metadata_test.go

// Copyright (c) 2024 Neomantra Corp

package dbn_test

import (
	"os"
	"unsafe"

	"github.com/NimbleMarkets/dbn-go"
	. "github.com/onsi/ginkgo/v2"
	. "github.com/onsi/gomega"
)

var _ = Describe("Metadata", func() {
	Context("correctness", func() {
		It("metadata sizes should be correct", func() {
			Expect(unsafe.Sizeof(dbn.RType_Error)).To(Equal(uintptr(1)))
			Expect(unsafe.Sizeof(dbn.SType_RawSymbol)).To(Equal(uintptr(1)))
			Expect(unsafe.Sizeof(dbn.Schema_Mixed)).To(Equal(uintptr(2)))
			Expect(unsafe.Sizeof(dbn.MetadataPrefix{})).To(Equal(uintptr(dbn.Metadata_PrefixSize)))
			Expect(unsafe.Sizeof(dbn.MetadataHeaderV1{})).To(Equal(uintptr(dbn.MetadataHeaderV1_Size + dbn.MetadataHeaderV1_SizeFuzz)))
			Expect(unsafe.Sizeof(dbn.MetadataHeaderV2{})).To(Equal(uintptr(dbn.MetadataHeaderV2_Size + dbn.MetadataHeaderV2_SizeFuzz)))

			// If this changes, we need to update offsets in metadata.go
			Expect(dbn.Metadata_DatasetCstrLen).To(Equal(16))
		})
	})
	Context("reading", func() {
		It("we should decode v1 metadata properly", func() {
			file, err := os.Open("./tests/data/test_data.ohlcv-1s.v1.dbn")
			Expect(err).To(BeNil())
			defer file.Close()

			// dbn -J -m ./tests/data/test_data.ohlcv-1s.v1.dbn
			// "version":1,"dataset":"GLBX.MDP3","schema":"ohlcv-1s","start":"1609160400000000000",
			// "end":"1609200000000000000","limit":"2","stype_in":"raw_symbol","stype_out":"instrument_id",
			// "ts_out":false,"symbol_cstr_len":22,"symbols":["ESH1"],"partial":[],"not_found":[],"mappings":[{"raw_symbol":"ESH1",
			// "intervals":[{"start_date":20201228,"end_date":20201229,"symbol":"5482"}]}]}
			m1, err := dbn.ReadMetadata(file)
			Expect(err).To(BeNil())
			Expect(m1).ToNot(BeNil())
			Expect(m1.VersionNum).To(Equal(uint8(1)))
			Expect(m1.Schema).To(Equal(dbn.Schema_Ohlcv1S))
			Expect(m1.Start).To(Equal(uint64(1609160400000000000)))
			Expect(m1.End).To(Equal(uint64(1609200000000000000)))
			Expect(m1.Limit).To(Equal(uint64(2)))
			Expect(m1.StypeIn).To(Equal(dbn.SType_RawSymbol))
			Expect(m1.StypeOut).To(Equal(dbn.SType_InstrumentId))
			Expect(m1.TsOut).To(Equal(uint8(0)))
			Expect(m1.Dataset).To(Equal("GLBX.MDP3"))
			Expect(m1.SymbolCstrLen).To(Equal(uint16(dbn.MetadataV1_SymbolCstrLen)))
			Expect(len(m1.Symbols)).To(Equal(1))
			Expect(m1.Symbols[0]).To(Equal("ESH1"))
			Expect(len(m1.Partial)).To(Equal(0))
			Expect(len(m1.NotFound)).To(Equal(0))
			Expect(len(m1.Mappings)).To(Equal(1))
			Expect(m1.Mappings[0].RawSymbol).To(Equal("ESH1"))
			intervals := m1.Mappings[0].Intervals
			Expect(len(intervals)).To(Equal(1))
			Expect(intervals[0].StartDate).To(Equal(uint32(20201228)))
			Expect(intervals[0].EndDate).To(Equal(uint32(20201229)))
			Expect(intervals[0].Symbol).To(Equal("5482"))
		})
		It("we should decode v2 metadata properly", func() {
			file, err := os.Open("./tests/data/test_data.ohlcv-1s.dbn")
			Expect(err).To(BeNil())
			defer file.Close()

			// dbn -J -m ./tests/data/test_data.ohlcv-1s.dbn
			// {"version":2,"dataset":"GLBX.MDP3","schema":"ohlcv-1s","start":"1609160400000000000",
			// "end":"1609200000000000000","limit":"2","stype_in":"raw_symbol","stype_out":"instrument_id",
			// "ts_out":false,"symbol_cstr_len":71,"symbols":["ESH1"],"partial":[],"not_found":[],"mappings":[{"raw_symbol":"ESH1",
			// "intervals":[{"start_date":20201228,"end_date":20201229,"symbol":"5482"}]}]
			m2, err := dbn.ReadMetadata(file)
			Expect(err).To(BeNil())
			Expect(m2).ToNot(BeNil())
			Expect(m2.VersionNum).To(Equal(uint8(2)))
			Expect(m2.Schema).To(Equal(dbn.Schema_Ohlcv1S))
			Expect(m2.Start).To(Equal(uint64(1609160400000000000)))
			Expect(m2.End).To(Equal(uint64(1609200000000000000)))
			Expect(m2.Limit).To(Equal(uint64(2)))
			Expect(m2.StypeIn).To(Equal(dbn.SType_RawSymbol))
			Expect(m2.StypeOut).To(Equal(dbn.SType_InstrumentId))
			Expect(m2.TsOut).To(Equal(uint8(0)))
			Expect(m2.Dataset).To(Equal("GLBX.MDP3"))
			Expect(m2.SymbolCstrLen).To(Equal(uint16(dbn.MetadataV2_SymbolCstrLen)))
			Expect(len(m2.Symbols)).To(Equal(1))
			Expect(m2.Symbols[0]).To(Equal("ESH1"))
			Expect(len(m2.Partial)).To(Equal(0))
			Expect(len(m2.NotFound)).To(Equal(0))
			Expect(len(m2.Mappings)).To(Equal(1))
			Expect(m2.Mappings[0].RawSymbol).To(Equal("ESH1"))
			intervals := m2.Mappings[0].Intervals
			Expect(len(intervals)).To(Equal(1))
			Expect(intervals[0].StartDate).To(Equal(uint32(20201228)))
			Expect(intervals[0].EndDate).To(Equal(uint32(20201229)))
			Expect(intervals[0].Symbol).To(Equal("5482"))
		})
	})
})