Files
gocryptotrader/exchanges/kline/kline_test.go
yuhangcangqian 138419e7a8 refactor: use t.TempDir() instead of os.MkdirTemp (#1832)
Signed-off-by: yuhangcangqian <cuibuwei@qq.com>
2025-03-13 10:21:56 +11:00

1395 lines
30 KiB
Go

package kline
import (
"errors"
"fmt"
"math/rand"
"os"
"path/filepath"
"strings"
"testing"
"time"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/database"
"github.com/thrasher-corp/gocryptotrader/database/drivers"
"github.com/thrasher-corp/gocryptotrader/database/repository/candle"
"github.com/thrasher-corp/gocryptotrader/database/repository/exchange"
"github.com/thrasher-corp/gocryptotrader/database/testhelpers"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
var (
verbose = false
testExchanges = []exchange.Details{{Name: "one"}}
)
func TestValidateData(t *testing.T) {
t.Parallel()
err := validateData(nil)
if err == nil {
t.Error("error cannot be nil")
}
var empty []order.TradeHistory
err = validateData(empty)
if err == nil {
t.Error("error cannot be nil")
}
tn := time.Now()
trade1 := []order.TradeHistory{
{Timestamp: tn.Add(2 * time.Minute), TID: "2"},
{Timestamp: tn.Add(time.Minute), TID: "1"},
{Timestamp: tn.Add(3 * time.Minute), TID: "3"},
}
err = validateData(trade1)
if err == nil {
t.Error("error cannot be nil")
}
trade2 := []order.TradeHistory{
{Timestamp: tn.Add(2 * time.Minute), TID: "2", Amount: 1, Price: 0},
}
err = validateData(trade2)
if err == nil {
t.Error("error cannot be nil")
}
trade3 := []order.TradeHistory{
{TID: "2", Amount: 1, Price: 0},
}
err = validateData(trade3)
if err == nil {
t.Error("error cannot be nil")
}
trade4 := []order.TradeHistory{
{Timestamp: tn.Add(2 * time.Minute), TID: "2", Amount: 1, Price: 1000},
{Timestamp: tn.Add(time.Minute), TID: "1", Amount: 1, Price: 1001},
{Timestamp: tn.Add(3 * time.Minute), TID: "3", Amount: 1, Price: 1001.5},
}
err = validateData(trade4)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if trade4[0].TID != "1" || trade4[1].TID != "2" || trade4[2].TID != "3" {
t.Error("trade history sorted incorrectly")
}
}
func TestCreateKline(t *testing.T) {
t.Parallel()
pair := currency.NewPair(currency.BTC, currency.USD)
_, err := CreateKline(nil, OneMin, pair, asset.Spot, "Binance")
if !errors.Is(err, errInsufficientTradeData) {
t.Fatalf("received: '%v' but expected '%v'", err, errInsufficientTradeData)
}
tradeTotal := 24000
trades := make([]order.TradeHistory, tradeTotal)
execution := time.Now()
for x := range tradeTotal {
price, rndTime := 1000+float64(rand.Intn(1000)), rand.Intn(10) //nolint:gosec // no need to import crypo/rand for testing
execution = execution.Add(time.Duration(rndTime) * time.Second)
trades[x] = order.TradeHistory{
Timestamp: execution,
Amount: 1, // Keep as one for counting
Price: price,
}
}
_, err = CreateKline(trades, 0, pair, asset.Spot, "Binance")
if !errors.Is(err, ErrInvalidInterval) {
t.Fatalf("received: '%v' but expected '%v'", err, ErrInvalidInterval)
}
c, err := CreateKline(trades, OneMin, pair, asset.Spot, "Binance")
if err != nil {
t.Fatal(err)
}
var amounts float64
for x := range c.Candles {
amounts += c.Candles[x].Volume
}
if amounts != float64(tradeTotal) {
t.Fatalf("received: '%v' but expected '%v'", amounts, float64(tradeTotal))
}
}
func TestKlineWord(t *testing.T) {
t.Parallel()
if OneDay.Word() != "oneday" {
t.Fatalf("unexpected result: %v", OneDay.Word())
}
}
func TestKlineDuration(t *testing.T) {
t.Parallel()
if OneDay.Duration() != time.Hour*24 {
t.Fatalf("unexpected result: %v", OneDay.Duration())
}
}
func TestKlineShort(t *testing.T) {
t.Parallel()
assert.Equal(t, "24h", OneDay.Short(), "One day should show as 24h")
assert.Equal(t, "1h", OneHour.Short(), "One hour should truncate 0m0s suffix")
assert.Equal(t, "raw", Raw.Short(), "Raw should return raw")
}
func TestDurationToWord(t *testing.T) {
t.Parallel()
testCases := []struct {
name string
interval Interval
}{
{
"raw",
Raw,
},
{
"hundredmillisec",
HundredMilliseconds,
},
{
"thousandmillisec",
ThousandMilliseconds,
},
{
"tensec",
TenSecond,
},
{
"FifteenSecond",
FifteenSecond,
},
{
"OneMin",
OneMin,
},
{
"ThreeMin",
ThreeMin,
},
{
"FiveMin",
FiveMin,
},
{
"TenMin",
TenMin,
},
{
"FifteenMin",
FifteenMin,
},
{
"ThirtyMin",
ThirtyMin,
},
{
"OneHour",
OneHour,
},
{
"TwoHour",
TwoHour,
},
{
"FourHour",
FourHour,
},
{
"SixHour",
SixHour,
},
{
"EightHour",
OneHour * 8,
},
{
"TwelveHour",
TwelveHour,
},
{
"OneDay",
OneDay,
},
{
"ThreeDay",
ThreeDay,
},
{
"FiveDay",
FiveDay,
},
{
"FifteenDay",
FifteenDay,
},
{
"OneWeek",
OneWeek,
},
{
"TwoWeek",
TwoWeek,
},
{
"OneMonth",
OneMonth,
},
{
"ThreeMonth",
ThreeMonth,
},
{
"SixMonth",
SixMonth,
},
{
"OneYear",
OneYear,
},
{
"notfound",
Interval(time.Hour * 1337),
},
}
for x := range testCases {
test := testCases[x]
t.Run(test.name, func(t *testing.T) {
t.Parallel()
t.Helper()
v := durationToWord(test.interval)
if !strings.EqualFold(v, test.name) {
t.Fatalf("%v: received %v expected %v", test.name, v, test.name)
}
})
}
}
func TestTotalCandlesPerInterval(t *testing.T) {
t.Parallel()
tmNow := time.Now()
assert.Equal(t, uint64(0), TotalCandlesPerInterval(tmNow.AddDate(0, 0, 1), tmNow, OneMin))
start := time.Date(2019, 1, 1, 0, 0, 0, 0, time.UTC)
end := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
testCases := []struct {
name string
interval Interval
expected uint64
}{
{
"FifteenSecond",
FifteenSecond,
2102400,
},
{
"OneMin",
OneMin,
525600,
},
{
"ThreeMin",
ThreeMin,
175200,
},
{
"FiveMin",
FiveMin,
105120,
},
{
"TenMin",
TenMin,
52560,
},
{
"FifteenMin",
FifteenMin,
35040,
},
{
"ThirtyMin",
ThirtyMin,
17520,
},
{
"OneHour",
OneHour,
8760,
},
{
"TwoHour",
TwoHour,
4380,
},
{
"FourHour",
FourHour,
2190,
},
{
"SixHour",
SixHour,
1460,
},
{
"EightHour",
OneHour * 8,
1095,
},
{
"TwelveHour",
TwelveHour,
730,
},
{
"OneDay",
OneDay,
365,
},
{
"ThreeDay",
ThreeDay,
121,
},
{
"FiveDay",
FiveDay,
73,
},
{
"FifteenDay",
FifteenDay,
24,
},
{
"OneWeek",
OneWeek,
52,
},
{
"TwoWeek",
TwoWeek,
26,
},
{
"OneMonth",
OneMonth,
12,
},
{
"OneYear",
OneYear,
1,
},
}
for x := range testCases {
test := testCases[x]
t.Run(test.name, func(t *testing.T) {
t.Parallel()
v := TotalCandlesPerInterval(start, end, test.interval)
if v != test.expected {
t.Fatalf("%v: received %v expected %v", test.name, v, test.expected)
}
})
}
}
func TestCalculateCandleDateRanges(t *testing.T) {
t.Parallel()
pt := time.Date(2019, 1, 1, 0, 0, 0, 0, time.UTC)
ft := time.Date(2222, 1, 1, 0, 0, 0, 0, time.UTC)
et := time.Date(2020, 1, 1, 1, 0, 0, 0, time.UTC)
_, err := CalculateCandleDateRanges(time.Time{}, time.Time{}, OneMin, 300)
assert.ErrorIs(t, err, common.ErrDateUnset)
_, err = CalculateCandleDateRanges(et, pt, OneMin, 300)
assert.ErrorIs(t, err, common.ErrStartAfterEnd)
_, err = CalculateCandleDateRanges(et, ft, 0, 300)
assert.ErrorIs(t, err, ErrInvalidInterval)
_, err = CalculateCandleDateRanges(et, et, OneMin, 300)
assert.ErrorIs(t, err, common.ErrStartEqualsEnd)
v, err := CalculateCandleDateRanges(pt, et, OneWeek, 300)
require.NoError(t, err)
assert.Equal(t, int64(1546214400), v.Ranges[0].Start.Ticks)
v, err = CalculateCandleDateRanges(pt, et, OneWeek, 100)
require.NoError(t, err)
assert.Equal(t, 1, len(v.Ranges))
assert.Equal(t, 52, len(v.Ranges[0].Intervals))
v, err = CalculateCandleDateRanges(et, ft, OneWeek, 5)
require.NoError(t, err)
assert.Equal(t, 2108, len(v.Ranges))
assert.Equal(t, 5, len(v.Ranges[0].Intervals))
lenRanges := len(v.Ranges) - 1
lenIntervals := len(v.Ranges[lenRanges].Intervals) - 1
assert.True(t, v.Ranges[lenRanges].Intervals[lenIntervals].End.Equal(ft.Round(OneWeek.Duration())))
start := time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)
end := start.Add(24 * time.Hour)
v, err = CalculateCandleDateRanges(start, end, OneDay, 0)
require.NoError(t, err)
assert.Equal(t, uint64(1), v.Limit)
}
func TestItem_SortCandlesByTimestamp(t *testing.T) {
t.Parallel()
var tempKline = Item{
Exchange: "testExchange",
Pair: currency.NewPair(currency.BTC, currency.USDT),
Asset: asset.Spot,
Interval: OneDay,
}
for x := range 100 {
y := rand.Float64() //nolint:gosec // used for generating test data, no need to import crypo/rand
tempKline.Candles = append(tempKline.Candles,
Candle{
Time: time.Now().AddDate(0, 0, -x),
Open: y,
High: y + float64(x),
Low: y - float64(x),
Close: y,
Volume: y,
})
}
tempKline.SortCandlesByTimestamp(false)
if tempKline.Candles[0].Time.After(tempKline.Candles[1].Time) {
t.Fatal("expected kline.Candles to be in descending order")
}
tempKline.SortCandlesByTimestamp(true)
if tempKline.Candles[0].Time.Before(tempKline.Candles[1].Time) {
t.Fatal("expected kline.Candles to be in ascending order")
}
}
func setupTest(t *testing.T) {
t.Helper()
if verbose {
err := testhelpers.EnableVerboseTestOutput()
if err != nil {
fmt.Printf("failed to enable verbose test output: %v", err)
os.Exit(1)
}
}
testhelpers.MigrationDir = filepath.Join("..", "..", "database", "migrations")
testhelpers.PostgresTestDatabase = testhelpers.GetConnectionDetails()
testhelpers.TempDir = t.TempDir()
}
func TestStoreInDatabase(t *testing.T) {
setupTest(t)
testCases := []struct {
name string
config *database.Config
seedDB func(bool) error
runner func(t *testing.T)
closer func(dbConn *database.Instance) error
}{
{
name: "postgresql",
config: testhelpers.PostgresTestDatabase,
seedDB: seedDB,
},
{
name: "SQLite",
config: &database.Config{
Driver: database.DBSQLite3,
ConnectionDetails: drivers.ConnectionDetails{Database: "./testdb"},
},
seedDB: seedDB,
},
}
for x := range testCases {
test := testCases[x]
t.Run(test.name, func(t *testing.T) {
if !testhelpers.CheckValidConfig(&test.config.ConnectionDetails) {
t.Skip("database not configured skipping test")
}
dbConn, err := testhelpers.ConnectToDatabase(test.config)
if err != nil {
t.Fatal(err)
}
if test.seedDB != nil {
err = test.seedDB(false)
if err != nil {
t.Error(err)
}
}
_, ohlcvData, err := genOHCLVData()
if err != nil {
t.Fatal(err)
}
r, err := StoreInDatabase(&ohlcvData, false)
if err != nil {
t.Fatal(err)
}
if r != 365 {
t.Fatalf("unexpected number inserted: %v", r)
}
r, err = StoreInDatabase(&ohlcvData, true)
if err != nil {
t.Fatal(err)
}
if r != 365 {
t.Fatalf("unexpected number inserted: %v", r)
}
err = testhelpers.CloseDatabase(dbConn)
if err != nil {
t.Error(err)
}
})
}
err := os.RemoveAll(testhelpers.TempDir)
if err != nil {
t.Fatalf("Failed to remove temp db file: %v", err)
}
}
func TestLoadFromDatabase(t *testing.T) {
setupTest(t)
testCases := []struct {
name string
config *database.Config
seedDB func(bool) error
runner func(t *testing.T)
closer func(dbConn *database.Instance) error
}{
{
name: "postgresql",
config: testhelpers.PostgresTestDatabase,
seedDB: seedDB,
},
{
name: "SQLite",
config: &database.Config{
Driver: database.DBSQLite3,
ConnectionDetails: drivers.ConnectionDetails{Database: "./testdb"},
},
seedDB: seedDB,
},
}
for x := range testCases {
test := testCases[x]
t.Run(test.name, func(t *testing.T) {
if !testhelpers.CheckValidConfig(&test.config.ConnectionDetails) {
t.Skip("database not configured skipping test")
}
dbConn, err := testhelpers.ConnectToDatabase(test.config)
if err != nil {
t.Fatal(err)
}
if test.seedDB != nil {
err = test.seedDB(true)
if err != nil {
t.Error(err)
}
}
p, err := currency.NewPairFromString("BTCUSDT")
if err != nil {
t.Fatal(err)
}
start := time.Date(2019, 1, 1, 0, 0, 0, 0, time.UTC)
end := start.AddDate(1, 0, 0)
ret, err := LoadFromDatabase(testExchanges[0].Name, p, asset.Spot, OneDay, start, end)
if err != nil {
t.Fatal(err)
}
if ret.Exchange != testExchanges[0].Name {
t.Fatalf("incorrect data returned: %v", ret.Exchange)
}
err = testhelpers.CloseDatabase(dbConn)
if err != nil {
t.Error(err)
}
})
}
err := os.RemoveAll(testhelpers.TempDir)
if err != nil {
t.Fatalf("Failed to remove temp db file: %v", err)
}
}
// TODO: find a better way to handle this to remove duplication between candle test
func seedDB(includeOHLCVData bool) error {
err := exchange.InsertMany(testExchanges)
if err != nil {
return err
}
if includeOHLCVData {
data, _, err := genOHCLVData()
if err != nil {
return err
}
_, err = candle.Insert(&data)
return err
}
return nil
}
func genOHCLVData() (out candle.Item, outItem Item, err error) {
exchangeUUID, err := exchange.UUIDByName(testExchanges[0].Name)
if err != nil {
return
}
out.ExchangeID = exchangeUUID.String()
out.Base = currency.BTC.String()
out.Quote = currency.USDT.String()
out.Interval = 86400
out.Asset = "spot"
start := time.Date(2019, 1, 1, 0, 0, 0, 0, time.UTC)
for x := range 365 {
out.Candles = append(out.Candles, candle.Candle{
Timestamp: start.Add(time.Hour * 24 * time.Duration(x)),
Open: 1000,
High: 1000,
Low: 1000,
Close: 1000,
Volume: 1000,
})
}
outItem.Interval = OneDay
outItem.Asset = asset.Spot
outItem.Pair = currency.NewPair(currency.BTC, currency.USDT)
outItem.Exchange = testExchanges[0].Name
for x := range 365 {
outItem.Candles = append(outItem.Candles, Candle{
Time: start.Add(time.Hour * 24 * time.Duration(x)),
Open: 1000,
High: 1000,
Low: 1000,
Close: 1000,
Volume: 1000,
})
}
return out, outItem, nil
}
func TestLoadCSV(t *testing.T) {
v, err := LoadFromGCTScriptCSV(filepath.Join("..", "..", "testdata", "binance_BTCUSDT_24h_2019_01_01_2020_01_01.csv"))
if err != nil {
t.Fatal(err)
}
if v[0].Time.UTC() != time.Unix(1546300800, 0).UTC() {
t.Fatalf("unexpected value received: %v", v[0].Time)
}
if v[269].Close != 8177.91 {
t.Fatalf("unexpected value received: %v", v[269].Close)
}
if v[364].Open != 7246 {
t.Fatalf("unexpected value received: %v", v[364].Open)
}
}
func TestVerifyResultsHaveData(t *testing.T) {
t.Parallel()
tt1 := time.Now().Round(OneDay.Duration())
tt2 := tt1.Add(OneDay.Duration())
tt3 := tt2.Add(OneDay.Duration()) // end date no longer inclusive
dateRanges, err := CalculateCandleDateRanges(tt1, tt3, OneDay, 0)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if dateRanges.HasDataAtDate(tt1) {
t.Error("unexpected true value")
}
err = dateRanges.SetHasDataFromCandles([]Candle{
{
Time: tt1,
Low: 1337,
},
{
Time: tt2,
},
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !dateRanges.HasDataAtDate(tt1) {
t.Error("expected true")
}
err = dateRanges.SetHasDataFromCandles([]Candle{
{
Time: tt1,
},
{
Time: tt2,
Low: 1337,
},
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if dateRanges.HasDataAtDate(tt1) {
t.Error("expected false")
}
}
func TestDataSummary(t *testing.T) {
t.Parallel()
tt1 := time.Now().Add(-time.Hour * 24).Round(OneDay.Duration())
tt2 := time.Now().Round(OneDay.Duration())
tt3 := time.Now().Add(time.Hour * 24).Round(OneDay.Duration())
dateRanges, err := CalculateCandleDateRanges(tt1, tt2, OneDay, 0)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
result := dateRanges.DataSummary(false)
if len(result) != 1 {
t.Errorf("expected %v received %v", 1, len(result))
}
dateRanges, err = CalculateCandleDateRanges(tt1, tt3, OneDay, 0)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
dateRanges.Ranges[0].Intervals[0].HasData = true
result = dateRanges.DataSummary(true)
if len(result) != 2 {
t.Errorf("expected %v received %v", 2, len(result))
}
result = dateRanges.DataSummary(false)
if len(result) != 1 {
t.Errorf("expected %v received %v", 1, len(result))
}
}
func TestHasDataAtDate(t *testing.T) {
t.Parallel()
tt1 := time.Now().Round(OneDay.Duration())
tt2 := tt1.Add(OneDay.Duration())
tt3 := tt2.Add(OneDay.Duration()) // end date no longer inclusive
dateRanges, err := CalculateCandleDateRanges(tt1, tt3, OneDay, 0)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if dateRanges.HasDataAtDate(tt2) {
t.Error("unexpected true value")
}
err = dateRanges.SetHasDataFromCandles([]Candle{
{
Time: tt1,
Close: 1337,
},
{
Time: tt2,
Close: 1337,
},
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !dateRanges.HasDataAtDate(tt2) {
t.Error("unexpected false value")
}
if dateRanges.HasDataAtDate(tt2.Add(time.Hour * 24)) {
t.Error("should not have data")
}
}
func TestIntervalsPerYear(t *testing.T) {
t.Parallel()
var i Interval
if i.IntervalsPerYear() != 0 {
t.Error("expected 0")
}
i = OneYear
if i.IntervalsPerYear() != 1.0 {
t.Error("expected 1")
}
i = OneDay
if i.IntervalsPerYear() != 365 {
t.Error("expected 365")
}
i = OneHour
if i.IntervalsPerYear() != 8760 {
t.Error("expected 8670")
}
i = TwoHour
if i.IntervalsPerYear() != 4380 {
t.Error("expected 4380")
}
i = TwoHour + FifteenSecond
if i.IntervalsPerYear() != 4370.893970893971 {
t.Error("expected 4370...")
}
}
// The purpose of this benchmark is to highlight that requesting
// '.Unix()` frequently is a slow process
func BenchmarkJustifyIntervalTimeStoringUnixValues1(b *testing.B) {
tt1 := time.Now()
tt2 := time.Now().Add(-time.Hour)
tt3 := time.Now().Add(time.Hour)
for b.Loop() {
if tt1.Unix() == tt2.Unix() || (tt1.Unix() > tt2.Unix() && tt1.Unix() < tt3.Unix()) {
continue
}
}
}
// The purpose of this benchmark is to highlight that storing the unix value
// at time of creation is dramatically faster than frequently requesting `.Unix()`
// at runtime at scale. When dealing with the backtester and comparing
// tens of thousands of candle times
func BenchmarkJustifyIntervalTimeStoringUnixValues2(b *testing.B) {
tt1 := time.Now().Unix()
tt2 := time.Now().Add(-time.Hour).Unix()
tt3 := time.Now().Add(time.Hour).Unix()
for b.Loop() {
if tt1 >= tt2 && tt1 <= tt3 {
continue
}
}
}
func TestConvertToNewInterval(t *testing.T) {
_, err := (*Item)(nil).ConvertToNewInterval(OneMin)
if !errors.Is(err, errNilKline) {
t.Errorf("received '%v' expected '%v'", err, errNilKline)
}
_, err = (&Item{}).ConvertToNewInterval(OneMin)
if !errors.Is(err, ErrInvalidInterval) {
t.Errorf("received '%v' expected '%v'", err, ErrInvalidInterval)
}
old := &Item{
Exchange: "lol",
Pair: currency.NewPair(currency.BTC, currency.USDT),
Asset: asset.Spot,
Interval: OneDay,
Candles: []Candle{
{
Time: time.Now(),
Open: 1337,
High: 1339,
Low: 1336,
Close: 1338,
Volume: 1337,
},
{
Time: time.Now().AddDate(0, 0, 1),
Open: 1338,
High: 2000,
Low: 1332,
Close: 1696,
Volume: 6420,
},
{
Time: time.Now().AddDate(0, 0, 2),
Open: 1696,
High: 1998,
Low: 1337,
Close: 6969,
Volume: 2520,
},
},
}
_, err = old.ConvertToNewInterval(0)
if !errors.Is(err, ErrInvalidInterval) {
t.Errorf("received '%v' expected '%v'", err, ErrInvalidInterval)
}
_, err = old.ConvertToNewInterval(OneMin)
if !errors.Is(err, ErrCanOnlyUpscaleCandles) {
t.Errorf("received '%v' expected '%v'", err, ErrCanOnlyUpscaleCandles)
}
old.Interval = ThreeDay
_, err = old.ConvertToNewInterval(OneWeek)
if !errors.Is(err, ErrWholeNumberScaling) {
t.Errorf("received '%v' expected '%v'", err, ErrWholeNumberScaling)
}
old.Interval = OneDay
newInterval := ThreeDay
newCandle, err := old.ConvertToNewInterval(newInterval)
if !errors.Is(err, nil) {
t.Fatalf("received '%v' expected '%v'", err, nil)
}
if len(newCandle.Candles) != 1 {
t.Error("expected one candle")
}
if newCandle.Candles[0].Open != 1337 &&
newCandle.Candles[0].High != 2000 &&
newCandle.Candles[0].Low != 1332 &&
newCandle.Candles[0].Close != 6969 &&
newCandle.Candles[0].Volume != (2520+6420+1337) {
t.Error("unexpected updoot")
}
old.Candles = append(old.Candles, Candle{
Time: time.Now().AddDate(0, 0, 3),
Open: 6969,
High: 1998,
Low: 2342,
Close: 7777,
Volume: 111,
})
newCandle, err = old.ConvertToNewInterval(newInterval)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(newCandle.Candles) != 1 {
t.Error("expected one candle")
}
_, err = old.ConvertToNewInterval(OneMonth)
if !errors.Is(err, ErrInsufficientCandleData) {
t.Errorf("received '%v' expected '%v'", err, ErrInsufficientCandleData)
}
tn := time.Now().Truncate(time.Duration(OneDay))
// Test incorrectly padded candles
old.Candles = []Candle{
{
Time: tn,
Open: 1337,
High: 1339,
Low: 1336,
Close: 1338,
Volume: 1337,
},
{
Time: tn.AddDate(0, 0, 1),
Open: 1338,
High: 2000,
Low: 1332,
Close: 1696,
Volume: 6420,
},
{
Time: tn.AddDate(0, 0, 2),
Open: 1696,
High: 1998,
Low: 1337,
Close: 6969,
Volume: 2520,
},
// empty candle should be here <---
// aaaand empty candle should be here <---
{
Time: tn.AddDate(0, 0, 5),
Open: 6969,
High: 8888,
Low: 1111,
Close: 5555,
Volume: 2520,
},
{
Time: tn.AddDate(0, 0, 6),
// Empty end padding
},
{
Time: tn.AddDate(0, 0, 7),
// Empty end padding
},
{
Time: tn.AddDate(0, 0, 8),
// Empty end padding
},
}
_, err = old.ConvertToNewInterval(newInterval)
if !errors.Is(err, errCandleDataNotPadded) {
t.Errorf("received '%v' expected '%v'", err, errCandleDataNotPadded)
}
err = old.addPadding(tn, tn.AddDate(0, 0, 9), false)
if !errors.Is(err, nil) {
t.Fatalf("received '%v' expected '%v'", err, nil)
}
newCandle, err = old.ConvertToNewInterval(newInterval)
if !errors.Is(err, nil) {
t.Fatalf("received '%v' expected '%v'", err, nil)
}
if len(newCandle.Candles) != 3 {
t.Errorf("received '%v' expected '%v'", len(newCandle.Candles), 3)
}
}
func TestAddPadding(t *testing.T) {
t.Parallel()
tn := time.Now().Truncate(time.Duration(OneDay))
var k *Item
err := k.addPadding(tn, tn.AddDate(0, 0, 5), false)
if !errors.Is(err, errNilKline) {
t.Fatalf("received '%v' expected '%v'", err, errNilKline)
}
k = &Item{}
k.Candles = []Candle{
{
Time: tn,
Open: 1337,
High: 1339,
Low: 1336,
Close: 1338,
Volume: 1337,
},
}
err = k.addPadding(tn, tn.AddDate(0, 0, 5), false)
if !errors.Is(err, ErrInvalidInterval) {
t.Fatalf("received '%v' expected '%v'", err, ErrInvalidInterval)
}
k.Interval = OneDay
k.Candles = []Candle{
{
Time: tn.AddDate(0, 0, 1),
Open: 1338,
High: 2000,
Low: 1332,
Close: 1696,
Volume: 6420,
},
{
Time: tn,
Open: 1337,
High: 1339,
Low: 1336,
Close: 1338,
Volume: 1337,
},
}
err = k.addPadding(tn.AddDate(0, 0, 5), tn, false)
if !errors.Is(err, errCannotEstablishTimeWindow) {
t.Fatalf("received '%v' expected '%v'", err, errCannotEstablishTimeWindow)
}
k.Candles = []Candle{
{
Time: tn.Add(time.Hour * 8),
Open: 1337,
High: 1339,
Low: 1336,
Close: 1338,
Volume: 1337,
},
{
Time: tn.AddDate(0, 0, 1).Add(time.Hour * 8),
Open: 1338,
High: 2000,
Low: 1332,
Close: 1696,
Volume: 6420,
},
{
Time: tn.AddDate(0, 0, 2).Add(time.Hour * 8),
Open: 1696,
High: 1998,
Low: 1337,
Close: 6969,
Volume: 2520,
}}
err = k.addPadding(tn, tn.AddDate(0, 0, 3), false)
if !errors.Is(err, errCandleOpenTimeIsNotUTCAligned) {
t.Fatalf("received '%v' expected '%v'", err, errCandleOpenTimeIsNotUTCAligned)
}
k.Candles = []Candle{
{
Time: tn,
Open: 1337,
High: 1339,
Low: 1336,
Close: 1338,
Volume: 1337,
},
{
Time: tn.AddDate(0, 0, 1),
Open: 1338,
High: 2000,
Low: 1332,
Close: 1696,
Volume: 6420,
},
{
Time: tn.AddDate(0, 0, 2),
Open: 1696,
High: 1998,
Low: 1337,
Close: 6969,
Volume: 2520,
}}
err = k.addPadding(tn, tn.AddDate(0, 0, 3), false)
if !errors.Is(err, nil) {
t.Fatalf("received '%v' expected '%v'", err, nil)
}
if len(k.Candles) != 3 {
t.Fatalf("received '%v' expected '%v'", len(k.Candles), 3)
}
k.Candles = append(k.Candles, Candle{
Time: tn.AddDate(0, 0, 5),
Open: 6969,
High: 8888,
Low: 1111,
Close: 5555,
Volume: 2520,
})
err = k.addPadding(tn, tn.AddDate(0, 0, 6), false)
if !errors.Is(err, nil) {
t.Fatalf("received '%v' expected '%v'", err, nil)
}
if len(k.Candles) != 6 {
t.Fatalf("received '%v' expected '%v'", len(k.Candles), 6)
}
// No candles test when there is zero activity for that period
k.Candles = nil
err = k.addPadding(tn, tn.AddDate(0, 0, 6), false)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(k.Candles) != 6 {
t.Errorf("received '%v' expected '%v'", len(k.Candles), 6)
}
}
func TestGetClosePriceAtTime(t *testing.T) {
t.Parallel()
tt := time.Now()
k := Item{
Candles: []Candle{
{
Time: tt,
Close: 1337,
},
{
Time: tt.Add(time.Hour),
Close: 1338,
},
},
}
price, err := k.GetClosePriceAtTime(tt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if price != 1337 {
t.Errorf("received '%v' expected '%v'", price, 1337)
}
_, err = k.GetClosePriceAtTime(tt.Add(time.Minute))
if !errors.Is(err, ErrNotFoundAtTime) {
t.Errorf("received '%v' expected '%v'", err, ErrNotFoundAtTime)
}
}
func TestDeployExchangeIntervals(t *testing.T) {
t.Parallel()
exchangeIntervals := DeployExchangeIntervals()
if exchangeIntervals.ExchangeSupported(OneWeek) {
t.Errorf("received '%v' expected '%v'", exchangeIntervals.ExchangeSupported(OneWeek), false)
}
exchangeIntervals = DeployExchangeIntervals(IntervalCapacity{Interval: OneWeek})
if !exchangeIntervals.ExchangeSupported(OneWeek) {
t.Errorf("received '%v' expected '%v'", exchangeIntervals.ExchangeSupported(OneWeek), true)
}
_, err := exchangeIntervals.Construct(0)
if !errors.Is(err, ErrInvalidInterval) {
t.Errorf("received '%v' expected '%v'", err, ErrInvalidInterval)
}
_, err = exchangeIntervals.Construct(OneMin)
if !errors.Is(err, ErrCannotConstructInterval) {
t.Errorf("received '%v' expected '%v'", err, ErrCannotConstructInterval)
}
request, err := exchangeIntervals.Construct(OneWeek)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if request != OneWeek {
t.Errorf("received '%v' expected '%v'", request, OneWeek)
}
exchangeIntervals = DeployExchangeIntervals(IntervalCapacity{Interval: OneWeek}, IntervalCapacity{Interval: OneDay})
request, err = exchangeIntervals.Construct(OneMonth)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if request != OneDay {
t.Errorf("received '%v' expected '%v'", request, OneDay)
}
}
func TestSetHasDataFromCandles(t *testing.T) {
t.Parallel()
ohc := getOneHour()
localEnd := ohc[len(ohc)-1].Time.Add(OneHour.Duration())
i, err := CalculateCandleDateRanges(ohc[0].Time, localEnd, OneHour, 100000)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = i.SetHasDataFromCandles(ohc)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !i.Start.Equal(ohc[0].Time) {
t.Errorf("received '%v' expected '%v'", i.Start.Time, ohc[0].Time)
}
if !i.End.Equal(localEnd) {
t.Errorf("received '%v' expected '%v'", i.End.Time, ohc[len(ohc)-1].Time)
}
k := Item{
Interval: OneHour,
Candles: ohc[2:],
}
err = k.addPadding(i.Start.Time, i.End.Time, false)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = i.SetHasDataFromCandles(k.Candles)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if !i.Start.Equal(k.Candles[0].Time) {
t.Errorf("received '%v' expected '%v'", i.Start.Time, k.Candles[0].Time)
}
if i.HasDataAtDate(k.Candles[0].Time) {
t.Errorf("received '%v' expected '%v'", false, true)
}
if !i.HasDataAtDate(k.Candles[len(k.Candles)-1].Time) {
t.Errorf("received '%v' expected '%v'", true, false)
}
}
func TestGetIntervalResultLimit(t *testing.T) {
t.Parallel()
var e *ExchangeCapabilitiesEnabled
_, err := e.GetIntervalResultLimit(OneMin)
if !errors.Is(err, errExchangeCapabilitiesEnabledIsNil) {
t.Errorf("received '%v' expected '%v'", err, errExchangeCapabilitiesEnabledIsNil)
}
e = &ExchangeCapabilitiesEnabled{}
e.Intervals = ExchangeIntervals{}
_, err = e.GetIntervalResultLimit(OneDay)
if !errors.Is(err, errIntervalNotSupported) {
t.Errorf("received '%v' expected '%v'", err, errIntervalNotSupported)
}
e.Intervals = ExchangeIntervals{
supported: map[Interval]uint64{
OneDay: 100000,
OneMin: 0,
},
}
_, err = e.GetIntervalResultLimit(OneMin)
if !errors.Is(err, errCannotFetchIntervalLimit) {
t.Errorf("received '%v' expected '%v'", err, errCannotFetchIntervalLimit)
}
limit, err := e.GetIntervalResultLimit(OneDay)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if limit != 100000 {
t.Errorf("received '%v' expected '%v'", limit, 100000)
}
e.GlobalResultLimit = 1337
limit, err = e.GetIntervalResultLimit(OneMin)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if limit != 1337 {
t.Errorf("received '%v' expected '%v'", limit, 1337)
}
}
func TestUnmarshalJSON(t *testing.T) {
t.Parallel()
var i Interval
for _, tt := range []struct {
in string
exp Interval
}{{`"3m"`, ThreeMin}, {`"15s"`, FifteenSecond}, {`720000000000`, OneMin * 12}, {`"-1ns"`, Raw}, {`"raw"`, Raw}} {
err := i.UnmarshalJSON([]byte(tt.in))
assert.NoErrorf(t, err, "UnmarshalJSON should not error on %q", tt.in)
}
err := i.UnmarshalJSON([]byte(`"6hedgehogs"`))
assert.ErrorContains(t, err, "unknown unit", "UnmarshalJSON should error")
}