5d0bf006c6
[Add] added tests for database and CsvLoaderEngine [Mod] changed .travis.yaml
126 lines
3.9 KiB
Python
126 lines
3.9 KiB
Python
"""
|
|
Test if database works fine
|
|
"""
|
|
import os
|
|
import unittest
|
|
from datetime import datetime, timedelta
|
|
|
|
from vnpy.trader.constant import Exchange, Interval
|
|
from vnpy.trader.database.database import Driver
|
|
from vnpy.trader.object import BarData, TickData
|
|
|
|
os.environ['VNPY_TESTING'] = '1'
|
|
|
|
profiles = {
|
|
Driver.SQLITE: {
|
|
"driver": "sqlite",
|
|
"database": "test_db.db",
|
|
},
|
|
Driver.MYSQL: {
|
|
"driver": "mysql",
|
|
"database": os.environ['VNPY_TEST_MYSQL_DATABASE'],
|
|
"host": os.environ['VNPY_TEST_MYSQL_HOST'],
|
|
"port": int(os.environ['VNPY_TEST_MYSQL_PORT']),
|
|
"user": os.environ["VNPY_TEST_MYSQL_USER"],
|
|
"password": os.environ['VNPY_TEST_MYSQL_PASSWORD'],
|
|
},
|
|
Driver.POSTGRESQL: {
|
|
"driver": "postgresql",
|
|
"database": os.environ['VNPY_TEST_POSTGRESQL_DATABASE'],
|
|
"host": os.environ['VNPY_TEST_POSTGRESQL_HOST'],
|
|
"port": int(os.environ['VNPY_TEST_POSTGRESQL_PORT']),
|
|
"user": os.environ["VNPY_TEST_POSTGRESQL_USER"],
|
|
"password": os.environ['VNPY_TEST_POSTGRESQL_PASSWORD'],
|
|
},
|
|
Driver.MONGODB: {
|
|
"driver": "mongodb",
|
|
"database": os.environ['VNPY_TEST_MONGODB_DATABASE'],
|
|
"host": os.environ['VNPY_TEST_MONGODB_HOST'],
|
|
"port": int(os.environ['VNPY_TEST_MONGODB_PORT']),
|
|
"user": "",
|
|
"password": "",
|
|
"authentication_source": "",
|
|
},
|
|
}
|
|
|
|
|
|
def now():
|
|
return datetime.utcnow()
|
|
|
|
|
|
bar = BarData(
|
|
gateway_name="DB",
|
|
symbol="test_symbol",
|
|
exchange=Exchange.BITMEX,
|
|
datetime=now(),
|
|
interval=Interval.MINUTE,
|
|
)
|
|
|
|
tick = TickData(
|
|
gateway_name="DB",
|
|
symbol="test_symbol",
|
|
exchange=Exchange.BITMEX,
|
|
datetime=now(),
|
|
name="DB_test_symbol",
|
|
)
|
|
|
|
|
|
class TestDatabase(unittest.TestCase):
|
|
|
|
def connect(self, settings: dict):
|
|
from vnpy.trader.database.initialize import init # noqa
|
|
self.manager = init(settings)
|
|
|
|
def test_upsert_bar(self):
|
|
for driver, settings in profiles.items():
|
|
with self.subTest(driver=driver, settings=settings):
|
|
self.connect(settings)
|
|
self.manager.save_bar_data([bar])
|
|
self.manager.save_bar_data([bar])
|
|
|
|
def test_save_load_bar(self):
|
|
for driver, settings in profiles.items():
|
|
with self.subTest(driver=driver, settings=settings):
|
|
self.connect(settings)
|
|
# save first
|
|
self.manager.save_bar_data([bar])
|
|
|
|
# and load
|
|
results = self.manager.load_bar_data(
|
|
symbol=bar.symbol,
|
|
exchange=bar.exchange,
|
|
interval=bar.interval,
|
|
start=bar.datetime - timedelta(seconds=1), # time is not accuracy
|
|
end=now() + timedelta(seconds=1), # time is not accuracy
|
|
)
|
|
count = len(results)
|
|
self.assertNotEqual(count, 0)
|
|
|
|
def test_upsert_tick(self):
|
|
for driver, settings in profiles.items():
|
|
with self.subTest(driver=driver, settings=settings):
|
|
self.connect(settings)
|
|
self.manager.save_tick_data([tick])
|
|
self.manager.save_tick_data([tick])
|
|
|
|
def test_save_load_tick(self):
|
|
for driver, settings in profiles.items():
|
|
with self.subTest(driver=driver, settings=settings):
|
|
self.connect(settings)
|
|
# save first
|
|
self.manager.save_tick_data([tick])
|
|
|
|
# and load
|
|
results = self.manager.load_tick_data(
|
|
symbol=bar.symbol,
|
|
exchange=bar.exchange,
|
|
start=bar.datetime - timedelta(seconds=1), # time is not accuracy
|
|
end=now() + timedelta(seconds=1), # time is not accuracy
|
|
)
|
|
count = len(results)
|
|
self.assertNotEqual(count, 0)
|
|
|
|
|
|
if __name__ == '__main__':
|
|
unittest.main()
|