mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 15:09:51 +00:00
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
888 lines
20 KiB
Go
888 lines
20 KiB
Go
package data
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import (
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"errors"
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"strings"
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"testing"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
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gctcommon "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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gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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)
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const exch = "binance"
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const a = asset.Spot
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var p = currency.NewPair(currency.BTC, currency.USD)
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type fakeEvent struct {
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secretID int64
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*event.Base
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}
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type fakeHandler struct{}
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func TestSetDataForCurrency(t *testing.T) {
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t.Parallel()
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d := HandlerHolder{}
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err := d.SetDataForCurrency(exch, a, p, nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if d.data == nil {
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t.Error("expected not nil")
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}
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if d.data[exch][a][p.Base.Item][p.Quote.Item] != nil {
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t.Error("expected nil")
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}
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}
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func TestGetAllData(t *testing.T) {
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t.Parallel()
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d := HandlerHolder{}
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err := d.SetDataForCurrency(exch, a, p, nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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result, err := d.GetAllData()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(result) != 2 {
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t.Error("expected 2")
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}
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}
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func TestGetDataForCurrency(t *testing.T) {
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t.Parallel()
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d := HandlerHolder{}
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err := d.SetDataForCurrency(exch, a, p, &fakeHandler{})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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_, err = d.GetDataForCurrency(nil)
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if !errors.Is(err, common.ErrNilEvent) {
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t.Errorf("received '%v' expected '%v'", err, common.ErrNilEvent)
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}
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_, err = d.GetDataForCurrency(&fakeEvent{Base: &event.Base{
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Exchange: "lol",
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AssetType: asset.USDTMarginedFutures,
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CurrencyPair: currency.NewPair(currency.EMB, currency.DOGE),
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}})
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if !errors.Is(err, ErrHandlerNotFound) {
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t.Errorf("received '%v' expected '%v'", err, ErrHandlerNotFound)
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}
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_, err = d.GetDataForCurrency(&fakeEvent{Base: &event.Base{
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Exchange: exch,
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AssetType: a,
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CurrencyPair: p,
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}})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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}
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func TestReset(t *testing.T) {
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t.Parallel()
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d := &HandlerHolder{}
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err := d.SetDataForCurrency(exch, a, p, nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = d.SetDataForCurrency(exch, a, currency.NewPair(currency.BTC, currency.DOGE), nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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err = d.Reset()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if d.data == nil {
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t.Error("expected a map")
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}
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d = nil
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err = d.Reset()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestBaseReset(t *testing.T) {
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t.Parallel()
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b := &Base{offset: 1}
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err := b.Reset()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if b.offset != 0 {
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t.Errorf("received '%v' expected '%v'", b.offset, 0)
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}
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b = nil
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err = b.Reset()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestGetStream(t *testing.T) {
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t.Parallel()
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b := &Base{}
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resp, err := b.GetStream()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(resp) != 0 {
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t.Errorf("received '%v' expected '%v'", len(resp), 0)
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}
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b.stream = []Event{
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&fakeEvent{
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Base: &event.Base{
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Offset: 2048,
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Time: time.Now(),
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},
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},
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&fakeEvent{
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Base: &event.Base{
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Offset: 1337,
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Time: time.Now().Add(-time.Hour),
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},
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},
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}
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resp, err = b.GetStream()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(resp) != 2 {
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t.Errorf("received '%v' expected '%v'", len(resp), 2)
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}
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b = nil
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_, err = b.GetStream()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestOffset(t *testing.T) {
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t.Parallel()
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b := &Base{}
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o, err := b.Offset()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if o != 0 {
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t.Errorf("received '%v' expected '%v'", o, 0)
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}
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b.offset = 1337
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o, err = b.Offset()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if o != 1337 {
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t.Errorf("received '%v' expected '%v'", o, 1337)
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}
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b = nil
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_, err = b.Offset()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestSetStream(t *testing.T) {
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t.Parallel()
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b := &Base{}
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err := b.SetStream(nil)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(b.stream) != 0 {
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t.Errorf("received '%v' expected '%v'", len(b.stream), 0)
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}
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cp := currency.NewPair(currency.BTC, currency.USD)
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err = b.SetStream([]Event{
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&fakeEvent{
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Base: &event.Base{
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Offset: 2048,
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Time: time.Now(),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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&fakeEvent{
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Base: &event.Base{
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Offset: 1337,
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Time: time.Now().Add(-time.Hour),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(b.stream) != 2 {
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t.Fatalf("received '%v' expected '%v'", len(b.stream), 2)
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}
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if b.stream[0].GetOffset() != 1 {
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t.Errorf("received '%v' expected '%v'", b.stream[0].GetOffset(), 1)
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}
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misMatchEvent := &fakeEvent{
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Base: &event.Base{
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Exchange: "mismatch",
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CurrencyPair: currency.NewPair(currency.BTC, currency.DOGE),
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AssetType: asset.Futures,
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},
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}
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err = b.SetStream([]Event{misMatchEvent})
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if !errors.Is(err, ErrInvalidEventSupplied) {
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t.Fatalf("received '%v' expected '%v'", err, ErrInvalidEventSupplied)
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}
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misMatchEvent.Time = time.Now()
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err = b.SetStream([]Event{misMatchEvent})
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if !errors.Is(err, errMisMatchedEvent) {
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t.Fatalf("received '%v' expected '%v'", err, errMisMatchedEvent)
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}
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err = b.SetStream([]Event{nil})
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Fatalf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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b = nil
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err = b.SetStream(nil)
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestNext(t *testing.T) {
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t.Parallel()
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b := &Base{}
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cp := currency.NewPair(currency.BTC, currency.USD)
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err := b.SetStream([]Event{
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&fakeEvent{
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Base: &event.Base{
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Offset: 2048,
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Time: time.Now(),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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&fakeEvent{
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Base: &event.Base{
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Offset: 1337,
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Time: time.Now().Add(-time.Hour),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err := b.Next()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if resp != b.stream[0] {
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t.Errorf("received '%v' expected '%v'", resp, b.stream[0])
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}
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if b.offset != 1 {
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t.Errorf("received '%v' expected '%v'", b.offset, 1)
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}
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_, err = b.Next()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err = b.Next()
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if !errors.Is(err, ErrEndOfData) {
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t.Errorf("received '%v' expected '%v'", err, ErrEndOfData)
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}
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if resp != nil {
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t.Errorf("received '%v' expected '%v'", resp, nil)
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}
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b = nil
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_, err = b.Next()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestHistory(t *testing.T) {
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t.Parallel()
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b := &Base{}
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cp := currency.NewPair(currency.BTC, currency.USD)
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err := b.SetStream([]Event{
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&fakeEvent{
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Base: &event.Base{
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Offset: 2048,
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Time: time.Now(),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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&fakeEvent{
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Base: &event.Base{
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Offset: 1337,
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Time: time.Now().Add(-time.Hour),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err := b.History()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(resp) != 0 {
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t.Errorf("received '%v' expected '%v'", len(resp), 0)
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}
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_, err = b.Next()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err = b.History()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if len(resp) != 1 {
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t.Errorf("received '%v' expected '%v'", len(resp), 1)
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}
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b = nil
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_, err = b.History()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
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}
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}
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func TestLatest(t *testing.T) {
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t.Parallel()
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b := &Base{}
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cp := currency.NewPair(currency.BTC, currency.USD)
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err := b.SetStream([]Event{
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&fakeEvent{
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Base: &event.Base{
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Offset: 2048,
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Time: time.Now(),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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&fakeEvent{
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Base: &event.Base{
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Offset: 1337,
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Time: time.Now().Add(-time.Hour),
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Exchange: "test",
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AssetType: asset.Spot,
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CurrencyPair: cp,
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},
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},
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})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err := b.Latest()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if resp != b.stream[0] {
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t.Errorf("received '%v' expected '%v'", resp, b.stream[0])
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}
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_, err = b.Next()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err = b.Latest()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if resp != b.stream[0] {
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t.Errorf("received '%v' expected '%v'", resp, b.stream[0])
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}
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_, err = b.Next()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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resp, err = b.Latest()
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if resp != b.stream[1] {
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t.Errorf("received '%v' expected '%v'", resp, b.stream[1])
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}
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b = nil
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_, err = b.Latest()
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if !errors.Is(err, gctcommon.ErrNilPointer) {
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|
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
|
|
}
|