"""中控 K 线库:分周期保留、聚合与分页读取。""" from __future__ import annotations import tempfile import time import unittest from pathlib import Path from hub_kline_store import ( init_db, load_bars_before, load_bars_latest, purge_retention, purge_timeframe_by_days, resolve_chart_bars, retention_days, upsert_bars, ) from hub_ohlcv_lib import ( TIMEFRAME_MS, bar_limit_for_timeframe, chart_fetch_start_ms, chart_initial_limit, last_closed_bar_open_ms, window_start_ms, ) class TestHubKlineStore(unittest.TestCase): def setUp(self): self.tmp = tempfile.TemporaryDirectory() self.db = Path(self.tmp.name) / "test_hub_kline.db" def tearDown(self): self.tmp.cleanup() def test_bar_limits(self): self.assertEqual(bar_limit_for_timeframe("5m"), 5000) self.assertEqual(bar_limit_for_timeframe("1h"), 1000) self.assertEqual(bar_limit_for_timeframe("1d"), 1000) self.assertEqual(bar_limit_for_timeframe("1w"), 500) self.assertEqual(chart_initial_limit("5m"), 300) def test_chart_fetch_window_exceeds_retention(self): now = int(time.time() * 1000) need = bar_limit_for_timeframe("1d") fetch_start = chart_fetch_start_ms("1d", need, now) db_start = window_start_ms("1d", need, retention_days(), now) self.assertLess(fetch_start, db_start) def test_purge_retention_5m_one_year(self): init_db(self.db) old_ms = int(time.time() * 1000) - 400 * 86400000 upsert_bars( "okx", "BTC/USDT", "5m", [ { "open_time_ms": old_ms, "open": 1, "high": 2, "low": 0.5, "close": 1.5, "volume": 10, } ], self.db, ) n = purge_timeframe_by_days("5m", 365, self.db) self.assertGreaterEqual(n, 1) rows = load_bars_latest("okx", "BTC/USDT", "5m", 10, self.db) self.assertEqual(len(rows), 0) def test_purge_retention_keeps_1d(self): init_db(self.db) old_ms = int(time.time() * 1000) - 400 * 86400000 upsert_bars( "okx", "BTC/USDT", "1d", [ { "open_time_ms": old_ms, "open": 1, "high": 2, "low": 0.5, "close": 1.5, "volume": 10, } ], self.db, ) purge_retention(self.db) rows = load_bars_latest("okx", "BTC/USDT", "1d", 10, self.db) self.assertEqual(len(rows), 1) def test_resolve_uses_cache_without_remote(self): init_db(self.db) now = int(time.time() * 1000) tf = "5m" period = TIMEFRAME_MS[tf] last_closed = last_closed_bar_open_ms(tf, now) bars = [] for i in range(400): oms = last_closed - (399 - i) * period bars.append( { "open_time_ms": oms, "open": 100 + i, "high": 101 + i, "low": 99 + i, "close": 100.5 + i, "volume": 1000 + i, } ) upsert_bars("okx", "ETH/USDT", tf, bars, self.db) def remote_fetch(**kwargs): self.fail("不应请求交易所") out = resolve_chart_bars( "okx", "ETH/USDT", tf, remote_fetch, db_path=self.db, limit=300, ) self.assertTrue(out.get("ok")) self.assertEqual(len(out.get("candles") or []), 300) def test_resolve_15m_from_5m_aggregate(self): init_db(self.db) now = int(time.time() * 1000) period = TIMEFRAME_MS["5m"] last_closed = last_closed_bar_open_ms("5m", now) bars = [] for i in range(30): oms = last_closed - (29 - i) * period bars.append( { "open_time_ms": oms, "open": 1.0 + i, "high": 2.0 + i, "low": 0.5 + i, "close": 1.5 + i, "volume": 10.0, } ) upsert_bars("okx", "ETH/USDT", "5m", bars, self.db) def remote_fetch(**kwargs): self.fail("不应请求交易所") out = resolve_chart_bars( "okx", "ETH/USDT", "15m", remote_fetch, db_path=self.db, limit=5, ) self.assertTrue(out.get("ok")) self.assertEqual(out.get("source"), "aggregate") self.assertGreaterEqual(len(out.get("candles") or []), 5) def test_load_bars_before(self): init_db(self.db) period = TIMEFRAME_MS["1h"] base = 1_700_000_000_000 bars = [] for i in range(5): bars.append( { "open_time_ms": base + i * period, "open": 1, "high": 2, "low": 0.5, "close": 1.5, "volume": 1, } ) upsert_bars("okx", "BTC/USDT", "1h", bars, self.db) before = base + 3 * period got = load_bars_before("okx", "BTC/USDT", "1h", before, 2, self.db) self.assertEqual(len(got), 2) self.assertEqual(got[-1]["open_time_ms"], base + 2 * period) def test_resolve_before_ms_exhausted(self): init_db(self.db) def remote_fetch(**kwargs): return {"ok": False, "msg": "no remote"} out = resolve_chart_bars( "okx", "BTC/USDT", "5m", remote_fetch, db_path=self.db, limit=100, before_ms=int(time.time() * 1000), ) self.assertTrue(out.get("ok")) self.assertEqual(out.get("candles"), []) self.assertTrue(out.get("exhausted")) if __name__ == "__main__": unittest.main()