This repository has been archived by the owner on Feb 1, 2024. It is now read-only.
-
Notifications
You must be signed in to change notification settings - Fork 264
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Browse files
Browse the repository at this point in the history
* Initial commit - test constructor. * Add tests to filter fn. * Rename createFloat to createFloatPtr. * Fix capitalization error. * Rewrite most of the tests - still need to eliminate a couple of structs. * Change test interface. * Address review 2 - nikhilsaraf * Modify volumeFilterFn parameters, change market ID query slice logic * Remove log * Factor out action. * Move query market IDs creation, add comments * Pair programming commit. * Delete volume filter fn test. * Remove unused helper, add default configValue
- Loading branch information
Showing
5 changed files
with
199 additions
and
13 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,147 @@ | ||
| package plugins | ||
|
|
||
| import ( | ||
| "database/sql" | ||
| "fmt" | ||
| "testing" | ||
|
|
||
| "github.com/openlyinc/pointy" | ||
| "github.com/stellar/kelp/queries" | ||
| "github.com/stellar/kelp/support/utils" | ||
|
|
||
| hProtocol "github.com/stellar/go/protocols/horizon" | ||
| "github.com/stellar/kelp/model" | ||
| "github.com/stretchr/testify/assert" | ||
| ) | ||
|
|
||
| func makeWantVolumeFilter(config *VolumeFilterConfig, marketIDs []string, accountIDs []string, action string) *volumeFilter { | ||
| query, e := queries.MakeDailyVolumeByDateForMarketIdsAction(&sql.DB{}, marketIDs, action, accountIDs) | ||
| if e != nil { | ||
| panic(e) | ||
| } | ||
|
|
||
| return &volumeFilter{ | ||
| name: "volumeFilter", | ||
| configValue: "", | ||
| baseAsset: utils.NativeAsset, | ||
| quoteAsset: utils.NativeAsset, | ||
| config: config, | ||
| dailyVolumeByDateQuery: query, | ||
| } | ||
| } | ||
|
|
||
| func TestMakeFilterVolume(t *testing.T) { | ||
| testAssetDisplayFn := model.MakeSdexMappedAssetDisplayFn(map[model.Asset]hProtocol.Asset{model.Asset("XLM"): utils.NativeAsset}) | ||
| configValue := "" | ||
| tradingPair := &model.TradingPair{Base: "XLM", Quote: "XLM"} | ||
| modes := []volumeFilterMode{volumeFilterModeExact, volumeFilterModeIgnore} | ||
|
|
||
| testCases := []struct { | ||
| name string | ||
| exchangeName string | ||
| marketIDs []string | ||
| accountIDs []string | ||
| wantMarketIDs []string | ||
| wantFilter *volumeFilter | ||
| }{ | ||
| // TODO DS Confirm the empty config fails once validation is added to the constructor | ||
| { | ||
| name: "0 market id or account id", | ||
| exchangeName: "exchange 2", | ||
| marketIDs: []string{}, | ||
| accountIDs: []string{}, | ||
| wantMarketIDs: []string{"9db20cdd56"}, | ||
| }, | ||
| { | ||
| name: "1 market id", | ||
| exchangeName: "exchange 1", | ||
| marketIDs: []string{"marketID"}, | ||
| accountIDs: []string{}, | ||
| wantMarketIDs: []string{"6d9862b0e2", "marketID"}, | ||
| }, | ||
| { | ||
| name: "2 market ids", | ||
| exchangeName: "exchange 2", | ||
| marketIDs: []string{"marketID1", "marketID2"}, | ||
| accountIDs: []string{}, | ||
| wantMarketIDs: []string{"9db20cdd56", "marketID1", "marketID2"}, | ||
| }, | ||
| { | ||
| name: "2 dupe market ids, 1 distinct", | ||
| exchangeName: "exchange 1", | ||
| marketIDs: []string{"marketID1", "marketID1", "marketID2"}, | ||
| accountIDs: []string{}, | ||
| wantMarketIDs: []string{"6d9862b0e2", "marketID1", "marketID2"}, | ||
| }, | ||
| { | ||
| name: "1 account id", | ||
| exchangeName: "exchange 2", | ||
| marketIDs: []string{}, | ||
| accountIDs: []string{"accountID"}, | ||
| wantMarketIDs: []string{"9db20cdd56"}, | ||
| }, | ||
| { | ||
| name: "2 account ids", | ||
| exchangeName: "exchange 1", | ||
| marketIDs: []string{}, | ||
| accountIDs: []string{"accountID1", "accountID2"}, | ||
| wantMarketIDs: []string{"6d9862b0e2"}, | ||
| }, | ||
| { | ||
| name: "account and market ids", | ||
| exchangeName: "exchange 2", | ||
| marketIDs: []string{"marketID"}, | ||
| accountIDs: []string{"accountID"}, | ||
| wantMarketIDs: []string{"9db20cdd56", "marketID"}, | ||
| }, | ||
| } | ||
|
|
||
| for _, k := range testCases { | ||
| // this lets us test both types of modes when varying the market and account ids | ||
| for _, m := range modes { | ||
| // this lets us run the for-loop below for both base and quote units within the config | ||
| baseCapInBaseConfig := makeRawVolumeFilterConfig( | ||
| pointy.Float64(1.0), | ||
| nil, | ||
| m, | ||
| k.marketIDs, | ||
| k.accountIDs, | ||
| ) | ||
| baseCapInQuoteConfig := makeRawVolumeFilterConfig( | ||
| nil, | ||
| pointy.Float64(1.0), | ||
| m, | ||
| k.marketIDs, | ||
| k.accountIDs, | ||
| ) | ||
| for _, config := range []*VolumeFilterConfig{baseCapInBaseConfig, baseCapInQuoteConfig} { | ||
| // configType is used to represent the type of config when printing test name | ||
| configType := "quote" | ||
| if config.SellBaseAssetCapInBaseUnits != nil { | ||
| configType = "base" | ||
| } | ||
|
|
||
| // TODO DS Vary filter action between buy and sell, once buy logic is implemented. | ||
| wantFilter := makeWantVolumeFilter(config, k.wantMarketIDs, k.accountIDs, "sell") | ||
| t.Run(fmt.Sprintf("%s/%s/%s", k.name, configType, m), func(t *testing.T) { | ||
| actual, e := makeFilterVolume( | ||
| configValue, | ||
| k.exchangeName, | ||
| tradingPair, | ||
| testAssetDisplayFn, | ||
| utils.NativeAsset, | ||
| utils.NativeAsset, | ||
| &sql.DB{}, | ||
| config, | ||
| ) | ||
|
|
||
| if !assert.Nil(t, e) { | ||
| return | ||
| } | ||
|
|
||
| assert.Equal(t, wantFilter, actual) | ||
| }) | ||
| } | ||
| } | ||
| } | ||
| } |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters