Add test for ordered filter query

nautechsystems · Oct 3, 2024 · c712216 · c712216
1 parent 4191bd0
commit c712216
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diff --git a/nautilus_core/persistence/tests/test_catalog.rs b/nautilus_core/persistence/tests/test_catalog.rs
@@ -237,6 +237,22 @@ fn test_quote_tick_query() {
     assert!(is_monotonically_increasing_by_init(&ticks));
 }
 
+#[rstest]
+fn test_quote_tick_query_with_filter() {
+    let file_path = "../../tests/test_data/nautilus/quotes-3-groups-filter-query.parquet";
+    let mut catalog = DataBackendSession::new(10);
+    catalog
+        .add_file::<QuoteTick>(
+            "quote_005",
+            file_path,
+            Some("SELECT * FROM quote_005 WHERE ts_init >= 1701388832486000000"),
+        )
+        .unwrap();
+    let query_result: QueryResult = catalog.get_query_result();
+    let ticks: Vec<Data> = query_result.collect();
+    assert!(is_monotonically_increasing_by_init(&ticks));
+}
+
 #[rstest]
 fn test_quote_tick_multiple_query() {
     let expected_length = 9_600;

diff --git a/tests/test_data/nautilus/quotes-3-groups-filter-query.parquet b/tests/test_data/nautilus/quotes-3-groups-filter-query.parquet