mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 11:03:53 +00:00
108 lines
4.0 KiB
Go
108 lines
4.0 KiB
Go
package service
|
|
|
|
import (
|
|
"context"
|
|
"testing"
|
|
|
|
"github.com/jmoiron/sqlx"
|
|
"github.com/stretchr/testify/assert"
|
|
|
|
"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: 1000.0,
|
|
Quantity: 0.1,
|
|
QuoteQuantity: 1000.0 * 0.1,
|
|
Symbol: "BTCUSDT",
|
|
Side: "BUY",
|
|
IsBuyer: true,
|
|
})
|
|
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,
|
|
}))
|
|
})
|
|
}
|