59 lines
1.2 KiB
Go
59 lines
1.2 KiB
Go
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package drift
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import (
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"testing"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/datatype/floats"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/indicator"
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"github.com/stretchr/testify/assert"
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)
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func Test_StopLossLong(t *testing.T) {
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s := &Strategy{}
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s.highestPrice = 30.
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s.buyPrice = 30.
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s.lowestPrice = 29.7
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s.StopLoss = fixedpoint.NewFromFloat(0.01)
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s.UseAtr = false
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s.UseStopLoss = true
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assert.True(t, s.CheckStopLoss())
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}
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func Test_StopLossShort(t *testing.T) {
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s := &Strategy{}
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s.lowestPrice = 30.
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s.sellPrice = 30.
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s.highestPrice = 30.3
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s.StopLoss = fixedpoint.NewFromFloat(0.01)
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s.UseAtr = false
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s.UseStopLoss = true
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assert.True(t, s.CheckStopLoss())
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}
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func Test_ATRLong(t *testing.T) {
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s := &Strategy{}
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s.highestPrice = 30.
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s.buyPrice = 30.
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s.lowestPrice = 28.7
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s.UseAtr = true
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s.UseStopLoss = false
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s.atr = &indicator.ATR{RMA: &indicator.RMA{
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Values: floats.Slice{1., 1.2, 1.3},
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}}
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assert.True(t, s.CheckStopLoss())
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}
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func Test_ATRShort(t *testing.T) {
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s := &Strategy{}
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s.highestPrice = 31.3
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s.sellPrice = 30.
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s.lowestPrice = 30.
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s.UseAtr = true
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s.UseStopLoss = false
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s.atr = &indicator.ATR{RMA: &indicator.RMA{
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Values: floats.Slice{1., 1.2, 1.3},
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}}
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assert.True(t, s.CheckStopLoss())
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}
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