How to use Close method of asset Package

Best Syzkaller code snippet using asset.Close

queries_market.go

Source:queries_market.go

1package tickerdb2import (3	"errors"4	"fmt"5	"strings"6)7// RetrieveMarketData retrieves the 24h- and 7d aggregated market data for all8// markets that were active during this period.9func (s *TickerSession) RetrieveMarketData() (markets []Market, err error) {10	err = s.SelectRaw(&markets, marketQuery)11	return12}13// RetrievePartialAggMarkets retrieves the aggregated market data for all14// markets (or for a specific one if PairNames != nil) for a given period.15func (s *TickerSession) RetrievePartialAggMarkets(16	code *string,17	pairNames *[]*string,18	numHoursAgo int,19) (partialMkts []PartialMarket, err error) {20	var where string21	var args []string22	if code != nil && pairNames != nil {23		err = errors.New("code and pairNames cannot both be non-nil")24		return25	}26	// Construct the part of the WHERE clause that filters by asset.27	if pairNames != nil {28		where, args, err = s.constructPartialAggMarketsWhere(*pairNames)29		if err != nil {30			return31		}32	} else if code != nil {33		where = "WHERE (bAsset.is_valid = TRUE AND bAsset.code = ?) OR (cAsset.is_valid = TRUE AND cAsset.code = ?)"34		args = []string{*code, *code}35	} else {36		where = "WHERE bAsset.is_valid = TRUE AND cAsset.is_valid = TRUE"37	}38	// Add the filter by time to the WHERE clause.39	where += fmt.Sprintf(40		" AND t.ledger_close_time > now() - interval '%d hours'",41		numHoursAgo,42	)43	// Generate and execute the final qurey.44	q := strings.Replace(aggMarketQuery, "__WHERECLAUSE__", where, -1)45	q = strings.Replace(q, "__NUMHOURS__", fmt.Sprintf("%d", numHoursAgo), -1)46	argsInterface := make([]interface{}, len(args))47	for i, v := range args {48		argsInterface[i] = v49	}50	err = s.SelectRaw(&partialMkts, q, argsInterface...)51	return52}53func (s *TickerSession) constructPartialAggMarketsWhere(54	pairNames []*string,55) (where string, args []string, err error) {56	sqlTrue := new(string)57	*sqlTrue = "TRUE"58	optVarsSlice := [][]optionalVar{}59	for _, pairName := range pairNames {60		if pairName == nil {61			continue62		}63		optVars := []optionalVar{64			optionalVar{"bAsset.is_valid", sqlTrue},65			optionalVar{"cAsset.is_valid", sqlTrue},66		}67		var bCode, cCode string68		bCode, cCode, err = getBaseAndCounterCodes(*pairName)69		if err != nil {70			return71		}72		optVars = append(optVars, []optionalVar{73			optionalVar{"bAsset.code", &bCode},74			optionalVar{"cAsset.code", &cCode},75		}...)76		optVarsSlice = append(optVarsSlice, optVars)77	}78	where, args = generateWhereClauseWithOrs(optVarsSlice)79	return80}81// RetrievePartialMarkets retrieves data in the PartialMarket format from the database.82// It optionally filters the data according to the provided base and counter asset params83// provided, as well as the numHoursAgo time offset.84func (s *TickerSession) RetrievePartialMarkets(85	baseAssetCode *string,86	baseAssetIssuer *string,87	counterAssetCode *string,88	counterAssetIssuer *string,89	numHoursAgo int,90) (partialMkts []PartialMarket, err error) {91	sqlTrue := new(string)92	*sqlTrue = "TRUE"93	baseAssetCode, baseAssetIssuer, counterAssetCode, counterAssetIssuer = orderBaseAndCounter(94		baseAssetCode,95		baseAssetIssuer,96		counterAssetCode,97		counterAssetIssuer,98	)99	where, args := generateWhereClause([]optionalVar{100		optionalVar{"bAsset.is_valid", sqlTrue},101		optionalVar{"cAsset.is_valid", sqlTrue},102		optionalVar{"bAsset.code", baseAssetCode},103		optionalVar{"bAsset.issuer_account", baseAssetIssuer},104		optionalVar{"cAsset.code", counterAssetCode},105		optionalVar{"cAsset.issuer_account", counterAssetIssuer},106	})107	where += fmt.Sprintf(108		" AND t.ledger_close_time > now() - interval '%d hours'",109		numHoursAgo,110	)111	q := strings.Replace(partialMarketQuery, "__WHERECLAUSE__", where, -1)112	q = strings.Replace(q, "__NUMHOURS__", fmt.Sprintf("%d", numHoursAgo), -1)113	argsInterface := make([]interface{}, len(args))114	for i, v := range args {115		argsInterface[i] = v116	}117	err = s.SelectRaw(&partialMkts, q, argsInterface...)118	return119}120// Retrieve7DRelevantMarkets retrieves the base and counter asset data of the markets121// that were relevant in the last 7-day period.122func (s *TickerSession) Retrieve7DRelevantMarkets() (partialMkts []PartialMarket, err error) {123	q := `124	SELECT125		ba.id as base_asset_id, ba.type AS base_asset_type, ba.code AS base_asset_code, ba.issuer_account AS base_asset_issuer,126		ca.id as counter_asset_id, ca.type AS counter_asset_type, ca.code AS counter_asset_code, ca.issuer_account AS counter_asset_issuer127	FROM trades as t128		JOIN assets AS ba ON t.base_asset_id = ba.id129		JOIN assets AS ca ON t.counter_asset_id = ca.id130	WHERE ba.is_valid = TRUE AND ca.is_valid = TRUE AND t.ledger_close_time > now() - interval '7 days'131	GROUP BY ba.id, ba.type, ba.code, ba.issuer_account, ca.id, ca.type, ca.code, ca.issuer_account132	`133	err = s.SelectRaw(&partialMkts, q)134	return135}136var marketQuery = `137SELECT138	t2.trade_pair_name,139	COALESCE(base_volume_24h, 0.0) as base_volume_24h,140	COALESCE(counter_volume_24h, 0.0) as counter_volume_24h,141	COALESCE(trade_count_24h, 0) as trade_count_24h,142	COALESCE(highest_price_24h, last_price_7d, 0.0) as highest_price_24h,143	COALESCE(lowest_price_24h, last_price_7d, 0.0) as lowest_price_24h,144	COALESCE(price_change_24h, 0.0) as price_change_24h,145	COALESCE(open_price_24h, last_price_7d, 0.0) as open_price_24h,146	COALESCE(base_volume_7d, 0) as base_volume_7d,147	COALESCE(counter_volume_7d, 0) as counter_volume_7d,148	COALESCE(trade_count_7d, 0) as trade_count_7d,149	COALESCE(highest_price_7d, 0.0) as highest_price_7d,150	COALESCE(lowest_price_7d, 0.0) as lowest_price_7d,151	COALESCE(price_change_7d, 0.0) as price_change_7d,152	COALESCE(open_price_7d, 0.0) as open_price_7d,153	COALESCE(last_price, last_price_7d, 0.0) as last_price,154	COALESCE(last_close_time_24h, last_close_time_7d) as close_time,155	COALESCE(os.num_bids, 0) as num_bids,156	COALESCE(os.bid_volume, 0.0) as bid_volume,157	COALESCE(os.highest_bid, 0.0) as highest_bid,158	COALESCE(os.num_asks, 0) as num_asks,159	COALESCE(os.ask_volume, 0.0) as ask_volume,160	COALESCE(os.lowest_ask, 0.0) as lowest_ask161FROM (162	SELECT163			-- All valid trades for 24h period164			concat(165				COALESCE(NULLIF(bAsset.anchor_asset_code, ''), bAsset.code),166				'_',167				COALESCE(NULLIF(cAsset.anchor_asset_code, ''), cAsset.code)168			) as trade_pair_name,169			sum(t.base_amount) AS base_volume_24h,170			sum(t.counter_amount) AS counter_volume_24h,171			count(t.base_amount) AS trade_count_24h,172			max(t.price) AS highest_price_24h,173			min(t.price) AS lowest_price_24h,174			(array_agg(t.price ORDER BY t.ledger_close_time ASC))[1] AS open_price_24h,175			(array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] AS last_price,176			((array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] - (array_agg(t.price ORDER BY t.ledger_close_time ASC))[1]) AS price_change_24h,177			max(t.ledger_close_time) AS last_close_time_24h178		FROM trades AS t179			JOIN assets AS bAsset ON t.base_asset_id = bAsset.id180			JOIN assets AS cAsset on t.counter_asset_id = cAsset.id181		WHERE bAsset.is_valid = TRUE182			AND cAsset.is_valid = TRUE183			AND t.ledger_close_time > now() - interval '1 day'184		GROUP BY trade_pair_name185	) t1 RIGHT JOIN (186	SELECT187			-- All valid trades for 7d period188			concat(189				COALESCE(NULLIF(bAsset.anchor_asset_code, ''), bAsset.code),190				'_',191				COALESCE(NULLIF(cAsset.anchor_asset_code, ''), cAsset.code)192			) as trade_pair_name,193			sum(t.base_amount) AS base_volume_7d,194			sum(t.counter_amount) AS counter_volume_7d,195			count(t.base_amount) AS trade_count_7d,196			max(t.price) AS highest_price_7d,197			min(t.price) AS lowest_price_7d,198			(array_agg(t.price ORDER BY t.ledger_close_time ASC))[1] AS open_price_7d,199			(array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] AS last_price_7d,200			((array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] - (array_agg(t.price ORDER BY t.ledger_close_time ASC))[1]) AS price_change_7d,201			max(t.ledger_close_time) AS last_close_time_7d202		FROM trades AS t203			LEFT JOIN orderbook_stats AS os204				ON t.base_asset_id = os.base_asset_id AND t.counter_asset_id = os.counter_asset_id205			JOIN assets AS bAsset ON t.base_asset_id = bAsset.id206			JOIN assets AS cAsset on t.counter_asset_id = cAsset.id207		WHERE bAsset.is_valid = TRUE208			AND cAsset.is_valid = TRUE209			AND t.ledger_close_time > now() - interval '7 days'210		GROUP BY trade_pair_name211	) t2 ON t1.trade_pair_name = t2.trade_pair_name212	LEFT JOIN aggregated_orderbook AS os ON t2.trade_pair_name = os.trade_pair_name;213`214var partialMarketQuery = `215SELECT216	concat(bAsset.code, ':', bAsset.issuer_account, ' / ', cAsset.code, ':', cAsset.issuer_account) as trade_pair_name,217	bAsset.id AS base_asset_id,218	bAsset.code AS base_asset_code,219	bAsset.issuer_account as base_asset_issuer,220	bAsset.type as base_asset_type,221	cAsset.id AS counter_asset_id,222	cAsset.code AS counter_asset_code,223	cAsset.issuer_account AS counter_asset_issuer,224	cAsset.type as counter_asset_type,225	sum(t.base_amount) AS base_volume,226	sum(t.counter_amount) AS counter_volume,227	count(t.base_amount) AS trade_count,228	max(t.price) AS highest_price,229	min(t.price) AS lowest_price,230	(array_agg(t.price ORDER BY t.ledger_close_time ASC))[1] AS open_price,231	(array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] AS last_price,232	((array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] - (array_agg(t.price ORDER BY t.ledger_close_time ASC))[1]) AS price_change,233	(now() - interval '__NUMHOURS__ hours') AS interval_start,234	min(t.ledger_close_time) AS first_ledger_close_time,235	max(t.ledger_close_time) AS last_ledger_close_time,236	COALESCE((array_agg(os.num_bids))[1], 0) AS num_bids,237	COALESCE((array_agg(os.bid_volume))[1], 0.0) AS bid_volume,238	COALESCE((array_agg(os.highest_bid))[1], 0.0) AS highest_bid,239	COALESCE((array_agg(os.num_asks))[1], 0) AS num_asks,240	COALESCE((array_agg(os.ask_volume))[1], 0.0) AS ask_volume,241	COALESCE((array_agg(os.lowest_ask))[1], 0.0) AS lowest_ask,242	COALESCE((array_agg(ios.num_bids))[1], 0) AS num_bids_reverse,243	COALESCE((array_agg(ios.bid_volume))[1], 0.0) AS bid_volume_reverse,244	COALESCE((array_agg(ios.highest_bid))[1], 0.0) AS highest_bid_reverse,245	COALESCE((array_agg(ios.num_asks))[1], 0) AS num_asks_reverse,246	COALESCE((array_agg(ios.ask_volume))[1], 0.0) AS ask_volume_reverse,247	COALESCE((array_agg(ios.lowest_ask))[1], 0.0) AS lowest_ask_reverse248FROM trades AS t249	LEFT JOIN orderbook_stats AS os ON t.base_asset_id = os.base_asset_id AND t.counter_asset_id = os.counter_asset_id250	LEFT JOIN orderbook_stats AS ios ON t.base_asset_id = ios.counter_asset_id AND t.counter_asset_id = ios.base_asset_id251	JOIN assets AS bAsset ON t.base_asset_id = bAsset.id252	JOIN assets AS cAsset on t.counter_asset_id = cAsset.id253__WHERECLAUSE__254GROUP BY bAsset.id, bAsset.code, bAsset.issuer_account, bAsset.type, cAsset.id, cAsset.code, cAsset.issuer_account, cAsset.type;255`256var aggMarketQuery = `257SELECT258	t1.trade_pair_name,259	t1.base_volume,260	t1.counter_volume,261	t1.trade_count,262	t1.highest_price,263	t1.lowest_price,264	t1.open_price,265	t1.last_price,266	t1.price_change,267	t1.interval_start,268	t1.first_ledger_close_time,269	t1.last_ledger_close_time,270	COALESCE(aob.base_asset_code, '') as base_asset_code,271	COALESCE(aob.counter_asset_code, '') as counter_asset_code,272	COALESCE(aob.num_bids, 0) AS num_bids,273	COALESCE(aob.bid_volume, 0.0) AS bid_volume,274	COALESCE(aob.highest_bid, 0.0) AS highest_bid,275	COALESCE(aob.num_asks, 0) AS num_asks,276	COALESCE(aob.ask_volume, 0.0) AS ask_volume,277	COALESCE(aob.lowest_ask, 0.0) AS lowest_ask,278	COALESCE(iaob.num_bids, 0) AS num_bids_reverse,279	COALESCE(iaob.bid_volume, 0.0) AS bid_volume_reverse,280	COALESCE(iaob.highest_bid, 0.0) AS highest_bid_reverse,281	COALESCE(iaob.num_asks, 0) AS num_asks_reverse,282	COALESCE(iaob.ask_volume, 0.0) AS ask_volume_reverse,283	COALESCE(iaob.lowest_ask, 0.0) AS lowest_ask_reverse284FROM (285	SELECT286		concat(287			COALESCE(NULLIF(bAsset.anchor_asset_code, ''), bAsset.code),288			'_',289			COALESCE(NULLIF(cAsset.anchor_asset_code, ''), cAsset.code)290		) as trade_pair_name,291		concat(292			COALESCE(NULLIF(cAsset.anchor_asset_code, ''), cAsset.code),293			'_',294			COALESCE(NULLIF(bAsset.anchor_asset_code, ''), bAsset.code)295		) as reverse_trade_pair_name,296		sum(t.base_amount) AS base_volume,297		sum(t.counter_amount) AS counter_volume,298		count(t.base_amount) AS trade_count,299		max(t.price) AS highest_price,300		min(t.price) AS lowest_price,301		(array_agg(t.price ORDER BY t.ledger_close_time ASC))[1] AS open_price,302		(array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] AS last_price,303		((array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] - (array_agg(t.price ORDER BY t.ledger_close_time ASC))[1]) AS price_change,304		(now() - interval '__NUMHOURS__ hours') AS interval_start,305		min(t.ledger_close_time) AS first_ledger_close_time,306		max(t.ledger_close_time) AS last_ledger_close_time307	FROM trades AS t308		LEFT JOIN orderbook_stats AS os ON t.base_asset_id = os.base_asset_id AND t.counter_asset_id = os.counter_asset_id309		JOIN assets AS bAsset ON t.base_asset_id = bAsset.id310		JOIN assets AS cAsset on t.counter_asset_id = cAsset.id311	__WHERECLAUSE__312	GROUP BY trade_pair_name, reverse_trade_pair_name313) t1314	LEFT JOIN aggregated_orderbook AS aob ON t1.trade_pair_name = aob.trade_pair_name315	LEFT JOIN aggregated_orderbook AS iaob ON t1.reverse_trade_pair_name = iaob.trade_pair_name;`...

statements.go

Source:statements.go

...41	SelectOrderExists    *sql.Stmt42}43func (r StatementRegistry) Shutdown() {44	zap.S().Infof("[statementRegistry] shutting down!")45	_ = r.InsertIntoRecommendationTable.Close()46	_ = r.InsertIntoRecommendationTable.Close()47	_ = r.CreateTmpProcessValueTable64.Close()48	_ = r.CreateTmpProcessValueTable.Close()49	_ = r.CreateTmpCountTable.Close()50	_ = r.InsertIntoStateTable.Close()51	_ = r.UpdateCountTableScrap.Close()52	_ = r.InsertIntoUniqueProductTable.Close()53	_ = r.InsertIntoProductTagTable.Close()54	_ = r.InsertIntoProductTagStringTable.Close()55	_ = r.InsertIntoProductInheritanceTable.Close()56	_ = r.InsertIntoShiftTable.Close()57	_ = r.UpdateUniqueProductTableSetIsScrap.Close()58	_ = r.InsertIntoProductTable.Close()59	_ = r.InsertIntoOrderTable.Close()60	_ = r.UpdateOrderTableSetBeginTimestamp.Close()61	_ = r.UpdateOrderTableSetEndTimestamp.Close()62	_ = r.InsertIntoMaintenanceActivities.Close()63	_ = r.SelectLastStateFromStateTableInRange.Close()64	_ = r.DeleteFromStateTableByTimestampRangeAndAssetId.Close()65	_ = r.DeleteFromStateTableByTimestamp.Close()66	_ = r.DeleteFromShiftTableByAssetIDAndBeginTimestamp.Close()67	_ = r.InsertIntoAssetTable.Close()68	_ = r.UpdateCountTableSetCountAndScrapByAssetIdAndTs.Close()69	_ = r.UpdateCountTableSetCountByAssetIdAndTs.Close()70	_ = r.UpdateCountTableSetScrapByAssetIdAndTs.Close()71	_ = r.SelectIdFromAssetTableByAssetIdAndLocationIdAndCustomerId.Close()72	_ = r.SelectProductIdFromProductTableByAssetIdAndProductName.Close()73	_ = r.SelectIdFromComponentTableByAssetIdAndComponentName.Close()74	_ = r.SelectUniqueProductIdFromUniqueProductTableByUniqueProductAlternativeIdAndAssetIdOrderedByTimeStampDesc.Close()75	_ = r.SelectUniqueProductIdFromUniqueProductTableByUniqueProductAlternativeIdAndNotAssetId.Close()76	_ = r.CreateTmpProcessValueTableString.Close()77	_ = r.SelectProductExists.Close()78	_ = r.InsertIntoCountTable.Close()79	_ = r.SelectOrderExists.Close()80}81func NewStatementRegistry() *StatementRegistry {82	return &StatementRegistry{83		InsertIntoRecommendationTable: prep(84			`85		INSERT INTO recommendationTable (timestamp, uid, recommendationType, enabled, recommendationValues, recommendationTextEN, recommendationTextDE, diagnoseTextEN, diagnoseTextDE) 86		VALUES (to_timestamp($1 / 1000.0),$2,$3,$4,$5,$6,$7,$8,$9) 87		ON CONFLICT (uid) DO UPDATE 88		SET timestamp=to_timestamp($1 / 1000.0), uid=$2, recommendationType=$3, enabled=$4, recommendationValues=$5, recommendationTextEN=$6, recommendationTextDE=$7, diagnoseTextEN=$8, diagnoseTextDE=$9;`),89		CreateTmpProcessValueTable64: prep(90			`91			CREATE TEMP TABLE tmp_processvaluetable64 92				( LIKE processValueTable INCLUDING DEFAULTS ) ON COMMIT DROP 93			;...

Using AI Code Generation

1import (2func main() {3    f, err := os.Open("test.txt")4    if err != nil {5        fmt.Println(err)6    }7    defer f.Close()8    fmt.Println("File opened successfully")9}10import (11func main() {12    f, err := os.OpenFile("test.txt", os.O_APPEND|os.O_WRONLY, 0644)13    if err != nil {14        fmt.Println(err)15    }16    defer f.Close()17    fmt.Println("File opened successfully")18}19import (20func main() {21    f, err := os.Open("test.txt")22    if err != nil {23        fmt.Println(err)24    }25    defer f.Close()26    b := make([]byte, 10)27    n, err := f.Read(b)28    if err != nil {29        fmt.Println(err)30    }31    fmt.Println(n, "bytes read successfully.")32}33import (34func main() {35    f, err := os.OpenFile("test.txt", os.O_APPEND|os.O_WRONLY, 0644)36    if err != nil {37        fmt.Println(err)38    }39    defer f.Close()

Using AI Code Generation

1import (2func main() {3	f, err := os.Open("test.txt")4	if err != nil {5		log.Fatal(err)6	}7	defer f.Close()8	if _, err := io.Copy(os.Stdout, f); err != nil {9		log.Fatal(err)10	}11}12import (13func main() {14	f, err := os.Open("test.txt")15	if err != nil {16		log.Fatal(err)17	}18	defer f.Close()19	if _, err := io.Copy(os.Stdout, f); err != nil {20		log.Fatal(err)21	}22}23import (24func main() {25	f, err := os.Open("test.txt")26	if err != nil {27		log.Fatal(err)28	}29	defer f.Close()30	if _, err := io.Copy(os.Stdout, f); err != nil {31		log.Fatal(err)32	}33}34import (35func main() {36	f, err := os.Open("test.txt")37	if err != nil {38		log.Fatal(err)39	}40	defer f.Close()41	if _, err := io.Copy(os.Stdout, f); err != nil {42		log.Fatal(err)43	}44}45import (46func main() {47	f, err := os.Open("test.txt")48	if err != nil {

Using AI Code Generation

1import (2func main() {3	file, err := os.Open("test.txt")4	if err != nil {5		fmt.Println(err)6	}7	defer file.Close()8}9import (10func main() {11	file, err := os.Open("test.txt")12	if err != nil {13		fmt.Println(err)14	}15	defer file.Close()16}17import (18func main() {19	file, err := os.Open("test.txt")20	if err != nil {21		fmt.Println(err)22	}23	defer file.Close()24}25import (26func main() {27	file, err := os.Open("test.txt")28	if err != nil {29		fmt.Println(err)30	}31	defer file.Close()32}33import (34func main() {35	file, err := os.Open("test.txt")36	if err != nil {37		fmt.Println(err)38	}39	defer file.Close()40}41import (42func main() {43	file, err := os.Open("test.txt")44	if err != nil {45		fmt.Println(err)46	}47	defer file.Close()48}49import (50func main() {51	file, err := os.Open("test.txt")52	if err != nil {53		fmt.Println(err)54	}55	defer file.Close()56}57import (58func main() {59	file, err := os.Open("test.txt")60	if err != nil {61		fmt.Println(err)62	}63	defer file.Close()64}65import (66func main() {

Using AI Code Generation

1func main() {2    f, err := asset.Open("test.txt")3    if err != nil {4        fmt.Println("Error: ", err)5    }6    defer f.Close()7    b, err := ioutil.ReadAll(f)8    if err != nil {9        fmt.Println("Error: ", err)10    }11    fmt.Println(string(b))12}13Example 3: Using asset.Open() to read file from the Go binary14func main() {15    f, err := asset.Open("test.txt")16    if err != nil {17        fmt.Println("Error: ", err)18    }19    defer f.Close()20    b := make([]byte, 100)21    n, err := f.Read(b)22    if err != nil {23        fmt.Println("Error: ", err)24    }25    fmt.Println(string(b[:n]))26}27Example 4: Using asset.Open() to read file from the Go binary28func main() {29    f, err := asset.Open("test.txt")30    if err != nil {31        fmt.Println("Error: ", err)32    }33    defer f.Close()34    b := make([]byte, 100)35    n, err := f.ReadAt(b, 5)36    if err != nil {37        fmt.Println("Error: ", err)38    }39    fmt.Println(string(b[:n]))40}41Example 5: Using asset.Open() to read file from the Go binary42func main() {43    f, err := asset.Open("test.txt")44    if err != nil {45        fmt.Println("Error: ", err)46    }47    defer f.Close()48    b := make([]byte, 100)49    n, err := f.ReadAt(b, 5)50    if err != nil {51        fmt.Println("Error: ", err)52    }53    fmt.Println(string(b[:n]))54    f.Seek(0, 0)55    b = make([]byte, 100)

Using AI Code Generation

1err = asset.Close()2if err != nil {3    fmt.Println(err)4}5err = asset.Close()6if err != nil {7    fmt.Println(err)8}9err = asset.Close()10if err != nil {11    fmt.Println(err)12}13err = asset.Close()14if err != nil {15    fmt.Println(err)16}17err = asset.Close()18if err != nil {19    fmt.Println(err)20}21err = asset.Close()22if err != nil {23    fmt.Println(err)24}25err = asset.Close()26if err != nil {27    fmt.Println(err)28}29err = asset.Close()30if err != nil {31    fmt.Println(err)32}33err = asset.Close()34if err != nil {35    fmt.Println(err)36}37err = asset.Close()38if err != nil {39    fmt.Println(err)40}41err = asset.Close()42if err != nil {43    fmt.Println(err)44}45err = asset.Close()46if err != nil {47    fmt.Println(err)48}49err = asset.Close()50if err != nil {51    fmt.Println(err)52}

Automation Testing Tutorials

Learn to execute automation testing from scratch with LambdaTest Learning Hub. Right from setting up the prerequisites to run your first automation test, to following best practices and diving deeper into advanced test scenarios. LambdaTest Learning Hubs compile a list of step-by-step guides to help you be proficient with different test automation frameworks i.e. Selenium, Cypress, TestNG etc.