37 lines
948 B
Go
37 lines
948 B
Go
|
package xmaker
|
||
|
|
|
||
|
|
import (
|
||
|
|
"testing"
|
||
|
|
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
|
||
|
|
"github.com/stretchr/testify/assert"
|
||
|
|
)
|
||
|
|
|
||
|
|
func Test_aggregatePrice(t *testing.T) {
|
||
|
|
bids := types.PriceVolumeSlice{
|
||
|
|
{
|
||
|
|
Price: fixedpoint.NewFromFloat(1000.0),
|
||
|
|
Volume: fixedpoint.NewFromFloat(1.0),
|
||
|
|
},
|
||
|
|
{
|
||
|
|
Price: fixedpoint.NewFromFloat(1200.0),
|
||
|
|
Volume: fixedpoint.NewFromFloat(1.0),
|
||
|
|
},
|
||
|
|
{
|
||
|
|
Price: fixedpoint.NewFromFloat(1400.0),
|
||
|
|
Volume: fixedpoint.NewFromFloat(1.0),
|
||
|
|
},
|
||
|
|
}
|
||
|
|
|
||
|
|
aggregatedPrice1 := aggregatePrice(bids, fixedpoint.NewFromFloat(0.5))
|
||
|
|
assert.Equal(t, fixedpoint.NewFromFloat(1000.0), aggregatedPrice1)
|
||
|
|
|
||
|
|
aggregatedPrice2 := aggregatePrice(bids, fixedpoint.NewFromInt(1))
|
||
|
|
assert.Equal(t, fixedpoint.NewFromFloat(1000.0), aggregatedPrice2)
|
||
|
|
|
||
|
|
aggregatedPrice3 := aggregatePrice(bids, fixedpoint.NewFromInt(2))
|
||
|
|
assert.Equal(t, fixedpoint.NewFromFloat(1100.0), aggregatedPrice3)
|
||
|
|
|
||
|
|
}
|