bbgo_origin/pkg/bbgo/marketdatastore_test.go

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2024-09-03 07:34:55 +00:00
package bbgo
import (
"testing"
"github.com/c9s/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func TestMarketDataStore_AddKLineAndTruncateWindow(t *testing.T) {
store := NewMarketDataStore("BTCUSD")
interval := types.Interval1s
var maxCap int = 0
capFixed := false
var gid uint64 = 0
// insert 1.5 * CapacityOfKLineWindowLimit KLine into window
for ; gid < CapacityOfKLineWindowLimit+(CapacityOfKLineWindowLimit/2); gid++ {
store.AddKLine(types.KLine{
Interval: interval,
GID: gid,
})
// if the capacity is > CapacityOfKLineWindowLimit, the capacity should be fixed. We use this if expression to verify it then.
if !capFixed && cap(*store.KLineWindows[interval]) > CapacityOfKLineWindowLimit {
maxCap = cap(*store.KLineWindows[interval])
capFixed = true
}
}
window := store.KLineWindows[interval]
// make sure the capacity is fixed
assert.Equal(t, maxCap, cap(*window))
// after truncate, it will remain (CapacityOfKLineWindowLimit / 2) KLine in the window
// so the first GIC will be the maxCap - (CapacityOfKLineWindowLimit / 2)
truncatedGID := uint64(maxCap - (CapacityOfKLineWindowLimit / 2))
for _, kline := range *window {
assert.Equal(t, truncatedGID, kline.GID)
truncatedGID++
}
}