mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 15:09:51 +00:00
19b8957f3f
* tests: Replace !errors.Is(err, target) with testify equivalents * codebase: Manual !errors.Is(err, target) replacements * typo: Replace errMisMatchedEvent with errMismatchedEvent * tests: Enhance error messages for better output * tests: Refactor error assertions in various test cases to use require and improve clarity * misc linter: Fix assert should wording * tests: Simplify assertions in TestCreateSignals for clarity and conciseness * tests: Enhance assertion message in TestCreateSignals
358 lines
10 KiB
Go
358 lines
10 KiB
Go
package kline
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import (
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"sync"
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"testing"
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"time"
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"github.com/stretchr/testify/require"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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)
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func TestCreateKlineRequest(t *testing.T) {
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t.Parallel()
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_, err := CreateKlineRequest("", currency.EMPTYPAIR, currency.EMPTYPAIR, 0, 0, 0, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, ErrUnsetName)
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_, err = CreateKlineRequest("name", currency.EMPTYPAIR, currency.EMPTYPAIR, 0, 0, 0, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
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pair := currency.NewBTCUSDT()
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_, err = CreateKlineRequest("name", pair, currency.EMPTYPAIR, 0, 0, 0, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
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pair2 := pair.Upper()
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_, err = CreateKlineRequest("name", pair, pair2, 0, 0, 0, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, asset.ErrNotSupported)
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_, err = CreateKlineRequest("name", pair, pair2, asset.Spot, 0, 0, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, ErrInvalidInterval)
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_, err = CreateKlineRequest("name", pair, pair2, asset.Spot, OneHour, 0, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, ErrInvalidInterval)
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_, err = CreateKlineRequest("name", pair, pair2, asset.Spot, OneHour, OneMin, time.Time{}, time.Time{}, 0)
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require.ErrorIs(t, err, common.ErrDateUnset)
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start := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
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_, err = CreateKlineRequest("name", pair, pair2, asset.Spot, OneHour, OneMin, start, time.Time{}, 0)
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require.ErrorIs(t, err, common.ErrDateUnset)
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end := start.AddDate(0, 0, 1)
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_, err = CreateKlineRequest("name", pair, pair2, asset.Spot, OneHour, OneMin, start, end, 0)
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require.ErrorIs(t, err, errInvalidSpecificEndpointLimit)
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r, err := CreateKlineRequest("name", pair, pair2, asset.Spot, OneHour, OneMin, start, end, 1)
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require.NoError(t, err)
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if r.Exchange != "name" {
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t.Fatalf("received: '%v' but expected: '%v'", r.Exchange, "name")
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}
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if !r.Pair.Equal(pair) {
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t.Fatalf("received: '%v' but expected: '%v'", r.Pair, pair)
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}
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if r.Asset != asset.Spot {
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t.Fatalf("received: '%v' but expected: '%v'", r.Asset, asset.Spot)
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}
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if r.ExchangeInterval != OneMin {
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t.Fatalf("received: '%v' but expected: '%v'", r.ExchangeInterval, OneMin)
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}
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if r.ClientRequired != OneHour {
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t.Fatalf("received: '%v' but expected: '%v'", r.ClientRequired, OneHour)
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}
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if r.Start != start {
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t.Fatalf("received: '%v' but expected: '%v'", r.Start, start)
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}
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if r.End != end {
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t.Fatalf("received: '%v' but expected: '%v'", r.End, end)
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}
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if r.RequestFormatted.String() != "BTCUSDT" {
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t.Fatalf("received: '%v' but expected: '%v'", r.RequestFormatted.String(), "BTCUSDT")
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}
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// Check end date/time shift if the request time is mid candle and not
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// aligned correctly.
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end = end.Round(0)
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end = end.Add(time.Second * 30)
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r, err = CreateKlineRequest("name", pair, pair2, asset.Spot, OneHour, OneMin, start, end, 1)
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require.NoError(t, err)
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if !r.End.Equal(end.Add(OneHour.Duration() - (time.Second * 30))) {
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t.Fatalf("received: '%v', but expected '%v'", r.End, end.Add(OneHour.Duration()-(time.Second*30)))
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}
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}
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func TestGetRanges(t *testing.T) {
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t.Parallel()
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start := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
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end := start.AddDate(0, 0, 1)
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pair := currency.NewBTCUSDT()
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var r *Request
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_, err := r.GetRanges(100)
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require.ErrorIs(t, err, errNilRequest)
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r, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneMin, start, end, 1)
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require.NoError(t, err)
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holder, err := r.GetRanges(100)
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require.NoError(t, err)
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if len(holder.Ranges) != 15 {
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t.Fatalf("received: '%v', but expected '%v'", len(holder.Ranges), 15)
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}
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}
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var protecThyCandles sync.Mutex
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func getOneMinute() []Candle {
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protecThyCandles.Lock()
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candles := make([]Candle, len(oneMinuteCandles))
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copy(candles, oneMinuteCandles)
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protecThyCandles.Unlock()
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return candles
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}
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var oneMinuteCandles = func() []Candle {
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var candles []Candle
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start := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
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for x := range 1442 { // two extra candles.
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candles = append(candles, Candle{
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Time: start,
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Volume: 1,
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Open: 1,
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High: float64(1 + x),
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Low: float64(-(1 + x)),
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Close: 1,
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})
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start = start.Add(time.Minute)
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}
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return candles
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}()
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func getOneHour() []Candle {
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protecThyCandles.Lock()
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candles := make([]Candle, len(oneHourCandles))
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copy(candles, oneHourCandles)
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protecThyCandles.Unlock()
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return candles
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}
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var oneHourCandles = func() []Candle {
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var candles []Candle
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start := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
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for x := range 24 {
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candles = append(candles, Candle{
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Time: start,
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Volume: 1,
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Open: 1,
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High: float64(1 + x),
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Low: float64(-(1 + x)),
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Close: 1,
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})
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start = start.Add(time.Hour)
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}
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return candles
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}()
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func TestRequest_ProcessResponse(t *testing.T) {
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t.Parallel()
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start := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
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end := start.AddDate(0, 0, 1)
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pair := currency.NewBTCUSDT()
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var r *Request
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_, err := r.ProcessResponse(nil)
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require.ErrorIs(t, err, errNilRequest)
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r = &Request{}
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_, err = r.ProcessResponse(nil)
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require.ErrorIs(t, err, ErrNoTimeSeriesDataToConvert)
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_, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneHour, start, end, 0)
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require.ErrorIs(t, err, errInvalidSpecificEndpointLimit)
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// no conversion
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r, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneHour, start, end, 1)
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require.NoError(t, err)
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holder, err := r.ProcessResponse(getOneHour())
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require.NoError(t, err)
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if len(holder.Candles) != 24 {
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t.Fatalf("received: '%v', but expected '%v'", len(holder.Candles), 24)
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}
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// with conversion
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r, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneMin, start, end, 1)
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require.NoError(t, err)
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holder, err = r.ProcessResponse(getOneMinute())
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require.NoError(t, err)
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if len(holder.Candles) != 24 {
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t.Fatalf("received: '%v', but expected '%v'", len(holder.Candles), 24)
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}
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// Potential partial candle
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end = time.Now().UTC()
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start = end.AddDate(0, 0, -5).Truncate(time.Duration(OneDay))
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r, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneDay, OneDay, start, end, 1)
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require.NoError(t, err)
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if !r.PartialCandle {
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t.Fatalf("received: '%v', but expected '%v'", r.PartialCandle, true)
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}
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hasIncomplete := []Candle{
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{Time: start, Close: 1},
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{Time: start.Add(OneDay.Duration()), Close: 2},
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{Time: start.Add(OneDay.Duration() * 2), Close: 3},
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{Time: start.Add(OneDay.Duration() * 3), Close: 4},
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{Time: start.Add(OneDay.Duration() * 4), Close: 5},
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{Time: start.Add(OneDay.Duration() * 5), Close: 5.5},
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}
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sweetItem, err := r.ProcessResponse(hasIncomplete)
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require.NoError(t, err)
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if sweetItem.Candles[len(sweetItem.Candles)-1].ValidationIssues != PartialCandle {
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t.Fatalf("received: '%v', but expected '%v'", "no issues", PartialCandle)
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}
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missingIncomplete := []Candle{
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{Time: start, Close: 1},
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{Time: start.Add(OneDay.Duration()), Close: 2},
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{Time: start.Add(OneDay.Duration() * 2), Close: 3},
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{Time: start.Add(OneDay.Duration() * 3), Close: 4},
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{Time: start.Add(OneDay.Duration() * 4), Close: 5},
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}
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sweetItem, err = r.ProcessResponse(missingIncomplete)
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require.NoError(t, err)
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if sweetItem.Candles[len(sweetItem.Candles)-1].ValidationIssues == PartialCandle {
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t.Fatalf("received: '%v', but expected '%v'", sweetItem.Candles[len(sweetItem.Candles)-1].ValidationIssues, "no issues")
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}
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// end date far into the dark depths of future reality
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r, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneDay, OneDay, start, end.AddDate(1, 0, 0), 1)
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require.NoError(t, err)
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sweetItem, err = r.ProcessResponse(hasIncomplete)
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require.NoError(t, err)
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if sweetItem.Candles[len(sweetItem.Candles)-1].ValidationIssues != PartialCandle {
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t.Fatalf("received: '%v', but expected '%v'", "no issues", PartialCandle)
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}
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sweetItem, err = r.ProcessResponse(missingIncomplete)
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require.NoError(t, err)
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if len(sweetItem.Candles) != 5 {
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t.Fatalf("received: '%v', but expected '%v'", len(sweetItem.Candles), 5)
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}
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if sweetItem.Candles[len(sweetItem.Candles)-1].ValidationIssues == PartialCandle {
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t.Fatalf("received: '%v', but expected '%v'", sweetItem.Candles[len(sweetItem.Candles)-1].ValidationIssues, "no issues")
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}
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laterEndDate := end.AddDate(1, 0, 0).UTC().Truncate(time.Duration(OneDay)).Add(-time.Duration(OneDay))
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if sweetItem.Candles[len(sweetItem.Candles)-1].Time.Equal(laterEndDate) {
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t.Fatalf("received: '%v', but expected '%v'", sweetItem.Candles[len(sweetItem.Candles)-1].Time, "should not equal")
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}
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}
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func TestExtendedRequest_ProcessResponse(t *testing.T) {
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t.Parallel()
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ohc := getOneHour()
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start := ohc[0].Time
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end := ohc[len(ohc)-1].Time.Add(OneHour.Duration())
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pair := currency.NewBTCUSDT()
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var rExt *ExtendedRequest
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_, err := rExt.ProcessResponse(nil)
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require.ErrorIs(t, err, errNilRequest)
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rExt = &ExtendedRequest{}
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_, err = rExt.ProcessResponse(nil)
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require.ErrorIs(t, err, ErrNoTimeSeriesDataToConvert)
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// no conversion
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r, err := CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneHour, start, end, 1)
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require.NoError(t, err)
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r.ProcessedCandles = ohc
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dates, err := r.GetRanges(100)
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require.NoError(t, err)
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rExt = &ExtendedRequest{r, dates}
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holder, err := rExt.ProcessResponse(ohc)
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require.NoError(t, err)
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if len(holder.Candles) != 24 {
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t.Fatalf("received: '%v', but expected '%v'", len(holder.Candles), 24)
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}
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// with conversion
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ohc = getOneMinute()
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r, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneMin, start, end, 1)
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require.NoError(t, err)
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dates, err = r.GetRanges(100)
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require.NoError(t, err)
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r.IsExtended = true
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rExt = &ExtendedRequest{r, dates}
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holder, err = rExt.ProcessResponse(ohc)
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require.NoError(t, err)
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if len(holder.Candles) != 24 {
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t.Fatalf("received: '%v', but expected '%v'", len(holder.Candles), 24)
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}
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}
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func TestExtendedRequest_Size(t *testing.T) {
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t.Parallel()
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var rExt *ExtendedRequest
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if rExt.Size() != 0 {
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t.Fatalf("received: '%v', but expected '%v'", rExt.Size(), 0)
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}
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rExt = &ExtendedRequest{RangeHolder: &IntervalRangeHolder{Limit: 100, Ranges: []IntervalRange{{}, {}}}}
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if rExt.Size() != 200 {
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t.Fatalf("received: '%v', but expected '%v'", rExt.Size(), 200)
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}
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}
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func TestRequest_Size(t *testing.T) {
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t.Parallel()
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var r *Request
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if r.Size() != 0 {
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t.Fatalf("received: '%v', but expected '%v'", r.Size(), 0)
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}
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r = &Request{
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Start: time.Now().Add(-time.Hour * 2).Truncate(time.Hour),
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End: time.Now().Truncate(time.Hour),
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ExchangeInterval: OneHour,
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}
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if r.Size() != 2 {
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t.Fatalf("received: '%v', but expected '%v'", r.Size(), 2)
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}
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}
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