mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
38 lines
1.2 KiB
Go
38 lines
1.2 KiB
Go
package drift
|
|
|
|
import (
|
|
"testing"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
func Test_TrailingCheckLong(t *testing.T) {
|
|
s := &Strategy{}
|
|
s.highestPrice = 30.
|
|
s.buyPrice = 30.
|
|
s.TrailingActivationRatio = []float64{0.002, 0.01}
|
|
s.TrailingCallbackRate = []float64{0.0008, 0.0016}
|
|
assert.False(t, s.trailingCheck(31., "long"))
|
|
assert.False(t, s.trailingCheck(31., "short"))
|
|
assert.False(t, s.trailingCheck(30.96, "short"))
|
|
assert.False(t, s.trailingCheck(30.96, "long"))
|
|
assert.False(t, s.trailingCheck(30.95, "short"))
|
|
assert.True(t, s.trailingCheck(30.95, "long"))
|
|
}
|
|
|
|
func Test_TrailingCheckShort(t *testing.T) {
|
|
s := &Strategy{}
|
|
s.lowestPrice = 30.
|
|
s.sellPrice = 30.
|
|
s.TrailingActivationRatio = []float64{0.002, 0.01}
|
|
s.TrailingCallbackRate = []float64{0.0008, 0.0016}
|
|
assert.False(t, s.trailingCheck(29.96, "long"))
|
|
assert.False(t, s.trailingCheck(29.96, "short"))
|
|
assert.False(t, s.trailingCheck(29.99, "short"))
|
|
assert.False(t, s.trailingCheck(29.99, "long"))
|
|
assert.False(t, s.trailingCheck(29.93, "short"))
|
|
assert.False(t, s.trailingCheck(29.93, "long"))
|
|
assert.True(t, s.trailingCheck(29.96, "short"))
|
|
assert.False(t, s.trailingCheck(29.96, "long"))
|
|
}
|