Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[TRA-571] Add query to get intervaled PnL ticks. #2247

Merged
merged 2 commits into from
Sep 13, 2024

Conversation

vincentwschau
Copy link
Contributor

@vincentwschau vincentwschau commented Sep 12, 2024

Changelist

Add new query function to pnl ticks table to get pnl ticks with specific interval / timeframe to support vault pnl queries (need coarser interval than hourly).

Test Plan

Unit tests.

Author/Reviewer Checklist

  • If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
  • If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
  • If this PR isn't state-breaking but has changes that modify behavior in PrepareProposal or ProcessProposal, manually add the label proposal-breaking.
  • If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
  • If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
  • Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

  • New Features

    • Introduced functionality to retrieve Profit and Loss (PnL) ticks at specified intervals (hourly and daily).
    • Added a new enumeration for time intervals to enhance data retrieval capabilities.
  • Bug Fixes

    • Implemented new test cases to validate the accuracy of PnL tick retrieval at different intervals.

@vincentwschau vincentwschau requested a review from a team as a code owner September 12, 2024 19:19
Copy link

linear bot commented Sep 12, 2024

Copy link
Contributor

coderabbitai bot commented Sep 12, 2024

Walkthrough

The changes introduce a feature for retrieving profit and loss (PnL) ticks at specified intervals, namely hourly and daily. This includes the addition of an asynchronous function getPnlTicksAtIntervals, which utilizes SQL to fetch the first tick for each interval from the database. Corresponding test cases have been implemented to validate the functionality, along with a new enumeration PnlTickInterval to define the time intervals.

Changes

Files Change Summary
indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts Added a test case for retrieving hourly and daily PnL ticks using it.each, and a setup function for test data.
indexer/packages/postgres/src/stores/pnl-ticks-table.ts Introduced getPnlTicksAtIntervals function to retrieve PnL ticks based on specified intervals.
indexer/packages/postgres/src/types/pnl-ticks-types.ts Added PnlTickInterval enum with members hour and day for time interval definitions.

Sequence Diagram(s)

sequenceDiagram
    participant Client
    participant API
    participant Database

    Client->>API: Request PnL ticks at intervals
    API->>Database: Execute SQL query for PnL ticks
    Database-->>API: Return PnL ticks data
    API-->>Client: Send PnL ticks response
Loading

Poem

In the meadow where ticks do play,
New intervals brighten the day.
Hourly and daily, we now can see,
PnL data, hopping with glee!
With tests in place, all's well and bright,
A rabbit's joy, oh what a sight! 🐇✨


Recent review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between d132b08 and 1fdc173.

Files selected for processing (1)
  • indexer/packages/postgres/tests/stores/pnl-ticks-table.test.ts (3 hunks)
Files skipped from review as they are similar to previous changes (1)
  • indexer/packages/postgres/tests/stores/pnl-ticks-table.test.ts

Thank you for using CodeRabbit. We offer it for free to the OSS community and would appreciate your support in helping us grow. If you find it useful, would you consider giving us a shout-out on your favorite social media?

Share
Tips

Chat

There are 3 ways to chat with CodeRabbit:

  • Review comments: Directly reply to a review comment made by CodeRabbit. Example:
    • I pushed a fix in commit <commit_id>.
    • Generate unit testing code for this file.
    • Open a follow-up GitHub issue for this discussion.
  • Files and specific lines of code (under the "Files changed" tab): Tag @coderabbitai in a new review comment at the desired location with your query. Examples:
    • @coderabbitai generate unit testing code for this file.
    • @coderabbitai modularize this function.
  • PR comments: Tag @coderabbitai in a new PR comment to ask questions about the PR branch. For the best results, please provide a very specific query, as very limited context is provided in this mode. Examples:
    • @coderabbitai generate interesting stats about this repository and render them as a table.
    • @coderabbitai show all the console.log statements in this repository.
    • @coderabbitai read src/utils.ts and generate unit testing code.
    • @coderabbitai read the files in the src/scheduler package and generate a class diagram using mermaid and a README in the markdown format.
    • @coderabbitai help me debug CodeRabbit configuration file.

Note: Be mindful of the bot's finite context window. It's strongly recommended to break down tasks such as reading entire modules into smaller chunks. For a focused discussion, use review comments to chat about specific files and their changes, instead of using the PR comments.

CodeRabbit Commands (Invoked using PR comments)

  • @coderabbitai pause to pause the reviews on a PR.
  • @coderabbitai resume to resume the paused reviews.
  • @coderabbitai review to trigger an incremental review. This is useful when automatic reviews are disabled for the repository.
  • @coderabbitai full review to do a full review from scratch and review all the files again.
  • @coderabbitai summary to regenerate the summary of the PR.
  • @coderabbitai resolve resolve all the CodeRabbit review comments.
  • @coderabbitai configuration to show the current CodeRabbit configuration for the repository.
  • @coderabbitai help to get help.

Other keywords and placeholders

  • Add @coderabbitai ignore anywhere in the PR description to prevent this PR from being reviewed.
  • Add @coderabbitai summary to generate the high-level summary at a specific location in the PR description.
  • Add @coderabbitai anywhere in the PR title to generate the title automatically.

CodeRabbit Configuration File (.coderabbit.yaml)

  • You can programmatically configure CodeRabbit by adding a .coderabbit.yaml file to the root of your repository.
  • Please see the configuration documentation for more information.
  • If your editor has YAML language server enabled, you can add the path at the top of this file to enable auto-completion and validation: # yaml-language-server: $schema=https://coderabbit.ai/integrations/schema.v2.json

Documentation and Community

  • Visit our Documentation for detailed information on how to use CodeRabbit.
  • Join our Discord Community to get help, request features, and share feedback.
  • Follow us on X/Twitter for updates and announcements.

Copy link
Contributor

@coderabbitai coderabbitai bot left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Actionable comments posted: 0

Outside diff range and nitpick comments (1)
indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts (1)

594-594: Nitpick: Remove the empty line.

The empty line is unnecessary and can be removed.

Apply this diff to remove the empty line:

-
 async function setupIntervalPnlTicks(): Promise<PnlTicksFromDatabase[]> {
Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between 9fd093a and d132b08.

Files selected for processing (3)
  • indexer/packages/postgres/tests/stores/pnl-ticks-table.test.ts (3 hunks)
  • indexer/packages/postgres/src/stores/pnl-ticks-table.ts (2 hunks)
  • indexer/packages/postgres/src/types/pnl-ticks-types.ts (1 hunks)
Additional comments not posted (5)
indexer/packages/postgres/src/types/pnl-ticks-types.ts (1)

25-29: LGTM!

The addition of the PnlTickInterval enum is a clean and effective way to represent the supported PnL tick intervals. Using string enum members enhances code readability and maintainability. This change aligns well with the PR objective of enabling PnL tick retrieval at specific intervals.

indexer/packages/postgres/src/stores/pnl-ticks-table.ts (1)

464-507: LGTM! Verify the function usage.

The getPnlTicksAtIntervals function looks good and effectively retrieves PnL ticks at the specified intervals for the given subaccounts and time range. The SQL query is well-structured and uses a windowing function to efficiently get the first PnL tick of each interval window.

To ensure the function is being used correctly, you can run the following script:

Verification successful

Function Usage Verified

The getPnlTicksAtIntervals function is used in the test file indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts, indicating that it is being tested. This suggests that the function's behavior is verified, supporting its correctness and integration.

Scripts executed

The following scripts were executed for the analysis:

Script:

#!/bin/bash
# Description: Verify the usage of `getPnlTicksAtIntervals` function.

# Test: Search for the function usage. Expect: Occurrences with correct arguments.
ast-grep --lang typescript --pattern $'getPnlTicksAtIntervals($_, $_, $_)'

Length of output: 75


Script:

#!/bin/bash
# Description: Search for the usage of `getPnlTicksAtIntervals` function using ripgrep.

# Test: Search for the function name in the codebase. Expect: Occurrences of the function name.
rg 'getPnlTicksAtIntervals' --type=ts --type=tsx --type=js --type=jsx -A 2

Length of output: 102


Script:

#!/bin/bash
# Description: Search for the usage of `getPnlTicksAtIntervals` function using ripgrep.

# Test: Search for the function name in the codebase. Expect: Occurrences of the function name.
rg 'getPnlTicksAtIntervals' --type=ts --type=js --type=jsx -A 2

Length of output: 91


Script:

#!/bin/bash
# Description: Search for the usage of `getPnlTicksAtIntervals` function using ripgrep.

# Test: Search for the function name in the codebase. Expect: Occurrences of the function name.
rg 'getPnlTicksAtIntervals' --type=ts --type=js -A 2

Length of output: 647

indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts (3)

5-5: LGTM!

The imports are necessary for the new test cases.

Also applies to: 8-8


444-487: Excellent test case!

The test case is well-structured and covers the important scenarios for the getPnlTicksAtIntervals function. It uses the it.each function to avoid code duplication for hourly and daily intervals, and a setup function to create test data. The test case also compares the result with the expected results, which is a good practice.


595-708: Great setup function!

The setup function is well-structured and creates test data at different time intervals, which is necessary for testing the getPnlTicksAtIntervals function. It uses the DateTime class from the luxon library to create time intervals, which is a good practice. The setup function also returns the created PnL ticks, which can be used in the test case to compare with the expected results.

* @param subaccountIds Set of subaccounts to get pnl ticks for.
* @returns
*/
export async function getPnlTicksAtIntervals(
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Where will this be used?

Copy link
Contributor Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

In the vault controller.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
Development

Successfully merging this pull request may close these issues.

2 participants