Skip to content
Draft
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
57 changes: 57 additions & 0 deletions tests/data/sources/dnsePublic.test.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,57 @@
import { describe, it, expect } from "vitest";
import { seriesToBars, OhlcvSeries } from "../../../src/data/sources/dnsePublic.js";

describe("dnsePublic", () => {
describe("seriesToBars", () => {
it("converts OhlcvSeries to Bar[]", () => {
const series: OhlcvSeries = {
t: [1000, 2000],
o: [10, 20],
h: [15, 25],
l: [5, 15],
c: [12, 22],
v: [100, 200],
};

const bars = seriesToBars(series);

expect(bars).toEqual([
{ time: 1000, open: 10, high: 15, low: 5, close: 12, volume: 100 },
{ time: 2000, open: 20, high: 25, low: 15, close: 22, volume: 200 },
]);
});

it("handles empty series", () => {
const series: OhlcvSeries = {
t: [],
o: [],
h: [],
l: [],
c: [],
v: [],
};

const bars = seriesToBars(series);

expect(bars).toEqual([]);
});

it("skips intraday slots where close is null", () => {
const series: OhlcvSeries = {
t: [1000, 2000, 3000],
o: [10, 20, 30],
h: [15, 25, 35],
l: [5, 15, 25],
c: [12, null as unknown as number, 32],
v: [100, 200, 300],
};

const bars = seriesToBars(series);

expect(bars).toEqual([
{ time: 1000, open: 10, high: 15, low: 5, close: 12, volume: 100 },
{ time: 3000, open: 30, high: 35, low: 25, close: 32, volume: 300 },
]);
});
});
});
Loading