toki
47109b4e42
- Add monthly bars aggregation in worker (services/worker/internal/marketdata/aggregation/) - Support monthly timeframe in operator runner and output - Add monthly aggregation test data and test cases - Update contracts (proto, Dart, Go) for monthly timeframe support - Sync parser_map, socket handlers, and worker client across services - Add code review and plan logs for multi-timeframe coverage milestones
93 lines
2.7 KiB
Go
93 lines
2.7 KiB
Go
package contracts
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import (
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"testing"
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"google.golang.org/protobuf/proto"
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altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
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protoSocket "git.toki-labs.com/toki/proto-socket/go"
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)
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func requiredWorkerMessages() []proto.Message {
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return []proto.Message{
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&altv1.HelloRequest{},
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&altv1.HelloResponse{},
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// market instruments / bars
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&altv1.ListInstrumentsRequest{},
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&altv1.ListInstrumentsResponse{},
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&altv1.ListBarsRequest{},
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&altv1.ListBarsResponse{},
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// market import command: daily bars
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&altv1.ImportDailyBarsRequest{},
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&altv1.ImportDailyBarsResponse{},
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// monthly aggregation
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&altv1.AggregateMonthlyBarsRequest{},
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&altv1.AggregateMonthlyBarsResponse{},
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&altv1.MonthlyProvenance{},
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// backtest start / list / detail / result / compare
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&altv1.StartBacktestRequest{},
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&altv1.StartBacktestResponse{},
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&altv1.GetBacktestRunRequest{},
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&altv1.GetBacktestRunResponse{},
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&altv1.GetBacktestResultRequest{},
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&altv1.GetBacktestResultResponse{},
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&altv1.BacktestResult{},
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&altv1.ListBacktestRunsRequest{},
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&altv1.ListBacktestRunsResponse{},
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&altv1.GetBacktestRunDetailRequest{},
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&altv1.GetBacktestRunDetailResponse{},
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&altv1.CompareBacktestRunsRequest{},
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&altv1.CompareBacktestRunsResponse{},
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// paper trading start / state
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&altv1.StartPaperTradingRequest{},
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&altv1.StartPaperTradingResponse{},
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&altv1.GetPaperTradingStateRequest{},
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&altv1.GetPaperTradingStateResponse{},
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&altv1.PaperTradingState{},
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// live account sync surface: sync from broker / get last snapshot
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&altv1.SyncLiveAccountRequest{},
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&altv1.SyncLiveAccountResponse{},
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&altv1.GetLiveAccountSnapshotRequest{},
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&altv1.GetLiveAccountSnapshotResponse{},
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&altv1.LiveAccountSnapshot{},
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&altv1.LiveCashBalance{},
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&altv1.LivePositionSnapshot{},
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}
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}
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func TestParserMapIncludesAltMessages(t *testing.T) {
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pm := ParserMap()
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for _, msg := range requiredWorkerMessages() {
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typeName := protoSocket.TypeNameOf(msg)
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t.Run(typeName, func(t *testing.T) {
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parser := pm[typeName]
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if parser == nil {
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t.Fatalf("parser not registered for type %s", typeName)
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}
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data, err := proto.Marshal(msg)
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if err != nil {
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t.Fatalf("failed to marshal message: %v", err)
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}
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parsed, err := parser(data)
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if err != nil {
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t.Fatalf("failed to parse message: %v", err)
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}
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if protoSocket.TypeNameOf(parsed) != typeName {
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t.Errorf("parsed type mismatch: expected %s, got %s", typeName, protoSocket.TypeNameOf(parsed))
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}
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})
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}
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}
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func TestParserMapReportsMissingParser(t *testing.T) {
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pm := ParserMap()
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if parser := pm["alt.v1.UnregisteredProbeMessage"]; parser != nil {
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t.Fatal("expected nil parser for an unregistered message type")
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}
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}
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