Add equity candle aggregation pipeline
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13 changed files with 1188 additions and 10 deletions
35
packages/storage/tests/equity-candles.test.ts
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35
packages/storage/tests/equity-candles.test.ts
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import { describe, expect, it } from "bun:test";
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import {
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equityCandlesTableDDL,
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EQUITY_CANDLES_TABLE,
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normalizeEquityCandle
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} from "../src/equity-candles";
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const baseCandle = {
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source_ts: 100,
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ingest_ts: 200,
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seq: 3,
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trace_id: "candle:SPY:1000:0",
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ts: 0,
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interval_ms: 1000,
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underlying_id: "SPY",
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open: 450,
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high: 451.5,
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low: 449.25,
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close: 450.75,
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volume: 1200,
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trade_count: 15
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};
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describe("equity-candles storage helpers", () => {
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it("keeps required fields intact", () => {
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const normalized = normalizeEquityCandle(baseCandle);
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expect(normalized).toEqual(baseCandle);
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});
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it("includes the correct table name in the DDL", () => {
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const ddl = equityCandlesTableDDL();
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expect(ddl).toContain(EQUITY_CANDLES_TABLE);
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expect(ddl).toContain("CREATE TABLE IF NOT EXISTS");
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});
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});
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