69 lines
2.5 KiB
Rust
69 lines
2.5 KiB
Rust
|
//! Integration test: the checked-in BTCUSDT example datasets parse cleanly,
|
|||
|
|
//! hold enough rows, and carry strictly increasing — and, for the fixed
|
|||
|
|
//! timeframes, evenly spaced — timestamps.
|
|||
|
|
//!
|
|||
|
|
//! The datasets live in the workspace `examples/data/` directory and are
|
|||
|
|
//! produced by the `fetch_btcusdt` example. Regenerate them with:
|
|||
|
|
//!
|
|||
|
|
//! ```text
|
|||
|
|
//! cargo run -p wickra-examples --bin fetch_btcusdt
|
|||
|
|
//! ```
|
|||
|
|
|
|||
|
|
use wickra_data::csv::CandleReader;
|
|||
|
|
|
|||
|
|
/// `(file name, minimum row count, expected step in ms)`. The step is `None`
|
|||
|
|
/// for the monthly file, whose buckets are 28–31 days and thus uneven.
|
|||
|
|
const DATASETS: &[(&str, usize, Option<i64>)] = &[
|
|||
|
|
("btcusdt-1m.csv", 50_000, Some(60_000)),
|
|||
|
|
("btcusdt-5m.csv", 10_000, Some(300_000)),
|
|||
|
|
("btcusdt-15m.csv", 10_000, Some(900_000)),
|
|||
|
|
("btcusdt-1h.csv", 10_000, Some(3_600_000)),
|
|||
|
|
("btcusdt-12h.csv", 5_000, Some(43_200_000)),
|
|||
|
|
// 1d and 1month collect all the history Binance offers, which grows over
|
|||
|
|
// time — assert a lower bound rather than an exact count.
|
|||
|
|
("btcusdt-1d.csv", 3_000, Some(86_400_000)),
|
|||
|
|
("btcusdt-1month.csv", 100, None),
|
|||
|
|
];
|
|||
|
|
|
|||
|
|
fn dataset_path(file: &str) -> String {
|
|||
|
|
format!("{}/../../examples/data/{file}", env!("CARGO_MANIFEST_DIR"))
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
#[test]
|
|||
|
|
fn every_dataset_parses_and_is_well_formed() {
|
|||
|
|
for &(file, min_rows, step) in DATASETS {
|
|||
|
|
let path = dataset_path(file);
|
|||
|
|
let mut reader =
|
|||
|
|
CandleReader::open(&path).unwrap_or_else(|e| panic!("{file}: cannot open {path}: {e}"));
|
|||
|
|
// `read_all` validates every row through `Candle::new`, so a successful
|
|||
|
|
// read already proves each OHLC tuple is finite and internally
|
|||
|
|
// consistent (high >= low, etc.).
|
|||
|
|
let candles = reader
|
|||
|
|
.read_all()
|
|||
|
|
.unwrap_or_else(|e| panic!("{file}: invalid OHLCV row: {e}"));
|
|||
|
|
|
|||
|
|
assert!(
|
|||
|
|
candles.len() >= min_rows,
|
|||
|
|
"{file}: expected at least {min_rows} rows, got {}",
|
|||
|
|
candles.len()
|
|||
|
|
);
|
|||
|
|
|
|||
|
|
for pair in candles.windows(2) {
|
|||
|
|
let (prev, next) = (pair[0], pair[1]);
|
|||
|
|
assert!(
|
|||
|
|
next.timestamp > prev.timestamp,
|
|||
|
|
"{file}: timestamps must strictly increase, saw {} then {}",
|
|||
|
|
prev.timestamp,
|
|||
|
|
next.timestamp
|
|||
|
|
);
|
|||
|
|
if let Some(step) = step {
|
|||
|
|
assert_eq!(
|
|||
|
|
next.timestamp - prev.timestamp,
|
|||
|
|
step,
|
|||
|
|
"{file}: a fixed timeframe must be evenly spaced by {step} ms"
|
|||
|
|
);
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
}
|