125 lines
4.9 KiB
Go
125 lines
4.9 KiB
Go
package service
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import (
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"database/sql"
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"testing"
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"time"
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"github.com/DATA-DOG/go-sqlmock"
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"github.com/jmoiron/sqlx"
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"github.com/stretchr/testify/assert"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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func Test_tradeService(t *testing.T) {
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db, err := prepareDB(t)
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if err != nil {
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t.Fatal(err)
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}
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defer db.Close()
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xdb := sqlx.NewDb(db.DB, "sqlite3")
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service := &TradeService{DB: xdb}
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err = service.Insert(types.Trade{
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ID: 1,
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OrderID: 1,
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Exchange: "binance",
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Price: fixedpoint.NewFromInt(1000),
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Quantity: fixedpoint.NewFromFloat(0.1),
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QuoteQuantity: fixedpoint.NewFromFloat(1000.0 * 0.1),
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Symbol: "BTCUSDT",
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Side: "BUY",
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IsBuyer: true,
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Time: types.Time(time.Now()),
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})
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assert.NoError(t, err)
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}
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func Test_queryTradingVolumeSQL(t *testing.T) {
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t.Run("group by different period", func(t *testing.T) {
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o := TradingVolumeQueryOptions{
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GroupByPeriod: "month",
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}
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assert.Equal(t, "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC", generateMysqlTradingVolumeQuerySQL(o))
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o.GroupByPeriod = "year"
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assert.Equal(t, "SELECT YEAR(traded_at) AS year, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY YEAR(traded_at) ORDER BY year ASC", generateMysqlTradingVolumeQuerySQL(o))
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expectedDefaultSQL := "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, DAY(traded_at) AS day, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY DAY(traded_at), MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC, day ASC"
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for _, s := range []string{"", "day"} {
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o.GroupByPeriod = s
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assert.Equal(t, expectedDefaultSQL, generateMysqlTradingVolumeQuerySQL(o))
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}
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})
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}
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func Test_queryTradesSQL(t *testing.T) {
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t.Run("generate order by clause by Ordering option", func(t *testing.T) {
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assert.Equal(t, "SELECT * FROM trades ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Limit: 500}))
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assert.Equal(t, "SELECT * FROM trades ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Ordering: "ASC", Limit: 500}))
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assert.Equal(t, "SELECT * FROM trades ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{Ordering: "DESC", Limit: 500}))
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})
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t.Run("filter by exchange name", func(t *testing.T) {
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assert.Equal(t, "SELECT * FROM trades WHERE exchange = :exchange ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Exchange: "max", Limit: 500}))
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})
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t.Run("filter by symbol", func(t *testing.T) {
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assert.Equal(t, "SELECT * FROM trades WHERE symbol = :symbol ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Symbol: "eth", Limit: 500}))
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})
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t.Run("GID ordering", func(t *testing.T) {
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assert.Equal(t, "SELECT * FROM trades WHERE gid > :gid ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Limit: 500}))
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assert.Equal(t, "SELECT * FROM trades WHERE gid > :gid ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Ordering: "ASC", Limit: 500}))
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assert.Equal(t, "SELECT * FROM trades WHERE gid < :gid ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Ordering: "DESC", Limit: 500}))
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})
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t.Run("convert all options", func(t *testing.T) {
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assert.Equal(t, "SELECT * FROM trades WHERE gid < :gid AND symbol = :symbol AND exchange = :exchange ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{
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Exchange: "max",
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Symbol: "btc",
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LastGID: 123,
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Ordering: "DESC",
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Limit: 500,
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}))
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})
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}
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func TestTradeService_Query(t *testing.T) {
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db, mock, err := sqlmock.New()
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if !assert.NoError(t, err) {
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return
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}
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defer db.Close()
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sqlxDB := sqlx.NewDb(db, "mysql")
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defer sqlxDB.Close()
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s := NewTradeService(sqlxDB)
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_, err = s.Query(QueryTradesOptions{Ordering: "test_ordering"})
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assert.Error(t, err)
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assert.Equal(t, "invalid ordering: test_ordering", err.Error())
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_, err = s.Query(QueryTradesOptions{OrderByColumn: "invalid_column"})
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assert.Error(t, err)
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assert.Equal(t, "invalid order by column: invalid_column", err.Error())
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mock.ExpectQuery("SELECT \\* FROM trades WHERE gid > \\? ORDER BY gid ASC").WithArgs(1234).WillReturnError(sql.ErrNoRows)
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_, err = s.Query(QueryTradesOptions{LastGID: 1234, Ordering: "ASC", OrderByColumn: "gid"})
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assert.Equal(t, sql.ErrNoRows, err)
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mock.ExpectQuery("SELECT \\* FROM trades ORDER BY gid DESC").WillReturnError(sql.ErrNoRows)
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_, err = s.Query(QueryTradesOptions{Ordering: "DESC", OrderByColumn: "gid"})
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assert.Equal(t, sql.ErrNoRows, err)
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mock.ExpectQuery("SELECT \\* FROM trades ORDER BY traded_at ASC").WillReturnError(sql.ErrNoRows)
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_, err = s.Query(QueryTradesOptions{Ordering: "ASC", OrderByColumn: "traded_at"})
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assert.Equal(t, sql.ErrNoRows, err)
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}
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