mirror of
https://github.com/c9s/bbgo.git
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59 lines
1.6 KiB
Go
59 lines
1.6 KiB
Go
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package service
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import (
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"context"
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"testing"
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"time"
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"github.com/jmoiron/sqlx"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/exchange"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestBacktestService(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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ctx := context.Background()
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dbx := sqlx.NewDb(db.DB, "sqlite3")
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ex, err := exchange.NewPublic(types.ExchangeBinance)
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assert.NoError(t, err)
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service := &BacktestService{DB: dbx}
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symbol := "BTCUSDT"
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now := time.Now()
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startTime1 := now.AddDate(0, 0, -6).Truncate(time.Hour)
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endTime1 := now.AddDate(0, 0, -5).Truncate(time.Hour)
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startTime2 := now.AddDate(0, 0, -4).Truncate(time.Hour)
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endTime2 := now.AddDate(0, 0, -3).Truncate(time.Hour)
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// kline query is exclusive
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err = service.SyncKLineByInterval(ctx, ex, symbol, types.Interval1h, startTime1.Add(-time.Second), endTime1.Add(time.Second))
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assert.NoError(t, err)
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err = service.SyncKLineByInterval(ctx, ex, symbol, types.Interval1h, startTime2.Add(-time.Second), endTime2.Add(time.Second))
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assert.NoError(t, err)
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t1, t2, err := service.QueryExistingDataRange(ctx, ex, symbol, types.Interval1h)
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if assert.NoError(t, err) {
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assert.Equal(t, startTime1, t1.Time(), "start time point should match")
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assert.Equal(t, endTime2, t2.Time(), "end time point should match")
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}
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timeRanges, err := service.FindMissingTimeRanges(ctx, ex, symbol, types.Interval1h, startTime1, endTime2)
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if assert.NoError(t, err) {
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assert.NotEmpty(t, timeRanges)
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assert.Len(t, timeRanges, 1, "should find one missing time range")
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t.Logf("found timeRanges: %+v", timeRanges)
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}
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}
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