unageanu-jiji 0.1.0

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  1. data/ChangeLog +0 -0
  2. data/README +0 -0
  3. data/bin/jiji.rb +6 -0
  4. data/html/css/calendar.css +432 -0
  5. data/html/css/datatable.css +299 -0
  6. data/html/css/default.css +557 -0
  7. data/html/css/dialog.css +77 -0
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  61. data/html/img/h3_rt-setting_0.gif +0 -0
  62. data/html/img/h3_rt-setting_1.gif +0 -0
  63. data/html/img/head.jpg +0 -0
  64. data/html/img/line_white.gif +0 -0
  65. data/html/img/loading.gif +0 -0
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  129. data/html/img/sidebar_bt_create_s.png +0 -0
  130. data/html/img/sidebar_bt_result.png +0 -0
  131. data/html/img/sidebar_bt_result_over.png +0 -0
  132. data/html/img/sidebar_bt_result_s.png +0 -0
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  136. data/html/img/sidebar_rt.png +0 -0
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  139. data/html/img/sidebar_rt_setting_s.png +0 -0
  140. data/html/img/sprite.png +0 -0
  141. data/html/img/submenu_agents.png +0 -0
  142. data/html/img/submenu_agents_over.png +0 -0
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  158. data/html/img/submenu_trade_s.png +0 -0
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  162. data/html/img/thead.gif +0 -0
  163. data/html/img/transparent.gif +0 -0
  164. data/html/index.html +480 -0
  165. data/html/js/W3CDTF.js +131 -0
  166. data/html/js/agent-editor-page.js +350 -0
  167. data/html/js/agent-selector.js +642 -0
  168. data/html/js/app.js +226 -0
  169. data/html/js/bt-create-page.js +186 -0
  170. data/html/js/codepress/codepress.css +21 -0
  171. data/html/js/codepress/codepress.html +35 -0
  172. data/html/js/codepress/codepress.js +138 -0
  173. data/html/js/codepress/engines/gecko.js +293 -0
  174. data/html/js/codepress/engines/khtml.js +0 -0
  175. data/html/js/codepress/engines/msie.js +304 -0
  176. data/html/js/codepress/engines/older.js +0 -0
  177. data/html/js/codepress/engines/opera.js +260 -0
  178. data/html/js/codepress/images/line-numbers.gif +0 -0
  179. data/html/js/codepress/images/line-numbers.png +0 -0
  180. data/html/js/codepress/index.html +443 -0
  181. data/html/js/codepress/languages/asp.css +71 -0
  182. data/html/js/codepress/languages/asp.js +117 -0
  183. data/html/js/codepress/languages/autoit.css +13 -0
  184. data/html/js/codepress/languages/autoit.js +32 -0
  185. data/html/js/codepress/languages/csharp.css +9 -0
  186. data/html/js/codepress/languages/csharp.js +25 -0
  187. data/html/js/codepress/languages/css.css +10 -0
  188. data/html/js/codepress/languages/css.js +23 -0
  189. data/html/js/codepress/languages/generic.css +9 -0
  190. data/html/js/codepress/languages/generic.js +25 -0
  191. data/html/js/codepress/languages/html.css +13 -0
  192. data/html/js/codepress/languages/html.js +59 -0
  193. data/html/js/codepress/languages/java.css +7 -0
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  195. data/html/js/codepress/languages/javascript.css +8 -0
  196. data/html/js/codepress/languages/javascript.js +30 -0
  197. data/html/js/codepress/languages/perl.css +11 -0
  198. data/html/js/codepress/languages/perl.js +27 -0
  199. data/html/js/codepress/languages/php.css +12 -0
  200. data/html/js/codepress/languages/php.js +61 -0
  201. data/html/js/codepress/languages/ruby.css +10 -0
  202. data/html/js/codepress/languages/ruby.js +26 -0
  203. data/html/js/codepress/languages/sql.css +10 -0
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  205. data/html/js/codepress/languages/text.css +5 -0
  206. data/html/js/codepress/languages/text.js +9 -0
  207. data/html/js/codepress/languages/vbscript.css +71 -0
  208. data/html/js/codepress/languages/vbscript.js +117 -0
  209. data/html/js/codepress/languages/xsl.css +15 -0
  210. data/html/js/codepress/languages/xsl.js +103 -0
  211. data/html/js/codepress/license.txt +458 -0
  212. data/html/js/container-min.js +1 -0
  213. data/html/js/container-utils.js +78 -0
  214. data/html/js/dialog.js +270 -0
  215. data/html/js/edit_area/autocompletion.js +493 -0
  216. data/html/js/edit_area/edit_area.css +507 -0
  217. data/html/js/edit_area/edit_area.js +510 -0
  218. data/html/js/edit_area/edit_area_compressor.php +408 -0
  219. data/html/js/edit_area/edit_area_full.gz +0 -0
  220. data/html/js/edit_area/edit_area_full.js +38 -0
  221. data/html/js/edit_area/edit_area_full_with_plugins.gz +0 -0
  222. data/html/js/edit_area/edit_area_full_with_plugins.js +39 -0
  223. data/html/js/edit_area/edit_area_functions.js +1098 -0
  224. data/html/js/edit_area/edit_area_loader.js +1070 -0
  225. data/html/js/edit_area/elements_functions.js +337 -0
  226. data/html/js/edit_area/highlight.js +283 -0
  227. data/html/js/edit_area/images/Thumbs.db +0 -0
  228. data/html/js/edit_area/images/autocompletion.gif +0 -0
  229. data/html/js/edit_area/images/close.gif +0 -0
  230. data/html/js/edit_area/images/fullscreen.gif +0 -0
  231. data/html/js/edit_area/images/go_to_line.gif +0 -0
  232. data/html/js/edit_area/images/help.gif +0 -0
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  247. data/html/js/edit_area/keyboard.js +145 -0
  248. data/html/js/edit_area/langs/cs.js +65 -0
  249. data/html/js/edit_area/langs/de.js +65 -0
  250. data/html/js/edit_area/langs/dk.js +65 -0
  251. data/html/js/edit_area/langs/en.js +65 -0
  252. data/html/js/edit_area/langs/eo.js +65 -0
  253. data/html/js/edit_area/langs/es.js +62 -0
  254. data/html/js/edit_area/langs/fr.js +65 -0
  255. data/html/js/edit_area/langs/hr.js +65 -0
  256. data/html/js/edit_area/langs/it.js +65 -0
  257. data/html/js/edit_area/langs/ja.js +65 -0
  258. data/html/js/edit_area/langs/mk.js +65 -0
  259. data/html/js/edit_area/langs/nl.js +65 -0
  260. data/html/js/edit_area/langs/pl.js +65 -0
  261. data/html/js/edit_area/langs/pt.js +65 -0
  262. data/html/js/edit_area/langs/ru.js +65 -0
  263. data/html/js/edit_area/langs/sk.js +65 -0
  264. data/html/js/edit_area/license_apache.txt +7 -0
  265. data/html/js/edit_area/license_bsd.txt +10 -0
  266. data/html/js/edit_area/license_lgpl.txt +458 -0
  267. data/html/js/edit_area/manage_area.js +466 -0
  268. data/html/js/edit_area/plugins/charmap/charmap.js +90 -0
  269. data/html/js/edit_area/plugins/charmap/css/charmap.css +64 -0
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  271. data/html/js/edit_area/plugins/charmap/jscripts/map.js +373 -0
  272. data/html/js/edit_area/plugins/charmap/langs/cs.js +6 -0
  273. data/html/js/edit_area/plugins/charmap/langs/de.js +6 -0
  274. data/html/js/edit_area/plugins/charmap/langs/dk.js +6 -0
  275. data/html/js/edit_area/plugins/charmap/langs/en.js +6 -0
  276. data/html/js/edit_area/plugins/charmap/langs/eo.js +6 -0
  277. data/html/js/edit_area/plugins/charmap/langs/es.js +6 -0
  278. data/html/js/edit_area/plugins/charmap/langs/fr.js +6 -0
  279. data/html/js/edit_area/plugins/charmap/langs/hr.js +6 -0
  280. data/html/js/edit_area/plugins/charmap/langs/it.js +6 -0
  281. data/html/js/edit_area/plugins/charmap/langs/ja.js +6 -0
  282. data/html/js/edit_area/plugins/charmap/langs/mk.js +6 -0
  283. data/html/js/edit_area/plugins/charmap/langs/nl.js +6 -0
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  286. data/html/js/edit_area/plugins/charmap/langs/ru.js +6 -0
  287. data/html/js/edit_area/plugins/charmap/langs/sk.js +6 -0
  288. data/html/js/edit_area/plugins/charmap/popup.html +24 -0
  289. data/html/js/edit_area/plugins/test/css/test.css +3 -0
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  292. data/html/js/edit_area/plugins/test/langs/cs.js +4 -0
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  332. data/html/js/edit_area/template.html +99 -0
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  334. data/html/js/page-manager.js +93 -0
  335. data/html/js/prototype.js +4184 -0
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  337. data/html/js/rt-setting-page.js +122 -0
  338. data/html/js/sidebar.js +246 -0
  339. data/html/js/templates.js +208 -0
  340. data/html/js/utils.js +716 -0
  341. data/html/js/uuid.js +103 -0
  342. data/html/swf/chart.swf +0 -0
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  344. data/lib/jiji/agent/agent_manager.rb +133 -0
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  348. data/lib/jiji/collector.rb +219 -0
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  355. data/lib/jiji/models.rb +169 -0
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  357. data/lib/jiji/operator.rb +405 -0
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  360. data/lib/jiji/process_manager.rb +189 -0
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  365. data/lib/jiji/service/output_service.rb +58 -0
  366. data/lib/jiji/service/process_service.rb +78 -0
  367. data/lib/jiji/service/rate_service.rb +33 -0
  368. data/lib/jiji/service/system_service.rb +14 -0
  369. data/lib/jiji/service/trade_result_service.rb +32 -0
  370. data/lib/jiji/single_click_client.rb +95 -0
  371. data/lib/jiji/util/block_to_session.rb +70 -0
  372. data/lib/jiji/util/cache.rb +79 -0
  373. data/lib/jiji/util/csv_append_support.rb +15 -0
  374. data/lib/jiji/util/file_lock.rb +86 -0
  375. data/lib/jiji/util/fix_yaml_bug.rb +11 -0
  376. data/lib/jiji/util/iterator.rb +70 -0
  377. data/lib/jiji/util/json_broker.rb +53 -0
  378. data/lib/jiji/util/json_rpc_requestor.rb +30 -0
  379. data/lib/jiji/util/synchronize_interceptor.rb +41 -0
  380. data/lib/jiji/util/thread_use_generator.rb +52 -0
  381. data/lib/jiji/util/util.rb +179 -0
  382. data/swf/build.xml +23 -0
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  384. data/swf/chart/FxChart.mxml +17 -0
  385. data/swf/chart/fx/chart/Chart.as +155 -0
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  388. data/swf/chart/fx/chart/ctrl/Event.as +75 -0
  389. data/swf/chart/fx/chart/model/Model.as +226 -0
  390. data/swf/chart/fx/chart/model/TimedData.as +40 -0
  391. data/swf/chart/fx/chart/ui/AbstractChartUI.as +59 -0
  392. data/swf/chart/fx/chart/ui/AbstractDrawChartUI.as +63 -0
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  394. data/swf/chart/fx/chart/ui/InformationWindow.as +224 -0
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  396. data/swf/chart/fx/chart/ui/Loading.as +32 -0
  397. data/swf/chart/fx/chart/ui/Pointer.as +59 -0
  398. data/swf/chart/fx/chart/ui/RangeInfoWindow.as +84 -0
  399. data/swf/chart/fx/chart/ui/RenderingContext.as +54 -0
  400. data/swf/chart/fx/chart/ui/ScaleSelector.as +95 -0
  401. data/swf/chart/fx/chart/ui/Scroll.as +240 -0
  402. data/swf/chart/fx/chart/ui/ScrollBar.as +378 -0
  403. data/swf/chart/fx/chart/ui/Stage.as +97 -0
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  405. data/swf/chart/fx/chart/ui/TradeResult.as +334 -0
  406. data/swf/chart/fx/chart/ui/Window.as +96 -0
  407. data/swf/chart/fx/chart/ui/candle/Axis.as +112 -0
  408. data/swf/chart/fx/chart/ui/candle/Candle.as +79 -0
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  420. data/swf/chart/fx/chart/ui/resource/down_sell.gif +0 -0
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  424. data/swf/chart/fx/chart/ui/resource/draw_buy.gif +0 -0
  425. data/swf/chart/fx/chart/ui/resource/draw_sell.gif +0 -0
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  450. data/swf/chart/fx/chart/ui/resource/scroll_left_button_up.gif +0 -0
  451. data/swf/chart/fx/chart/ui/resource/scroll_outer.gif +0 -0
  452. data/swf/chart/fx/chart/ui/resource/scroll_outer_left.gif +0 -0
  453. data/swf/chart/fx/chart/ui/resource/scroll_outer_right.gif +0 -0
  454. data/swf/chart/fx/chart/ui/resource/scroll_right_button.gif +0 -0
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  460. data/swf/chart/fx/chart/ui/resource/scroll_slider_left.gif +0 -0
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  465. data/swf/chart/fx/chart/ui/resource/stripe_b.gif +0 -0
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  469. data/swf/chart/fx/chart/ui/resource/up_buy.gif +0 -0
  470. data/swf/chart/fx/chart/ui/resource/up_buy_1.gif +0 -0
  471. data/swf/chart/fx/chart/ui/resource/up_buy_2.gif +0 -0
  472. data/swf/chart/fx/chart/ui/resource/up_buy_3.gif +0 -0
  473. data/swf/chart/fx/chart/ui/resource/up_sell.gif +0 -0
  474. data/swf/chart/fx/chart/ui/resource/up_sell_1.gif +0 -0
  475. data/swf/chart/fx/chart/ui/resource/up_sell_2.gif +0 -0
  476. data/swf/chart/fx/chart/ui/resource/up_sell_3.gif +0 -0
  477. data/swf/chart/fx/net/StubFactory.as +113 -0
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  479. data/swf/chart/fx/util/PositionManager.as +94 -0
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  481. data/swf/chart/fx/util/Util.as +61 -0
  482. data/swf/chart/log.as +40 -0
  483. data/swf/lib/corelib.swc +0 -0
  484. data/test/BackCollectorTest/basic/2008-08-04/AUDJPY.csv +5 -0
  485. data/test/BackCollectorTest/basic/2008-08-04/USDJPY.csv +5 -0
  486. data/test/BackCollectorTest/basic/2008-08-04/ZARJPY.csv +5 -0
  487. data/test/BackCollectorTest/basic/2008-08-05/AUDJPY.csv +5 -0
  488. data/test/BackCollectorTest/basic/2008-08-05/USDJPY.csv +5 -0
  489. data/test/BackCollectorTest/basic/2008-08-05/ZARJPY.csv +5 -0
  490. data/test/BackCollectorTest/basic/2008-08-06/AUDJPY.csv +5 -0
  491. data/test/BackCollectorTest/basic/2008-08-06/USDJPY.csv +5 -0
  492. data/test/BackCollectorTest/basic/2008-08-06/ZARJPY.csv +5 -0
  493. data/test/BackCollectorTest/basic/2008-08-07/AUDJPY.csv +5 -0
  494. data/test/BackCollectorTest/basic/2008-08-07/USDJPY.csv +5 -0
  495. data/test/BackCollectorTest/basic/2008-08-07/ZARJPY.csv +5 -0
  496. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-04.csv +5 -0
  497. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-05.csv +5 -0
  498. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-06.csv +5 -0
  499. data/test/BackCollectorTest/basic/AUDJPY/raw/2008-08-07.csv +5 -0
  500. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-04.csv +5 -0
  501. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-05.csv +5 -0
  502. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-06.csv +5 -0
  503. data/test/BackCollectorTest/basic/USDJPY/raw/2008-08-07.csv +5 -0
  504. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-04.csv +5 -0
  505. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-05.csv +5 -0
  506. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-06.csv +5 -0
  507. data/test/BackCollectorTest/basic/ZARJPY/raw/2008-08-07.csv +5 -0
  508. data/test/BackCollectorTest/lack/2008-08-04/AUDJPY.csv +5 -0
  509. data/test/BackCollectorTest/lack/2008-08-04/USDJPY.csv +5 -0
  510. data/test/BackCollectorTest/lack/2008-08-04/ZARJPY.csv +5 -0
  511. data/test/BackCollectorTest/lack/2008-08-06/AUDJPY.csv +5 -0
  512. data/test/BackCollectorTest/lack/2008-08-06/USDJPY.csv +5 -0
  513. data/test/BackCollectorTest/lack/2008-08-06/ZARJPY.csv +5 -0
  514. data/test/BackCollectorTest/lack/2008-08-07/AUDJPY.csv +5 -0
  515. data/test/BackCollectorTest/lack/2008-08-07/USDJPY.csv +5 -0
  516. data/test/BackCollectorTest/lack/2008-08-07/ZARJPY.csv +5 -0
  517. data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-04.csv +5 -0
  518. data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-06.csv +5 -0
  519. data/test/BackCollectorTest/lack/AUDJPY/raw/2008-08-07.csv +5 -0
  520. data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-04.csv +5 -0
  521. data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-06.csv +5 -0
  522. data/test/BackCollectorTest/lack/USDJPY/raw/2008-08-07.csv +5 -0
  523. data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-04.csv +5 -0
  524. data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-06.csv +5 -0
  525. data/test/BackCollectorTest/lack/ZARJPY/raw/2008-08-07.csv +5 -0
  526. data/test/ProcessManagerTest/agents/moving_average.rb +95 -0
  527. data/test/ProcessManagerTest/conf/configuration.yaml +19 -0
  528. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-21.csv +5853 -0
  529. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-22.csv +5821 -0
  530. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-23.csv +5921 -0
  531. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-24.csv +5956 -0
  532. data/test/ProcessManagerTest/rate_datas/EURJPY/raw/2008-08-25.csv +5796 -0
  533. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-21.csv +5853 -0
  534. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-22.csv +5821 -0
  535. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-23.csv +5921 -0
  536. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-24.csv +5956 -0
  537. data/test/ProcessManagerTest/rate_datas/USDJPY/raw/2008-08-25.csv +5796 -0
  538. data/test/all_tests.rb +26 -0
  539. data/test/service/all_service_tests.rb +10 -0
  540. data/test/service/test_AgentService.rb +185 -0
  541. data/test/service/test_OutputService.rb +33 -0
  542. data/test/service/test_RateService.rb +56 -0
  543. data/test/test_AgentManager.rb +307 -0
  544. data/test/test_AgentRegistory.rb +566 -0
  545. data/test/test_BackTestCollector.rb +281 -0
  546. data/test/test_BlockToSession.rb +74 -0
  547. data/test/test_CSV.rb +85 -0
  548. data/test/test_Collector.rb +246 -0
  549. data/test/test_Configuration.rb +61 -0
  550. data/test/test_Configuration_a.yaml +6 -0
  551. data/test/test_Operator.rb +501 -0
  552. data/test/test_Output.rb +169 -0
  553. data/test/test_Output_registry.rb +49 -0
  554. data/test/test_PeriodicallyAgent.rb +180 -0
  555. data/test/test_Permitter.rb +217 -0
  556. data/test/test_Process.rb +186 -0
  557. data/test/test_ProcessManager.rb +312 -0
  558. data/test/test_RateDao.rb +697 -0
  559. data/test/test_SingleClickClient.rb +115 -0
  560. data/test/test_SynchronizeInterceptor.rb +75 -0
  561. data/test/test_TradeResultDao.rb +487 -0
  562. data/test/test_configuration.yaml +16 -0
  563. data/test/testutils.rb +37 -0
  564. metadata +750 -0
@@ -0,0 +1,697 @@
1
+ #!/usr/bin/ruby
2
+
3
+ $: << "../lib"
4
+
5
+
6
+ require "runit/testcase"
7
+ require "runit/cui/testrunner"
8
+ require 'jiji/dao/rate_dao'
9
+ require 'fileutils'
10
+ require 'rubygems'
11
+ require 'clickclient'
12
+ require "testutils"
13
+
14
+ class RateDaoTest < RUNIT::TestCase
15
+
16
+ include Test::Constants
17
+
18
+ def setup
19
+ @dir = File.dirname(__FILE__) + "/RateDaoTest.tmp"
20
+ FileUtils.mkdir_p @dir
21
+
22
+ @cd = JIJI::Dao::RateDao.new( @dir, [ "30s", "1m", "2m", "3h", "5d"] )
23
+ end
24
+
25
+ def teardown
26
+ FileUtils.rm_rf @dir
27
+ end
28
+
29
+ def test_basic
30
+
31
+ pair_infos = {
32
+ ClickClient::FX::USDJPY => Info.new( 10000 ),
33
+ ClickClient::FX::AUDUSD => Info.new( 10000 )
34
+ }
35
+
36
+ # 書き込み
37
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
38
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 ),
39
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
40
+ }, Time.local(2008, 8, 1, 10, 0, 0) ))
41
+
42
+ # データはまだない。
43
+ key = Struct.new( :scale, :pair )
44
+ expected = {
45
+ key.new( "30s", :USDJPY )=>[], key.new( "1m", :USDJPY )=>[],
46
+ key.new( "2m", :USDJPY )=>[], key.new( "3h", :USDJPY )=>[],
47
+ key.new( "5d", :USDJPY )=>[], key.new( "1w", :USDJPY )=>[],
48
+ key.new( "30s", :AUDUSD )=>[], key.new( "1m", :AUDUSD )=>[],
49
+ key.new( "2m", :AUDUSD )=>[], key.new( "3h", :AUDUSD )=>[],
50
+ key.new( "5d", :AUDUSD )=>[], key.new( "1w", :AUDUSD )=>[]
51
+ }
52
+ assert_saved_data expected
53
+
54
+ # 10s後 : データはまだ追加されない
55
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
56
+ :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
57
+ :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
58
+ }, Time.local(2008, 8, 1, 10, 0, 10) ))
59
+ assert_saved_data expected
60
+
61
+ # 40s後 : 30sにデータが追加される
62
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
63
+ :USDJPY => JIJI::Rate.new( 105.0, 105.05, -190, 190 ),
64
+ :AUDUSD => JIJI::Rate.new( 105.0, 105.05, -200, 200 )
65
+ }, Time.local(2008, 8, 1, 10, 0, 40) ))
66
+
67
+ expected[key.new("30s", :USDJPY)] << ["100.0","105.0","105.0","100.0",
68
+ "100.05","105.05","105.05","100.05",
69
+ "-200.0", "-190.0", "-190.0", "-250.0",
70
+ "200.0", "190.0", "250.0", "190.0",
71
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s]
72
+ expected[key.new("30s", :AUDUSD)] << ["100.0","105.0","105.0","100.0",
73
+ "100.05","105.05","105.05","100.05",
74
+ "-200.0", "-200.0", "-200.0", "-250.0",
75
+ "200.0", "200.0", "250.0", "200.0",
76
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s]
77
+
78
+ assert_saved_data expected
79
+
80
+ # 1m 20s後
81
+ # 30s : ストックなしで30秒後のデータが送られてきた → データがそのまま追加される
82
+ # 1m : データが追加される
83
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
84
+ :USDJPY => JIJI::Rate.new( 103.0, 103.05, -210, 210 ),
85
+ :AUDUSD => JIJI::Rate.new( 103.0, 103.05, -210, 210 )
86
+ }, Time.local(2008, 8, 1, 10, 1, 20) ))
87
+
88
+ expected[key.new("30s", :USDJPY)] << ["103.0","103.0","103.0","103.0",
89
+ "103.05","103.05","103.05","103.05",
90
+ "-210.0", "-210.0", "-210.0", "-210.0",
91
+ "210.0", "210.0", "210.0", "210.0",
92
+ Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s, Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s]
93
+ expected[key.new("30s", :AUDUSD)] << ["103.0","103.0","103.0","103.0",
94
+ "103.05","103.05","103.05","103.05",
95
+ "-210.0", "-210.0", "-210.0", "-210.0",
96
+ "210.0", "210.0", "210.0", "210.0",
97
+ Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s, Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s]
98
+
99
+ expected[key.new("1m", :USDJPY)] << ["100.0","103.0","105.0","100.0",
100
+ "100.05","103.05","105.05","100.05",
101
+ "-200.0", "-210.0", "-190.0", "-250.0",
102
+ "200.0", "210.0", "250.0", "190.0",
103
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s]
104
+ expected[key.new("1m", :AUDUSD)] << ["100.0","103.0","105.0","100.0",
105
+ "100.05","103.05","105.05","100.05",
106
+ "-200.0", "-210.0", "-200.0", "-250.0",
107
+ "200.0", "210.0", "250.0", "200.0",
108
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s]
109
+
110
+ assert_saved_data expected
111
+
112
+
113
+ # さらにデータを追加
114
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
115
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 ),
116
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
117
+ }, Time.local(2008, 8, 1, 10, 1, 30) ))
118
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
119
+ :USDJPY => JIJI::Rate.new( 103.0, 103.05, -210, 210 ),
120
+ :AUDUSD => JIJI::Rate.new( 103.0, 103.05, -210, 210 )
121
+ }, Time.local(2008, 8, 1, 10, 1, 50) ))
122
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
123
+ :USDJPY => JIJI::Rate.new( 101.0, 101.05, -250, 250 ),
124
+ :AUDUSD => JIJI::Rate.new( 101.0, 101.05, -250, 250 )
125
+ }, Time.local(2008, 8, 1, 10, 2, 30) ))
126
+
127
+ expected[key.new("30s", :USDJPY)] << ["100.0","100.0","100.0","100.0",
128
+ "100.05","100.05","100.05","100.05",
129
+ "-200.0", "-200.0", "-200.0", "-200.0",
130
+ "200.0", "200.0", "200.0", "200.0",
131
+ Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s]
132
+ expected[key.new("30s", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
133
+ "100.05","100.05","100.05","100.05",
134
+ "-200.0", "-200.0", "-200.0", "-200.0",
135
+ "200.0", "200.0", "200.0", "200.0",
136
+ Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s]
137
+
138
+ expected[key.new("30s", :USDJPY)] << ["103.0","101.0","103.0","101.0",
139
+ "103.05","101.05","103.05","101.05",
140
+ "-210.0", "-250.0", "-210.0", "-250.0",
141
+ "210.0", "250.0", "250.0", "210.0",
142
+ Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s, Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s]
143
+ expected[key.new("30s", :AUDUSD)] << ["103.0","101.0","103.0","101.0",
144
+ "103.05","101.05","103.05","101.05",
145
+ "-210.0", "-250.0", "-210.0", "-250.0",
146
+ "210.0", "250.0", "250.0", "210.0",
147
+ Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s, Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s]
148
+
149
+ expected[key.new("1m", :USDJPY)] << ["100.0","101.0","103.0","100.0",
150
+ "100.05","101.05","103.05","100.05",
151
+ "-200.0", "-250.0", "-200.0", "-250.0",
152
+ "200.0", "250.0", "250.0", "200.0",
153
+ Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s]
154
+ expected[key.new("1m", :AUDUSD)] << ["100.0","101.0","103.0","100.0",
155
+ "100.05","101.05","103.05","100.05",
156
+ "-200.0", "-250.0", "-200.0", "-250.0",
157
+ "200.0", "250.0", "250.0", "200.0",
158
+ Time.local(2008, 8, 1, 10, 1, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s]
159
+
160
+ expected[key.new("2m", :USDJPY)] << ["100.0","101.0","105.0","100.0",
161
+ "100.05","101.05","105.05","100.05",
162
+ "-200.0", "-250.0", "-190.0", "-250.0",
163
+ "200.0", "250.0", "250.0", "190.0",
164
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s]
165
+ expected[key.new("2m", :AUDUSD)] << ["100.0","101.0","105.0","100.0",
166
+ "100.05","101.05","105.05","100.05",
167
+ "-200.0", "-250.0", "-200.0", "-250.0",
168
+ "200.0", "250.0", "250.0", "200.0",
169
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s]
170
+
171
+ assert_saved_data expected
172
+
173
+
174
+ # さらにデータを追加
175
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
176
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 ),
177
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
178
+ }, Time.local(2008, 8, 1, 15, 1, 30) ))
179
+
180
+ expected[key.new("30s", :USDJPY)] << ["100.0","100.0","100.0","100.0",
181
+ "100.05","100.05","100.05","100.05",
182
+ "-200.0", "-200.0", "-200.0", "-200.0",
183
+ "200.0", "200.0", "200.0", "200.0",
184
+ Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s]
185
+ expected[key.new("30s", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
186
+ "100.05","100.05","100.05","100.05",
187
+ "-200.0", "-200.0", "-200.0", "-200.0",
188
+ "200.0", "200.0", "200.0", "200.0",
189
+ Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s]
190
+
191
+ expected[key.new("1m", :USDJPY)] << ["100.0","100.0","100.0","100.0",
192
+ "100.05","100.05","100.05","100.05",
193
+ "-200.0", "-200.0", "-200.0", "-200.0",
194
+ "200.0", "200.0", "200.0", "200.0",
195
+ Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s]
196
+ expected[key.new("1m", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
197
+ "100.05","100.05","100.05","100.05",
198
+ "-200.0", "-200.0", "-200.0", "-200.0",
199
+ "200.0", "200.0", "200.0", "200.0",
200
+ Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s]
201
+
202
+ expected[key.new("2m", :USDJPY)] << ["100.0","100.0","100.0","100.0",
203
+ "100.05","100.05","100.05","100.05",
204
+ "-200.0", "-200.0", "-200.0", "-200.0",
205
+ "200.0", "200.0", "200.0", "200.0",
206
+ Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 4, 0).to_i.to_s]
207
+ expected[key.new("2m", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
208
+ "100.05","100.05","100.05","100.05",
209
+ "-200.0", "-200.0", "-200.0", "-200.0",
210
+ "200.0", "200.0", "200.0", "200.0",
211
+ Time.local(2008, 8, 1, 10, 2, 0).to_i.to_s, Time.local(2008, 8, 1, 10, 4, 0).to_i.to_s]
212
+
213
+ expected[key.new("3h", :USDJPY)] << ["100.0","100.0","105.0","100.0",
214
+ "100.05","100.05","105.05","100.05",
215
+ "-200.0", "-200.0", "-190.0", "-250.0",
216
+ "200.0", "200.0", "250.0", "190.0",
217
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 12, 0, 0).to_i.to_s]
218
+ expected[key.new("3h", :AUDUSD)] << ["100.0","100.0","105.0","100.0",
219
+ "100.05","100.05","105.05","100.05",
220
+ "-200.0", "-200.0", "-200.0", "-250.0",
221
+ "200.0", "200.0", "250.0", "200.0",
222
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 12, 0, 0).to_i.to_s]
223
+
224
+ assert_saved_data expected
225
+
226
+
227
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
228
+ :USDJPY => JIJI::Rate.new( 100.0, 102.05, -200, 200 ),
229
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
230
+ }, Time.local(2008, 8, 7, 15, 1, 30) ))
231
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
232
+ :USDJPY => JIJI::Rate.new( 100.0, 102.05, -200, 200 ),
233
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
234
+ }, Time.local(2008, 8, 7, 15, 2, 0) ))
235
+
236
+
237
+ expected[key.new("30s", :USDJPY)] << ["100.0","100.0","100.0","100.0",
238
+ "102.05","102.05","102.05","102.05",
239
+ "-200.0", "-200.0", "-200.0", "-200.0",
240
+ "200.0", "200.0", "200.0", "200.0",
241
+ Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s, Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s]
242
+ expected[key.new("30s", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
243
+ "100.05","100.05","100.05","100.05",
244
+ "-200.0", "-200.0", "-200.0", "-200.0",
245
+ "200.0", "200.0", "200.0", "200.0",
246
+ Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s, Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s]
247
+ expected[key.new("30s", :USDJPY)] << ["100.0","100.0","100.0","100.0",
248
+ "102.05","102.05","102.05","102.05",
249
+ "-200.0", "-200.0", "-200.0", "-200.0",
250
+ "200.0", "200.0", "200.0", "200.0",
251
+ Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s, Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
252
+ expected[key.new("30s", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
253
+ "100.05","100.05","100.05","100.05",
254
+ "-200.0", "-200.0", "-200.0", "-200.0",
255
+ "200.0", "200.0", "200.0", "200.0",
256
+ Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s, Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
257
+
258
+
259
+ expected[key.new("1m", :USDJPY)] << ["100.0","100.0","100.0","100.0",
260
+ "102.05","102.05","102.05","102.05",
261
+ "-200.0", "-200.0", "-200.0", "-200.0",
262
+ "200.0", "200.0", "200.0", "200.0",
263
+ Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s, Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s]
264
+ expected[key.new("1m", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
265
+ "100.05","100.05","100.05","100.05",
266
+ "-200.0", "-200.0", "-200.0", "-200.0",
267
+ "200.0", "200.0", "200.0", "200.0",
268
+ Time.local(2008, 8, 1, 10, 3, 0).to_i.to_s, Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s]
269
+ expected[key.new("1m", :USDJPY)] << ["100.0","100.0","100.0","100.0",
270
+ "102.05","102.05","102.05","102.05",
271
+ "-200.0", "-200.0", "-200.0", "-200.0",
272
+ "200.0", "200.0", "200.0", "200.0",
273
+ Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s, Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
274
+ expected[key.new("1m", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
275
+ "100.05","100.05","100.05","100.05",
276
+ "-200.0", "-200.0", "-200.0", "-200.0",
277
+ "200.0", "200.0", "200.0", "200.0",
278
+ Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s, Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
279
+
280
+ expected[key.new("2m", :USDJPY)] << ["100.0","100.0","100.0","100.0",
281
+ "102.05","102.05","102.05","102.05",
282
+ "-200.0", "-200.0", "-200.0", "-200.0",
283
+ "200.0", "200.0", "200.0", "200.0",
284
+ Time.local(2008, 8, 1, 10, 4, 0).to_i.to_s, Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s]
285
+ expected[key.new("2m", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
286
+ "100.05","100.05","100.05","100.05",
287
+ "-200.0", "-200.0", "-200.0", "-200.0",
288
+ "200.0", "200.0", "200.0", "200.0",
289
+ Time.local(2008, 8, 1, 10, 4, 0).to_i.to_s, Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s]
290
+ expected[key.new("2m", :USDJPY)] << ["100.0","100.0","100.0","100.0",
291
+ "102.05","102.05","102.05","102.05",
292
+ "-200.0", "-200.0", "-200.0", "-200.0",
293
+ "200.0", "200.0", "200.0", "200.0",
294
+ Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s, Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
295
+ expected[key.new("2m", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
296
+ "100.05","100.05","100.05","100.05",
297
+ "-200.0", "-200.0", "-200.0", "-200.0",
298
+ "200.0", "200.0", "200.0", "200.0",
299
+ Time.local(2008, 8, 1, 15, 2, 0).to_i.to_s, Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
300
+
301
+ expected[key.new("3h", :USDJPY)] << ["100.0","100.0","100.0","100.0",
302
+ "102.05","102.05","102.05","102.05",
303
+ "-200.0", "-200.0", "-200.0", "-200.0",
304
+ "200.0", "200.0", "200.0", "200.0",
305
+ Time.local(2008, 8, 1, 12, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 18, 0, 0).to_i.to_s]
306
+ expected[key.new("3h", :AUDUSD)] << ["100.0","100.0","100.0","100.0",
307
+ "100.05","100.05","100.05","100.05",
308
+ "-200.0", "-200.0", "-200.0", "-200.0",
309
+ "200.0", "200.0", "200.0", "200.0",
310
+ Time.local(2008, 8, 1, 12, 0, 0).to_i.to_s, Time.local(2008, 8, 1, 18, 0, 0).to_i.to_s]
311
+
312
+ expected[key.new("5d", :USDJPY)] << ["100.0","100.0","105.0","100.0",
313
+ "100.05","102.05","105.05","100.05",
314
+ "-200.0", "-200.0", "-190.0", "-250.0",
315
+ "200.0", "200.0", "250.0", "190.0",
316
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 4, 9, 0, 0).to_i.to_s]
317
+ expected[key.new("5d", :AUDUSD)] << ["100.0","100.0","105.0","100.0",
318
+ "100.05","100.05","105.05","100.05",
319
+ "-200.0", "-200.0", "-200.0", "-250.0",
320
+ "200.0", "200.0", "250.0", "200.0",
321
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 4, 9, 0, 0).to_i.to_s]
322
+
323
+ assert_saved_data expected
324
+
325
+
326
+ # 範囲を指定して取得するテスト
327
+ # 範囲指定あり : オーバー
328
+ assert_equals read( "30s", :USDJPY, Time.local(2008, 7, 1, 0, 0, 0), Time.local(2008, 8, 18, 5, 1, 30) ),
329
+ expected[key.new("30s", :USDJPY)]
330
+
331
+ # 範囲指定あり : 最大/最小内
332
+ assert_equals read( "30s", :USDJPY, Time.local(2008, 8, 1, 10, 1, 20), Time.local(2008, 8, 7, 15, 1, 29) ),
333
+ expected[key.new("30s", :USDJPY)][2..-2]
334
+ assert_equals read( "1m", :USDJPY, Time.local(2008, 8, 1, 10, 1, 20), Time.local(2008, 8, 7, 15, 1, 29) ),
335
+ expected[key.new("1m", :USDJPY)][1..-2]
336
+
337
+ # 範囲指定あり : 期間が短く何も取得できない
338
+ assert_equals read( "30s", :USDJPY, Time.local(2008, 8, 1, 10, 1, 31), Time.local(2008, 8, 1, 10, 1, 35) ), []
339
+ assert_equals read( "30s", :USDJPY, Time.local(2008, 7, 1, 10, 1, 31), Time.local(2008, 7, 3, 10, 1, 35) ), []
340
+ assert_equals read( "30s", :USDJPY, Time.local(2008, 9, 1, 10, 1, 31), Time.local(2008, 9, 1, 15, 1, 35) ), []
341
+
342
+
343
+ # 開始日時のみ指定あり
344
+ assert_equals read( "30s", :USDJPY, Time.local(2008, 8, 1, 10, 1, 20), nil ),
345
+ expected[key.new("30s", :USDJPY)][2..-1]
346
+
347
+ # 終了日時のみ指定あり
348
+ assert_equals read( "30s", :USDJPY, nil, Time.local(2008, 8, 7, 15, 1, 29) ),
349
+ expected[key.new("30s", :USDJPY)][0..-2]
350
+
351
+ # 異常系
352
+ # 存在しないペアのデータを取得
353
+ assert_equals read( "30s", :NOT_FOUND ), []
354
+
355
+ # 存在しないscaleのデータを取得
356
+ assert_equals read( "11111s", :USD_JPY ), []
357
+
358
+ # break
359
+ i = 0
360
+ list = []
361
+ @cd.each( "30s", :USDJPY ) {|row|
362
+ i+=1
363
+ if (list.length < 1 )
364
+ list << row
365
+ else
366
+ break
367
+ end
368
+ }
369
+ assert_equals list.length, 1
370
+ assert_equals i, 2
371
+
372
+ # next
373
+ i = 0
374
+ list = []
375
+ @cd.each( "30s", :USDJPY ) {|row|
376
+ i+=1
377
+ if (list.length < 1 )
378
+ list << row
379
+ else
380
+ next
381
+ end
382
+ }
383
+ assert_equals list.length, 1
384
+ assert_equals i, 7
385
+
386
+ # 全データ取得
387
+ assert_equals read_all( "raw" ), [
388
+ {
389
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s],
390
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s]
391
+ },
392
+ {
393
+ :USDJPY =>["101.0", "101.05", "-250.0", "250.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s],
394
+ :AUDUSD =>["101.0", "101.05", "-250.0", "250.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s]
395
+ },
396
+ {
397
+ :USDJPY =>["105.0", "105.05", "-190.0", "190.0", Time.local(2008, 8, 1, 10, 0, 40).to_i.to_s],
398
+ :AUDUSD =>["105.0", "105.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 40).to_i.to_s]
399
+ },
400
+ {
401
+ :USDJPY =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 20).to_i.to_s],
402
+ :AUDUSD =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 20).to_i.to_s]
403
+ },
404
+ {
405
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s],
406
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s]
407
+ },
408
+ {
409
+ :USDJPY =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 50).to_i.to_s],
410
+ :AUDUSD =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 50).to_i.to_s]
411
+ },
412
+ {
413
+ :USDJPY =>["101.0", "101.05", "-250.0", "250.0", Time.local(2008, 8, 1, 10, 2, 30).to_i.to_s],
414
+ :AUDUSD =>["101.0", "101.05", "-250.0", "250.0", Time.local(2008, 8, 1, 10, 2, 30).to_i.to_s]
415
+ },
416
+ {
417
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 15, 1, 30).to_i.to_s],
418
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 15, 1, 30).to_i.to_s]
419
+ },
420
+ {
421
+ :USDJPY =>["100.0", "102.05", "-200.0", "200.0", Time.local(2008, 8, 7, 15, 1, 30).to_i.to_s],
422
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 7, 15, 1, 30).to_i.to_s]
423
+ },
424
+ {
425
+ :USDJPY =>["100.0", "102.05", "-200.0", "200.0", Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s],
426
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 7, 15, 2, 0).to_i.to_s]
427
+ }
428
+ ]
429
+ assert_equals read_all( "raw", Time.local(2008, 8, 1, 10, 0, 40), Time.local(2008, 8, 1, 15, 1, 20) ), [
430
+ {
431
+ :USDJPY =>["105.0", "105.05", "-190.0", "190.0", Time.local(2008, 8, 1, 10, 0, 40).to_i.to_s],
432
+ :AUDUSD =>["105.0", "105.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 40).to_i.to_s]
433
+ },
434
+ {
435
+ :USDJPY =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 20).to_i.to_s],
436
+ :AUDUSD =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 20).to_i.to_s]
437
+ },
438
+ {
439
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s],
440
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 1, 30).to_i.to_s]
441
+ },
442
+ {
443
+ :USDJPY =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 50).to_i.to_s],
444
+ :AUDUSD =>["103.0", "103.05", "-210.0", "210.0", Time.local(2008, 8, 1, 10, 1, 50).to_i.to_s]
445
+ },
446
+ {
447
+ :USDJPY =>["101.0", "101.05", "-250.0", "250.0", Time.local(2008, 8, 1, 10, 2, 30).to_i.to_s],
448
+ :AUDUSD =>["101.0", "101.05", "-250.0", "250.0", Time.local(2008, 8, 1, 10, 2, 30).to_i.to_s]
449
+ }
450
+ ]
451
+ # データがない
452
+ assert_equals read_all( "raw", Time.local(2008, 12, 1, 10, 0, 40), Time.local(2008, 12, 3, 15, 1, 20) ), []
453
+
454
+ # 別のスケール
455
+ assert_equals read_all( "5d" ), [
456
+ {
457
+ :USDJPY => ["100.0","100.0","105.0","100.0",
458
+ "100.05","102.05","105.05","100.05",
459
+ "-200.0", "-200.0", "-190.0", "-250.0",
460
+ "200.0", "200.0", "250.0", "190.0",
461
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 4, 9, 0, 0).to_i.to_s],
462
+ :AUDUSD =>["100.0","100.0","105.0","100.0",
463
+ "100.05","100.05","105.05","100.05",
464
+ "-200.0", "-200.0", "-200.0", "-250.0",
465
+ "200.0", "200.0", "250.0", "200.0",
466
+ Time.local(2008, 8, 1, 10, 0, 0).to_i.to_s, Time.local(2008, 8, 4, 9, 0, 0).to_i.to_s]
467
+ }
468
+ ]
469
+
470
+ # break
471
+ i = 0
472
+ list = []
473
+ @cd.each_all_pair_rates( "30s" ) {|row|
474
+ i+=1
475
+ if (list.length < 1 )
476
+ list << row
477
+ else
478
+ break
479
+ end
480
+ }
481
+ assert_equals list.length, 1
482
+ assert_equals i, 2
483
+
484
+ # next
485
+ i = 0
486
+ list = []
487
+ @cd.each_all_pair_rates( "30s" ) {|row|
488
+ i+=1
489
+ if (list.length < 1 )
490
+ list << row
491
+ else
492
+ next
493
+ end
494
+ }
495
+ assert_equals list.length, 1
496
+ assert_equals i, 7
497
+
498
+ assert_equals( @cd.dao(:USDJPY).first_time(:raw), 1217552400);
499
+ assert_equals( @cd.dao(:USDJPY).last_time(:raw), 1218088920);
500
+
501
+ end
502
+
503
+ # 一部のデータが欠けている場合の一覧取得テスト
504
+ def test_each_all_pair_rates__lack
505
+
506
+ pair_infos = {
507
+ ClickClient::FX::EURJPY => Info.new( 10000 ),
508
+ ClickClient::FX::AUDUSD => Info.new( 10000 )
509
+ }
510
+
511
+ # 最初のデータがない
512
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
513
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
514
+ }, Time.local(2008, 8, 1, 10, 0, 10) ))
515
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
516
+ :USDJPY => JIJI::Rate.new( 100.1, 100.05, -200, 200 ),
517
+ :AUDUSD => JIJI::Rate.new( 100.1, 100.05, -200, 200 )
518
+ }, Time.local(2008, 8, 1, 10, 0, 20) ))
519
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
520
+ :USDJPY => JIJI::Rate.new( 100.2, 100.05, -200, 200 ),
521
+ :AUDUSD => JIJI::Rate.new( 100.2, 100.05, -200, 200 )
522
+ }, Time.local(2008, 8, 1, 10, 0, 30) ))
523
+
524
+ assert_equals read_all( "raw" ), [
525
+ {
526
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s],
527
+ },
528
+ {
529
+ :USDJPY =>["100.1", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 20).to_i.to_s],
530
+ :AUDUSD =>["100.1", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 20).to_i.to_s]
531
+ },
532
+ {
533
+ :USDJPY =>["100.2", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s],
534
+ :AUDUSD =>["100.2", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s]
535
+ },
536
+ ]
537
+ FileUtils.rm_rf @dir
538
+
539
+
540
+ # 途中のデータがない
541
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
542
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 ),
543
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
544
+ }, Time.local(2008, 8, 1, 10, 0, 10) ))
545
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
546
+ :USDJPY => JIJI::Rate.new( 100.1, 100.05, -200, 200 ),
547
+ }, Time.local(2008, 8, 1, 10, 0, 20) ))
548
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
549
+ :USDJPY => JIJI::Rate.new( 100.2, 100.05, -200, 200 ),
550
+ :AUDUSD => JIJI::Rate.new( 100.2, 100.05, -200, 200 )
551
+ }, Time.local(2008, 8, 1, 10, 0, 30) ))
552
+
553
+ assert_equals read_all( "raw" ), [
554
+ {
555
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s],
556
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s]
557
+ },
558
+ {
559
+ :USDJPY =>["100.1", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 20).to_i.to_s],
560
+ },
561
+ {
562
+ :USDJPY =>["100.2", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s],
563
+ :AUDUSD =>["100.2", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s]
564
+ },
565
+ ]
566
+ FileUtils.rm_rf @dir
567
+
568
+
569
+ # 最後のデータがない
570
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
571
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 ),
572
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
573
+ }, Time.local(2008, 8, 1, 10, 0, 10) ))
574
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
575
+ :USDJPY => JIJI::Rate.new( 100.1, 100.05, -200, 200 ),
576
+ :AUDUSD => JIJI::Rate.new( 100.1, 100.05, -200, 200 )
577
+ }, Time.local(2008, 8, 1, 10, 0, 20) ))
578
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
579
+ :USDJPY => JIJI::Rate.new( 100.2, 100.05, -200, 200 )
580
+ }, Time.local(2008, 8, 1, 10, 0, 30) ))
581
+
582
+ assert_equals read_all( "raw" ), [
583
+ {
584
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s],
585
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s]
586
+ },
587
+ {
588
+ :USDJPY =>["100.1", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 20).to_i.to_s],
589
+ :AUDUSD =>["100.1", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 20).to_i.to_s]
590
+ },
591
+ {
592
+ :USDJPY =>["100.2", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s],
593
+ },
594
+ ]
595
+ FileUtils.rm_rf @dir
596
+
597
+
598
+ # 最後のデータがない
599
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
600
+ :USDJPY => JIJI::Rate.new( 100.0, 100.05, -200, 200 ),
601
+ :AUDUSD => JIJI::Rate.new( 100.0, 100.05, -200, 200 )
602
+ }, Time.local(2008, 8, 1, 10, 0, 10) ))
603
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
604
+ :USDJPY => JIJI::Rate.new( 100.1, 100.05, -200, 200 )
605
+ }, Time.local(2008, 8, 1, 10, 0, 20) ))
606
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
607
+ :USDJPY => JIJI::Rate.new( 100.2, 100.05, -200, 200 )
608
+ }, Time.local(2008, 8, 1, 10, 0, 30) ))
609
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
610
+ :AUDUSD => JIJI::Rate.new( 100.3, 100.05, -200, 200 )
611
+ }, Time.local(2008, 8, 1, 10, 0, 40) ))
612
+ @cd.next_rates( JIJI::Rates.new( pair_infos, {
613
+ :AUDUSD => JIJI::Rate.new( 100.4, 100.05, -200, 200 )
614
+ }, Time.local(2008, 8, 1, 10, 0, 50) ))
615
+
616
+ assert_equals read_all( "raw" ), [
617
+ {
618
+ :USDJPY =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s],
619
+ :AUDUSD =>["100.0", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 10).to_i.to_s]
620
+ },
621
+ {
622
+ :USDJPY =>["100.1", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 20).to_i.to_s]
623
+ },
624
+ {
625
+ :USDJPY =>["100.2", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 30).to_i.to_s]
626
+ },
627
+ {
628
+ :AUDUSD =>["100.3", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 40).to_i.to_s]
629
+ },
630
+ {
631
+ :AUDUSD =>["100.4", "100.05", "-200.0", "200.0", Time.local(2008, 8, 1, 10, 0, 50).to_i.to_s]
632
+ },
633
+ ]
634
+
635
+ end
636
+
637
+ def test_pair_buffer
638
+ buff = JIJI::Dao::RateDao::PairBuffer.new
639
+
640
+ # 最初は空
641
+ assert_equals buff.next?, false
642
+ assert_nil buff.next
643
+
644
+ # データを追加
645
+ buff.add( "USDJPY", ["a",100] )
646
+ buff.add( "EURJPY", ["b",100] )
647
+ assert_equals buff.next?, true
648
+ assert_equals buff.next, {
649
+ :USDJPY=>["a",100], :EURJPY=>["b",100]
650
+ }
651
+ assert_equals buff.next?, false
652
+ assert_nil buff.next
653
+
654
+ # データを追加
655
+ buff.add( "USDJPY", ["a",100] )
656
+ buff.add( "EURJPY", ["b",101] )
657
+ buff.add( "EURJPY", ["a",100] )
658
+ buff.add( "AUDJPY", ["c",102] )
659
+ assert_equals buff.next?, true
660
+ assert_equals buff.next, {
661
+ :USDJPY=>["a",100], :EURJPY=>["a",100]
662
+ }
663
+ assert_equals buff.next?, true
664
+ assert_equals buff.next, {
665
+ :EURJPY=>["b",101]
666
+ }
667
+ assert_equals buff.next?, true
668
+ assert_equals buff.next, {
669
+ :AUDJPY=>["c",102]
670
+ }
671
+ assert_equals buff.next?, false
672
+ assert_nil buff.next
673
+ end
674
+
675
+ def assert_saved_data( expected )
676
+ expected.each_pair {|k,v|
677
+ begin
678
+ assert_equals read( k.scale, k.pair ), v
679
+ rescue
680
+ puts k.scale + ":" + k.pair.to_s
681
+ raise $!
682
+ end
683
+ }
684
+ end
685
+
686
+ def read( scale, pair, start_date=nil, end_date=nil )
687
+ list = []
688
+ @cd.each( scale, pair, start_date, end_date ) {|row| list << row }
689
+ return list
690
+ end
691
+
692
+ def read_all( scale, start_date=nil, end_date=nil )
693
+ list = []
694
+ @cd.each_all_pair_rates( scale, start_date, end_date ) {|row| list << row }
695
+ return list
696
+ end
697
+ end