def test___init__(self):
"""
Case: count, no start, no end
"""
COUNT = 100
GRANULARITY = 'S5'
NUM_EXTRA_SECONDS = 300
sample_instrument = Instrument(4) # USD_JPY
# Initialize a sample chart.
chart = Chart(
in_instrument=sample_instrument,
count=COUNT
)
# check success
self.assertNotEqual(chart._granularity, None)
# check indecies
self.assertTrue(
chart._start_index == 0 and chart._get_end_index() == COUNT - 1
)
# check instrument
self.assertEqual(sample_instrument.get_id(), chart._instrument.get_id())
self.assertEqual(sample_instrument.get_name(), chart._instrument.get_name())
# check granularity
self.assertEqual(chart._granularity, GRANULARITY) # Oanda's default (S5)
# check count
self.assertEqual(chart.get_size(), COUNT)
# check candle format
# If 'bidask', then the midpoints will be None, and vice-versa
self.assertNotEqual(chart[0].open_bid, None) # Oanda's default
start = None
chart = None
"""
Case: count, start, no end
"""
COUNT = 100
GRANULARITY = 'M1'
WIGGLE_MINUTES = 5 # no price change -> no candle
ADJUSTMENT = 120
sample_instrument = Instrument(4) # USD_JPY
# Initialize a sample chart with no market close gaps.
# start = now - time since close - chart size
# - (adjustment to busy time to avoid gaps) - skipped candle slack
start = datetime.utcnow() \
- Broker.get_time_since_close() \
- timedelta(minutes = COUNT + ADJUSTMENT + WIGGLE_MINUTES)
chart = Chart(
in_instrument=sample_instrument,
count=COUNT,
start=start,
granularity=GRANULARITY
)
# check success
self.assertNotEqual(chart._granularity, None)
# check indecies
self.assertTrue(
chart._start_index == 0 and chart._get_end_index() == COUNT - 1
)
# check instrument
self.assertEqual(sample_instrument.get_id(), chart._instrument.get_id())
self.assertEqual(sample_instrument.get_name(), chart._instrument.get_name())
# check granularity
self.assertEqual(chart._granularity, GRANULARITY)
# check count
self.assertEqual(chart.get_size(), COUNT)
# check start time
self.assertTrue(
# Candles gap if there were no ticks, so allow some wiggle room.
abs(start - chart.get_start_timestamp()) < timedelta(minutes=WIGGLE_MINUTES)
)
# check end time
end_expected = start + timedelta(minutes=COUNT)
end_real = chart.get_end_timestamp()
self.assertTrue(
# Candles gap if there were no ticks, so allow some wiggle room.
abs(end_expected - end_real) < timedelta(minutes=WIGGLE_MINUTES)
)
# check candle format
self.assertNotEqual(chart[0].open_bid, None)
"""
count, no start, end
"""
COUNT = 100
GRANULARITY = 'H2'
sample_instrument = Instrument(4) # USD_JPY
# Initialize a sample chart.
chart = Chart(
in_instrument=sample_instrument,
count=COUNT,
end=datetime.utcnow(),
granularity=GRANULARITY
)
# check success
self.assertNotEqual(chart._granularity, None)
# check indecies
self.assertTrue(
chart._start_index == 0 and chart._get_end_index() == COUNT - 1
)
# check instrument
self.assertEqual(sample_instrument.get_id(), chart._instrument.get_id())
self.assertEqual(sample_instrument.get_name(), chart._instrument.get_name())
# check granularity
self.assertEqual(chart._granularity, GRANULARITY)
# check count
self.assertEqual(chart.get_size(), COUNT)
# check start time
"""self.assertTrue(
# Candles gap if there were no ticks, so allow some wiggle room.
abs(start - chart.get_start_timestamp()) < timedelta(minutes=5)
)"""
# check end time
end_expected = datetime.utcnow()
end_real = chart.get_end_timestamp()
if Broker.get_time_until_close() == timedelta():
self.assertTrue(
abs(end_expected - end_real) < timedelta(days=3)
)
else:
self.assertTrue(
# Candles gap if there were no ticks, so allow some wiggle room.
abs(end_expected - end_real) < timedelta(hours=5)
)
# check candle format
# If 'bidask', then the midpoints will be None, and vice-versa
self.assertNotEqual(chart[0].open_bid, None) # Oanda's default
"""
no count, start, no end
"""
COUNT = 24
GRANULARITY = 'M' # month (Oanda)
sample_instrument = Instrument(4) # USD_JPY
# Initialize a sample chart.
# start = now - 2 years
start = datetime.utcnow() - timedelta(days=365*2)
chart = Chart(
in_instrument=sample_instrument,
start=start,
granularity=GRANULARITY
)
# check success
self.assertNotEqual(chart._granularity, None)
# check indecies
self.assertTrue(
chart._start_index == 0 and abs(chart._get_end_index() - COUNT) <= 1
)
# check instrument
self.assertEqual(sample_instrument.get_id(), chart._instrument.get_id())
self.assertEqual(sample_instrument.get_name(), chart._instrument.get_name())
# check granularity
self.assertEqual(chart._granularity, GRANULARITY)
# check count
self.assertTrue( abs(chart.get_size() - COUNT) <= 1 )
# check start time
self.assertTrue(
# allow wiggle room.
abs(start - chart.get_start_timestamp()) < timedelta(days=32)
)
# check end time
end_expected = datetime.utcnow()
end_real = chart.get_end_timestamp()
self.assertTrue(
# Allow wiggle room for market close.
abs(end_expected - end_real) < timedelta(days=32)
)
# check candle format
# If 'bidask', then the midpoints will be None, and vice-versa
self.assertNotEqual(chart[0].open_bid, None) # Oanda's default
