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author | Alex Browne <stephenalexbrowne@gmail.com> | 2018-12-06 03:08:19 +0800 |
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committer | GitHub <noreply@github.com> | 2018-12-06 03:08:19 +0800 |
commit | b2dd5495bcf13a9ea71498b5def12c75589b0156 (patch) | |
tree | 0e0d728d540e747c32a083d604d7916a35ea95cf /packages/pipeline/test/data_sources | |
parent | 72a30260d88e722a6b076134693360c573f6c70f (diff) | |
parent | e0348f9c044b4909260e4864398b4f50232da620 (diff) | |
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Merge pull request #1377 from 0xProject/feature/pipeline-cleanup-mega-rebase
Merge all pipeline code into development
Diffstat (limited to 'packages/pipeline/test/data_sources')
-rw-r--r-- | packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts | 47 |
1 files changed, 47 insertions, 0 deletions
diff --git a/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts b/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts new file mode 100644 index 000000000..cb374bbb1 --- /dev/null +++ b/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts @@ -0,0 +1,47 @@ +import * as chai from 'chai'; +import 'mocha'; +import * as R from 'ramda'; + +import { CryptoCompareOHLCVSource } from '../../../src/data_sources/ohlcv_external/crypto_compare'; +import { TradingPair } from '../../../src/utils/get_ohlcv_trading_pairs'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('ohlcv_external data source (Crypto Compare)', () => { + describe('generateBackfillIntervals', () => { + it('generates pairs with intervals to query', () => { + const source = new CryptoCompareOHLCVSource(); + const pair: TradingPair = { + fromSymbol: 'ETH', + toSymbol: 'ZRX', + latestSavedTime: new Date().getTime() - source.interval * 2, + }; + + const expected = [ + pair, + R.merge(pair, { latestSavedTime: pair.latestSavedTime + source.interval }), + R.merge(pair, { latestSavedTime: pair.latestSavedTime + source.interval * 2 }), + ]; + + const actual = source.generateBackfillIntervals(pair); + expect(actual).deep.equal(expected); + }); + + it('returns single pair if no backfill is needed', () => { + const source = new CryptoCompareOHLCVSource(); + const pair: TradingPair = { + fromSymbol: 'ETH', + toSymbol: 'ZRX', + latestSavedTime: new Date().getTime() - source.interval + 5000, + }; + + const expected = [pair]; + + const actual = source.generateBackfillIntervals(pair); + expect(actual).deep.equal(expected); + }); + }); +}); |