w-trade-solve 1.0.5 → 2.0.2

package/test/unit-readStrategies.test.mjs

@@ -4,6 +4,7 @@ import path from 'path'
 import readStrategies from '../src/readStrategies.mjs'
 import genStrategyFileName from '../src/genStrategyFileName.mjs'
 import genTid from '../src/genTid.mjs'
+import calcLevelNumTrade from '../src/calcLevelNumTrade.mjs'
 import cont from '../src/cont.mjs'
 import { buildFdTmp } from './unit-setup.mjs'
 
@@ -12,12 +13,15 @@ import { buildFdTmp } from './unit-setup.mjs'
 //  readStrategies(fd, opt): 列舉fd第1層之檔案並解析策略資訊
 //    fd非資料夾時回傳[], 資料夾內無檔案時回傳[]
 //    僅列檔案, 資料夾不列入(fsTreeFolder預設levelLimit=1, 故子資料夾內檔案亦不列入)
-//    主檔名以wsemi replace剔除全部'.json'後, 依cont.dlmPkgs切段, 依序為tid、levelNumTrade與
-//      rEquivalentCumuProfitOrLossFinalNormYear, 三者皆為字串, 缺段者為空字串
-//    切不出tid(非wsemi isestr判定之有效字串)者略過
+//    opt.fromContent決定解析來源, 可選'filename'|'content'|'auto'(預設):
+//      'filename': 主檔名以wsemi replace剔除全部'.json'後依cont.dlmPkgs切段, 依序為tid、levelNumTrade與
+//        rEquivalentCumuProfitOrLossFinalNormYear, 三者皆為字串, 缺段者為空字串, 切不出tid者略過
+//      'content': 讀檔內json之tid、tkid、levelNumTrade與summary.rEquivalentCumuProfitOrLossFinalNormYear,
+//        levelNumTrade轉為字串, 無tkid欄位時由tid與levelNumTrade組出, 非合法json或無tid者略過
+//      'auto': 檔名符合`^(long|short)_\d+_[0-9a-f]{16}\.json$`者走'content', 其餘走'filename'
 //    tid再依cont.dlmSeps切段, 首段為mode, 其餘為ps
 //    tkid為`${tid}:${levelNumTrade}`
-//    opt.readContent為true時以data提供檔案內容, 內容非合法json時data為null
+//    opt.readContent為true時以data提供檔案內容
 
 
 let fdTmp = buildFdTmp('readStrategies')
@@ -34,14 +38,35 @@ let buildFd = (fd) => {
 }
 
 
-//writeStrategy: 以genStrategyFileName之規則寫出策略檔
-let writeStrategy = (fdData, keys, numTrade, rEq, content = {}) => {
-    let fn = genStrategyFileName('btc', '4hr', 'long', keys, settings, {
+//writeStrategyNew: 以genStrategyFileName之雜湊檔名規則寫出策略檔, 內容含識別欄位(同estimKeys所寫出者)
+let writeStrategyNew = (fdData, keys, numTrade, rEq, extra = {}) => {
+    let summary = {
         numTrade,
         rEquivalentCumuProfitOrLossFinalNormYear: rEq,
-    })
+    }
+    let fn = genStrategyFileName('btc', '4hr', 'long', keys, settings, summary)
+    let tid = genTid('btc', '4hr', 'long', keys)
+    let levelNumTrade = calcLevelNumTrade(numTrade)
+    let content = {
+        tid,
+        tkid: `${tid}:${levelNumTrade}`,
+        levelNumTrade,
+        mode: 'long',
+        summary,
+        ...extra,
+    }
+    fs.writeFileSync(path.resolve(fdData, fn), JSON.stringify(content), 'utf8')
+    return { fn, tid, levelNumTrade, content }
+}
+
+
+//writeStrategyLegacy: 以舊式`${tid} ⊙ ${levelNumTrade} ⊙ ${rEq}.json`檔名規則寫出策略檔
+let writeStrategyLegacy = (fdData, keys, numTrade, rEq, content = {}) => {
+    let tid = genTid('btc', '4hr', 'long', keys)
+    let levelNumTrade = calcLevelNumTrade(numTrade)
+    let fn = `${tid}${cont.dlmPkgs}${levelNumTrade}${cont.dlmPkgs}${rEq}.json`
     fs.writeFileSync(path.resolve(fdData, fn), JSON.stringify(content), 'utf8')
-    return fn
+    return { fn, tid, levelNumTrade }
 }
 
 
@@ -51,17 +76,15 @@ describe('readStrategies', function() {
         fs.rmSync(fdTmp, { recursive: true, force: true })
     })
 
-    describe('檔名解析', function() {
+    describe('新格式(雜湊檔名, auto走content)', function() {
 
-        it('讀出genStrategyFileName所寫之策略檔, 各欄位可由檔名反解', function() {
-            let fd = buildFd('basic')
+        it('讀出genStrategyFileName所寫之策略檔, 各欄位取自檔內json', function() {
+            let fd = buildFd('new-basic')
             let keys = ['btc_price_4hr_ma_1day']
-            let fn = writeStrategy(fd, keys, 30, '31.25%')
+            let { fn, tid } = writeStrategyNew(fd, keys, 30, '31.25%')
 
             let ss = readStrategies(fd)
             assert.strictEqual(ss.length, 1)
-
-            let tid = genTid('btc', '4hr', 'long', keys)
             assert.strictEqual(ss[0].name, fn)
             assert.strictEqual(ss[0].tid, tid)
             assert.strictEqual(ss[0].levelNumTrade, '12')
@@ -69,44 +92,99 @@ describe('readStrategies', function() {
             assert.strictEqual(ss[0].rEquivalentCumuProfitOrLossFinalNormYear, '31.25%')
         })
 
-        it('levelNumTrade與等效年化盈虧皆為字串, 未轉型', function() {
-            let fd = buildFd('str')
-            writeStrategy(fd, ['aa'], 30, '31.25%')
+        it('levelNumTrade與等效年化盈虧皆轉為與檔名反解一致之字串', function() {
+            let fd = buildFd('new-str')
+            writeStrategyNew(fd, ['aa'], 30, '31.25%')
 
             let ss = readStrategies(fd)
             assert.strictEqual(typeof ss[0].levelNumTrade, 'string')
             assert.strictEqual(typeof ss[0].rEquivalentCumuProfitOrLossFinalNormYear, 'string')
         })
 
-        it('tid再依dlmSeps拆為mode與ps', function() {
-            let fd = buildFd('modeps')
+        it('tid依dlmSeps拆為mode與ps', function() {
+            let fd = buildFd('new-modeps')
             //keys經genTid縮寫後為p_ma_1day與i_rsi_4hr
-            writeStrategy(fd, ['btc_price_4hr_ma_1day', 'btc_index_rsi_4hr'], 30, '10%')
+            writeStrategyNew(fd, ['btc_price_4hr_ma_1day', 'btc_index_rsi_4hr'], 30, '10%')
 
             let ss = readStrategies(fd)
             assert.strictEqual(ss[0].mode, 'long')
             assert.deepStrictEqual(ss[0].ps, ['p_ma_1day', 'i_rsi_4hr'])
         })
 
-        it('單一key時ps僅一元素', function() {
-            let fd = buildFd('ps1')
-            writeStrategy(fd, ['btc_price_4hr_ma_1day'], 30, '10%')
+        it('內容無tkid欄位時由tid與levelNumTrade組出', function() {
+            let fd = buildFd('new-notkid')
+            let keys = ['aa']
+            let summary = { numTrade: 30, rEquivalentCumuProfitOrLossFinalNormYear: '10%' }
+            let fn = genStrategyFileName('btc', '4hr', 'long', keys, settings, summary)
+            let tid = genTid('btc', '4hr', 'long', keys)
+            fs.writeFileSync(path.resolve(fd, fn), JSON.stringify({ tid, levelNumTrade: 12, summary }), 'utf8')
+
+            let ss = readStrategies(fd)
+            assert.strictEqual(ss[0].tkid, `${tid}:12`)
+        })
+
+        it('同tid不同級距之策略檔各自為一筆, tkid不同', function() {
+            let fd = buildFd('new-levels')
+            let keys = ['aa']
+            writeStrategyNew(fd, keys, 20, '10%') //級距11
+            writeStrategyNew(fd, keys, 30, '20%') //級距12
+
+            let ss = readStrategies(fd)
+            assert.strictEqual(ss.length, 2)
+
+            let tid = genTid('btc', '4hr', 'long', keys)
+            let tkids = ss.map((v) => {
+                return v.tkid
+            }).sort()
+            assert.deepStrictEqual(tkids, [`${tid}:11`, `${tid}:12`].sort())
+        })
+
+        it('雜湊檔名但內容非合法json者略過', function() {
+            let fd = buildFd('new-badjson')
+            writeStrategyNew(fd, ['aa'], 30, '10%')
+            fs.writeFileSync(path.resolve(fd, 'long_12_0123456789abcdef.json'), 'not-a-json', 'utf8')
+
+            let ss = readStrategies(fd)
+            assert.strictEqual(ss.length, 1)
+        })
+
+        it('雜湊檔名但內容無tid欄位者略過', function() {
+            let fd = buildFd('new-notid')
+            fs.writeFileSync(path.resolve(fd, 'long_12_0123456789abcdef.json'), '{}', 'utf8')
 
             let ss = readStrategies(fd)
-            assert.deepStrictEqual(ss[0].ps, ['p_ma_1day'])
+            assert.deepStrictEqual(ss, [])
+        })
+
+    })
+
+    describe('舊格式(dlmPkgs檔名, auto走filename)', function() {
+
+        it('讀出舊式檔名之策略檔, 各欄位可由檔名反解', function() {
+            let fd = buildFd('legacy-basic')
+            let keys = ['btc_price_4hr_ma_1day']
+            let { fn, tid } = writeStrategyLegacy(fd, keys, 30, '31.25%')
+
+            let ss = readStrategies(fd)
+            assert.strictEqual(ss.length, 1)
+            assert.strictEqual(ss[0].name, fn)
+            assert.strictEqual(ss[0].tid, tid)
+            assert.strictEqual(ss[0].levelNumTrade, '12')
+            assert.strictEqual(ss[0].tkid, `${tid}:12`)
+            assert.strictEqual(ss[0].rEquivalentCumuProfitOrLossFinalNormYear, '31.25%')
         })
 
         it('等效年化盈虧為負值時亦可正確反解', function() {
-            let fd = buildFd('neg')
-            writeStrategy(fd, ['aa'], 30, '-71.17%')
+            let fd = buildFd('legacy-neg')
+            writeStrategyLegacy(fd, ['aa'], 30, '-71.17%')
 
             let ss = readStrategies(fd)
             assert.strictEqual(ss[0].rEquivalentCumuProfitOrLossFinalNormYear, '-71.17%')
         })
 
         it('path為絕對路徑, 即使fd以相對路徑給予', function() {
-            let fd = buildFd('abs')
-            let fn = writeStrategy(fd, ['aa'], 30, '10%')
+            let fd = buildFd('legacy-abs')
+            let { fn } = writeStrategyLegacy(fd, ['aa'], 30, '10%')
 
             let fdRel = path.relative(process.cwd(), fd)
             let ss = readStrategies(fdRel)
@@ -114,32 +192,82 @@ describe('readStrategies', function() {
             assert.ok(path.isAbsolute(ss[0].path))
         })
 
-        it('同tid不同級距之策略檔各自為一筆, tkid不同', function() {
-            let fd = buildFd('levels')
-            let keys = ['aa']
-            writeStrategy(fd, keys, 20, '10%') //級距11
-            writeStrategy(fd, keys, 30, '20%') //級距12
+        it('與舊檔名規則可往返: 由讀回之欄位可重組原檔名', function() {
+            let fd = buildFd('legacy-roundtrip')
+            let keys = ['btc_price_4hr_ma_1day', 'btc_index_rsi_4hr']
+            let { fn } = writeStrategyLegacy(fd, keys, 300, '8.5%')
+
+            let ss = readStrategies(fd)
+            let s = ss[0]
+            let fnRebuild = `${s.tid}${cont.dlmPkgs}${s.levelNumTrade}${cont.dlmPkgs}${s.rEquivalentCumuProfitOrLossFinalNormYear}.json`
+            assert.strictEqual(fnRebuild, fn)
+        })
+
+    })
+
+    describe('新舊格式混存', function() {
+
+        it('auto模式下新舊格式皆正確列舉', function() {
+            let fd = buildFd('mixed')
+            let { tid: tidNew } = writeStrategyNew(fd, ['btc_price_4hr_ma_1day'], 30, '10%')
+            let { tid: tidLegacy } = writeStrategyLegacy(fd, ['btc_index_rsi_4hr'], 20, '20%')
 
             let ss = readStrategies(fd)
             assert.strictEqual(ss.length, 2)
 
-            let tid = genTid('btc', '4hr', 'long', keys)
             let tkids = ss.map((v) => {
                 return v.tkid
             }).sort()
-            assert.deepStrictEqual(tkids, [`${tid}:11`, `${tid}:12`].sort())
-            assert.strictEqual(ss[0].tid, ss[1].tid)
+            assert.deepStrictEqual(tkids, [`${tidNew}:12`, `${tidLegacy}:11`].sort())
         })
 
-        it('與genStrategyFileName可往返: 由讀回之欄位可重組原檔名', function() {
-            let fd = buildFd('roundtrip')
-            let keys = ['btc_price_4hr_ma_1day', 'btc_index_rsi_4hr']
-            let fn = writeStrategy(fd, keys, 300, '8.5%')
+    })
 
-            let ss = readStrategies(fd)
-            let s = ss[0]
-            let fnRebuild = `${s.tid}${cont.dlmPkgs}${s.levelNumTrade}${cont.dlmPkgs}${s.rEquivalentCumuProfitOrLossFinalNormYear}.json`
-            assert.strictEqual(fnRebuild, fn)
+    describe('fromContent選項', function() {
+
+        it("fromContent為'filename'時雜湊檔名不讀內容, 整個主檔名成為tid", function() {
+            let fd = buildFd('fc-filename')
+            let { fn } = writeStrategyNew(fd, ['aa'], 30, '10%')
+
+            let ss = readStrategies(fd, { fromContent: 'filename' })
+            assert.strictEqual(ss.length, 1)
+            //雜湊檔名內無dlmPkgs, 故主檔名整段為tid, 其餘欄位為空字串
+            assert.strictEqual(ss[0].tid, fn.slice(0, -5))
+            assert.strictEqual(ss[0].levelNumTrade, '')
+        })
+
+        it("fromContent為'content'時舊式檔名亦讀內容, 內容具tid欄位者以內容為準", function() {
+            let fd = buildFd('fc-content')
+            let keys = ['btc_price_4hr_ma_1day']
+            let tid = genTid('btc', '4hr', 'long', keys)
+            writeStrategyLegacy(fd, keys, 30, '10%', {
+                tid,
+                tkid: `${tid}:12`,
+                levelNumTrade: 12,
+                summary: { numTrade: 30, rEquivalentCumuProfitOrLossFinalNormYear: '10%' },
+            })
+
+            let ss = readStrategies(fd, { fromContent: 'content' })
+            assert.strictEqual(ss.length, 1)
+            assert.strictEqual(ss[0].tid, tid)
+            assert.strictEqual(ss[0].tkid, `${tid}:12`)
+        })
+
+        it("fromContent為'content'時內容無tid欄位者略過", function() {
+            let fd = buildFd('fc-content-skip')
+            writeStrategyLegacy(fd, ['aa'], 30, '10%', {}) //舊檔內容無識別欄位
+
+            let ss = readStrategies(fd, { fromContent: 'content' })
+            assert.deepStrictEqual(ss, [])
+        })
+
+        it("fromContent非三值之一時採'auto'", function() {
+            let fd = buildFd('fc-fallback')
+            let { tid } = writeStrategyNew(fd, ['aa'], 30, '10%')
+
+            let ss = readStrategies(fd, { fromContent: 'xxx' })
+            assert.strictEqual(ss.length, 1)
+            assert.strictEqual(ss[0].tid, tid)
         })
 
     })
@@ -179,7 +307,7 @@ describe('readStrategies', function() {
 
         it('主檔名剔除.json後為空字串者被略過', function() {
             let fd = buildFd('emptyname')
-            writeStrategy(fd, ['aa'], 30, '10%')
+            writeStrategyNew(fd, ['aa'], 30, '10%')
             fs.writeFileSync(path.resolve(fd, '.json'), '{}', 'utf8')
 
             let ss = readStrategies(fd)
@@ -193,10 +321,10 @@ describe('readStrategies', function() {
 
         it('僅列第1層, 子資料夾與其內檔案皆不列入', function() {
             let fd = buildFd('nested')
-            writeStrategy(fd, ['aa'], 30, '10%')
+            writeStrategyNew(fd, ['aa'], 30, '10%')
             let fdSub = path.resolve(fd, 'sub')
             fs.mkdirSync(fdSub, { recursive: true })
-            writeStrategy(fdSub, ['bb'], 30, '10%')
+            writeStrategyNew(fdSub, ['bb'], 30, '10%')
 
             let ss = readStrategies(fd)
             assert.strictEqual(ss.length, 1)
@@ -230,22 +358,30 @@ describe('readStrategies', function() {
 
         it('預設不讀取內容, 無data欄位', function() {
             let fd = buildFd('nodata')
-            writeStrategy(fd, ['aa'], 30, '10%', { tid: 'x', fitness: 1.5 })
+            writeStrategyNew(fd, ['aa'], 30, '10%', { fitness: 1.5 })
 
             let ss = readStrategies(fd)
             assert.strictEqual(ss[0].data, undefined)
         })
 
-        it('opt.readContent為true時以data提供檔案內容', function() {
-            let fd = buildFd('data')
+        it('opt.readContent為true時以data提供檔案內容(新格式)', function() {
+            let fd = buildFd('data-new')
+            let { content } = writeStrategyNew(fd, ['aa'], 30, '10%', { fitness: 1.5 })
+
+            let ss = readStrategies(fd, { readContent: true })
+            assert.deepStrictEqual(ss[0].data, content)
+        })
+
+        it('opt.readContent為true時以data提供檔案內容(舊格式)', function() {
+            let fd = buildFd('data-legacy')
             let content = { tid: 'x', fitness: 1.5, summary: { numTrade: 30 } }
-            writeStrategy(fd, ['aa'], 30, '10%', content)
+            writeStrategyLegacy(fd, ['aa'], 30, '10%', content)
 
             let ss = readStrategies(fd, { readContent: true })
             assert.deepStrictEqual(ss[0].data, content)
         })
 
-        it('內容非合法json時data為null', function() {
+        it('舊式檔名內容非合法json時data為null', function() {
             let fd = buildFd('badjson')
             fs.writeFileSync(path.resolve(fd, 'bad.json'), 'not-a-json', 'utf8')