mirror of
https://github.com/c9s/bbgo.git
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117 lines
3.6 KiB
Go
117 lines
3.6 KiB
Go
package bbgo
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import (
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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func TestExponentialScale(t *testing.T) {
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// graph see: https://www.desmos.com/calculator/ip0ijbcbbf
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scale := ExponentialScale{
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Domain: [2]float64{1000, 2000},
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Range: [2]float64{0.001, 0.01},
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}
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err := scale.Solve()
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assert.NoError(t, err)
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assert.Equal(t, "f(x) = 0.001000 * 1.002305 ^ (x - 1000.000000)", scale.String())
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assert.Equal(t, fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(1000.0)))
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assert.Equal(t, fixedpoint.NewFromFloat(0.01), fixedpoint.NewFromFloat(scale.Call(2000.0)))
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for x := 1000; x <= 2000; x += 100 {
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y := scale.Call(float64(x))
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t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
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}
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}
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func TestExponentialScale_Reverse(t *testing.T) {
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scale := ExponentialScale{
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Domain: [2]float64{1000, 2000},
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Range: [2]float64{0.1, 0.001},
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}
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err := scale.Solve()
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assert.NoError(t, err)
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assert.Equal(t, "f(x) = 0.100000 * 0.995405 ^ (x - 1000.000000)", scale.String())
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assert.Equal(t, fixedpoint.NewFromFloat(0.1), fixedpoint.NewFromFloat(scale.Call(1000.0)))
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assert.Equal(t, fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(2000.0)))
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for x := 1000; x <= 2000; x += 100 {
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y := scale.Call(float64(x))
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t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
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}
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}
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func TestLogScale(t *testing.T) {
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// see https://www.desmos.com/calculator/q1ufxx5gry
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scale := LogarithmicScale{
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Domain: [2]float64{1000, 2000},
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Range: [2]float64{0.001, 0.01},
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}
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err := scale.Solve()
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assert.NoError(t, err)
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assert.Equal(t, "f(x) = 0.001303 * log(x - 999.000000) + 0.001000", scale.String())
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assert.Equal(t, fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(1000.0)))
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assert.Equal(t, fixedpoint.NewFromFloat(0.01), fixedpoint.NewFromFloat(scale.Call(2000.0)))
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for x := 1000; x <= 2000; x += 100 {
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y := scale.Call(float64(x))
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t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
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}
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}
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func TestLinearScale(t *testing.T) {
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scale := LinearScale{
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Domain: [2]float64{1000, 2000},
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Range: [2]float64{3, 10},
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}
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err := scale.Solve()
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assert.NoError(t, err)
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assert.Equal(t, "f(x) = 0.007000 * x + -4.000000", scale.String())
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assert.Equal(t, fixedpoint.NewFromFloat(3), fixedpoint.NewFromFloat(scale.Call(1000)))
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assert.Equal(t, fixedpoint.NewFromFloat(10), fixedpoint.NewFromFloat(scale.Call(2000)))
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for x := 1000; x <= 2000; x += 100 {
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y := scale.Call(float64(x))
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t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
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}
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}
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func TestLinearScale2(t *testing.T) {
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scale := LinearScale{
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Domain: [2]float64{1, 3},
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Range: [2]float64{0.1, 0.4},
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}
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err := scale.Solve()
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assert.NoError(t, err)
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assert.Equal(t, "f(x) = 0.150000 * x + -0.050000", scale.String())
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assert.Equal(t, fixedpoint.NewFromFloat(0.1), fixedpoint.NewFromFloat(scale.Call(1)))
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assert.Equal(t, fixedpoint.NewFromFloat(0.4), fixedpoint.NewFromFloat(scale.Call(3)))
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}
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func TestQuadraticScale(t *testing.T) {
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// see https://www.desmos.com/calculator/vfqntrxzpr
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scale := QuadraticScale{
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Domain: [3]float64{0, 100, 200},
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Range: [3]float64{1, 20, 50},
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}
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err := scale.Solve()
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assert.NoError(t, err)
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assert.Equal(t, "f(x) = 0.000550 * x ^ 2 + 0.135000 * x + 1.000000", scale.String())
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assert.Equal(t, fixedpoint.NewFromFloat(1), fixedpoint.NewFromFloat(scale.Call(0)))
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assert.Equal(t, fixedpoint.NewFromFloat(20), fixedpoint.NewFromFloat(scale.Call(100.0)))
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assert.Equal(t, fixedpoint.NewFromFloat(50.0), fixedpoint.NewFromFloat(scale.Call(200.0)))
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for x := 0; x <= 200; x += 1 {
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y := scale.Call(float64(x))
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t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
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}
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}
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