuoteQuantity: fixedpoint.NewFromFloat(18000.0),
|
|
Symbol: "BTCUSDT",
|
|
Side: types.SideTypeBuy,
|
|
IsBuyer: true,
|
|
IsMaker: false,
|
|
Time: types.Time(time.Now()),
|
|
Fee: fixedpoint.NewFromFloat(0.00001),
|
|
FeeCurrency: "BNB",
|
|
IsMargin: false,
|
|
IsFutures: false,
|
|
IsIsolated: false,
|
|
})
|
|
|
|
n, err := recorder.Snapshot()
|
|
assert.NoError(t, err)
|
|
assert.Equal(t, 1, n)
|
|
|
|
err = recorder.Close()
|
|
assert.NoError(t, err)
|
|
}
|