fourth version

internal/backtest/config_test.go

@@ -0,0 +1,38 @@
+package backtest
+
+import (
+	"testing"
+
+	"github.com/shopspring/decimal"
+)
+
+func TestRequireZeroCommissionDefaultDoesNotOverrideExplicitFalse(t *testing.T) {
+	defaultEngine := New(Config{})
+	if !defaultEngine.requireZeroCommission() {
+		t.Fatal("default require_zero_commission should be true")
+	}
+	requireZero := false
+	explicitEngine := New(Config{RequireZeroCommission: &requireZero})
+	if explicitEngine.requireZeroCommission() {
+		t.Fatal("explicit require_zero_commission=false was overridden")
+	}
+}
+
+func TestAssumedSpreadUsesFundTypeSpecificDefaults(t *testing.T) {
+	engine := New(Config{
+		AssumedSpreadBps: decimal.NewFromInt(20),
+		InstrumentFundTypes: map[string]string{
+			"mm": "money_market",
+			"eq": "equity",
+		},
+	})
+	if got := engine.assumedSpreadBps("mm"); !got.Equal(decimal.NewFromInt(5)) {
+		t.Fatalf("money market spread=%s, want 5", got)
+	}
+	if got := engine.assumedSpreadBps("eq"); !got.Equal(decimal.NewFromInt(25)) {
+		t.Fatalf("equity spread=%s, want 25", got)
+	}
+	if got := engine.assumedSpreadBps("unknown"); !got.Equal(decimal.NewFromInt(20)) {
+		t.Fatalf("default spread=%s, want 20", got)
+	}
+}