From 425f8674d260a24cd02ac0e8885b042d2cdc59fc Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Sat, 4 Jun 2022 19:15:11 +0800
Subject: [PATCH] service: add kline partial sync

---
 pkg/service/backtest.go      | 25 ++++++++++++++-
 pkg/service/backtest_test.go | 60 +++++++++++++++++++++++++++++++++++-
 2 files changed, 83 insertions(+), 2 deletions(-)

diff --git a/pkg/service/backtest.go b/pkg/service/backtest.go
index ac69907d2..e4093fbf0 100644
--- a/pkg/service/backtest.go
+++ b/pkg/service/backtest.go
@@ -364,7 +364,30 @@ func (s *BacktestService) SyncPartial(ctx context.Context, ex types.Exchange, sy
 	if err != nil {
 		return err
 	}
-	_ = timeRanges
+
+	// there are few cases:
+	// t1 == since && t2 == until
+	if since.Before(t1.Time()) {
+		// shift slice
+		timeRanges = append([]TimeRange{
+			{Start: since.Add(-2 * time.Second), End: t1.Time()}, // include since
+		}, timeRanges...)
+	}
+
+	if t2.Time().Before(until) {
+		timeRanges = append(timeRanges, TimeRange{
+			Start: t2.Time(),
+			End:   until.Add(2 * time.Second), // include until
+		})
+	}
+
+	for _, timeRange := range timeRanges {
+		err = s.SyncKLineByInterval(ctx, ex, symbol, types.Interval1h, timeRange.Start.Add(time.Second), timeRange.End.Add(-time.Second))
+		if err != nil {
+			return err
+		}
+	}
+
 	return nil
 }
 
diff --git a/pkg/service/backtest_test.go b/pkg/service/backtest_test.go
index 957783948..85256b606 100644
--- a/pkg/service/backtest_test.go
+++ b/pkg/service/backtest_test.go
@@ -13,7 +13,65 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func TestBacktestService(t *testing.T) {
+func TestBacktestService_SyncPartial(t *testing.T) {
+	db, err := prepareDB(t)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	defer db.Close()
+
+	ctx := context.Background()
+	dbx := sqlx.NewDb(db.DB, "sqlite3")
+
+	ex, err := exchange.NewPublic(types.ExchangeBinance)
+	assert.NoError(t, err)
+
+	service := &BacktestService{DB: dbx}
+
+	symbol := "BTCUSDT"
+	now := time.Now()
+	startTime1 := now.AddDate(0, 0, -7).Truncate(time.Hour)
+	endTime1 := now.AddDate(0, 0, -6).Truncate(time.Hour)
+
+	startTime2 := now.AddDate(0, 0, -5).Truncate(time.Hour)
+	endTime2 := now.AddDate(0, 0, -4).Truncate(time.Hour)
+
+	// kline query is exclusive
+	err = service.SyncKLineByInterval(ctx, ex, symbol, types.Interval1h, startTime1.Add(-time.Second), endTime1.Add(time.Second))
+	assert.NoError(t, err)
+
+	err = service.SyncKLineByInterval(ctx, ex, symbol, types.Interval1h, startTime2.Add(-time.Second), endTime2.Add(time.Second))
+	assert.NoError(t, err)
+
+	timeRanges, err := service.FindMissingTimeRanges(ctx, ex, symbol, types.Interval1h, startTime1, endTime2)
+	assert.NoError(t, err)
+	assert.NotEmpty(t, timeRanges)
+
+	t.Run("fill missing time ranges", func(t *testing.T) {
+		err = service.SyncPartial(ctx, ex, symbol, types.Interval1h, startTime1, endTime2)
+		assert.NoError(t, err, "sync partial should not return error")
+
+		timeRanges2, err := service.FindMissingTimeRanges(ctx, ex, symbol, types.Interval1h, startTime1, endTime2)
+		assert.NoError(t, err)
+		assert.Empty(t, timeRanges2)
+	})
+
+	t.Run("extend time ranges", func(t *testing.T) {
+		startTime3 := startTime1.AddDate(0, 0, -3)
+		endTime3 := endTime2.AddDate(0, 0, 3)
+
+		err = service.SyncPartial(ctx, ex, symbol, types.Interval1h, startTime3, endTime3)
+		assert.NoError(t, err, "sync partial should not return error")
+
+		timeRanges3, err := service.FindMissingTimeRanges(ctx, ex, symbol, types.Interval1h, startTime3, endTime3)
+		assert.NoError(t, err)
+		assert.Empty(t, timeRanges3)
+	})
+
+}
+
+func TestBacktestService_FindMissingTimeRanges(t *testing.T) {
 	db, err := prepareDB(t)
 	if err != nil {
 		t.Fatal(err)