base/common/merge_test.go
2024-06-26 00:59:13 +08:00

77 lines
1.6 KiB
Go

package common
import (
"testing"
"time"
. "git.qtrade.icu/coin-quant/trademodel"
)
func getTestData(source, dst time.Duration) (candles CandleList) {
nSourceSec := int64(source / time.Second)
nStart := nSourceSec * (time.Now().Add(0-source*20).Unix() / nSourceSec)
candle := Candle{
Start: nStart,
Open: 100,
High: 200,
Low: 50,
Close: 110,
Turnover: 1,
Volume: 1,
Trades: 10,
}
for i := 0; i != 10; i++ {
temp := candle
temp.Open = candle.Open + float64(i)
temp.High = candle.High + float64(i)
temp.Low = candle.Low + float64(i)
temp.Close = candle.Close + float64(i)
temp.Turnover = candle.Turnover + float64(i)
temp.Volume = candle.Volume + float64(i)
temp.Trades = candle.Trades + int64(i)
candles = append(candles, &temp)
candle.Start += nSourceSec
}
return
}
func TestMergeKline(t *testing.T) {
source := time.Minute * 5
dst := time.Minute * 15
candles := getTestData(source, dst)
m := NewKlineMerge(source, dst)
for _, v := range candles {
t.Log("candle:", v)
}
var ret interface{}
for _, v := range candles {
ret = m.Update(v)
if ret == nil {
continue
}
t.Log("ret:", ret)
}
}
func TestMergeKlineChan(t *testing.T) {
klines := make(chan []interface{}, 10)
source := time.Minute * 5
dst := time.Minute * 15
candles := getTestData(source, dst)
go func() {
datas := make([]interface{}, len(candles))
for k, v := range candles {
t.Log(v)
datas[k] = v
}
klines <- datas
close(klines)
}()
ret := MergeKlineChan(klines, source, dst)
for v := range ret {
for _, d := range v {
t.Log("ret:", d)
}
}
}