63 lines
1.7 KiB
Go
63 lines
1.7 KiB
Go
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package report
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import (
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"strings"
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"testing"
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"time"
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"github.com/shopspring/decimal"
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"overnight-trading-bot/internal/domain"
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)
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func TestAverageAdverseSlippageBpsUsesLocalQuoteMid(t *testing.T) {
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orders := []domain.Order{{
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InstrumentUID: "uid",
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Side: domain.SideBuy,
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LimitPrice: decimal.NewFromInt(100),
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FilledLots: 2,
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AvgFillPrice: decimal.NewFromFloat(100.5),
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RawStateJSON: `{"local":{"local_quote":{"mid":"100"}}}`,
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UpdatedAt: time.Now().UTC(),
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}}
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got := AverageAdverseSlippageBps(orders, 0)
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if !got.Equal(decimal.NewFromInt(50)) {
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t.Fatalf("slippage=%s, want 50", got)
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}
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}
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func TestAverageAdverseSlippageBpsFallsBackToLimit(t *testing.T) {
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orders := []domain.Order{{
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InstrumentUID: "uid",
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Side: domain.SideSell,
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LimitPrice: decimal.NewFromInt(100),
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FilledLots: 1,
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AvgFillPrice: decimal.NewFromFloat(99.5),
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RawStateJSON: `{}`,
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UpdatedAt: time.Now().UTC(),
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}}
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got := AverageAdverseSlippageBps(orders, 0)
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if !got.Equal(decimal.NewFromInt(50)) {
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t.Fatalf("slippage=%s, want 50", got)
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}
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}
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func TestComposeDailyComputesSlippageWhenInputIsZero(t *testing.T) {
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msg := ComposeDaily(DailyInput{
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Date: time.Date(2026, 6, 8, 0, 0, 0, 0, time.UTC),
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Mode: domain.ModePaper,
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Orders: []domain.Order{{
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Side: domain.SideBuy,
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LimitPrice: decimal.NewFromInt(100),
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FilledLots: 1,
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AvgFillPrice: decimal.NewFromFloat(100.5),
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RawStateJSON: `{"local":{"local_quote":{"mid":"100"}}}`,
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UpdatedAt: time.Now().UTC(),
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}},
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RiskStatus: "ok",
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})
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if !strings.Contains(msg, "Среднее проскальзывание: 50.00 bps") {
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t.Fatalf("report did not include computed slippage:\n%s", msg)
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}
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}
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