package data import ( "strings" "testing" "time" "github.com/shopspring/decimal" "github.com/stretchr/testify/assert" "github.com/stretchr/testify/require" "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/common/key" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) const ( exch = "binance" a = asset.Spot ) var p = currency.NewBTCUSD() 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) assert.NoError(t, err) if d.data == nil { t.Error("expected not nil") } if d.data[key.NewExchangeAssetPair(exch, a, p)] != nil { t.Error("expected nil") } } func TestGetAllData(t *testing.T) { t.Parallel() d := HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, nil) assert.NoError(t, err) err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil) assert.NoError(t, err) result, err := d.GetAllData() require.NoError(t, err) assert.Len(t, result, 2, "GetAllData should return 2 items") } func TestGetDataForCurrency(t *testing.T) { t.Parallel() d := HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, &fakeHandler{}) assert.NoError(t, err) err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil) assert.NoError(t, err) _, err = d.GetDataForCurrency(nil) assert.ErrorIs(t, err, common.ErrNilEvent) _, err = d.GetDataForCurrency(&fakeEvent{Base: &event.Base{ Exchange: "lol", AssetType: asset.USDTMarginedFutures, CurrencyPair: currency.NewPair(currency.EMB, currency.DOGE), }}) assert.ErrorIs(t, err, ErrHandlerNotFound) _, err = d.GetDataForCurrency(&fakeEvent{Base: &event.Base{ Exchange: exch, AssetType: a, CurrencyPair: p, }}) assert.NoError(t, err) } func TestReset(t *testing.T) { t.Parallel() d := &HandlerHolder{} err := d.SetDataForCurrency(exch, a, p, nil) assert.NoError(t, err) err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil) assert.NoError(t, err) err = d.Reset() require.NoError(t, err) assert.NotNil(t, d.data, "Reset should initialise the data map") d = nil err = d.Reset() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestBaseReset(t *testing.T) { t.Parallel() b := &Base{offset: 1} err := b.Reset() require.NoError(t, err) assert.Zero(t, b.offset, "offset should be reset") b = nil err = b.Reset() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestGetStream(t *testing.T) { t.Parallel() b := &Base{} resp, err := b.GetStream() require.NoError(t, err) assert.Empty(t, resp, "GetStream should return an empty slice") 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() require.NoError(t, err) assert.Len(t, resp, 2, "GetStream should return 2 items") b = nil _, err = b.GetStream() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestOffset(t *testing.T) { t.Parallel() b := &Base{} o, err := b.Offset() require.NoError(t, err) assert.Zero(t, o, "offset should be zero when not set") b.offset = 1337 o, err = b.Offset() require.NoError(t, err) assert.Equal(t, int64(1337), o, "offset value should be correct") b = nil _, err = b.Offset() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestSetStream(t *testing.T) { t.Parallel() b := &Base{} err := b.SetStream(nil) require.NoError(t, err) assert.Empty(t, b.stream, "SetStream should not error with nil slice and stream should be empty") cp := currency.NewBTCUSD() 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, }, }, }) require.NoError(t, err) assert.Len(t, b.stream, 2, "stream elements should be set correctly") assert.Equal(t, int64(1), b.stream[0].GetOffset(), "GetOffset should return the correct value") misMatchEvent := &fakeEvent{ Base: &event.Base{ Exchange: "mismatch", CurrencyPair: currency.NewPair(currency.BTC, currency.DOGE), AssetType: asset.Futures, }, } err = b.SetStream([]Event{misMatchEvent}) require.ErrorIs(t, err, ErrInvalidEventSupplied) misMatchEvent.Time = time.Now() err = b.SetStream([]Event{misMatchEvent}) require.ErrorIs(t, err, errMismatchedEvent) err = b.SetStream([]Event{nil}) require.ErrorIs(t, err, gctcommon.ErrNilPointer) b = nil err = b.SetStream(nil) assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestNext(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewBTCUSD() 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, }, }, }) require.NoError(t, err) resp, err := b.Next() require.NoError(t, err) assert.Equal(t, b.stream[0], resp, "Next should return the first event in the stream") assert.Equal(t, int64(1), b.offset, "offset should be correct") _, err = b.Next() require.NoError(t, err) resp, err = b.Next() require.ErrorIs(t, err, ErrEndOfData) assert.Nil(t, resp, "Expected nil response after end of data") b = nil _, err = b.Next() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestHistory(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewBTCUSD() 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, }, }, }) require.NoError(t, err) resp, err := b.History() require.NoError(t, err) assert.Empty(t, resp, "History should return an empty slice when no events have been processed") _, err = b.Next() require.NoError(t, err) resp, err = b.History() require.NoError(t, err) assert.Len(t, resp, 1, "History should return the first event after one Next call") b = nil _, err = b.History() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestLatest(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewBTCUSD() 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, }, }, }) require.NoError(t, err) resp, err := b.Latest() require.NoError(t, err) assert.Equal(t, b.stream[0], resp, "Latest should return the first event in the stream") _, err = b.Next() require.NoError(t, err) resp, err = b.Latest() require.NoError(t, err) assert.Equal(t, b.stream[0], resp, "Latest should return the first event after one Next call") _, err = b.Next() require.NoError(t, err) resp, err = b.Latest() require.NoError(t, err) assert.Equal(t, b.stream[1], resp, "Latest should return the second event after two Next calls") b = nil _, err = b.Latest() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestList(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewBTCUSD() 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, }, }, }) require.NoError(t, err) list, err := b.List() require.NoError(t, err) assert.Len(t, list, 2, "List should return all events in the stream") b = nil _, err = b.List() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestIsLastEvent(t *testing.T) { t.Parallel() b := &Base{} cp := currency.NewBTCUSD() 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, }, }, }) require.NoError(t, err) b.latest = b.stream[0] b.offset = b.stream[0].GetOffset() isLastEvent, err := b.IsLastEvent() require.NoError(t, err) assert.False(t, isLastEvent, "isLastEvent should return false when not at the last event") b.isLiveData = true isLastEvent, err = b.IsLastEvent() require.NoError(t, err) assert.False(t, isLastEvent, "isLastEvent should return false when live data is set") b = nil _, err = b.IsLastEvent() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestIsLive(t *testing.T) { t.Parallel() b := &Base{} isLive, err := b.IsLive() assert.NoError(t, err) if isLive { t.Error("expected false") } b.isLiveData = true isLive, err = b.IsLive() assert.NoError(t, err) if !isLive { t.Error("expected true") } b = nil _, err = b.IsLive() assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestSetLive(t *testing.T) { t.Parallel() b := &Base{} err := b.SetLive(true) assert.NoError(t, err) if !b.isLiveData { t.Error("expected true") } err = b.SetLive(false) assert.NoError(t, err) if b.isLiveData { t.Error("expected false") } b = nil err = b.SetLive(false) assert.ErrorIs(t, err, gctcommon.ErrNilPointer) } func TestAppendStream(t *testing.T) { t.Parallel() b := &Base{} e := &fakeEvent{ Base: &event.Base{}, } err := b.AppendStream(e) assert.ErrorIs(t, 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.NewBTCUSD() e.Exchange = "b" e.AssetType = asset.Spot e.CurrencyPair = cp err = b.AppendStream(e) require.ErrorIs(t, err, ErrInvalidEventSupplied) e.Time = tt err = b.AppendStream(e, e) require.NoError(t, err) if len(b.stream) != 1 { t.Errorf("received '%v' expected '%v'", len(b.stream), 1) } err = b.AppendStream(e) require.NoError(t, err) 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(), }, }) require.NoError(t, err) 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) require.ErrorIs(t, err, errMismatchedEvent) if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } err = b.AppendStream(nil) require.ErrorIs(t, err, gctcommon.ErrNilPointer) if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } err = b.AppendStream() require.ErrorIs(t, err, errNothingToAdd) if len(b.stream) != 2 { t.Errorf("received '%v' expected '%v'", len(b.stream), 2) } b = nil err = b.AppendStream() assert.ErrorIs(t, 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() require.NoError(t, err) assert.Equal(t, id1, first.GetOffset()) } 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() require.NoError(t, err) assert.Equal(t, id3, last.GetOffset()) } // 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.NewBTCUSD() } 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, ...any) {} 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 }