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