[REFACTOR] epsilon added in rebalancing

Author: VladKochetov007

Makefile

@@ -22,4 +22,4 @@ build :
 
 doc:
 	@echo "Generating godoc documentation..."
-	@godoc -http=:6060 &
+	@go doc -http=:6060

go.mod

@@ -1,3 +1,3 @@
 module github.com/quick-trade/xoney
 
-go 1.21.6
+go 1.22.0

test/toolkit/rebalancer_test.go

@@ -54,7 +54,7 @@ func CurrentWeights(portfolio common.BaseDistribution) toolkit.PortfolioWeights
 		weights[currency] = toolkit.BaseWeight(amount / totalCapital)
 	}
 
-	dist, err := toolkit.NewPortfolioWeights(weights)
+	dist, err := toolkit.NewPortfolioWeights(weights, 0)
 	if err != nil {
 		panic(err)
 	}
@@ -246,7 +246,7 @@ func TestRebalanceMarketOrders(t *testing.T) {
 	}
 
 	// Create new PortfolioWeights with desired weights
-	portfolioWeights, err := toolkit.NewPortfolioWeights(desiredWeights)
+	portfolioWeights, err := toolkit.NewPortfolioWeights(desiredWeights, 0)
 	if err != nil {
 		t.Fatalf("Error creating portfolio weights: %v", err)
 	}

toolkit/grid.go

@@ -227,7 +227,7 @@ type GridGenerator interface {
 	Next(candle data.Candle) ([]GridLevel, error) // new levels can be nil
 }
 
-type GridBot struct {
+type GridBot struct { // TODO: debug
 	grid       grid
 	strategy   GridGenerator
 	instrument data.Instrument

toolkit/rebalancer.go

@@ -19,22 +19,22 @@ type (
 	PortfolioWeights map[data.Currency]BaseWeight
 )
 
-func NewPortfolioWeights(distribution map[data.Currency]BaseWeight) (*PortfolioWeights, error) {
+func NewPortfolioWeights(distribution map[data.Currency]BaseWeight, epsilon float64) (*PortfolioWeights, error) {
 	weights := PortfolioWeights(distribution)
-	if err := weights.isValid(); err != nil {
+	if err := weights.isValid(epsilon); err != nil {
 		return nil, err
 	}
 	return &weights, nil
 }
 
-func (f PortfolioWeights) isValid() error {
+func (f PortfolioWeights) isValid(epsilon float64) error {
 	sumWeights := 0.0
 
 	for _, weight := range f {
 		sumWeights += math.Abs(float64(weight))
 	}
 
-	if sumWeights != 1 {
+	if math.Abs(sumWeights-1) > epsilon {
 		return errors.NewInvalidWeightsError(sumWeights)
 	}