bbgo_origin/pkg/service/trade_test.go

58 lines
2.8 KiB
Go

package service
import (
"testing"
"github.com/stretchr/testify/assert"
)
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", queryTradingVolumeSQL(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", queryTradingVolumeSQL(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, queryTradingVolumeSQL(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{}))
assert.Equal(t, "SELECT * FROM trades ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{Ordering: "ASC"}))
assert.Equal(t, "SELECT * FROM trades ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{Ordering: "DESC"}))
})
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"}))
})
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"}))
})
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}))
assert.Equal(t, "SELECT * FROM trades WHERE gid > :gid ORDER BY gid ASC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Ordering: "ASC"}))
assert.Equal(t, "SELECT * FROM trades WHERE gid < :gid ORDER BY gid DESC LIMIT 500", queryTradesSQL(QueryTradesOptions{LastGID: 1, Ordering: "DESC"}))
})
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",
}))
})
}