diff options
Diffstat (limited to 'packages/pipeline/test')
3 files changed, 144 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); + }); + }); +}); diff --git a/packages/pipeline/test/entities/ohlcv_external_test.ts b/packages/pipeline/test/entities/ohlcv_external_test.ts new file mode 100644 index 000000000..8b995db50 --- /dev/null +++ b/packages/pipeline/test/entities/ohlcv_external_test.ts @@ -0,0 +1,35 @@ +import 'mocha'; +import 'reflect-metadata'; + +import { OHLCVExternal } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const ohlcvExternal: OHLCVExternal = { + exchange: 'CCCAGG', + fromSymbol: 'ETH', + toSymbol: 'ZRX', + startTime: 1543352400000, + endTime: 1543356000000, + open: 307.41, + close: 310.08, + low: 304.6, + high: 310.27, + volumeFrom: 904.6, + volumeTo: 278238.5, + source: 'Crypto Compare', + observedTimestamp: 1543442338074, +}; + +// tslint:disable:custom-no-magic-numbers +describe('OHLCVExternal entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const repository = connection.getRepository(OHLCVExternal); + await testSaveAndFindEntityAsync(repository, ohlcvExternal); + }); +}); diff --git a/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts b/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts new file mode 100644 index 000000000..118cafc5e --- /dev/null +++ b/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts @@ -0,0 +1,62 @@ +import * as chai from 'chai'; +import 'mocha'; +import * as R from 'ramda'; + +import { CryptoCompareOHLCVRecord } from '../../../src/data_sources/ohlcv_external/crypto_compare'; +import { OHLCVExternal } from '../../../src/entities'; +import { OHLCVMetadata, parseRecords } from '../../../src/parsers/ohlcv_external/crypto_compare'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('ohlcv_external parser (Crypto Compare)', () => { + describe('parseRecords', () => { + const record: CryptoCompareOHLCVRecord = { + time: 200, + close: 100, + high: 101, + low: 99, + open: 98, + volumefrom: 1234, + volumeto: 4321, + }; + + const metadata: OHLCVMetadata = { + fromSymbol: 'ETH', + toSymbol: 'ZRX', + exchange: 'CCCAGG', + source: 'CryptoCompare', + observedTimestamp: new Date().getTime(), + interval: 100000, + }; + + const entity = new OHLCVExternal(); + entity.exchange = metadata.exchange; + entity.fromSymbol = metadata.fromSymbol; + entity.toSymbol = metadata.toSymbol; + entity.startTime = 100000; + entity.endTime = 200000; + entity.open = record.open; + entity.close = record.close; + entity.low = record.low; + entity.high = record.high; + entity.volumeFrom = record.volumefrom; + entity.volumeTo = record.volumeto; + entity.source = metadata.source; + entity.observedTimestamp = metadata.observedTimestamp; + + it('converts Crypto Compare OHLCV records to OHLCVExternal entity', () => { + const input = [record, R.merge(record, { time: 300 }), R.merge(record, { time: 400 })]; + const expected = [ + entity, + R.merge(entity, { startTime: 200000, endTime: 300000 }), + R.merge(entity, { startTime: 300000, endTime: 400000 }), + ]; + + const actual = parseRecords(input, metadata); + expect(actual).deep.equal(expected); + }); + }); +}); |