70 lines
2.5 KiB
Python
70 lines
2.5 KiB
Python
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from decimal import Decimal
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import pytest
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from grid_trading.domain.grid_levels import generate_grid_levels
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def test_generate_grid_levels_compounds_percentage_spacing_and_rounds_values():
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levels = generate_grid_levels(
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current_price=Decimal("10.00"),
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spacing=Decimal("0.03"),
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amount_per_grid=Decimal("10000"),
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lot_size=100,
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levels=3,
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)
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assert [item.level for item in levels] == [1, 2, 3]
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assert [item.buy_price for item in levels] == [Decimal("9.70"), Decimal("9.41"), Decimal("9.13")]
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assert [item.buy_amount for item in levels] == [Decimal("10000.00")] * 3
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assert [item.suggested_quantity for item in levels] == [1000, 1000, 1000]
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assert [item.actual_investment for item in levels] == [
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Decimal("9700.00"),
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Decimal("9410.00"),
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Decimal("9130.00"),
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]
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assert [item.sell_price for item in levels] == [Decimal("9.99"), Decimal("9.69"), Decimal("9.40")]
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assert [item.estimated_gross_profit for item in levels] == [
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Decimal("290.00"),
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Decimal("280.00"),
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Decimal("270.00"),
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]
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def test_generate_grid_levels_uses_zero_quantity_when_amount_cannot_buy_one_lot():
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[level] = generate_grid_levels(
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current_price=Decimal("10.00"),
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spacing=Decimal("0.03"),
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amount_per_grid=Decimal("500"),
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lot_size=100,
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levels=1,
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)
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assert level.buy_price == Decimal("9.70")
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assert level.suggested_quantity == 0
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assert level.actual_investment == Decimal("0.00")
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assert level.estimated_gross_profit == Decimal("0.00")
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@pytest.mark.parametrize(
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("current_price", "spacing", "amount_per_grid", "lot_size", "levels"),
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[
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(Decimal("0"), Decimal("0.03"), Decimal("10000"), 100, 10),
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(Decimal("10"), Decimal("0"), Decimal("10000"), 100, 10),
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(Decimal("10"), Decimal("1"), Decimal("10000"), 100, 10),
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(Decimal("10"), Decimal("0.03"), Decimal("0"), 100, 10),
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(Decimal("10"), Decimal("0.03"), Decimal("10000"), 0, 10),
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(Decimal("10"), Decimal("0.03"), Decimal("10000"), 100, 0),
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(Decimal("10"), Decimal("0.03"), Decimal("10000"), 100, 101),
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],
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)
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def test_generate_grid_levels_validates_inputs(current_price, spacing, amount_per_grid, lot_size, levels):
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with pytest.raises(ValueError):
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generate_grid_levels(
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current_price=current_price,
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spacing=spacing,
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amount_per_grid=amount_per_grid,
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lot_size=lot_size,
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levels=levels,
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)
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