def test_handle_bar_updates_indicator(self):
# Arrange
indicator = VolumeWeightedAveragePrice()
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00003
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = VolumeWeightedAveragePrice()
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00003, indicator.value)
def setUp(self):
# Fixture Setup
self.vwap = VolumeWeightedAveragePrice()
class VolumeWeightedAveragePriceTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.vwap = VolumeWeightedAveragePrice()
def test_name_returns_expected_string(self):
# Act
# Assert
self.assertEqual("VolumeWeightedAveragePrice", self.vwap.name)
def test_str_repr_returns_expected_string(self):
# Act
# Assert
self.assertEqual("VolumeWeightedAveragePrice()", str(self.vwap))
self.assertEqual("VolumeWeightedAveragePrice()", repr(self.vwap))
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.vwap.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Act
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
# Assert
self.assertEqual(True, self.vwap.initialized)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = VolumeWeightedAveragePrice()
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00003, indicator.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
# Act
# Assert
self.assertEqual(1.00000, self.vwap.value)
def test_values_with_higher_inputs_returns_expected_value(self):
# Arrange
# Act
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
self.vwap.update_raw(1.00010, 11000, UNIX_EPOCH)
self.vwap.update_raw(1.00020, 12000, UNIX_EPOCH)
self.vwap.update_raw(1.00030, 13000, UNIX_EPOCH)
self.vwap.update_raw(1.00040, 14000, UNIX_EPOCH)
self.vwap.update_raw(1.00050, 0, UNIX_EPOCH)
self.vwap.update_raw(1.00060, 16000, UNIX_EPOCH)
self.vwap.update_raw(1.00070, 17000, UNIX_EPOCH)
self.vwap.update_raw(1.00080, 18000, UNIX_EPOCH)
self.vwap.update_raw(1.00090, 19000, UNIX_EPOCH)
# Assert
self.assertEqual(1.0005076923076923, self.vwap.value)
def test_values_with_all_lower_inputs_returns_expected_value(self):
# Arrange
# Act
self.vwap.update_raw(1.00100, 20000, UNIX_EPOCH)
self.vwap.update_raw(1.00090, 19000, UNIX_EPOCH)
self.vwap.update_raw(1.00080, 18000, UNIX_EPOCH)
self.vwap.update_raw(1.00070, 17000, UNIX_EPOCH)
self.vwap.update_raw(1.00060, 16000, UNIX_EPOCH)
self.vwap.update_raw(1.00050, 15000, UNIX_EPOCH)
self.vwap.update_raw(1.00040, 14000, UNIX_EPOCH)
self.vwap.update_raw(1.00030, 13000, UNIX_EPOCH)
self.vwap.update_raw(1.00020, 12000, UNIX_EPOCH)
self.vwap.update_raw(1.00010, 11000, UNIX_EPOCH)
# Assert
self.assertEqual(1.0006032258064514, self.vwap.value)
def test_new_day_resets_values(self):
# Arrange
# Act
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
self.vwap.update_raw(1.00010, 11000, UNIX_EPOCH)
self.vwap.update_raw(1.00020, 12000, UNIX_EPOCH)
self.vwap.update_raw(1.00030, 13000, UNIX_EPOCH)
self.vwap.update_raw(1.00040, 14000, UNIX_EPOCH)
self.vwap.update_raw(1.00050, 0, UNIX_EPOCH)
self.vwap.update_raw(1.00060, 16000, UNIX_EPOCH)
self.vwap.update_raw(1.00070, 17000, UNIX_EPOCH)
self.vwap.update_raw(1.00080, 18000, UNIX_EPOCH)
self.vwap.update_raw(1.00090, 19000, UNIX_EPOCH)
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH + timedelta(1))
# Assert
self.assertEqual(1.00000, self.vwap.value)
def test_new_day_with_first_volume_zero_returns_price_as_value(self):
# Arrange
# Act
self.vwap.update_raw(2.00000, 10000, UNIX_EPOCH)
self.vwap.update_raw(1.00000, 0, UNIX_EPOCH + timedelta(1))
# Assert
self.assertEqual(1.00000, self.vwap.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(100):
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
# Act
self.vwap.reset()
# Assert
self.assertFalse(self.vwap.initialized)
self.assertEqual(0, self.vwap.value)
def setUp(self):
# Arrange
self.vwap = VolumeWeightedAveragePrice()
class VolumeWeightedAveragePriceTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.vwap = VolumeWeightedAveragePrice()
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual('VolumeWeightedAveragePrice', self.vwap.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual('VolumeWeightedAveragePrice()', str(self.vwap))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.vwap).startswith(
'<VolumeWeightedAveragePrice() object at'))
self.assertTrue(repr(self.vwap).endswith('>'))
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.vwap.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Act
self.vwap.update(1.00000, 10000, UNIX_EPOCH)
# Assert
self.assertEqual(True, self.vwap.initialized)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.vwap.update(1.00000, 10000, UNIX_EPOCH)
# Act
# Assert
self.assertEqual(1.00000, self.vwap.value)
def test_values_with_higher_inputs_returns_expected_value(self):
# Arrange
# Act
self.vwap.update(1.00000, 10000, UNIX_EPOCH)
self.vwap.update(1.00010, 11000, UNIX_EPOCH)
self.vwap.update(1.00020, 12000, UNIX_EPOCH)
self.vwap.update(1.00030, 13000, UNIX_EPOCH)
self.vwap.update(1.00040, 14000, UNIX_EPOCH)
self.vwap.update(1.00050, 0, UNIX_EPOCH)
self.vwap.update(1.00060, 16000, UNIX_EPOCH)
self.vwap.update(1.00070, 17000, UNIX_EPOCH)
self.vwap.update(1.00080, 18000, UNIX_EPOCH)
self.vwap.update(1.00090, 19000, UNIX_EPOCH)
# Assert
self.assertEqual(1.0005076923076923, self.vwap.value)
def test_values_with_all_lower_inputs_returns_expected_value(self):
# Arrange
# Act
self.vwap.update(1.00100, 20000, UNIX_EPOCH)
self.vwap.update(1.00090, 19000, UNIX_EPOCH)
self.vwap.update(1.00080, 18000, UNIX_EPOCH)
self.vwap.update(1.00070, 17000, UNIX_EPOCH)
self.vwap.update(1.00060, 16000, UNIX_EPOCH)
self.vwap.update(1.00050, 15000, UNIX_EPOCH)
self.vwap.update(1.00040, 14000, UNIX_EPOCH)
self.vwap.update(1.00030, 13000, UNIX_EPOCH)
self.vwap.update(1.00020, 12000, UNIX_EPOCH)
self.vwap.update(1.00010, 11000, UNIX_EPOCH)
# Assert
self.assertEqual(1.0006032258064514, self.vwap.value)
def test_new_day_resets_values(self):
# Arrange
# Act
self.vwap.update(1.00000, 10000, UNIX_EPOCH)
self.vwap.update(1.00010, 11000, UNIX_EPOCH)
self.vwap.update(1.00020, 12000, UNIX_EPOCH)
self.vwap.update(1.00030, 13000, UNIX_EPOCH)
self.vwap.update(1.00040, 14000, UNIX_EPOCH)
self.vwap.update(1.00050, 0, UNIX_EPOCH)
self.vwap.update(1.00060, 16000, UNIX_EPOCH)
self.vwap.update(1.00070, 17000, UNIX_EPOCH)
self.vwap.update(1.00080, 18000, UNIX_EPOCH)
self.vwap.update(1.00090, 19000, UNIX_EPOCH)
self.vwap.update(1.00000, 10000, UNIX_EPOCH + timedelta(1))
# Assert
self.assertEqual(1.00000, self.vwap.value)
def test_new_day_with_first_volume_zero_returns_price_as_value(self):
# Arrange
# Act
self.vwap.update(2.00000, 10000, UNIX_EPOCH)
self.vwap.update(1.00000, 0, UNIX_EPOCH + timedelta(1))
# Assert
self.assertEqual(1.00000, self.vwap.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for i in range(100):
self.vwap.update(1.00000, 10000, UNIX_EPOCH)
# Act
self.vwap.reset() # No assertion errors.
self.assertFalse(self.vwap.initialized)
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in BatterySeries.create():
self.vwap.update(point, 10000, UNIX_EPOCH)
output.append(self.vwap.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
class TestVolumeWeightedAveragePrice:
def setup(self):
# Fixture Setup
self.vwap = VolumeWeightedAveragePrice()
def test_name_returns_expected_string(self):
# Act, Assert
assert self.vwap.name == "VolumeWeightedAveragePrice"
def test_str_repr_returns_expected_string(self):
# Act, Assert
assert str(self.vwap) == "VolumeWeightedAveragePrice()"
assert repr(self.vwap) == "VolumeWeightedAveragePrice()"
def test_initialized_without_inputs_returns_false(self):
# Act, Assert
assert self.vwap.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange, Act
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
# Assert
assert self.vwap.initialized is True
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = VolumeWeightedAveragePrice()
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00003
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
# Act, Assert
assert self.vwap.value == 1.00000
def test_values_with_higher_inputs_returns_expected_value(self):
# Arrange, Act
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
self.vwap.update_raw(1.00010, 11000, UNIX_EPOCH)
self.vwap.update_raw(1.00020, 12000, UNIX_EPOCH)
self.vwap.update_raw(1.00030, 13000, UNIX_EPOCH)
self.vwap.update_raw(1.00040, 14000, UNIX_EPOCH)
self.vwap.update_raw(1.00050, 0, UNIX_EPOCH)
self.vwap.update_raw(1.00060, 16000, UNIX_EPOCH)
self.vwap.update_raw(1.00070, 17000, UNIX_EPOCH)
self.vwap.update_raw(1.00080, 18000, UNIX_EPOCH)
self.vwap.update_raw(1.00090, 19000, UNIX_EPOCH)
# Assert
assert self.vwap.value == 1.0005076923076923
def test_values_with_all_lower_inputs_returns_expected_value(self):
# Arrange, Act
self.vwap.update_raw(1.00100, 20000, UNIX_EPOCH)
self.vwap.update_raw(1.00090, 19000, UNIX_EPOCH)
self.vwap.update_raw(1.00080, 18000, UNIX_EPOCH)
self.vwap.update_raw(1.00070, 17000, UNIX_EPOCH)
self.vwap.update_raw(1.00060, 16000, UNIX_EPOCH)
self.vwap.update_raw(1.00050, 15000, UNIX_EPOCH)
self.vwap.update_raw(1.00040, 14000, UNIX_EPOCH)
self.vwap.update_raw(1.00030, 13000, UNIX_EPOCH)
self.vwap.update_raw(1.00020, 12000, UNIX_EPOCH)
self.vwap.update_raw(1.00010, 11000, UNIX_EPOCH)
# Assert
assert self.vwap.value == 1.0006032258064514
def test_new_day_resets_values(self):
# Arrange, Act
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
self.vwap.update_raw(1.00010, 11000, UNIX_EPOCH)
self.vwap.update_raw(1.00020, 12000, UNIX_EPOCH)
self.vwap.update_raw(1.00030, 13000, UNIX_EPOCH)
self.vwap.update_raw(1.00040, 14000, UNIX_EPOCH)
self.vwap.update_raw(1.00050, 0, UNIX_EPOCH)
self.vwap.update_raw(1.00060, 16000, UNIX_EPOCH)
self.vwap.update_raw(1.00070, 17000, UNIX_EPOCH)
self.vwap.update_raw(1.00080, 18000, UNIX_EPOCH)
self.vwap.update_raw(1.00090, 19000, UNIX_EPOCH)
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH + timedelta(1))
# Assert
assert self.vwap.value == 1.00000
def test_new_day_with_first_volume_zero_returns_price_as_value(self):
# Arrange, Act
self.vwap.update_raw(2.00000, 10000, UNIX_EPOCH)
self.vwap.update_raw(1.00000, 0, UNIX_EPOCH + timedelta(1))
# Assert
assert self.vwap.value == 1.00000
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(100):
self.vwap.update_raw(1.00000, 10000, UNIX_EPOCH)
# Act
self.vwap.reset()
# Assert
assert not self.vwap.initialized
assert self.vwap.value == 0