8c21a700ba
* [WIP] pull OHLCV records from Crypto Compare * lint * refactor to pull logic out of script and into modules * add entity test for ohlcv_external entity * implement rate limit and chronological backfill for ohlcv * add unit tests; cleanup variable names * Fetch OHLCV pairs params from events table * better method names * fix outdated test * lint * Clean up after review * oops * fix failing test * better filtering of most recent records * fix bug when generating pairs * fix default earliest backfill date * fix bug with retrieving backfill time * prettier
63 lines
2.1 KiB
TypeScript
63 lines
2.1 KiB
TypeScript
import * as chai from 'chai';
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import 'mocha';
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import * as R from 'ramda';
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import { CryptoCompareOHLCVRecord } from '../../../src/data_sources/ohlcv_external/crypto_compare';
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import { OHLCVExternal } from '../../../src/entities';
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import { OHLCVMetadata, parseRecords } from '../../../src/parsers/ohlcv_external/crypto_compare';
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import { chaiSetup } from '../../utils/chai_setup';
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chaiSetup.configure();
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const expect = chai.expect;
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// tslint:disable:custom-no-magic-numbers
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describe('ohlcv_external parser (Crypto Compare)', () => {
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describe('parseRecords', () => {
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const record: CryptoCompareOHLCVRecord = {
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time: 200,
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close: 100,
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high: 101,
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low: 99,
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open: 98,
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volumefrom: 1234,
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volumeto: 4321,
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};
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const metadata: OHLCVMetadata = {
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fromSymbol: 'ETH',
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toSymbol: 'ZRX',
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exchange: 'CCCAGG',
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source: 'CryptoCompare',
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observedTimestamp: new Date().getTime(),
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interval: 100000,
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};
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const entity = new OHLCVExternal();
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entity.exchange = metadata.exchange;
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entity.fromSymbol = metadata.fromSymbol;
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entity.toSymbol = metadata.toSymbol;
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entity.startTime = 100000;
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entity.endTime = 200000;
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entity.open = record.open;
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entity.close = record.close;
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entity.low = record.low;
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entity.high = record.high;
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entity.volumeFrom = record.volumefrom;
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entity.volumeTo = record.volumeto;
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entity.source = metadata.source;
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entity.observedTimestamp = metadata.observedTimestamp;
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it('converts Crypto Compare OHLCV records to OHLCVExternal entity', () => {
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const input = [record, R.merge(record, { time: 300 }), R.merge(record, { time: 400 })];
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const expected = [
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entity,
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R.merge(entity, { startTime: 200000, endTime: 300000 }),
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R.merge(entity, { startTime: 300000, endTime: 400000 }),
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];
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const actual = parseRecords(input, metadata);
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expect(actual).deep.equal(expected);
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});
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});
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});
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