package data import ( "errors" "strings" "testing" "time" "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/backtester/common" "github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event" gctcommon "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) const exch = "binance" const a = asset.Spot var p = currency.NewPair(currency.BTC, currency.USD) type fakeEvent struct { secretID int64 *event.Base } type fakeHandler struct{} func TestSetDataForCurrency(t *testing.T) { t.Parallel() d := HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if d.data == nil { t.Error("expected not nil") } if d.data[exch][a][p.Base.Item][p.Quote.Item] != nil { t.Error("expected nil") } } func TestGetAllData(t *testing.T) { t.Parallel() d := HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } result, err := d.GetAllData() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(result) != 2 { t.Error("expected 2") } } func TestGetDataForCurrency(t *testing.T) { t.Parallel() d := HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, &fakeHandler{}) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } _, err = d.GetDataForCurrency(nil) if !errors.Is(err, common.ErrNilEvent) { t.Errorf("received '%v' expected '%v'", err, common.ErrNilEvent) } _, err = d.GetDataForCurrency(&fakeEvent{Base: &event.Base{ Exchange: "lol", AssetType: asset.USDTMarginedFutures, CurrencyPair: currency.NewPair(currency.EMB, currency.DOGE), }}) if !errors.Is(err, ErrHandlerNotFound) { t.Errorf("received '%v' expected '%v'", err, ErrHandlerNotFound) } _, err = d.GetDataForCurrency(&fakeEvent{Base: &event.Base{ Exchange: exch, AssetType: a, CurrencyPair: p, }}) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } } func TestReset(t *testing.T) { t.Parallel() d := &HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } err = d.Reset() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if d.data == nil { t.Error("expected a map") } d = nil err = d.Reset() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestBaseReset(t *testing.T) { t.Parallel() b := &Base{offset: 1} err := b.Reset() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if b.offset != 0 { t.Errorf("received '%v' expected '%v'", b.offset, 0) } b = nil err = b.Reset() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestGetStream(t *testing.T) { t.Parallel() b := &Base{} resp, err := b.GetStream() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(resp) != 0 { t.Errorf("received '%v' expected '%v'", len(resp), 0) } b.stream = []Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), }, }, } resp, err = b.GetStream() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(resp) != 2 { t.Errorf("received '%v' expected '%v'", len(resp), 2) } b = nil _, err = b.GetStream() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestOffset(t *testing.T) { t.Parallel() b := &Base{} o, err := b.Offset() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if o != 0 { t.Errorf("received '%v' expected '%v'", o, 0) } b.offset = 1337 o, err = b.Offset() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if o != 1337 { t.Errorf("received '%v' expected '%v'", o, 1337) } b = nil _, err = b.Offset() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestSetStream(t *testing.T) { t.Parallel() b := &Base{} err := b.SetStream(nil) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(b.stream) != 0 { t.Errorf("received '%v' expected '%v'", len(b.stream), 0) } cp := currency.NewPair(currency.BTC, currency.USD) err = b.SetStream([]Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, }) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(b.stream) != 2 { t.Fatalf("received '%v' expected '%v'", len(b.stream), 2) } if b.stream[0].GetOffset() != 1 { t.Errorf("received '%v' expected '%v'", b.stream[0].GetOffset(), 1) } misMatchEvent := &fakeEvent{ Base: &event.Base{ Exchange: "mismatch", CurrencyPair: currency.NewPair(currency.BTC, currency.DOGE), AssetType: asset.Futures, }, } err = b.SetStream([]Event{misMatchEvent}) if !errors.Is(err, ErrInvalidEventSupplied) { t.Fatalf("received '%v' expected '%v'", err, ErrInvalidEventSupplied) } misMatchEvent.Time = time.Now() err = b.SetStream([]Event{misMatchEvent}) if !errors.Is(err, errMisMatchedEvent) { t.Fatalf("received '%v' expected '%v'", err, errMisMatchedEvent) } err = b.SetStream([]Event{nil}) if !errors.Is(err, gctcommon.ErrNilPointer) { t.Fatalf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } b = nil err = b.SetStream(nil) if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestNext(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewPair(currency.BTC, currency.USD) err := b.SetStream([]Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, }) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err := b.Next() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if resp != b.stream[0] { t.Errorf("received '%v' expected '%v'", resp, b.stream[0]) } if b.offset != 1 { t.Errorf("received '%v' expected '%v'", b.offset, 1) } _, err = b.Next() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err = b.Next() if !errors.Is(err, ErrEndOfData) { t.Errorf("received '%v' expected '%v'", err, ErrEndOfData) } if resp != nil { t.Errorf("received '%v' expected '%v'", resp, nil) } b = nil _, err = b.Next() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestHistory(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewPair(currency.BTC, currency.USD) err := b.SetStream([]Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, }) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err := b.History() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(resp) != 0 { t.Errorf("received '%v' expected '%v'", len(resp), 0) } _, err = b.Next() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err = b.History() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(resp) != 1 { t.Errorf("received '%v' expected '%v'", len(resp), 1) } b = nil _, err = b.History() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestLatest(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewPair(currency.BTC, currency.USD) err := b.SetStream([]Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, }) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err := b.Latest() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if resp != b.stream[0] { t.Errorf("received '%v' expected '%v'", resp, b.stream[0]) } _, err = b.Next() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err = b.Latest() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if resp != b.stream[0] { t.Errorf("received '%v' expected '%v'", resp, b.stream[0]) } _, err = b.Next() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } resp, err = b.Latest() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if resp != b.stream[1] { t.Errorf("received '%v' expected '%v'", resp, b.stream[1]) } b = nil _, err = b.Latest() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestList(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewPair(currency.BTC, currency.USD) err := b.SetStream([]Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, }) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } list, err := b.List() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if len(list) != 2 { t.Errorf("received '%v' expected '%v'", len(list), 2) } b = nil _, err = b.List() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestIsLastEvent(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewPair(currency.BTC, currency.USD) err := b.SetStream([]Event{ &fakeEvent{ Base: &event.Base{ Offset: 2048, Time: time.Now(), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, &fakeEvent{ Base: &event.Base{ Offset: 1337, Time: time.Now().Add(-time.Hour), Exchange: "test", AssetType: asset.Spot, CurrencyPair: cp, }, }, }) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } b.latest = b.stream[0] b.offset = b.stream[0].GetOffset() isLastEvent, err := b.IsLastEvent() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if isLastEvent { t.Errorf("received '%v' expected '%v'", false, true) } b.isLiveData = true isLastEvent, err = b.IsLastEvent() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if isLastEvent { t.Errorf("received '%v' expected '%v'", false, true) } b = nil _, err = b.IsLastEvent() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestIsLive(t *testing.T) { t.Parallel() b := &Base{} isLive, err := b.IsLive() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if isLive { t.Error("expected false") } b.isLiveData = true isLive, err = b.IsLive() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if !isLive { t.Error("expected true") } b = nil _, err = b.IsLive() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestSetLive(t *testing.T) { t.Parallel() b := &Base{} err := b.SetLive(true) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if !b.isLiveData { t.Error("expected true") } err = b.SetLive(false) if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if b.isLiveData { t.Error("expected false") } b = nil err = b.SetLive(false) if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestAppendStream(t *testing.T) { t.Parallel() b := &Base{} e := &fakeEvent{ Base: &event.Base{}, } err := b.AppendStream(e) if !errors.Is(err, ErrInvalidEventSupplied) { t.Errorf("received '%v' expected '%v'", err, ErrInvalidEventSupplied) } if len(b.stream) != 0 { t.Errorf("received '%v' expected '%v'", len(b.stream), 0) } tt := time.Now().Add(-time.Hour) cp := currency.NewPair(currency.BTC, currency.USD) e.Exchange = "b" e.AssetType = asset.Spot e.CurrencyPair = cp err = b.AppendStream(e) if !errors.Is(err, ErrInvalidEventSupplied) { t.Fatalf("received '%v' expected '%v'", err, ErrInvalidEventSupplied) } e.Time = tt err = b.AppendStream(e, e) if !errors.Is(err, nil) { t.Fatalf("received '%v' expected '%v'", err, nil) } if len(b.stream) != 1 { t.Errorf("received '%v' expected '%v'", len(b.stream), 1) } err = b.AppendStream(e) if !errors.Is(err, nil) { t.Fatalf("received '%v' expected '%v'", err, nil) } if len(b.stream) != 1 { t.Errorf("received '%v' expected '%v'", len(b.stream), 1) } err = b.AppendStream(&fakeEvent{ Base: &event.Base{ Exchange: "b", AssetType: asset.Spot, CurrencyPair: cp, Time: time.Now(), }, }) if !errors.Is(err, nil) { t.Fatalf("received '%v' expected '%v'", err, nil) } if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } misMatchEvent := &fakeEvent{ Base: &event.Base{ Exchange: "mismatch", CurrencyPair: currency.NewPair(currency.BTC, currency.DOGE), AssetType: asset.Futures, Time: tt, }, } err = b.AppendStream(misMatchEvent) if !errors.Is(err, errMisMatchedEvent) { t.Fatalf("received '%v' expected '%v'", err, errMisMatchedEvent) } if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } err = b.AppendStream(nil) if !errors.Is(err, gctcommon.ErrNilPointer) { t.Fatalf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } err = b.AppendStream() if !errors.Is(err, errNothingToAdd) { t.Fatalf("received '%v' expected '%v'", err, errNothingToAdd) } if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } b = nil err = b.AppendStream() if !errors.Is(err, gctcommon.ErrNilPointer) { t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer) } } func TestFirst(t *testing.T) { t.Parallel() var id1 int64 = 1 var id2 int64 = 2 var id3 int64 = 3 e := Events{ fakeEvent{secretID: id1}, fakeEvent{secretID: id2}, fakeEvent{secretID: id3}, } first, err := e.First() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if first.GetOffset() != id1 { t.Errorf("received '%v' expected '%v'", first.GetOffset(), id1) } } func TestLast(t *testing.T) { t.Parallel() var id1 int64 = 1 var id2 int64 = 2 var id3 int64 = 3 e := Events{ fakeEvent{secretID: id1}, fakeEvent{secretID: id2}, fakeEvent{secretID: id3}, } last, err := e.Last() if !errors.Is(err, nil) { t.Errorf("received '%v' expected '%v'", err, nil) } if last.GetOffset() != id3 { t.Errorf("received '%v' expected '%v'", last.GetOffset(), id1) } } // methods that satisfy the common.Event interface func (f fakeEvent) GetOffset() int64 { if f.secretID > 0 { return f.secretID } return f.Offset } func (f fakeEvent) SetOffset(o int64) { f.Offset = o } func (f fakeEvent) IsEvent() bool { return false } func (f fakeEvent) GetTime() time.Time { return f.Base.Time } func (f fakeEvent) Pair() currency.Pair { return currency.NewPair(currency.BTC, currency.USD) } func (f fakeEvent) GetExchange() string { return f.Exchange } func (f fakeEvent) GetInterval() gctkline.Interval { return gctkline.Interval(time.Minute) } func (f fakeEvent) GetAssetType() asset.Item { return f.AssetType } func (f fakeEvent) GetReason() string { return strings.Join(f.Reasons, ",") } func (f fakeEvent) AppendReason(string) { } func (f fakeEvent) GetClosePrice() decimal.Decimal { return decimal.Zero } func (f fakeEvent) GetHighPrice() decimal.Decimal { return decimal.Zero } func (f fakeEvent) GetLowPrice() decimal.Decimal { return decimal.Zero } func (f fakeEvent) GetOpenPrice() decimal.Decimal { return decimal.Zero } func (f fakeEvent) GetVolume() decimal.Decimal { return decimal.Zero } func (f fakeEvent) GetUnderlyingPair() currency.Pair { return f.Pair() } func (f fakeEvent) AppendReasonf(string, ...interface{}) {} func (f fakeEvent) GetBase() *event.Base { return &event.Base{} } func (f fakeEvent) GetConcatReasons() string { return "" } func (f fakeEvent) GetReasons() []string { return nil } func (f fakeHandler) Load() error { return nil } func (f fakeHandler) AppendStream(...Event) error { return nil } func (f fakeHandler) GetBase() Base { return Base{} } func (f fakeHandler) Next() (Event, error) { return nil, nil } func (f fakeHandler) GetStream() (Events, error) { return nil, nil } func (f fakeHandler) History() (Events, error) { return nil, nil } func (f fakeHandler) Latest() (Event, error) { return nil, nil } func (f fakeHandler) List() (Events, error) { return nil, nil } func (f fakeHandler) IsLastEvent() (bool, error) { return false, nil } func (f fakeHandler) Offset() (int64, error) { return 0, nil } func (f fakeHandler) StreamOpen() ([]decimal.Decimal, error) { return nil, nil } func (f fakeHandler) StreamHigh() ([]decimal.Decimal, error) { return nil, nil } func (f fakeHandler) StreamLow() ([]decimal.Decimal, error) { return nil, nil } func (f fakeHandler) StreamClose() ([]decimal.Decimal, error) { return nil, nil } func (f fakeHandler) StreamVol() ([]decimal.Decimal, error) { return nil, nil } func (f fakeHandler) HasDataAtTime(time.Time) (bool, error) { return false, nil } func (f fakeHandler) Reset() error { return nil } func (f fakeHandler) GetDetails() (string, asset.Item, currency.Pair, error) { return "", asset.Empty, currency.EMPTYPAIR, nil }