bbgo_origin/pkg/bbgo/scale_test.go

package bbgo

import (
	"testing"

	"github.com/stretchr/testify/assert"

	"github.com/c9s/bbgo/pkg/fixedpoint"
)

func TestExponentialScale(t *testing.T) {
	// graph see: https://www.desmos.com/calculator/ip0ijbcbbf
	scale := ExponentialScale{
		Domain: [2]float64{1000, 2000},
		Range:  [2]float64{0.001, 0.01},
	}

	err := scale.Solve()
	assert.NoError(t, err)

	assert.Equal(t, "f(x) = 0.001000 * 1.002305 ^ (x - 1000.000000)", scale.String())
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(1000.0))))
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(0.01), fixedpoint.NewFromFloat(scale.Call(2000.0))))

	for x := 1000; x <= 2000; x += 100 {
		y := scale.Call(float64(x))
		t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
	}
}

func TestExponentialScale_Reverse(t *testing.T) {
	scale := ExponentialScale{
		Domain: [2]float64{1000, 2000},
		Range:  [2]float64{0.1, 0.001},
	}

	err := scale.Solve()
	assert.NoError(t, err)

	assert.Equal(t, "f(x) = 0.100000 * 0.995405 ^ (x - 1000.000000)", scale.String())
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(0.1), fixedpoint.NewFromFloat(scale.Call(1000.0))))
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(2000.0))))

	for x := 1000; x <= 2000; x += 100 {
		y := scale.Call(float64(x))
		t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
	}
}

func TestLogScale(t *testing.T) {
	// see https://www.desmos.com/calculator/q1ufxx5gry
	scale := LogarithmicScale{
		Domain: [2]float64{1000, 2000},
		Range:  [2]float64{0.001, 0.01},
	}

	err := scale.Solve()
	assert.NoError(t, err)
	assert.Equal(t, "f(x) = 0.001303 * log(x - 999.000000) + 0.001000", scale.String())
	assert.True(t, fixedpoint.CmpEqDelta(fixedpoint.NewFromFloat(0.001), fixedpoint.NewFromFloat(scale.Call(1000.0)), 1e-9))
	assert.True(t, fixedpoint.CmpEqDelta(fixedpoint.NewFromFloat(0.01), fixedpoint.NewFromFloat(scale.Call(2000.0)), 1e-9))
	for x := 1000; x <= 2000; x += 100 {
		y := scale.Call(float64(x))
		t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
	}
}

func TestLinearScale(t *testing.T) {
	scale := LinearScale{
		Domain: [2]float64{1000, 2000},
		Range:  [2]float64{3, 10},
	}

	err := scale.Solve()
	assert.NoError(t, err)
	assert.Equal(t, "f(x) = 0.007000 * x + -4.000000", scale.String())
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(3), fixedpoint.NewFromFloat(scale.Call(1000))))
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(10), fixedpoint.NewFromFloat(scale.Call(2000))))
	for x := 1000; x <= 2000; x += 100 {
		y := scale.Call(float64(x))
		t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
	}
}

func TestLinearScale2(t *testing.T) {
	scale := LinearScale{
		Domain: [2]float64{1, 3},
		Range:  [2]float64{0.1, 0.4},
	}

	err := scale.Solve()
	assert.NoError(t, err)
	assert.Equal(t, "f(x) = 0.150000 * x + -0.050000", scale.String())
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(0.1), fixedpoint.NewFromFloat(scale.Call(1))))
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(0.4), fixedpoint.NewFromFloat(scale.Call(3))))
}

func TestQuadraticScale(t *testing.T) {
	// see https://www.desmos.com/calculator/vfqntrxzpr
	scale := QuadraticScale{
		Domain: [3]float64{0, 100, 200},
		Range:  [3]float64{1, 20, 50},
	}

	err := scale.Solve()
	assert.NoError(t, err)
	assert.Equal(t, "f(x) = 0.000550 * x ^ 2 + 0.135000 * x + 1.000000", scale.String())
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(1), fixedpoint.NewFromFloat(scale.Call(0))))
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(20), fixedpoint.NewFromFloat(scale.Call(100.0))))
	assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(50.0), fixedpoint.NewFromFloat(scale.Call(200.0))))
	for x := 0; x <= 200; x += 1 {
		y := scale.Call(float64(x))
		t.Logf("%s = %f", scale.FormulaOf(float64(x)), y)
	}
}

func TestPercentageScale(t *testing.T) {
	t.Run("from 0.0 to 1.0", func(t *testing.T) {
		s := &PercentageScale{
			ByPercentage: &SlideRule{
				ExpScale: &ExponentialScale{
					Domain: [2]float64{0.0, 1.0},
					Range:  [2]float64{1.0, 100.0},
				},
			},
		}

		v, err := s.Scale(0.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(1.0), fixedpoint.NewFromFloat(v)))

		v, err = s.Scale(1.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)))
	})

	t.Run("from -1.0 to 1.0", func(t *testing.T) {
		s := &PercentageScale{
			ByPercentage: &SlideRule{
				ExpScale: &ExponentialScale{
					Domain: [2]float64{-1.0, 1.0},
					Range:  [2]float64{10.0, 100.0},
				},
			},
		}

		v, err := s.Scale(-1.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(10.0), fixedpoint.NewFromFloat(v)))

		v, err = s.Scale(1.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)))
	})

	t.Run("reverse -1.0 to 1.0", func(t *testing.T) {
		s := &PercentageScale{
			ByPercentage: &SlideRule{
				ExpScale: &ExponentialScale{
					Domain: [2]float64{-1.0, 1.0},
					Range:  [2]float64{100.0, 10.0},
				},
			},
		}

		v, err := s.Scale(-1.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)))

		v, err = s.Scale(1.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(10.0), fixedpoint.NewFromFloat(v)))

		v, err = s.Scale(2.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(10.0), fixedpoint.NewFromFloat(v)))

		v, err = s.Scale(-2.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)))
	})

	t.Run("negative range", func(t *testing.T) {
		s := &PercentageScale{
			ByPercentage: &SlideRule{
				ExpScale: &ExponentialScale{
					Domain: [2]float64{0.0, 1.0},
					Range:  [2]float64{-100.0, 100.0},
				},
			},
		}

		v, err := s.Scale(0.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(-100.0), fixedpoint.NewFromFloat(v)))

		v, err = s.Scale(1.0)
		assert.NoError(t, err)
		assert.True(t, fixedpoint.CmpEq(fixedpoint.NewFromFloat(100.0), fixedpoint.NewFromFloat(v)))
	})
}