def test_closed(self):
fr = FrameFactory()
next_frame = FrameFactory()
fr.next_frame = next_frame
assert fr.closed is True
def test_update_last_tick(self):
tick = TickFactory()
fr = FrameFactory()
fr.on_new_tick(tick)
assert fr.last_tick == tick
def test_update_high_tick(self):
fr = FrameFactory()
fr.high_tick = TickFactory(bid=99, ask=101)
new_high = TickFactory(bid=100, ask=102)
fr.on_new_tick(new_high)
assert fr.high_tick == new_high
def test_update_low_tick(self):
fr = FrameFactory()
fr.low_tick = TickFactory(bid=99, ask=101)
new_low = TickFactory(bid=98, ask=100)
fr.on_new_tick(new_low)
assert fr.low_tick == new_low
def test_indicators_on_new_tick_called__indicator_none(
self, mocker, market_open):
epic_mock = mocker.Mock()
epic_mock.market_open = market_open
parent_framset = FrameSetFactory()
indicator_mock = mocker.Mock()
indicator_mock.ref = "my_indicator_ref"
parent_framset.epic = epic_mock
parent_framset.add_indicator(indicator_mock)
fr = FrameFactory(parent_frameset=parent_framset)
fr.indicators = {"my_indicator_ref": None}
tick = TickFactory()
fr.on_new_tick(tick)
assert indicator_mock.build_value_from_frame.call_args_list == [
call(fr, market_open), # call on Frame Init
call(fr, market_open),
]
def test_base_indicator_value_call(self, mocker):
init_mock = mocker.patch.object(
BaseIndicatorValue, "__init__", wraps=BaseIndicatorValue.__init__
)
frame_mock = FrameFactory()
rsi = RSIFactory()
rsi.rsi_periods = 5
rsiv = RSIValue(frame=frame_mock, indicator=rsi)
assert init_mock.call_args_list == [call(rsiv, frame=frame_mock, indicator=rsi)]
def test_indicators_not_empty(self, mocker):
epic_mock = mocker.Mock()
epic_mock.market_open = True
parent_framset = FrameSetFactory()
indicator_mock = mocker.Mock()
indicator_mock.ref = "my_indicator_ref"
indicator_mock.build_value_from_frame.return_value = "indicator_value"
parent_framset.epic = epic_mock
parent_framset.add_indicator(indicator_mock)
fr = FrameFactory(parent_frameset=parent_framset)
assert fr.indicators == {"my_indicator_ref": "indicator_value"}
def test_create_new_frame_call__gap(self, mocker):
fs = FrameSetFactory(unit=Unit.SECOND, unit_quantity=10)
create_new_frame_mock = mocker.patch.object(fs,
"create_new_frame",
wraps=fs.create_new_frame)
current_last_tick = TickFactory()
current_frame = FrameFactory(
first_tick=current_last_tick,
period_start=arrow.get("2020-01-01 12:34:10"),
period_end=arrow.get("2020-01-01 12:34:20"),
)
fs.frames = [current_frame]
new_tick = TickFactory(datetime=arrow.get("2020-01-01 12:34:56"))
fs.on_new_tick(new_tick)
assert create_new_frame_mock.call_args_list == [
call(
current_last_tick,
arrow.get("2020-01-01 12:34:20"),
arrow.get("2020-01-01 12:34:30"),
),
call(
current_last_tick,
arrow.get("2020-01-01 12:34:30"),
arrow.get("2020-01-01 12:34:40"),
),
call(
current_last_tick,
arrow.get("2020-01-01 12:34:40"),
arrow.get("2020-01-01 12:34:50"),
),
call(
new_tick,
arrow.get("2020-01-01 12:34:50"),
arrow.get("2020-01-01 12:35:00"),
),
]
def test_period_start(self):
period_start = arrow.utcnow()
fr = FrameFactory(period_start=period_start)
assert fr.period_start == period_start
def test_indicators__no_indicators(self):
fr = FrameFactory()
assert fr.indicators == {}
def test_low_tick__default(self):
tick = TickFactory()
fr = FrameFactory(first_tick=tick)
assert fr.low_tick == tick
def test_nb_ticks__default(self):
fr = FrameFactory()
assert fr.nb_ticks == 1
def test_previous_frame__manual(self):
previous_frame = FrameFactory()
fr = FrameFactory(previous_frame=previous_frame)
assert fr.previous_frame == previous_frame
def test_previous_frame__default(self):
fr = FrameFactory()
assert fr.previous_frame is None
def test_period_end__manual(self):
period_end = arrow.utcnow()
fr = FrameFactory(period_end=period_end)
assert fr.period_end == period_end
def test_period_end__default(self):
fr = FrameFactory()
assert fr.period_end is None
def test_resistance3(self):
bpt = BasePivotType(indicator="test", frame=FrameFactory())
with pytest.raises(NotImplementedError):
bpt.resistance3
def test_not_closed(self):
fr = FrameFactory()
assert fr.closed is False
def test_frame(self):
fr = FrameFactory()
biv = BaseIndicatorValueFactory(frame=fr)
assert biv.frame == fr
def test_first_tick(self):
tick = TickFactory()
fr = FrameFactory(first_tick=tick)
assert fr.first_tick == tick
def test_nb_ticks_update(self):
fr = FrameFactory()
fr.on_new_tick(TickFactory())
assert fr.nb_ticks == 2
def test_exists(self):
fs = FrameSetFactory()
last_frame = FrameFactory()
fs.frames = ["first", last_frame]
assert fs.current == last_frame
def test_get_not_existing(self):
fr = FrameFactory()
assert fr["undefined"] is None
def test_existing(self):
fr = FrameFactory()
fr.indicators["test_indicator"] = "test"
assert fr["test_indicator"] == "test"
def test_support2(self):
bpt = BasePivotType(indicator="test", frame=FrameFactory())
with pytest.raises(NotImplementedError):
bpt.support2