541 lines
No EOL
15 KiB
TypeScript
541 lines
No EOL
15 KiB
TypeScript
import { describe, it, expect, beforeEach, mock } from 'bun:test';
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import { QuestDBClient } from '../src/client';
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import { QuestDBHealthMonitor } from '../src/health';
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import { QuestDBQueryBuilder } from '../src/query-builder';
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import { QuestDBInfluxWriter } from '../src/influx-writer';
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import { QuestDBSchemaManager } from '../src/schema';
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import type { QuestDBClientConfig, OHLCVData, TradeData } from '../src/types';
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// Simple in-memory QuestDB client for testing
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class SimpleQuestDBClient {
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private data = new Map<string, any[]>();
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private schemas = new Map<string, any>();
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private logger: any;
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private config: QuestDBClientConfig;
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private connected = false;
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constructor(config: QuestDBClientConfig, logger?: any) {
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this.config = config;
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this.logger = logger || console;
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}
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async connect(): Promise<void> {
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this.connected = true;
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this.logger.info('Connected to QuestDB');
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}
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async disconnect(): Promise<void> {
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this.connected = false;
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this.logger.info('Disconnected from QuestDB');
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}
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async query<T = any>(sql: string): Promise<T[]> {
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if (!this.connected) {
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throw new Error('Not connected to QuestDB');
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}
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// Parse simple SELECT queries
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const match = sql.match(/SELECT \* FROM (\w+)/i);
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if (match) {
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const table = match[1];
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return (this.data.get(table) || []) as T[];
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}
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return [];
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}
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async execute(sql: string): Promise<void> {
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if (!this.connected) {
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throw new Error('Not connected to QuestDB');
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}
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// Parse simple CREATE TABLE
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const createMatch = sql.match(/CREATE TABLE IF NOT EXISTS (\w+)/i);
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if (createMatch) {
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const table = createMatch[1];
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this.schemas.set(table, {});
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this.data.set(table, []);
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}
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}
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async insertOHLCV(data: OHLCVData[]): Promise<void> {
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if (!this.connected) {
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throw new Error('Not connected to QuestDB');
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}
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const ohlcv = this.data.get('ohlcv') || [];
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ohlcv.push(...data);
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this.data.set('ohlcv', ohlcv);
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}
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async insertTrades(trades: TradeData[]): Promise<void> {
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if (!this.connected) {
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throw new Error('Not connected to QuestDB');
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}
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const tradesData = this.data.get('trades') || [];
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tradesData.push(...trades);
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this.data.set('trades', tradesData);
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}
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async getLatestOHLCV(symbol: string, limit = 100): Promise<OHLCVData[]> {
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const ohlcv = this.data.get('ohlcv') || [];
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return ohlcv
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.filter(item => item.symbol === symbol)
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.slice(-limit);
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}
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async getOHLCVRange(
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symbol: string,
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startTime: Date,
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endTime: Date
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): Promise<OHLCVData[]> {
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const ohlcv = this.data.get('ohlcv') || [];
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const start = startTime.getTime();
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const end = endTime.getTime();
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return ohlcv.filter(item =>
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item.symbol === symbol &&
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item.timestamp >= start &&
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item.timestamp <= end
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);
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}
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async healthCheck(): Promise<boolean> {
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return this.connected;
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}
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}
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describe('QuestDB', () => {
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describe('QuestDBClient', () => {
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let client: SimpleQuestDBClient;
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const logger = {
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info: mock(() => {}),
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error: mock(() => {}),
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warn: mock(() => {}),
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debug: mock(() => {}),
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};
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const config: QuestDBClientConfig = {
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host: 'localhost',
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httpPort: 9000,
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pgPort: 8812,
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influxPort: 9009,
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database: 'questdb',
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};
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beforeEach(() => {
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logger.info = mock(() => {});
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logger.error = mock(() => {});
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client = new SimpleQuestDBClient(config, logger);
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});
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it('should connect to database', async () => {
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await client.connect();
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expect(logger.info).toHaveBeenCalledWith('Connected to QuestDB');
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});
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it('should disconnect from database', async () => {
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await client.connect();
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await client.disconnect();
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expect(logger.info).toHaveBeenCalledWith('Disconnected from QuestDB');
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});
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it('should throw error when querying without connection', async () => {
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await expect(client.query('SELECT * FROM ohlcv')).rejects.toThrow('Not connected to QuestDB');
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});
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it('should execute CREATE TABLE statements', async () => {
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await client.connect();
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await client.execute('CREATE TABLE IF NOT EXISTS ohlcv');
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const result = await client.query('SELECT * FROM ohlcv');
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expect(result).toEqual([]);
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});
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it('should insert and retrieve OHLCV data', async () => {
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await client.connect();
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const ohlcvData: OHLCVData[] = [
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{
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symbol: 'AAPL',
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timestamp: Date.now(),
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open: 150.0,
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high: 152.0,
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low: 149.0,
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close: 151.0,
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volume: 1000000,
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},
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];
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await client.insertOHLCV(ohlcvData);
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const result = await client.getLatestOHLCV('AAPL');
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expect(result).toHaveLength(1);
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expect(result[0].symbol).toBe('AAPL');
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expect(result[0].close).toBe(151.0);
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});
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it('should insert and retrieve trade data', async () => {
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await client.connect();
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const trades: TradeData[] = [
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{
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symbol: 'AAPL',
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timestamp: Date.now(),
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price: 151.5,
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quantity: 100,
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side: 'buy',
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exchange: 'NASDAQ',
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},
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];
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await client.insertTrades(trades);
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// Just verify it doesn't throw
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expect(true).toBe(true);
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});
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it('should get OHLCV data within time range', async () => {
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await client.connect();
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const now = Date.now();
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const ohlcvData: OHLCVData[] = [
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{
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symbol: 'AAPL',
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timestamp: now - 3600000, // 1 hour ago
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open: 149.0,
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high: 150.0,
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low: 148.0,
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close: 149.5,
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volume: 500000,
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},
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{
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symbol: 'AAPL',
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timestamp: now - 1800000, // 30 minutes ago
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open: 149.5,
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high: 151.0,
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low: 149.0,
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close: 150.5,
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volume: 600000,
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},
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{
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symbol: 'AAPL',
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timestamp: now, // now
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open: 150.5,
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high: 152.0,
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low: 150.0,
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close: 151.5,
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volume: 700000,
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},
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];
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await client.insertOHLCV(ohlcvData);
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const result = await client.getOHLCVRange(
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'AAPL',
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new Date(now - 2700000), // 45 minutes ago
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new Date(now)
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);
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expect(result).toHaveLength(2);
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expect(result[0].timestamp).toBe(now - 1800000);
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expect(result[1].timestamp).toBe(now);
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});
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it('should perform health check', async () => {
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expect(await client.healthCheck()).toBe(false);
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await client.connect();
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expect(await client.healthCheck()).toBe(true);
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await client.disconnect();
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expect(await client.healthCheck()).toBe(false);
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});
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});
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describe('QuestDBQueryBuilder', () => {
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it('should build SELECT query', () => {
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const mockClient = {
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query: async () => ({ rows: [], count: 0 }),
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};
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const builder = new QuestDBQueryBuilder(mockClient);
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const query = builder
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.select('symbol', 'close', 'volume')
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.from('ohlcv_data')
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.whereSymbol('AAPL')
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.orderBy('timestamp', 'DESC')
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.limit(100)
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.build();
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expect(query).toContain('SELECT symbol, close, volume');
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expect(query).toContain('FROM ohlcv_data');
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expect(query).toContain("symbol = 'AAPL'");
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expect(query).toContain('ORDER BY timestamp DESC');
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expect(query).toContain('LIMIT 100');
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});
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it('should build query with time range', () => {
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const mockClient = {
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query: async () => ({ rows: [], count: 0 }),
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};
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const builder = new QuestDBQueryBuilder(mockClient);
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const startTime = new Date('2023-01-01');
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const endTime = new Date('2023-01-31');
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const query = builder
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.from('trades')
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.whereTimeRange(startTime, endTime)
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.build();
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expect(query).toContain('timestamp >=');
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expect(query).toContain('timestamp <=');
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});
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it('should build aggregation query', () => {
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const mockClient = {
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query: async () => ({ rows: [], count: 0 }),
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};
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const builder = new QuestDBQueryBuilder(mockClient);
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const query = builder
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.selectAgg({
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avg_close: 'AVG(close)',
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total_volume: 'SUM(volume)',
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})
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.from('ohlcv_data')
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.groupBy('symbol')
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.build();
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expect(query).toContain('AVG(close) as avg_close');
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expect(query).toContain('SUM(volume) as total_volume');
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expect(query).toContain('GROUP BY symbol');
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});
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it('should build sample by query', () => {
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const mockClient = {
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query: async () => ({ rows: [], count: 0 }),
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};
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const builder = new QuestDBQueryBuilder(mockClient);
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const query = builder
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.select('timestamp', 'symbol', 'close')
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.from('ohlcv_data')
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.sampleBy('1h')
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.build();
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expect(query).toContain('SAMPLE BY 1h');
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});
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});
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describe('QuestDBInfluxWriter', () => {
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it('should write OHLCV data', async () => {
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const mockClient = {
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getHttpUrl: () => 'http://localhost:9000',
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};
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const writer = new QuestDBInfluxWriter(mockClient);
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const data = [{
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timestamp: new Date('2022-01-01T00:00:00.000Z'),
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open: 150.0,
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high: 152.0,
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low: 149.0,
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close: 151.0,
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volume: 1000000,
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}];
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// Mock fetch
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global.fetch = mock(async () => ({
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ok: true,
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status: 200,
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statusText: 'OK',
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}));
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await writer.writeOHLCV('AAPL', 'NASDAQ', data);
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expect(global.fetch).toHaveBeenCalled();
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});
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it('should write trade execution data', async () => {
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const mockClient = {
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getHttpUrl: () => 'http://localhost:9000',
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};
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const writer = new QuestDBInfluxWriter(mockClient);
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// Mock fetch
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global.fetch = mock(async () => ({
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ok: true,
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status: 200,
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statusText: 'OK',
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}));
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await writer.writeTradeExecution({
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symbol: 'AAPL',
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side: 'buy',
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quantity: 100,
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price: 151.5,
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timestamp: new Date(),
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executionTime: 50,
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orderId: 'order-123',
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strategy: 'momentum',
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});
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expect(global.fetch).toHaveBeenCalled();
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});
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it('should handle batch writes', async () => {
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const mockClient = {
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getHttpUrl: () => 'http://localhost:9000',
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};
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const writer = new QuestDBInfluxWriter(mockClient);
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// Mock fetch
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global.fetch = mock(async () => ({
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ok: true,
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status: 200,
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statusText: 'OK',
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}));
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const points = [
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{
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measurement: 'test',
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tags: { symbol: 'AAPL' },
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fields: { value: 100 },
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timestamp: new Date(),
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},
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{
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measurement: 'test',
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tags: { symbol: 'GOOGL' },
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fields: { value: 200 },
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timestamp: new Date(),
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},
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];
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await writer.writePoints(points);
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expect(global.fetch).toHaveBeenCalled();
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});
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});
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describe('QuestDBSchemaManager', () => {
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let mockClient: any;
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let schemaManager: QuestDBSchemaManager;
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beforeEach(() => {
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mockClient = {
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query: mock(async () => ({ rows: [], count: 0 })),
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};
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schemaManager = new QuestDBSchemaManager(mockClient);
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});
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it('should create table with schema', async () => {
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const schema = schemaManager.getSchema('ohlcv_data');
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expect(schema).toBeDefined();
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expect(schema?.tableName).toBe('ohlcv_data');
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await schemaManager.createTable(schema!);
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expect(mockClient.query).toHaveBeenCalled();
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const sql = mockClient.query.mock.calls[0][0];
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expect(sql).toContain('CREATE TABLE IF NOT EXISTS ohlcv_data');
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});
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it('should check if table exists', async () => {
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mockClient.query = mock(async () => ({
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rows: [{ count: 1 }],
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count: 1
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}));
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const exists = await schemaManager.tableExists('ohlcv_data');
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expect(exists).toBe(true);
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});
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it('should create all tables', async () => {
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await schemaManager.createAllTables();
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// Should create multiple tables
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expect(mockClient.query).toHaveBeenCalled();
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expect(mockClient.query.mock.calls.length).toBeGreaterThan(3);
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});
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it('should get table stats', async () => {
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mockClient.query = mock(async () => ({
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rows: [{
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row_count: 1000,
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min_timestamp: new Date('2023-01-01'),
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max_timestamp: new Date('2023-12-31'),
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}],
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count: 1
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}));
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const stats = await schemaManager.getTableStats('ohlcv_data');
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expect(stats.row_count).toBe(1000);
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expect(stats.min_timestamp).toBeDefined();
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expect(stats.max_timestamp).toBeDefined();
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});
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});
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describe('QuestDBHealthMonitor', () => {
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let mockClient: any;
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let monitor: QuestDBHealthMonitor;
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beforeEach(() => {
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mockClient = {
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query: mock(async () => ({ rows: [{ health_check: 1 }], count: 1 })),
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isPgPoolHealthy: mock(() => true),
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};
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monitor = new QuestDBHealthMonitor(mockClient);
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});
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it('should perform health check', async () => {
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const health = await monitor.performHealthCheck();
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expect(health.isHealthy).toBe(true);
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expect(health.lastCheck).toBeInstanceOf(Date);
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expect(health.responseTime).toBeGreaterThanOrEqual(0);
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expect(health.message).toBe('Connection healthy');
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});
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it('should handle failed health check', async () => {
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mockClient.query = mock(async () => {
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throw new Error('Connection failed');
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});
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const health = await monitor.performHealthCheck();
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expect(health.isHealthy).toBe(false);
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expect(health.error).toBeDefined();
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expect(health.message).toContain('Connection failed');
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});
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it('should record query metrics', () => {
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monitor.recordQuery(true, 50);
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monitor.recordQuery(true, 100);
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monitor.recordQuery(false, 200);
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const metrics = monitor.getPerformanceMetrics();
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expect(metrics.totalQueries).toBe(3);
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expect(metrics.successfulQueries).toBe(2);
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expect(metrics.failedQueries).toBe(1);
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expect(metrics.averageResponseTime).toBeCloseTo(116.67, 1);
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});
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it('should start and stop monitoring', () => {
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monitor.startMonitoring(1000);
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// Just verify it doesn't throw
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expect(true).toBe(true);
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monitor.stopMonitoring();
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});
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});
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}); |