mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 17:25:16 +00:00
104 lines
2.0 KiB
Go
104 lines
2.0 KiB
Go
package csvsource
|
|
|
|
import (
|
|
"fmt"
|
|
"os"
|
|
"testing"
|
|
"time"
|
|
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
type DownloadTester struct {
|
|
Exchange types.ExchangeName
|
|
Reader MakeCSVTickReader
|
|
Market MarketType
|
|
Granularity DataType
|
|
Symbol string
|
|
Path string
|
|
}
|
|
|
|
var (
|
|
expectedCandles = []int{1440, 48, 24}
|
|
intervals = []types.Interval{types.Interval1m, types.Interval30m, types.Interval1h}
|
|
until = time.Now().Round(0)
|
|
since = until.Add(-24 * time.Hour)
|
|
)
|
|
|
|
func Test_CSV_Download(t *testing.T) {
|
|
if _, ok := os.LookupEnv("TEST_CSV_DOWNLOADER"); !ok {
|
|
t.Skip()
|
|
}
|
|
var tests = []DownloadTester{
|
|
{
|
|
Exchange: types.ExchangeBinance,
|
|
Reader: NewBinanceCSVTickReader,
|
|
Market: SPOT,
|
|
Granularity: AGGTRADES,
|
|
Symbol: "FXSUSDT",
|
|
Path: "testdata/binance/FXSUSDT",
|
|
},
|
|
{
|
|
Exchange: types.ExchangeBybit,
|
|
Reader: NewBybitCSVTickReader,
|
|
Market: FUTURES,
|
|
Granularity: AGGTRADES,
|
|
Symbol: "FXSUSDT",
|
|
Path: "testdata/bybit/FXSUSDT",
|
|
},
|
|
{
|
|
Exchange: types.ExchangeOKEx,
|
|
Reader: NewOKExCSVTickReader,
|
|
Market: SPOT,
|
|
Granularity: AGGTRADES,
|
|
Symbol: "BTCUSDT",
|
|
Path: "testdata/okex/BTCUSDT",
|
|
},
|
|
}
|
|
|
|
for _, tt := range tests {
|
|
err := Download(
|
|
tt.Path,
|
|
tt.Symbol,
|
|
tt.Exchange,
|
|
tt.Market,
|
|
tt.Granularity,
|
|
since,
|
|
until,
|
|
)
|
|
assert.NoError(t, err)
|
|
|
|
klineMap, err := ReadTicksFromCSVWithDecoder(
|
|
tt.Path,
|
|
tt.Symbol,
|
|
intervals,
|
|
MakeCSVTickReader(tt.Reader),
|
|
)
|
|
assert.NoError(t, err)
|
|
|
|
for i, interval := range intervals {
|
|
klines := klineMap[interval]
|
|
|
|
assert.Equal(
|
|
t,
|
|
expectedCandles[i],
|
|
len(klines),
|
|
fmt.Sprintf("%s: %s/%s should have %d kLines",
|
|
tt.Exchange.String(),
|
|
tt.Symbol,
|
|
interval.String(),
|
|
expectedCandles[i],
|
|
),
|
|
)
|
|
|
|
err = WriteKLines(tt.Path, tt.Symbol, klines)
|
|
assert.NoError(t, err)
|
|
}
|
|
|
|
err = os.RemoveAll(tt.Path)
|
|
assert.NoError(t, err)
|
|
}
|
|
}
|