def test_floor_with_ten_ones_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
for _i in range(20):
floored_atr.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert floored_atr.value == 5e-05
def test_floor_with_exponentially_decreasing_high_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
high = 1.00020
low = 1.00000
close = 1.00000
for _i in range(20):
high -= (high - low) / 2
floored_atr.update_raw(high, low, close)
# Act, Assert
assert floored_atr.value == 5e-05
class AverageTrueRangeTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.atr = AverageTrueRange(10)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("AverageTrueRange", self.atr.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("AverageTrueRange(10, SIMPLE, True, 0.0)",
str(self.atr))
self.assertEqual("AverageTrueRange(10, SIMPLE, True, 0.0)",
repr(self.atr))
def test_period(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.atr.period)
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.atr.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Act
for _i in range(10):
self.atr.update_raw(1.00000, 1.00000, 1.00000)
# Assert
self.assertEqual(True, self.atr.initialized)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = AverageTrueRange(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(2.999999999997449e-05, indicator.value)
def test_value_with_no_inputs_returns_zero(self):
# Arrange
# Act
# Assert
self.assertEqual(0.0, self.atr.value)
def test_value_with_epsilon_input(self):
# Arrange
epsilon = sys.float_info.epsilon
self.atr.update_raw(epsilon, epsilon, epsilon)
# Act
# Assert
self.assertEqual(0.0, self.atr.value)
def test_value_with_one_ones_input(self):
# Arrange
self.atr.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(0.0, self.atr.value)
def test_value_with_one_input(self):
# Arrange
self.atr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertAlmostEqual(0.00020, self.atr.value)
def test_value_with_three_inputs(self):
# Arrange
self.atr.update_raw(1.00020, 1.00000, 1.00010)
self.atr.update_raw(1.00020, 1.00000, 1.00010)
self.atr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertAlmostEqual(0.00020, self.atr.value)
def test_value_with_close_on_high(self):
# Arrange
high = 1.00010
low = 1.00000
# Act
for _i in range(1000):
high += 0.00010
low += 0.00010
close = high
self.atr.update_raw(high, low, close)
# Assert
self.assertAlmostEqual(0.00010, self.atr.value, 2)
def test_value_with_close_on_low(self):
# Arrange
high = 1.00010
low = 1.00000
# Act
for _i in range(1000):
high -= 0.00010
low -= 0.00010
close = low
self.atr.update_raw(high, low, close)
# Assert
self.assertAlmostEqual(0.00010, self.atr.value)
def test_floor_with_ten_ones_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
for _i in range(20):
floored_atr.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(5e-05, floored_atr.value)
def test_floor_with_exponentially_decreasing_high_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
high = 1.00020
low = 1.00000
close = 1.00000
for _i in range(20):
high -= (high - low) / 2
floored_atr.update_raw(high, low, close)
# Act
# Assert
self.assertEqual(5e-05, floored_atr.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.atr.update_raw(1.00010, 1.00000, 1.00005)
# Act
self.atr.reset()
# Assert
self.assertFalse(self.atr.initialized)
self.assertEqual(0, self.atr.value)
class AverageTrueRangeTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.atr = AverageTrueRange(10)
def test_name(self):
# Act
# Assert
self.assertEqual('AverageTrueRange', self.atr.name)
def test_str(self):
# Act
# Assert
self.assertEqual('AverageTrueRange(10, SIMPLE, True, 0.0)', str(self.atr))
def test_repr(self):
# Act
# Assert
self.assertTrue(repr(self.atr).startswith('<AverageTrueRange(10, SIMPLE, True, 0.0) object at'))
self.assertTrue(repr(self.atr).endswith('>'))
def test_period(self):
# Act
# Assert
self.assertEqual(10, self.atr.period)
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.atr.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Act
for _i in range(10):
self.atr.update_raw(1.00000, 1.00000, 1.00000)
# Assert
self.assertEqual(True, self.atr.initialized)
def test_value_with_no_inputs_returns_zero(self):
# Act
# Assert
self.assertEqual(0.0, self.atr.value)
def test_value_with_epsilon_input(self):
# Arrange
epsilon = sys.float_info.epsilon
self.atr.update_raw(epsilon, epsilon, epsilon)
# Act
# Assert
self.assertEqual(0.0, self.atr.value)
def test_value_with_one_ones_input(self):
# Arrange
self.atr.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(0.0, self.atr.value)
def test_value_with_one_input(self):
# Arrange
self.atr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertAlmostEqual(0.00020, self.atr.value)
def test_value_with_three_inputs(self):
# Arrange
self.atr.update_raw(1.00020, 1.00000, 1.00010)
self.atr.update_raw(1.00020, 1.00000, 1.00010)
self.atr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertAlmostEqual(0.00020, self.atr.value)
def test_value_with_close_on_high(self):
# Arrange
high = 1.00010
low = 1.00000
# Act
for _i in range(1000):
high += 0.00010
low += 0.00010
close = high
self.atr.update_raw(high, low, close)
# Assert
self.assertAlmostEqual(0.00010, self.atr.value, 2)
def test_value_with_close_on_low(self):
# Arrange
high = 1.00010
low = 1.00000
# Act
for _i in range(1000):
high -= 0.00010
low -= 0.00010
close = low
self.atr.update_raw(high, low, close)
# Assert
self.assertAlmostEqual(0.00010, self.atr.value)
def test_floor_with_ten_ones_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
for _i in range(20):
floored_atr.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(5e-05, floored_atr.value)
def test_floor_with_exponentially_decreasing_high_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
high = 1.00020
low = 1.00000
close = 1.00000
for _i in range(20):
high -= (high - low) / 2
floored_atr.update_raw(high, low, close)
# Act
# Assert
self.assertEqual(5e-05, floored_atr.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.atr.update_raw(1.00010, 1.00000, 1.00005)
# Act
self.atr.reset()
# Assert
self.assertEqual(0.0, self.atr.value) # No assertion errors.
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in BatterySeries.create():
self.atr.update_raw(point, sys.float_info.epsilon, sys.float_info.epsilon)
output.append(self.atr.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
class TestAverageTrueRange:
def setup(self):
# Fixture Setup
self.atr = AverageTrueRange(10)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.atr.name == "AverageTrueRange"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.atr) == "AverageTrueRange(10, SIMPLE, True, 0.0)"
assert repr(self.atr) == "AverageTrueRange(10, SIMPLE, True, 0.0)"
def test_period(self):
# Arrange, Act, Assert
assert self.atr.period == 10
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.atr.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange, Act
for _i in range(10):
self.atr.update_raw(1.00000, 1.00000, 1.00000)
# Assert
assert self.atr.initialized is True
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = AverageTrueRange(10)
bar = TestDataStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 2.999999999997449e-05
def test_value_with_no_inputs_returns_zero(self):
# Arrange, Act, Assert
assert self.atr.value == 0.0
def test_value_with_epsilon_input(self):
# Arrange
epsilon = sys.float_info.epsilon
self.atr.update_raw(epsilon, epsilon, epsilon)
# Act, Assert
assert self.atr.value == 0.0
def test_value_with_one_ones_input(self):
# Arrange
self.atr.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert self.atr.value == 0.0
def test_value_with_one_input(self):
# Arrange
self.atr.update_raw(1.00020, 1.00000, 1.00010)
# Act, Assert
assert self.atr.value == pytest.approx(0.00020)
def test_value_with_three_inputs(self):
# Arrange
self.atr.update_raw(1.00020, 1.00000, 1.00010)
self.atr.update_raw(1.00020, 1.00000, 1.00010)
self.atr.update_raw(1.00020, 1.00000, 1.00010)
# Act, Assert
assert self.atr.value == pytest.approx(0.00020)
def test_value_with_close_on_high(self):
# Arrange
high = 1.00010
low = 1.00000
# Act
for _i in range(1000):
high += 0.00010
low += 0.00010
close = high
self.atr.update_raw(high, low, close)
# Assert
assert self.atr.value == pytest.approx(0.00010, 2)
def test_value_with_close_on_low(self):
# Arrange
high = 1.00010
low = 1.00000
# Act
for _i in range(1000):
high -= 0.00010
low -= 0.00010
close = low
self.atr.update_raw(high, low, close)
# Assert
assert self.atr.value == pytest.approx(0.00010)
def test_floor_with_ten_ones_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
for _i in range(20):
floored_atr.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert floored_atr.value == 5e-05
def test_floor_with_exponentially_decreasing_high_inputs(self):
# Arrange
floor = 0.00005
floored_atr = AverageTrueRange(10, value_floor=floor)
high = 1.00020
low = 1.00000
close = 1.00000
for _i in range(20):
high -= (high - low) / 2
floored_atr.update_raw(high, low, close)
# Act, Assert
assert floored_atr.value == 5e-05
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.atr.update_raw(1.00010, 1.00000, 1.00005)
# Act
self.atr.reset()
# Assert
assert not self.atr.initialized
assert self.atr.value == 0