chore: fill up missing candles - add some unit tests

This commit is contained in:
maciek
2023-05-10 15:01:35 +02:00
parent 36cc2b36e9
commit 8f420f9fe6
@@ -0,0 +1,275 @@
import { VegaDataSource } from './data-source';
import type { ApolloClient } from '@apollo/client';
import { Interval } from 'pennant';
import type { CandleFieldsFragment } from './__generated__/Candles';
const returnDataMocks = (nodes: CandleFieldsFragment[]) => {
return {
data: {
market: {
decimalPlaces: 1,
positionDecimalPlaces: 1,
candlesConnection: {
edges: nodes.map((node) => ({ node })),
},
},
},
};
};
const dataMocks = {
INTERVAL_I1M: [
{
__typename: 'Candle',
periodStart: '2023-05-10T12:00:00Z',
lastUpdateInPeriod: '',
close: '10',
volume: '1',
},
{
__typename: 'Candle',
periodStart: '2023-05-10T12:05:00Z',
lastUpdateInPeriod: '',
close: '5',
volume: '2',
},
],
INTERVAL_I5M: [
{
__typename: 'Candle',
periodStart: '2023-05-10T12:00:00Z',
lastUpdateInPeriod: '',
close: '10',
volume: '1',
},
{
__typename: 'Candle',
periodStart: '2023-05-10T12:25:00Z',
lastUpdateInPeriod: '',
close: '5',
volume: '2',
},
],
INTERVAL_I15M: [
{
__typename: 'Candle',
periodStart: '2023-05-10T12:00:00Z',
lastUpdateInPeriod: '',
close: '10',
volume: '1',
},
{
__typename: 'Candle',
periodStart: '2023-05-10T13:15:00Z',
lastUpdateInPeriod: '',
close: '5',
volume: '2',
},
],
INTERVAL_I1H: [
{
__typename: 'Candle',
periodStart: '2023-05-10T12:00:00Z',
lastUpdateInPeriod: '',
close: '10',
volume: '1',
},
{
__typename: 'Candle',
periodStart: '2023-05-10T17:00:00Z',
lastUpdateInPeriod: '',
close: '5',
volume: '2',
},
],
INTERVAL_I6H: [
{
__typename: 'Candle',
periodStart: '2023-05-10T12:00:00Z',
lastUpdateInPeriod: '',
close: '10',
volume: '1',
},
{
__typename: 'Candle',
periodStart: '2023-05-11T18:00:00Z',
lastUpdateInPeriod: '',
close: '5',
volume: '2',
},
],
INTERVAL_I1D: [
{
__typename: 'Candle',
periodStart: '2023-05-10T00:00:00Z',
lastUpdateInPeriod: '',
close: '10',
volume: '1',
},
{
__typename: 'Candle',
periodStart: '2023-05-15T00:00:00Z',
lastUpdateInPeriod: '',
close: '5',
volume: '2',
},
],
};
describe('VegaDataSource', () => {
const marketId = 'marketId';
const partyId = 'partyId';
const client = {
query: jest.fn().mockImplementation(({ variables: { interval } }) => {
return returnDataMocks(dataMocks[interval]);
}),
} as ApolloClient<object>;
it('should be properly initialized', () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
expect(dataSource).toBeInstanceOf(VegaDataSource);
expect(dataSource.onReady).toBeDefined();
expect(dataSource.query).toBeDefined();
expect(dataSource.subscribeData).toBeDefined();
expect(dataSource.unsubscribeData).toBeDefined();
expect(dataSource.decimalPlaces).toBeDefined();
expect(dataSource.positionDecimalPlaces).toBeDefined();
});
describe('query should return continuous data', () => {
it('when interval is I1M', async () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
const data = await dataSource.query(Interval.I1M, '');
expect(data).toHaveLength(6);
expect(data[1]).toStrictEqual({
date: new Date('2023-05-10T12:01:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
expect(data[2]).toStrictEqual({
date: new Date('2023-05-10T12:02:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
});
it('when interval is I5M', async () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
const data = await dataSource.query(Interval.I5M, '');
expect(data).toHaveLength(6);
expect(data[1]).toStrictEqual({
date: new Date('2023-05-10T12:05:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
expect(data[2]).toStrictEqual({
date: new Date('2023-05-10T12:10:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
});
it('when interval is I15M', async () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
const data = await dataSource.query(Interval.I15M, '');
expect(data).toHaveLength(6);
expect(data[1]).toStrictEqual({
date: new Date('2023-05-10T12:15:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
expect(data[2]).toStrictEqual({
date: new Date('2023-05-10T12:30:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
});
it('when interval is I1H', async () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
const data = await dataSource.query(Interval.I1H, '');
expect(data).toHaveLength(6);
expect(data[1]).toStrictEqual({
date: new Date('2023-05-10T13:00:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
expect(data[2]).toStrictEqual({
date: new Date('2023-05-10T14:00:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
});
it('when interval is I6H', async () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
const data = await dataSource.query(Interval.I6H, '');
expect(data).toHaveLength(6);
expect(data[1]).toStrictEqual({
date: new Date('2023-05-10T18:00:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
expect(data[2]).toStrictEqual({
date: new Date('2023-05-11T00:00:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
});
it('when interval is I1D', async () => {
const dataSource = new VegaDataSource(client, marketId, partyId);
const data = await dataSource.query(Interval.I1D, '');
expect(data).toHaveLength(6);
expect(data[1]).toStrictEqual({
date: new Date('2023-05-11T00:00:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
expect(data[2]).toStrictEqual({
date: new Date('2023-05-12T00:00:00Z'),
high: 1,
low: 1,
open: 1,
close: 1,
volume: 0,
});
});
});
});