def test_handle_bar_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
bar = TestDataStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00003
def test_handle_trade_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks = SimpleMovingAverage(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_FXCM)
# Act
sma_for_ticks.handle_trade_tick(tick)
# Assert
self.assertTrue(sma_for_ticks.has_inputs)
self.assertEqual(1.00001, sma_for_ticks.value)
def test_handle_trade_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks = SimpleMovingAverage(10)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
sma_for_ticks.handle_trade_tick(tick)
# Assert
assert sma_for_ticks.has_inputs
assert sma_for_ticks.value == 1.00001
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00001
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_trade_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00001, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00003, indicator.value)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10, PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00002, indicator.value)
def setUp(self):
# Arrange
self.sma = SimpleMovingAverage(10)
class SimpleMovingAverageTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.sma = SimpleMovingAverage(10)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual("SimpleMovingAverage", self.sma.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual("SimpleMovingAverage(10)", str(self.sma))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.sma).startswith("<SimpleMovingAverage(10) object at"))
self.assertTrue(repr(self.sma).endswith(">"))
def test_period_returns_expected_value(self):
# Act
# Assert
self.assertEqual(10, self.sma.period)
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.sma.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
self.sma.update_raw(4.00000)
self.sma.update_raw(5.00000)
self.sma.update_raw(6.00000)
self.sma.update_raw(7.00000)
self.sma.update_raw(8.00000)
self.sma.update_raw(9.00000)
self.sma.update_raw(10.00000)
# Act
# Assert
self.assertEqual(True, self.sma.initialized)
self.assertEqual(10, self.sma.count)
self.assertEqual(5.5, self.sma.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.sma.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
# Act
# Assert
self.assertEqual(2.0, self.sma.value)
def test_value_at_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
# Act
# Assert
self.assertEqual(2.0, self.sma.value)
def test_handle_quote_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks1 = SimpleMovingAverage(10, PriceType.ASK)
sma_for_ticks2 = SimpleMovingAverage(10, PriceType.MID)
sma_for_ticks3 = SimpleMovingAverage(10, PriceType.BID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_FXCM)
# Act
sma_for_ticks1.handle_quote_tick(tick)
sma_for_ticks2.handle_quote_tick(tick)
sma_for_ticks3.handle_quote_tick(tick)
# Assert
self.assertTrue(sma_for_ticks1.has_inputs)
self.assertTrue(sma_for_ticks2.has_inputs)
self.assertTrue(sma_for_ticks3.has_inputs)
self.assertEqual(1.00003, sma_for_ticks1.value)
self.assertEqual(1.00002, sma_for_ticks2.value)
self.assertEqual(1.00001, sma_for_ticks3.value)
def test_handle_trade_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks = SimpleMovingAverage(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_FXCM)
# Act
sma_for_ticks.handle_trade_tick(tick)
# Assert
self.assertTrue(sma_for_ticks.has_inputs)
self.assertEqual(1.00001, sma_for_ticks.value)
def test_with_battery_signal(self):
# Arrange
tt = time.time()
battery_signal = BatterySeries.create(length=1000000)
output = []
# Act
for point in battery_signal:
self.sma.update_raw(point)
output.append(self.sma.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
print(self.sma.value)
print(time.time() - tt)
def test_handle_quote_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks1 = SimpleMovingAverage(10, PriceType.ASK)
sma_for_ticks2 = SimpleMovingAverage(10, PriceType.MID)
sma_for_ticks3 = SimpleMovingAverage(10, PriceType.BID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_FXCM)
# Act
sma_for_ticks1.handle_quote_tick(tick)
sma_for_ticks2.handle_quote_tick(tick)
sma_for_ticks3.handle_quote_tick(tick)
# Assert
self.assertTrue(sma_for_ticks1.has_inputs)
self.assertTrue(sma_for_ticks2.has_inputs)
self.assertTrue(sma_for_ticks3.has_inputs)
self.assertEqual(1.00003, sma_for_ticks1.value)
self.assertEqual(1.00002, sma_for_ticks2.value)
self.assertEqual(1.00001, sma_for_ticks3.value)
class SimpleMovingAverageTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.sma = SimpleMovingAverage(10)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual('SimpleMovingAverage', self.sma.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual('SimpleMovingAverage(10)', str(self.sma))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(repr(self.sma).startswith('<SimpleMovingAverage(10) object at'))
self.assertTrue(repr(self.sma).endswith('>'))
def test_period_returns_expected_value(self):
# Act
# Assert
self.assertEqual(10, self.sma.period)
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.sma.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.sma.update(1.00000)
self.sma.update(2.00000)
self.sma.update(3.00000)
self.sma.update(4.00000)
self.sma.update(5.00000)
self.sma.update(6.00000)
self.sma.update(7.00000)
self.sma.update(8.00000)
self.sma.update(9.00000)
self.sma.update(10.00000)
# Act
# Assert
self.assertEqual(True, self.sma.initialized)
self.assertEqual(10, self.sma.count)
self.assertEqual(5.5, self.sma.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.sma.update(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.sma.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.sma.update(1.00000)
self.sma.update(2.00000)
self.sma.update(3.00000)
# Act
# Assert
self.assertEqual(2.0, self.sma.value)
def test_value_at_returns_expected_value(self):
# Arrange
self.sma.update(1.00000)
self.sma.update(2.00000)
self.sma.update(3.00000)
# Act
# Assert
self.assertEqual(2.0, self.sma.value)
def test_with_battery_signal(self):
# Arrange
tt = time.time()
battery_signal = BatterySeries.create(length=1000000)
output = []
# Act
for point in battery_signal:
self.sma.update(point)
output.append(self.sma.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
print(self.sma.value)
print(time.time() - tt)
def setup(self):
# Fixture Setup
self.sma = SimpleMovingAverage(10)
class TestSimpleMovingAverage:
def setup(self):
# Fixture Setup
self.sma = SimpleMovingAverage(10)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.sma.name == "SimpleMovingAverage"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.sma) == "SimpleMovingAverage(10)"
assert repr(self.sma) == "SimpleMovingAverage(10)"
def test_period_returns_expected_value(self):
# Arrange, Act, Assert
assert self.sma.period == 10
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.sma.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
self.sma.update_raw(4.00000)
self.sma.update_raw(5.00000)
self.sma.update_raw(6.00000)
self.sma.update_raw(7.00000)
self.sma.update_raw(8.00000)
self.sma.update_raw(9.00000)
self.sma.update_raw(10.00000)
# Act, Assert
assert self.sma.initialized is True
assert self.sma.count == 10
assert self.sma.value == 5.5
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10, PriceType.MID)
tick = TestDataStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00002
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00001
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
bar = TestDataStubs.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.sma.update_raw(1.00000)
# Act, Assert
assert self.sma.value == 1.0
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
# Act, Assert
assert self.sma.value == 2.0
def test_value_at_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
# Act, Assert
assert self.sma.value == 2.0
def test_handle_quote_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks1 = SimpleMovingAverage(10, PriceType.ASK)
sma_for_ticks2 = SimpleMovingAverage(10, PriceType.MID)
sma_for_ticks3 = SimpleMovingAverage(10, PriceType.BID)
tick = TestDataStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
sma_for_ticks1.handle_quote_tick(tick)
sma_for_ticks2.handle_quote_tick(tick)
sma_for_ticks3.handle_quote_tick(tick)
# Assert
assert sma_for_ticks1.has_inputs
assert sma_for_ticks2.has_inputs
assert sma_for_ticks3.has_inputs
assert sma_for_ticks1.value == 1.00003
assert sma_for_ticks2.value == 1.00002
assert sma_for_ticks3.value == 1.00001
def test_handle_trade_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks = SimpleMovingAverage(10)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
sma_for_ticks.handle_trade_tick(tick)
# Assert
assert sma_for_ticks.has_inputs
assert sma_for_ticks.value == 1.00001
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.sma.update_raw(1.00000)
# Act
self.sma.reset()
# Assert
assert not self.sma.initialized
assert self.sma.value == 0
def test_handle_quote_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks1 = SimpleMovingAverage(10, PriceType.ASK)
sma_for_ticks2 = SimpleMovingAverage(10, PriceType.MID)
sma_for_ticks3 = SimpleMovingAverage(10, PriceType.BID)
tick = TestDataStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
sma_for_ticks1.handle_quote_tick(tick)
sma_for_ticks2.handle_quote_tick(tick)
sma_for_ticks3.handle_quote_tick(tick)
# Assert
assert sma_for_ticks1.has_inputs
assert sma_for_ticks2.has_inputs
assert sma_for_ticks3.has_inputs
assert sma_for_ticks1.value == 1.00003
assert sma_for_ticks2.value == 1.00002
assert sma_for_ticks3.value == 1.00001
class SimpleMovingAverageTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.sma = SimpleMovingAverage(10)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("SimpleMovingAverage", self.sma.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("SimpleMovingAverage(10)", str(self.sma))
self.assertEqual("SimpleMovingAverage(10)", repr(self.sma))
def test_period_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.sma.period)
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.sma.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
self.sma.update_raw(4.00000)
self.sma.update_raw(5.00000)
self.sma.update_raw(6.00000)
self.sma.update_raw(7.00000)
self.sma.update_raw(8.00000)
self.sma.update_raw(9.00000)
self.sma.update_raw(10.00000)
# Act
# Assert
self.assertEqual(True, self.sma.initialized)
self.assertEqual(10, self.sma.count)
self.assertEqual(5.5, self.sma.value)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10, PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00002, indicator.value)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_trade_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00001, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = SimpleMovingAverage(10)
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.sma.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.sma.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
# Act
# Assert
self.assertEqual(2.0, self.sma.value)
def test_value_at_returns_expected_value(self):
# Arrange
self.sma.update_raw(1.00000)
self.sma.update_raw(2.00000)
self.sma.update_raw(3.00000)
# Act
# Assert
self.assertEqual(2.0, self.sma.value)
def test_handle_quote_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks1 = SimpleMovingAverage(10, PriceType.ASK)
sma_for_ticks2 = SimpleMovingAverage(10, PriceType.MID)
sma_for_ticks3 = SimpleMovingAverage(10, PriceType.BID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.symbol)
# Act
sma_for_ticks1.handle_quote_tick(tick)
sma_for_ticks2.handle_quote_tick(tick)
sma_for_ticks3.handle_quote_tick(tick)
# Assert
self.assertTrue(sma_for_ticks1.has_inputs)
self.assertTrue(sma_for_ticks2.has_inputs)
self.assertTrue(sma_for_ticks3.has_inputs)
self.assertEqual(1.00003, sma_for_ticks1.value)
self.assertEqual(1.00002, sma_for_ticks2.value)
self.assertEqual(1.00001, sma_for_ticks3.value)
def test_handle_trade_tick_updates_with_expected_value(self):
# Arrange
sma_for_ticks = SimpleMovingAverage(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.symbol)
# Act
sma_for_ticks.handle_trade_tick(tick)
# Assert
self.assertTrue(sma_for_ticks.has_inputs)
self.assertEqual(1.00001, sma_for_ticks.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.sma.update_raw(1.00000)
# Act
self.sma.reset()
# Assert
self.assertFalse(self.sma.initialized)
self.assertEqual(0, self.sma.value)