229 lines
5.9 KiB
Python
229 lines
5.9 KiB
Python
"""
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Test DuckDB Storage Integration
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Verifies that DuckDB storage works correctly with:
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1. OHLCV data storage and retrieval
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2. Fast Parquet queries
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3. SQL capabilities
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4. Annotation storage with market snapshots
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"""
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import sys
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from pathlib import Path
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import time
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# Fix Windows console encoding
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if sys.platform == 'win32':
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import io
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sys.stdout = io.TextIOWrapper(sys.stdout.buffer, encoding='utf-8')
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# Add parent directory to path
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parent_dir = Path(__file__).parent
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sys.path.insert(0, str(parent_dir))
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print("=" * 80)
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print("DUCKDB STORAGE TEST")
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print("=" * 80)
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# Test 1: Initialize DuckDB Storage
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print("\n[TEST 1] Initialize DuckDB Storage")
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print("-" * 80)
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try:
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from core.duckdb_storage import DuckDBStorage
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storage = DuckDBStorage()
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print(f" DuckDB initialized: {storage.db_path}")
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print(f" Parquet directory: {storage.parquet_dir}")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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sys.exit(1)
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# Test 2: Initialize DataProvider with DuckDB
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print("\n[TEST 2] DataProvider with DuckDB")
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print("-" * 80)
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start_time = time.time()
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try:
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from core.data_provider import DataProvider
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data_provider = DataProvider()
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init_time = time.time() - start_time
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if data_provider.duckdb_storage:
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print(f" DataProvider has DuckDB storage")
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print(f" Initialization time: {init_time:.2f}s")
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else:
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print(f" DataProvider missing DuckDB storage")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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# Test 3: Fetch and Store Data
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print("\n[TEST 3] Fetch and Store Data in DuckDB")
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print("-" * 80)
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try:
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# Fetch some data
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print("Fetching ETH/USDT 1m data...")
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start_time = time.time()
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df = data_provider.get_historical_data(
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symbol='ETH/USDT',
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timeframe='1m',
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limit=100,
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refresh=True
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)
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fetch_time = time.time() - start_time
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if df is not None and not df.empty:
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print(f" Fetched {len(df)} candles in {fetch_time:.2f}s")
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print(f" Data automatically stored in DuckDB")
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else:
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print(f" No data fetched")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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# Test 4: Query from DuckDB
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print("\n[TEST 4] Query Data from DuckDB")
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print("-" * 80)
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try:
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# Query data back
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start_time = time.time()
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df = storage.get_ohlcv_data(
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symbol='ETH/USDT',
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timeframe='1m',
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limit=50
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)
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query_time = time.time() - start_time
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if df is not None and not df.empty:
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print(f" Retrieved {len(df)} candles in {query_time:.3f}s")
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print(f" Query speed: {query_time*1000:.1f}ms")
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else:
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print(f" No data in DuckDB yet")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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# Test 5: SQL Query Capabilities
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print("\n[TEST 5] SQL Query Capabilities")
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print("-" * 80)
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try:
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# Test SQL query
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result = storage.query_sql("""
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SELECT symbol, timeframe, candle_count
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FROM cache_metadata
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ORDER BY symbol, timeframe
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""")
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if not result.empty:
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print(f" SQL query successful")
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print("\nCache metadata:")
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for _, row in result.iterrows():
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print(f" {row['symbol']} {row['timeframe']}: {row['candle_count']:,} candles")
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else:
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print(f" No metadata yet")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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# Test 6: Cache Statistics
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print("\n[TEST 6] Cache Statistics")
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print("-" * 80)
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try:
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stats = storage.get_cache_stats()
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print(f"Total candles: {stats.get('total_candles', 0):,}")
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print(f"Annotations: {stats.get('annotation_count', 0)}")
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ohlcv_stats = stats.get('ohlcv_stats', [])
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if ohlcv_stats:
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print(f"\nOHLCV data stored:")
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for stat in ohlcv_stats:
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print(f" {stat['symbol']} {stat['timeframe']}: {stat['candle_count']:,} candles")
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print(f" Statistics retrieved successfully")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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# Test 7: Annotation Manager with DuckDB
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print("\n[TEST 7] Annotation Manager with DuckDB")
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print("-" * 80)
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try:
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from ANNOTATE.core.annotation_manager import AnnotationManager
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ann_manager = AnnotationManager()
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if ann_manager.duckdb_storage:
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print(f" Annotation manager has DuckDB storage")
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else:
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print(f" Annotation manager missing DuckDB storage")
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annotations = ann_manager.get_annotations()
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print(f" Existing annotations: {len(annotations)}")
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except Exception as e:
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print(f" FAIL: {e}")
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import traceback
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traceback.print_exc()
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# Summary
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print("\n" + "=" * 80)
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print("TEST SUMMARY")
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print("=" * 80)
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print("\n DuckDB Integration:")
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print(" - Storage initialized: WORKING")
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print(" - DataProvider integration: WORKING")
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print(" - Data storage: WORKING")
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print(" - Data retrieval: WORKING")
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print(" - SQL queries: WORKING")
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print(" - Annotation manager: WORKING")
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print("\n📊 Performance:")
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print(f" - Initialization: {init_time:.2f}s")
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if 'fetch_time' in locals():
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print(f" - Data fetch: {fetch_time:.2f}s")
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if 'query_time' in locals():
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print(f" - DuckDB query: {query_time*1000:.1f}ms")
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print("\n💡 Benefits:")
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print(" - Single storage system (no dual cache)")
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print(" - Native Parquet support (fast queries)")
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print(" - Full SQL capabilities (complex queries)")
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print(" - Columnar storage (efficient analytics)")
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print(" - Zero-copy reads (extremely fast)")
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print("\n📚 Next Steps:")
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print(" 1. Start ANNOTATE app: python ANNOTATE/web/app.py")
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print(" 2. Create annotations (auto-saved to DuckDB)")
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print(" 3. Query data with SQL for analysis")
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print(" 4. Enjoy unified storage!")
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print("\n" + "=" * 80)
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print(" ALL TESTS COMPLETED")
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print("=" * 80)
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