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test/triggers/trailingStop.js

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+const chai = require('chai');
+const expect = chai.expect;
+const should = chai.should;
+const sinon = require('sinon');
+
+const _ = require('lodash');
+const moment = require('moment');
+
+const utils = require(__dirname + '/../../core/util');
+
+const dirs = utils.dirs();
+const TrailingStop = require(dirs.broker + 'triggers/trailingStop');
+
+describe('exchange/triggers/trailingStop', () => {
+  let cb;
+
+  it('should instantiate a trailing stop loss trigger', () => {
+    expect(() => {
+      const ts = new TrailingStop({
+        trail: 10,
+        initialPrice: 100,
+        onTrigger: () => {}
+      })
+    }).to.not.throw()
+  })
+
+  it('should call onTrigger when the stop hits', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(50);
+
+    expect(spy.called).to.be.true;
+  });
+
+  it('should emit a trigger event when the stop hits', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100
+    });
+
+    ts.on('trigger', spy);
+
+    ts.updatePrice(50);
+
+    expect(spy.called).to.be.true;
+  });
+
+  it('should not trigger when the the price does not go down', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(100);
+    ts.updatePrice(101);
+    ts.updatePrice(102);
+    ts.updatePrice(103);
+    ts.updatePrice(104);
+
+    expect(spy.called).to.be.false;
+  });
+
+  it('should not trigger when the the price goes down but above the offset', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(99);
+    ts.updatePrice(98);
+    ts.updatePrice(97);
+    ts.updatePrice(96);
+    ts.updatePrice(95);
+    ts.updatePrice(94);
+    ts.updatePrice(93);
+    ts.updatePrice(92);
+    ts.updatePrice(91);
+
+    expect(spy.called).to.be.false;
+  });
+
+  it('should trigger when the the price equals the offset', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(99);
+    ts.updatePrice(98);
+    ts.updatePrice(92);
+
+    expect(spy.called).to.be.false;
+
+    ts.updatePrice(90);
+
+    expect(spy.called).to.be.true;
+  });
+
+  it('should trigger when the the price goes up and down', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(101);
+    ts.updatePrice(102);
+    ts.updatePrice(103);
+    ts.updatePrice(104);
+    ts.updatePrice(105);
+
+    expect(spy.called).to.be.false;
+
+    ts.updatePrice(95);
+
+    expect(spy.called).to.be.true;
+  });
+
+  it('should only trigger once', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(90);
+    expect(spy.called).to.be.true;
+
+    const spy2 = sinon.spy();
+    ts.on('trigger', spy2);
+    ts.updatePrice(80);
+    expect(spy2.called).to.be.false;
+  });
+
+    it('should not trigger when the the price swings above the trail', () => {
+    const spy = sinon.spy();
+
+    const ts = new TrailingStop({
+      trail: 10,
+      initialPrice: 100,
+      onTrigger: spy
+    });
+
+    ts.updatePrice(110);
+    ts.updatePrice(101);
+    ts.updatePrice(111);
+    ts.updatePrice(102);
+    ts.updatePrice(112);
+    ts.updatePrice(103);
+    ts.updatePrice(113);
+    ts.updatePrice(104);
+
+    expect(spy.called).to.be.false;
+
+    ts.updatePrice(103);
+
+    expect(spy.called).to.be.true;
+  });
+
+});