def test_multiple_nested_quotes_update(): duration = 1 quotes = Quotes(duration) jaw = quotes.close teeth = quotes.close ave = (jaw * 13 + teeth * 8) / 21 mock_quotes = Quote.mock_ohlcv_points(list(np.arange(1, 25)), t_step=1) for q in mock_quotes: quotes.append(q) assert jaw.is_updating is False assert teeth.is_updating is False assert ave.is_updating is False _ = ave.domain assert ave.domain == Interval.closed(0, 23) assert ave(0) == 1
def test_offset_close_update_from_empty(): quotes = Quotes(1) ps = quotes.close.offset(10) assert ps.domain.is_empty mock_quotes = Quote.mock_ohlcv_points([(1, 2.2, 0.9, 2), (2, 3.1, 1.9, 3)], t_step=1) for q in mock_quotes: quotes.append(q) _ = ps.domain assert ps.domain == Interval.closed(10, 11) assert ps(9) is None assert ps(10) == 2 assert ps(11) == 3 assert ps(12) is None