backend redesign
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158
backend.old/tests/test_ccxt_datasource.py
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158
backend.old/tests/test_ccxt_datasource.py
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"""
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Test script for CCXT DataSource adapter (Free Version).
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This demonstrates how to use the free CCXT adapter (not ccxt.pro) with various
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exchanges. It uses polling instead of WebSocket for real-time updates.
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CCXT is configured to use Decimal mode internally for precision, but OHLCV data
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is converted to float for optimal DataFrame/analysis performance.
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"""
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import asyncio
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from decimal import Decimal
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from datetime import datetime, timedelta
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from src.datasource.adapters.ccxt_adapter import CCXTDataSource
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async def test_binance_datasource():
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"""Test Binance exchange data source"""
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print("=" * 60)
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print("Testing CCXT DataSource with Binance (Free Version)")
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print("=" * 60)
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# Initialize Binance datasource with faster polling for testing
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binance = CCXTDataSource(exchange_id="binance", poll_interval=5)
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try:
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# Test 1: Get configuration
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print("\n1. Getting datafeed configuration...")
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config = await binance.get_config()
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print(f" Name: {config.name}")
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print(f" Description: {config.description}")
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print(f" Supported resolutions: {config.supported_resolutions[:5]}...")
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print(f" Exchanges: {config.exchanges}")
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# Test 2: Search symbols
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print("\n2. Searching for BTC symbols...")
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results = await binance.search_symbols("BTC", limit=5)
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print(f" Found {len(results)} symbols:")
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for result in results[:3]:
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print(f" - {result.symbol}: {result.description}")
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# Test 3: Resolve symbol
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print("\n3. Resolving symbol metadata for BTC/USDT...")
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symbol_info = await binance.resolve_symbol("BTC/USDT")
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print(f" Symbol: {symbol_info.symbol}")
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print(f" Name: {symbol_info.name}")
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print(f" Type: {symbol_info.type}")
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print(f" Exchange: {symbol_info.exchange}")
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print(f" Columns:")
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for col in symbol_info.columns:
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print(f" - {col.name} ({col.type}): {col.description}")
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# Test 4: Get historical bars
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print("\n4. Fetching historical 1-hour bars for BTC/USDT...")
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end_time = int(datetime.now().timestamp())
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start_time = end_time - (24 * 3600) # Last 24 hours
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history = await binance.get_bars(
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symbol="BTC/USDT",
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resolution="60", # 1 hour
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from_time=start_time,
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to_time=end_time,
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countback=10,
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)
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print(f" Retrieved {len(history.bars)} bars")
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if history.bars:
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latest = history.bars[-1]
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print(f" Latest bar:")
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print(f" Time: {datetime.fromtimestamp(latest.time)}")
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print(f" Open: {latest.data['open']} (type: {type(latest.data['open']).__name__})")
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print(f" High: {latest.data['high']} (type: {type(latest.data['high']).__name__})")
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print(f" Low: {latest.data['low']} (type: {type(latest.data['low']).__name__})")
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print(f" Close: {latest.data['close']} (type: {type(latest.data['close']).__name__})")
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print(f" Volume: {latest.data['volume']} (type: {type(latest.data['volume']).__name__})")
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# Verify OHLCV uses float (converted from Decimal for DataFrame performance)
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assert isinstance(latest.data['close'], float), "OHLCV price should be float type!"
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assert isinstance(latest.data['volume'], float), "OHLCV volume should be float type!"
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print(f" ✓ OHLCV data type verified: using native float (CCXT uses Decimal internally)")
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# Test 5: Polling subscription (brief test)
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print("\n5. Testing polling-based subscription...")
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print(f" Note: Using free CCXT with {binance._poll_interval}s polling interval")
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tick_count = [0]
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def on_tick(data):
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tick_count[0] += 1
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if tick_count[0] == 1:
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print(f" Received tick: close={data['close']} (type: {type(data['close']).__name__})")
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assert isinstance(data['close'], float), "Polled OHLCV data should use float!"
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subscription_id = await binance.subscribe_bars(
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symbol="BTC/USDT",
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resolution="1", # 1 minute
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on_tick=on_tick,
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)
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print(f" Subscription ID: {subscription_id}")
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print(f" Waiting {binance._poll_interval + 2} seconds for first poll...")
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await asyncio.sleep(binance._poll_interval + 2)
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# Unsubscribe
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await binance.unsubscribe_bars(subscription_id)
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print(f" ✓ Subscription test complete (received {tick_count[0]} tick(s))")
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finally:
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await binance.close()
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print("\n✓ Binance datasource test complete")
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async def test_multiple_exchanges():
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"""Test multiple exchanges"""
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print("\n" + "=" * 60)
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print("Testing Multiple Exchanges")
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print("=" * 60)
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exchanges_to_test = ["binance", "coinbase", "kraken"]
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for exchange_id in exchanges_to_test:
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print(f"\nTesting {exchange_id}...")
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try:
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datasource = CCXTDataSource(exchange_id=exchange_id)
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config = await datasource.get_config()
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print(f" ✓ {config.name}")
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# Try to search for ETH
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results = await datasource.search_symbols("ETH", limit=3)
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print(f" ✓ Found {len(results)} ETH symbols")
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await datasource.close()
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except Exception as e:
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print(f" ✗ Error: {e}")
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async def main():
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"""Run all tests"""
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print("\nCCXT DataSource Adapter Test Suite")
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print("=" * 60)
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try:
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await test_binance_datasource()
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await test_multiple_exchanges()
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print("\n" + "=" * 60)
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print("All tests completed successfully! ✓")
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print("=" * 60)
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except Exception as e:
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print(f"\n✗ Test failed: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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asyncio.run(main())
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