toki
9d8dde6dc9
packages/domain/market: timeframemap 타입 추가 및 테스트 services/api/internal/socket/market: multi-timeframe 소켓 메시지 지원 services/worker/internal/socket/backtest_mapping: 백테스트 매핑 함수에 multi-timeframe 반영
261 lines
10 KiB
Go
261 lines
10 KiB
Go
package socket
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import (
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"testing"
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"time"
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altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
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"git.toki-labs.com/toki/alt/packages/domain/backtest"
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"git.toki-labs.com/toki/alt/packages/domain/market"
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)
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func TestRunSpecFromProtoValid(t *testing.T) {
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from := time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC)
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to := time.Date(2026, 5, 15, 0, 0, 0, 0, time.UTC)
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spec, err := runSpecFromProto(&altv1.BacktestRunSpec{
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StrategyId: "strat-abc",
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Market: altv1.Market_MARKET_KR,
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Timeframe: altv1.Timeframe_TIMEFRAME_DAILY,
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FromUnixMs: from.UnixMilli(),
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ToUnixMs: to.UnixMilli(),
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Selector: &altv1.BacktestInputSelector{
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InstrumentIds: []string{"005930"},
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Symbols: []string{"AAPL"},
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},
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})
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if err != nil {
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t.Fatalf("unexpected error: %v", err)
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}
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if spec.StrategyID != "strat-abc" {
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t.Errorf("strategy id mismatch: got %q", spec.StrategyID)
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}
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if spec.Market != market.MarketKR {
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t.Errorf("market mismatch: got %q", spec.Market)
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}
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if spec.Timeframe != market.TimeframeDaily {
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t.Errorf("timeframe mismatch: got %q", spec.Timeframe)
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}
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if !spec.From.Equal(from) {
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t.Errorf("from mismatch: got %v want %v", spec.From, from)
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}
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if !spec.To.Equal(to) {
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t.Errorf("to mismatch: got %v want %v", spec.To, to)
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}
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if len(spec.Selector.InstrumentIDs) != 1 || spec.Selector.InstrumentIDs[0] != "005930" {
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t.Errorf("selector instrument ids mismatch: got %v", spec.Selector.InstrumentIDs)
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}
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if len(spec.Selector.Symbols) != 1 || spec.Selector.Symbols[0] != "AAPL" {
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t.Errorf("selector symbols mismatch: got %v", spec.Selector.Symbols)
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}
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}
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func TestRunSpecFromProtoRejectsInvalid(t *testing.T) {
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validFrom := time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC).UnixMilli()
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validTo := time.Date(2026, 5, 15, 0, 0, 0, 0, time.UTC).UnixMilli()
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tests := []struct {
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name string
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spec *altv1.BacktestRunSpec
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}{
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{"nil spec", nil},
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{"missing strategy", &altv1.BacktestRunSpec{Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, FromUnixMs: validFrom, ToUnixMs: validTo}},
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{"unspecified market", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_UNSPECIFIED, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, FromUnixMs: validFrom, ToUnixMs: validTo}},
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{"unspecified timeframe", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_UNSPECIFIED, FromUnixMs: validFrom, ToUnixMs: validTo}},
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{"missing from", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, ToUnixMs: validTo}},
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{"missing to", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, FromUnixMs: validFrom}},
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{"inverted range", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, FromUnixMs: validTo, ToUnixMs: validFrom}},
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{"blank instrument id", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, FromUnixMs: validFrom, ToUnixMs: validTo, Selector: &altv1.BacktestInputSelector{InstrumentIds: []string{" "}}}},
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{"blank symbol", &altv1.BacktestRunSpec{StrategyId: "s", Market: altv1.Market_MARKET_KR, Timeframe: altv1.Timeframe_TIMEFRAME_DAILY, FromUnixMs: validFrom, ToUnixMs: validTo, Selector: &altv1.BacktestInputSelector{Symbols: []string{""}}}},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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if _, err := runSpecFromProto(tt.spec); err == nil {
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t.Error("expected error, got nil")
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}
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})
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}
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}
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func TestMarketEnumRoundTrip(t *testing.T) {
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for _, m := range []market.Market{market.MarketKR, market.MarketUS} {
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got, err := marketFromProto(marketToProto(m))
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if err != nil {
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t.Fatalf("unexpected error for %q: %v", m, err)
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}
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if got != m {
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t.Errorf("market round-trip mismatch: got %q want %q", got, m)
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}
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}
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}
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func TestTimeframeEnumRoundTrip(t *testing.T) {
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for _, tf := range []market.Timeframe{market.TimeframeMonthly, market.TimeframeDaily, market.TimeframeMin1, market.TimeframeMin5} {
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got, err := timeframeFromProto(timeframeToProto(tf))
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if err != nil {
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t.Fatalf("unexpected error for %q: %v", tf, err)
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}
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if got != tf {
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t.Errorf("timeframe round-trip mismatch: got %q want %q", got, tf)
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}
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}
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}
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func TestRunStatusEnumMapping(t *testing.T) {
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statuses := []backtest.RunStatus{
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backtest.RunStatusPending,
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backtest.RunStatusRunning,
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backtest.RunStatusSucceeded,
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backtest.RunStatusFailed,
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backtest.RunStatusCanceled,
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}
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for _, s := range statuses {
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if got := runStatusFromProto(runStatusToProto(s)); got != s {
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t.Errorf("status round-trip mismatch: got %q want %q", got, s)
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}
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}
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// Unspecified maps to the empty status so the store lists all runs.
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if got := runStatusFromProto(altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_UNSPECIFIED); got != "" {
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t.Errorf("unspecified status should map to empty, got %q", got)
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}
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}
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func TestRunToProto(t *testing.T) {
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created := time.Date(2026, 5, 30, 10, 0, 0, 0, time.UTC)
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updated := time.Date(2026, 5, 30, 11, 0, 0, 0, time.UTC)
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run := backtest.Run{
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ID: "run-1",
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Spec: backtest.RunSpec{
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StrategyID: "strat-abc",
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Market: market.MarketUS,
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Timeframe: market.TimeframeMin5,
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From: time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
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To: time.Date(2026, 5, 15, 0, 0, 0, 0, time.UTC),
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Selector: backtest.InputSelector{
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InstrumentIDs: []market.InstrumentID{"AAPL"},
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Symbols: []string{"MSFT"},
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},
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},
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Status: backtest.RunStatusRunning,
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CreatedAt: created,
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UpdatedAt: updated,
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}
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got := runToProto(run)
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if got.GetId() != "run-1" {
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t.Errorf("id mismatch: %q", got.GetId())
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}
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if got.GetStatus() != altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_RUNNING {
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t.Errorf("status mismatch: %v", got.GetStatus())
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}
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if got.GetSpec().GetMarket() != altv1.Market_MARKET_US {
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t.Errorf("market mismatch: %v", got.GetSpec().GetMarket())
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}
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if got.GetCreatedAtUnixMs() != created.UnixMilli() {
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t.Errorf("created mismatch: %d", got.GetCreatedAtUnixMs())
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}
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if got.GetUpdatedAtUnixMs() != updated.UnixMilli() {
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t.Errorf("updated mismatch: %d", got.GetUpdatedAtUnixMs())
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}
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pSel := got.GetSpec().GetSelector()
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if pSel == nil {
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t.Fatal("selector should not be nil")
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}
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if len(pSel.GetInstrumentIds()) != 1 || pSel.GetInstrumentIds()[0] != "AAPL" {
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t.Errorf("instrument ids mismatch: got %v", pSel.GetInstrumentIds())
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}
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if len(pSel.GetSymbols()) != 1 || pSel.GetSymbols()[0] != "MSFT" {
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t.Errorf("symbols mismatch: got %v", pSel.GetSymbols())
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}
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}
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func TestRunToProtoZeroTimeMapsToZero(t *testing.T) {
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got := runToProto(backtest.Run{ID: "run-1", Status: backtest.RunStatusPending})
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if got.GetCreatedAtUnixMs() != 0 {
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t.Errorf("zero created time should map to 0, got %d", got.GetCreatedAtUnixMs())
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}
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if got.GetUpdatedAtUnixMs() != 0 {
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t.Errorf("zero updated time should map to 0, got %d", got.GetUpdatedAtUnixMs())
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}
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}
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func TestResultToProtoFull(t *testing.T) {
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ts := time.Date(2026, 5, 10, 0, 0, 0, 0, time.UTC)
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result := backtest.Result{
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RunID: "run-1",
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StartingCash: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1000000"}},
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EndingEquity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1100000"}},
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Trades: []backtest.TradeSummary{{
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InstrumentID: "005930",
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Side: backtest.OrderSideBuy,
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Quantity: market.Quantity{Amount: market.Decimal{Value: "10"}},
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Price: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "70000"}},
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Timestamp: ts,
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}},
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Positions: []backtest.PositionSummary{{
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InstrumentID: "005930",
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Quantity: market.Quantity{Amount: market.Decimal{Value: "10"}},
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LastPrice: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "71000"}},
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}},
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Summary: backtest.SummaryMetrics{
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StartingCash: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1000000"}},
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EndingEquity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1100000"}},
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TotalReturn: market.Decimal{Value: "0.1"},
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TradeCount: 1,
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},
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EquityCurve: []backtest.EquityPoint{{
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Timestamp: ts,
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Equity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1050000"}},
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}},
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}
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got := resultToProto(result)
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if got.GetRunId() != "run-1" {
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t.Errorf("run id mismatch: %q", got.GetRunId())
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}
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if got.GetStartingCash().GetAmount().GetValue() != "1000000" {
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t.Errorf("starting cash mismatch: %q", got.GetStartingCash().GetAmount().GetValue())
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}
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if got.GetStartingCash().GetCurrency() != altv1.Currency_CURRENCY_KRW {
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t.Errorf("currency mismatch: %v", got.GetStartingCash().GetCurrency())
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}
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if len(got.GetTrades()) != 1 || got.GetTrades()[0].GetSide() != "buy" {
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t.Errorf("trade mapping mismatch: %+v", got.GetTrades())
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}
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if got.GetTrades()[0].GetTimestampUnixMs() != ts.UnixMilli() {
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t.Errorf("trade timestamp mismatch: %d", got.GetTrades()[0].GetTimestampUnixMs())
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}
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if len(got.GetPositions()) != 1 {
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t.Errorf("position mapping mismatch: %+v", got.GetPositions())
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}
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if got.GetSummary().GetTradeCount() != 1 {
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t.Errorf("summary trade count mismatch: %d", got.GetSummary().GetTradeCount())
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}
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if got.GetSummary().GetTotalReturn().GetValue() != "0.1" {
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t.Errorf("summary total return mismatch: %q", got.GetSummary().GetTotalReturn().GetValue())
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}
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if len(got.GetEquityCurve()) != 1 {
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t.Errorf("equity curve mapping mismatch: %+v", got.GetEquityCurve())
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}
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}
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func TestResultToProtoEmptyCollections(t *testing.T) {
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got := resultToProto(backtest.Result{RunID: "run-1"})
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if got.GetTrades() != nil {
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t.Errorf("expected nil trades for empty result, got %+v", got.GetTrades())
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}
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if got.GetPositions() != nil {
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t.Errorf("expected nil positions for empty result, got %+v", got.GetPositions())
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}
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if got.GetEquityCurve() != nil {
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t.Errorf("expected nil equity curve for empty result, got %+v", got.GetEquityCurve())
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}
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// Summary is always present so callers do not nil-check it.
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if got.GetSummary() == nil {
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t.Error("expected summary to be present even for empty result")
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}
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}
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