package service import ( "context" "database/sql" "testing" "time" "github.com/jmoiron/sqlx" log "github.com/sirupsen/logrus" "github.com/stretchr/testify/assert" "github.com/c9s/bbgo/pkg/exchange" "github.com/c9s/bbgo/pkg/types" ) func TestBacktestService_QueryExistingDataRange(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) // empty range t1, t2, err := service.QueryExistingDataRange(ctx, ex, symbol, types.Interval1h, startTime1, endTime1) assert.Error(t, sql.ErrNoRows, err) assert.Nil(t, t1) assert.Nil(t, t2) } 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) } 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, -6).Truncate(time.Hour) endTime1 := now.AddDate(0, 0, -5).Truncate(time.Hour) startTime2 := now.AddDate(0, 0, -4).Truncate(time.Hour) endTime2 := now.AddDate(0, 0, -3).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) t1, t2, err := service.QueryExistingDataRange(ctx, ex, symbol, types.Interval1h) if assert.NoError(t, err) { assert.Equal(t, startTime1, t1.Time(), "start time point should match") assert.Equal(t, endTime2, t2.Time(), "end time point should match") } timeRanges, err := service.FindMissingTimeRanges(ctx, ex, symbol, types.Interval1h, startTime1, endTime2) if assert.NoError(t, err) { assert.NotEmpty(t, timeRanges) assert.Len(t, timeRanges, 1, "should find one missing time range") t.Logf("found timeRanges: %+v", timeRanges) log.SetLevel(log.DebugLevel) for _, timeRange := range timeRanges { err = service.SyncKLineByInterval(ctx, ex, symbol, types.Interval1h, timeRange.Start.Add(time.Second), timeRange.End.Add(-time.Second)) assert.NoError(t, err) } timeRanges, err = service.FindMissingTimeRanges(ctx, ex, symbol, types.Interval1h, startTime1, endTime2) assert.NoError(t, err) assert.Empty(t, timeRanges, "after partial sync, missing time ranges should be back-filled") } }