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Add all buy-side tests for volume filter #629
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nikhilsaraf
approved these changes
Dec 23, 2020
| volumeFilterModeIgnore, | ||
| queries.DailyVolumeActionSell, | ||
| nil, // base cap nil because this test is for the QuoteCap | ||
| pointy.Float64(k.cap), // quote cap | ||
| nil, // baseOTB nil because this test is for the BaseCap | ||
| nil, // baseOTB nil because this test is for the QuoteCap |
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looks like this comment was fixed to say QuoteCap instead of BaseCap. great catch!
It's sometimes easer to review these minor changes and not skip over them if they are highlighted in the PR with a comment, esp. since it breaks from the general pattern of the rest of the PR. regardless, thanks for fixing! :)
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This PR adds all remaining buy-side tests for the volume filter function (
volumeFilterFn). It extends #626 to the remaining combinations of filter mode and action.