def test_handle_trade_ticks_with_no_ticks_logs_and_continues(self):
# Arrange
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_trade_ticks(AUDUSD_SIM.id, ema)
# Act
strategy.handle_trade_ticks([])
# Assert
assert ema.count == 0
def test_handle_trade_ticks_updates_indicator_registered_for_trade_ticks(
self):
# Arrange
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_trade_ticks(AUDUSD_SIM.id, ema)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
strategy.handle_trade_ticks([tick])
# Assert
assert ema.count == 1
