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Added Round function and unit tests

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This commit is contained in:
Luke I. Wilson
2023-05-17 14:20:13 -05:00
parent 34f98a1376
commit 494df7827b
6 changed files with 128 additions and 24 deletions
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14
backtesting_test.go
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@@ -1,7 +1,6 @@
package autotrader
import (
"math"
"strings"
"testing"
"time"
@@ -83,7 +82,7 @@ func TestBacktestingBrokerCandles(t *testing.T) {
func TestBacktestingBrokerFunctions(t *testing.T) {
broker := NewTestBroker(nil, nil, 100_000, 20, 0, 0)
if broker.NAV() != 100_000 {
if !EqualApprox(broker.NAV(), 100_000) {
t.Errorf("Expected NAV to be 100_000, got %f", broker.NAV())
}
}
@@ -155,15 +154,15 @@ func TestBacktestingBrokerOrders(t *testing.T) {
t.Errorf("Expected take profit to be 0, got %f", position.TakeProfit())
}
if broker.NAV() != 100_000 { // NAV should not change until the next candle
if !EqualApprox(broker.NAV(), 100_000) { // NAV should not change until the next candle
t.Errorf("Expected NAV to be 100_000, got %f", broker.NAV())
}
broker.Advance() // Advance broker to the next candle
if math.Round(position.PL()) != 2500 { // (1.2-1.15) * 50_000 = 2500
if !EqualApprox(position.PL(), 2500) { // (1.2-1.15) * 50_000 = 2500
t.Errorf("Expected position PL to be 2500, got %f", position.PL())
}
if math.Round(broker.NAV()) != 102_500 {
if !EqualApprox(broker.NAV(), 102_500) {
t.Errorf("Expected NAV to be 102_500, got %f", broker.NAV())
}
@@ -173,7 +172,10 @@ func TestBacktestingBrokerOrders(t *testing.T) {
t.Error("Expected position to be closed")
}
broker.Advance()
if broker.NAV() != 102_500 {
if !EqualApprox(broker.NAV(), 102_500) {
t.Errorf("Expected NAV to still be 102_500, got %f", broker.NAV())
}
if !EqualApprox(broker.PL(), 2500) {
t.Errorf("Expected broker PL to be 2500, got %f", broker.PL())
}
}