package service import ( "context" "testing" "time" "github.com/jmoiron/sqlx" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) func Test_tradeService(t *testing.T) { db, err := prepareDB(t) if err != nil { t.Fatal(err) } defer db.Close() ctx := context.Background() xdb := sqlx.NewDb(db.DB, "sqlite3") service := &TradeService{DB: xdb} err = service.Insert(types.Trade{ ID: 1, OrderID: 1, Exchange: "binance", Price: fixedpoint.NewFromInt(1000), Quantity: fixedpoint.NewFromFloat(0.1), QuoteQuantity: fixedpoint.NewFromFloat(1000.0 * 0.1), Symbol: "BTCUSDT", Side: "BUY", IsBuyer: true, Time: types.Time(time.Now()), }) assert.NoError(t, err) err = service.Mark(ctx, 1, "grid") assert.NoError(t, err) tradeRecord, err := service.Load(ctx, 1) assert.NoError(t, err) assert.NotNil(t, tradeRecord) assert.True(t, tradeRecord.StrategyID.Valid) assert.Equal(t, "grid", tradeRecord.StrategyID.String) err = service.UpdatePnL(ctx, 1, 10.0) assert.NoError(t, err) tradeRecord, err = service.Load(ctx, 1) assert.NoError(t, err) assert.NotNil(t, tradeRecord) assert.True(t, tradeRecord.PnL.Valid) assert.Equal(t, 10.0, tradeRecord.PnL.Float64) } func Test_queryTradingVolumeSQL(t *testing.T) { t.Run("group by different period", func(t *testing.T) { o := TradingVolumeQueryOptions{ GroupByPeriod: "month", } assert.Equal(t, "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC", generateMysqlTradingVolumeQuerySQL(o)) o.GroupByPeriod = "year" assert.Equal(t, "SELECT YEAR(traded_at) AS year, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY YEAR(traded_at) ORDER BY year ASC", generateMysqlTradingVolumeQuerySQL(o)) expectedDefaultSQL := "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, DAY(traded_at) AS day, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY DAY(traded_at), MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC, day ASC" for _, s := range []string{"", "day"} { o.GroupByPeriod = s assert.Equal(t, expectedDefaultSQL, generateMysqlTradingVolumeQuerySQL(o)) } }) } func Test_queryTradesSQL(t *testing.T) { t.Run("generate order by clause by Ordering option", func(t *testing.T) { assert.Equal(t, "SELECT * FROM trades ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Limit: 500})) assert.Equal(t, "SELECT * FROM trades ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Ordering: "ASC", Limit: 500})) assert.Equal(t, "SELECT * FROM trades ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{Ordering: "DESC", Limit: 500})) }) t.Run("filter by exchange name", func(t *testing.T) { assert.Equal(t, "SELECT * FROM trades WHERE exchange = :exchange ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Exchange: "max", Limit: 500})) }) t.Run("filter by symbol", func(t *testing.T) { assert.Equal(t, "SELECT * FROM trades WHERE symbol = :symbol ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Symbol: "eth", Limit: 500})) }) t.Run("GID ordering", func(t *testing.T) { assert.Equal(t, "SELECT * FROM trades WHERE gid > :gid ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Limit: 500})) assert.Equal(t, "SELECT * FROM trades WHERE gid > :gid ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Ordering: "ASC", Limit: 500})) assert.Equal(t, "SELECT * FROM trades WHERE gid < :gid ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Ordering: "DESC", Limit: 500})) }) t.Run("convert all options", func(t *testing.T) { assert.Equal(t, "SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND gid < :gid ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{ Exchange: "max", Symbol: "btc", LastGID: 123, Ordering: "DESC", Limit: 500, })) }) }