|
1
|
|
|
<?php |
|
2
|
|
|
/** |
|
3
|
|
|
* User: alec |
|
4
|
|
|
* Date: 31.10.18 |
|
5
|
|
|
* Time: 16:33 |
|
6
|
|
|
*/ |
|
7
|
|
|
|
|
8
|
|
|
namespace Unit; |
|
9
|
|
|
|
|
10
|
|
|
|
|
11
|
|
|
use AlecRabbit\DataOHLCV; |
|
12
|
|
|
use PHPUnit\Framework\TestCase; |
|
13
|
|
|
|
|
14
|
|
|
class DataOHLCVSimpleUnsortedTest extends TestCase |
|
15
|
|
|
{ |
|
16
|
|
|
/** @var DataOHLCV */ |
|
17
|
|
|
protected $ohlcv; |
|
18
|
|
|
|
|
19
|
|
|
/** |
|
20
|
|
|
* @test |
|
21
|
|
|
*/ |
|
22
|
|
|
public function simpleDataCheck(): void |
|
23
|
|
|
{ |
|
24
|
|
|
$this->ohlcv = new DataOHLCV('btc_usd', 500); |
|
25
|
|
|
|
|
26
|
|
|
$this->expectException(\RuntimeException::class); |
|
27
|
|
|
foreach ($this->simpleData() as $item) { |
|
28
|
|
|
[$timestamp, $type, $price, $amount] = $item; |
|
29
|
|
|
$this->ohlcv->addTrade($timestamp, $type, $price, $amount); |
|
30
|
|
|
} |
|
31
|
|
|
} |
|
32
|
|
|
|
|
33
|
|
|
public function simpleData(): array |
|
34
|
|
|
{ |
|
35
|
|
|
return [ |
|
36
|
|
|
[1512570380, 'bid', 12820.7, 0.0538594], |
|
37
|
|
|
[1512578380, 'bid', 12810.2, 0.0223277], |
|
38
|
|
|
[1512571380, 'bid', 12820.7, 0.00596801], |
|
39
|
|
|
[1512572380, 'bid', 12821.3, 0.19551], |
|
40
|
|
|
[1512573380, 'bid', 12807.6, 0.0464246], |
|
41
|
|
|
[1512574380, 'bid', 12793, 0.0538914], |
|
42
|
|
|
[1512575380, 'ask', 12792, 0.0475634], |
|
43
|
|
|
[1512576380, 'bid', 12793, 0.0499], |
|
44
|
|
|
[1512577380, 'bid', 12810.2, 0.171179], |
|
45
|
|
|
[1512579380, 'bid', 12818.5, 0.00210018], |
|
46
|
|
|
[1512585380, 'ask', 12792, 0.0475634], |
|
47
|
|
|
[1512586380, 'bid', 12793, 0.0499], |
|
48
|
|
|
[1512587380, 'bid', 12810.2, 0.171179], |
|
49
|
|
|
[1512588380, 'bid', 12810.2, 0.0223277], |
|
50
|
|
|
[1512589380, 'bid', 12818.5, 0.00210018], |
|
51
|
|
|
[1513589380, 'bid', 12818.5, 0.00210018], |
|
52
|
|
|
]; |
|
53
|
|
|
} |
|
54
|
|
|
/** |
|
55
|
|
|
* @test |
|
56
|
|
|
*/ |
|
57
|
|
|
public function simpleDataTrimCheck(): void |
|
58
|
|
|
{ |
|
59
|
|
|
$this->ohlcv = new DataOHLCV('btc_usd', 10); |
|
60
|
|
|
|
|
61
|
|
|
foreach ($this->simpleTrimData() as $item) { |
|
62
|
|
|
[$timestamp, $type, $price, $amount] = $item; |
|
63
|
|
|
$this->ohlcv->addTrade($timestamp, $type, $price, $amount); |
|
64
|
|
|
} |
|
65
|
|
|
$this->assertEquals(10, $this->ohlcv->getSize()); |
|
66
|
|
|
} |
|
67
|
|
|
|
|
68
|
|
|
public function simpleTrimData(): \Generator |
|
69
|
|
|
{ |
|
70
|
|
|
$n = 1000; |
|
71
|
|
|
$timestamp = 1512570380; |
|
72
|
|
|
for($i = 0; $i< $n; $i++) { |
|
73
|
|
|
yield [$timestamp, 'bid', 10000.0, 0.0001]; |
|
74
|
|
|
$timestamp += 6400; |
|
75
|
|
|
} |
|
76
|
|
|
} |
|
77
|
|
|
|
|
78
|
|
|
} |