vnpy/tests/trader/test_database.py
nanoric 5d0bf006c6 [Add] added support for mongodb
[Add] added tests for database and CsvLoaderEngine
[Mod] changed .travis.yaml
2019-04-14 06:15:06 -04:00

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()