def test_getting_bar_at_out_of_range_index_raises_exception(self):
# Arrange
strategy = TradingStrategy(order_id_tag='001')
bar_type = TestStubs.bartype_gbpusd_1sec_mid()
bar = Bar(Price(1.00001, 5), Price(1.00004, 5), Price(1.00002, 5),
Price(1.00003, 5), Volume(100000),
datetime(1970, 1, 1, 00, 00, 0, 0, timezone.utc))
strategy.handle_bar(bar_type, bar)
# Act
# Assert
self.assertRaises(IndexError, strategy.bar, bar_type, -2)
def test_can_get_bar(self):
strategy = TradingStrategy(order_id_tag='001')
bar_type = TestStubs.bartype_gbpusd_1sec_mid()
bar = Bar(Price(1.00001, 5), Price(1.00004, 5), Price(1.00002, 5),
Price(1.00003, 5), Volume(100000),
datetime(1970, 1, 1, 00, 00, 0, 0, timezone.utc))
strategy.handle_bar(bar_type, bar)
# Act
result = strategy.bar(bar_type, 0)
# Assert
self.assertEqual(bar, result)
def test_handle_bar_updates_indicator_registered_for_bars(self):
# Arrange
bar_type = TestStubs.bartype_audusd_1min_bid()
strategy = TradingStrategy()
strategy.register(
trader_id=self.trader_id,
portfolio=self.portfolio,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
ema = ExponentialMovingAverage(10)
strategy.register_indicator_for_bars(bar_type, ema)
bar = TestStubs.bar_5decimal()
# Act
strategy.handle_bar(bar)
strategy.handle_bar(bar, True)
# Assert
assert ema.count == 2
