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55 lines
1.4 KiB
Go
55 lines
1.4 KiB
Go
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package backtest
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import (
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"encoding/csv"
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"os"
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestKLineDumper(t *testing.T) {
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tempDir := os.TempDir()
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_ = os.Mkdir(tempDir, 0755)
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dumper := NewKLineDumper(tempDir)
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t1 := time.Now()
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err := dumper.Record(types.KLine{
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Exchange: types.ExchangeBinance,
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Symbol: "BTCUSDT",
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StartTime: types.Time(t1),
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EndTime: types.Time(t1.Add(time.Minute)),
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Interval: types.Interval1m,
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Open: fixedpoint.NewFromFloat(1000.0),
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High: fixedpoint.NewFromFloat(2000.0),
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Low: fixedpoint.NewFromFloat(3000.0),
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Close: fixedpoint.NewFromFloat(4000.0),
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Volume: fixedpoint.NewFromFloat(5000.0),
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QuoteVolume: fixedpoint.NewFromFloat(6000.0),
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NumberOfTrades: 10,
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Closed: true,
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})
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assert.NoError(t, err)
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err = dumper.Close()
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assert.NoError(t, err)
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filenames := dumper.Filenames()
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assert.NotEmpty(t, filenames)
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for _, filename := range filenames {
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f, err := os.Open(filename)
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if assert.NoError(t, err) {
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reader := csv.NewReader(f)
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records, err2 := reader.Read()
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if assert.NoError(t, err2) {
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assert.NotEmptyf(t, records, "%v", records)
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}
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}
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}
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}
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