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Merged
Bodhert merged 2 commits into from
Jul 5, 2025
Merged

Chapter 22 #25

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0b524e1
finishing transcribing
Bodhert Jul 3, 2025
2c798f5
comparing against franton
Bodhert Jul 3, 2025
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4 changes: 0 additions & 4 deletions apps/core/test/core_test.exs
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Original file line number Diff line number Diff line change
@@ -1,8 +1,4 @@
defmodule CoreTest do
use ExUnit.Case
doctest Core

test "greets the world" do
assert Core.hello() == :world
end
end
4 changes: 0 additions & 4 deletions apps/indicator/test/indicator_test.exs
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Original file line number Diff line number Diff line change
@@ -1,8 +1,4 @@
defmodule IndicatorTest do
use ExUnit.Case
doctest Indicator

test "greets the world" do
assert Indicator.hello() == :world
end
end
185 changes: 185 additions & 0 deletions apps/naive/test/naive/strategy_test.exs
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Expand Up @@ -63,4 +63,189 @@ defmodule Naive.StrategyTest do
%{buy_order: buy_order} = List.first(new_positions)
assert buy_order == expected_order
end

@tag :unit
test "Generating place buy order decision" do
assert Strategy.generate_decision(
%TradeEvent{
price: "1.0"
},
generate_position(%{budget: "10.0", buy_down_interval: "0.01"}),
:ignored,
:ignored
) == {:place_buy_order, "0.99000000", "10.00000000"}
end

@tag :unit
test "Generating skip decision as buy and sell already placed(race condition occurred)" do
assert Strategy.generate_decision(
%TradeEvent{
buyer_order_id: 123
},
generate_position(%{
buy_order: %Binance.OrderResponse{
order_id: 123,
status: "FILLED"
},
sell_order: %Binance.OrderResponse{}
}),
:ignored,
:ignored
) == :skip
end

@tag :unit
test "Generate place sell order decision" do
assert Strategy.generate_decision(
%TradeEvent{},
generate_position(%{
buy_order: %Binance.OrderResponse{
status: "FILLED",
price: "1.00"
},
sell_order: nil,
profit_interval: "0.01",
tick_size: "0.0001"
}),
:ignored,
:ignored
) == {:place_sell_order, "1.0120"}
end

@tag :unit
test "Generating fetch buy order decision" do
assert Strategy.generate_decision(
%TradeEvent{buyer_order_id: 1234},
generate_position(%{
buy_order: %Binance.OrderResponse{
order_id: 1234
}
}),
:ignored,
:ignored
) == :fetch_buy_order
end

@tag :unit
test "Generating finish position decision" do
assert Strategy.generate_decision(
%TradeEvent{},
generate_position(%{
buy_order: %Binance.OrderResponse{
status: "FILLED"
},
sell_order: %Binance.OrderResponse{
status: "FILLED"
}
}),
:ignored,
%{status: "on"}
) == :finished
end

@tag :unit
test "Generating exit position decision" do
assert Strategy.generate_decision(
%TradeEvent{},
generate_position(%{
buy_order: %Binance.OrderResponse{
status: "FILLED"
},
sell_order: %Binance.OrderResponse{
status: "FILLED"
}
}),
:ignored,
%{status: "shutdown"}
) == :exit
end

@tag :unit
test "Generating fetch sell order decision" do
assert Strategy.generate_decision(
%TradeEvent{
seller_order_id: 1234
},
generate_position(%{
buy_order: %Binance.OrderResponse{},
sell_order: %Binance.OrderResponse{
order_id: 1234
}
}),
:ignored,
:ignored
) == :fetch_sell_order
end

@tag :unit
test "Generating rebuy decision" do
assert Strategy.generate_decision(
%TradeEvent{
price: "0.89"
},
generate_position(%{
buy_order: %Binance.OrderResponse{
price: "1.00"
},
rebuy_interval: "0.1",
rebuy_notified: false
}),
[:position],
%{status: "on", chunks: 2}
) == :rebuy
end

@tag :unit
test "Generating skip(rebuy) decision because rebuy is already notified" do
assert Strategy.generate_decision(
%TradeEvent{
price: "0.89"
},
generate_position(%{
buy_order: %Binance.OrderResponse{
price: "1.00"
},
rebuy_interval: "0.1",
rebuy_notified: true
}),
[:position],
%{status: "on", chunks: 2}
) == :skip
end

@tag :unit
test "Generating skip rebuy decision" do
assert Strategy.generate_decision(
%TradeEvent{
price: "0.9"
},
generate_position(%{
buy_order: %Binance.OrderResponse{
price: "1.00"
},
rebuy_interval: "0.1",
rebuy_notified: false
}),
[:position],
%{status: "on", chunks: 1}
) == :skip
end

defp generate_position(data) do
%{
id: 1_234_456_789_101,
symbol: "XRPUSDT",
profit_interval: "0.005",
rebuy_interval: "0.01",
rebuy_notified: false,
budget: "10.0",
buy_order: nil,
sell_order: nil,
buy_down_interval: "0.01",
tick_size: "0.00010000",
step_size: "1.00000000"
}
|> Map.merge(data)
|> then(&struct(Strategy.Position, &1))
end
end
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