kingchenc
a1c646ae7c
The seven BTCUSDT OHLCV datasets used to live under crates/wickra/examples/data/, which buried them inside a Rust crate even though the Node backtest example and the upcoming Rust/Node/WASM example restructure need to reach them too. Move them to the workspace-level examples/data/ so every language's examples can resolve the same path. The bench (crates/wickra/benches/indicators.rs), the example_data integration test, fetch_btcusdt.rs and the Node backtest example all take the new ../../examples/data/ path; Data-Layer.md, examples/README.md and the CHANGELOG entry are updated to match. No data file content changes.
69 lines
2.5 KiB
Rust
69 lines
2.5 KiB
Rust
//! Integration test: the checked-in BTCUSDT example datasets parse cleanly,
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//! hold enough rows, and carry strictly increasing — and, for the fixed
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//! timeframes, evenly spaced — timestamps.
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//!
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//! The datasets live in the workspace `examples/data/` directory and are
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//! produced by the `fetch_btcusdt` example. Regenerate them with:
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//!
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//! ```text
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//! cargo run -p wickra-examples --bin fetch_btcusdt
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//! ```
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use wickra_data::csv::CandleReader;
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/// `(file name, minimum row count, expected step in ms)`. The step is `None`
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/// for the monthly file, whose buckets are 28–31 days and thus uneven.
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const DATASETS: &[(&str, usize, Option<i64>)] = &[
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("btcusdt-1m.csv", 50_000, Some(60_000)),
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("btcusdt-5m.csv", 10_000, Some(300_000)),
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("btcusdt-15m.csv", 10_000, Some(900_000)),
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("btcusdt-1h.csv", 10_000, Some(3_600_000)),
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("btcusdt-12h.csv", 5_000, Some(43_200_000)),
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// 1d and 1month collect all the history Binance offers, which grows over
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// time — assert a lower bound rather than an exact count.
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("btcusdt-1d.csv", 3_000, Some(86_400_000)),
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("btcusdt-1month.csv", 100, None),
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];
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fn dataset_path(file: &str) -> String {
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format!("{}/../../examples/data/{file}", env!("CARGO_MANIFEST_DIR"))
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}
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#[test]
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fn every_dataset_parses_and_is_well_formed() {
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for &(file, min_rows, step) in DATASETS {
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let path = dataset_path(file);
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let mut reader =
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CandleReader::open(&path).unwrap_or_else(|e| panic!("{file}: cannot open {path}: {e}"));
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// `read_all` validates every row through `Candle::new`, so a successful
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// read already proves each OHLC tuple is finite and internally
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// consistent (high >= low, etc.).
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let candles = reader
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.read_all()
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.unwrap_or_else(|e| panic!("{file}: invalid OHLCV row: {e}"));
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assert!(
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candles.len() >= min_rows,
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"{file}: expected at least {min_rows} rows, got {}",
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candles.len()
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);
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for pair in candles.windows(2) {
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let (prev, next) = (pair[0], pair[1]);
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assert!(
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next.timestamp > prev.timestamp,
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"{file}: timestamps must strictly increase, saw {} then {}",
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prev.timestamp,
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next.timestamp
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);
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if let Some(step) = step {
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assert_eq!(
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next.timestamp - prev.timestamp,
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step,
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"{file}: a fixed timeframe must be evenly spaced by {step} ms"
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);
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}
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}
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}
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}
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