def test_extract_volume_with_invalid_price_raises_value_error(self):
# Arrange
tick = QuoteTick(
instrument_id=AUDUSD_SIM.id,
bid=Price.from_str("1.00000"),
ask=Price.from_str("1.00001"),
bid_size=Quantity.from_int(1),
ask_size=Quantity.from_int(1),
ts_event=0,
ts_init=0,
)
# Act, Assert
with pytest.raises(ValueError):
tick.extract_volume(0)
def test_extract_volume_with_various_price_types_returns_expected_values(self):
# Arrange
tick = QuoteTick(
instrument_id=AUDUSD_SIM.id,
bid=Price.from_str("1.00000"),
ask=Price.from_str("1.00001"),
bid_size=Quantity.from_int(500000),
ask_size=Quantity.from_int(800000),
ts_event=0,
ts_init=0,
)
# Act
result1 = tick.extract_volume(PriceType.ASK)
result2 = tick.extract_volume(PriceType.MID)
result3 = tick.extract_volume(PriceType.BID)
# Assert
assert result1 == Quantity.from_int(800000)
assert result2 == Quantity.from_int(650000) # Average size
assert result3 == Quantity.from_int(500000)