mirror of
https://github.com/c9s/bbgo.git
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68 lines
2.6 KiB
Go
68 lines
2.6 KiB
Go
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package csvsource
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import (
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestReadTicksFromBinanceCSV(t *testing.T) {
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path := "./testdata/binance/FXSUSDT-ticks-2023-10-29.csv"
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symbol := "FXSUSDT"
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intervals := []types.Interval{types.Interval1h}
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klineMap, err := ReadTicksFromCSVWithDecoder(
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path, symbol, intervals, MakeCSVTickReader(NewBinanceCSVTickReader),
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)
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klines := klineMap[types.Interval1h]
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assert.NoError(t, err)
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assert.Len(t, klines, 1)
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assert.Equal(t, int64(1698620400), klines[0].StartTime.Unix(), "StartTime")
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assert.Equal(t, int64(1698624000), klines[0].EndTime.Unix(), "EndTime")
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assert.Equal(t, 6.0, klines[0].Open.Float64(), "Open")
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assert.Equal(t, 6.0, klines[0].High.Float64(), "High")
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assert.Equal(t, 6.0, klines[0].Low.Float64(), "Low")
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assert.Equal(t, 6.0, klines[0].Close.Float64(), "Close")
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assert.Equal(t, 111.0, klines[0].Volume.Float64(), "Volume")
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}
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func TestReadTicksFromBybitCSV(t *testing.T) {
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path := "./testdata/bybit/FXSUSDT2023-10-10.csv"
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symbol := "FXSUSDT"
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intervals := []types.Interval{types.Interval1h}
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klineMap, err := ReadTicksFromCSVWithDecoder(
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path, symbol, intervals, MakeCSVTickReader(NewBybitCSVTickReader),
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)
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klines := klineMap[types.Interval1h]
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assert.NoError(t, err)
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assert.Len(t, klines, 1)
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assert.Equal(t, int64(1696978800), klines[0].StartTime.Unix(), "StartTime")
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assert.Equal(t, int64(1696982400), klines[0].EndTime.Unix(), "EndTime")
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assert.Equal(t, 5.239, klines[0].Open.Float64(), "Open")
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assert.Equal(t, 5.2495, klines[0].High.Float64(), "High")
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assert.Equal(t, 5.239, klines[0].Low.Float64(), "Low")
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assert.Equal(t, 5.2495, klines[0].Close.Float64(), "Close")
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assert.Equal(t, 147.05, klines[0].Volume.Float64(), "Volume")
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}
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func TestReadTicksFromOkexCSV(t *testing.T) {
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path := "./testdata/okex/BTC-USDT-aggtrades-2023-11-18.csv"
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symbol := "BTCUSDT"
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intervals := []types.Interval{types.Interval1h}
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klineMap, err := ReadTicksFromCSVWithDecoder(
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path, symbol, intervals, MakeCSVTickReader(NewOKExCSVTickReader),
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)
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klines := klineMap[types.Interval1h]
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assert.NoError(t, err)
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assert.Len(t, klines, 1)
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assert.Equal(t, int64(1700236800), klines[0].StartTime.Unix(), "StartTime")
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assert.Equal(t, int64(1700240400), klines[0].EndTime.Unix(), "EndTime")
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assert.Equal(t, 35910.6, klines[0].Open.Float64(), "Open")
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assert.Equal(t, 35914.4, klines[0].High.Float64(), "High")
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assert.Equal(t, 35910.6, klines[0].Low.Float64(), "Low")
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assert.Equal(t, 35914.4, klines[0].Close.Float64(), "Close")
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assert.Equal(t, 51525.38700081, klines[0].Volume.Float64(), "Volume")
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}
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