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the_simple_risk_model.go
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the_simple_risk_model.go
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// Copyright (C) 2023 Gobalsky Labs Limited
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Affero General Public License for more details.
//
// You should have received a copy of the GNU Affero General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package steps
import (
"code.vegaprotocol.io/vega/core/integration/steps/market"
types "code.vegaprotocol.io/vega/protos/vega"
"github.com/cucumber/godog"
)
func TheSimpleRiskModel(config *market.Config, name string, table *godog.Table) error {
row := simpleRiskModelRow{row: parseSimpleRiskModelTable(table)}
return config.RiskModels.AddSimple(name, &types.TradableInstrument_SimpleRiskModel{
SimpleRiskModel: &types.SimpleRiskModel{
Params: &types.SimpleModelParams{
FactorLong: row.long(),
FactorShort: row.short(),
MaxMoveUp: row.maxMoveUp(),
MinMoveDown: row.minMoveDown(),
ProbabilityOfTrading: row.probabilityOfTrading(),
},
},
})
}
func parseSimpleRiskModelTable(table *godog.Table) RowWrapper {
return StrictParseFirstRow(table, []string{
"probability of trading",
"long",
"short",
"max move up",
"min move down",
}, []string{})
}
type simpleRiskModelRow struct {
row RowWrapper
}
func (r simpleRiskModelRow) probabilityOfTrading() float64 {
return r.row.MustF64("probability of trading")
}
func (r simpleRiskModelRow) long() float64 {
return r.row.MustF64("long")
}
func (r simpleRiskModelRow) short() float64 {
return r.row.MustF64("short")
}
func (r simpleRiskModelRow) maxMoveUp() float64 {
return r.row.MustF64("max move up")
}
func (r simpleRiskModelRow) minMoveDown() float64 {
return r.row.MustF64("min move down")
}