class WeightedMovingAverageTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.w = [round(i * 0.1, 2) for i in range(1, 11)]
self.wma = WeightedMovingAverage(10, self.w)
self.wma_noweights = WeightedMovingAverage(10)
self.wma_factory = MovingAverageFactory.create(
10, MovingAverageType.WEIGHTED, weights=self.w)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual("WeightedMovingAverage", self.wma.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual(
"WeightedMovingAverage(10, [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0])",
str(self.wma))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.wma).startswith(
"<WeightedMovingAverage(10, [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]) object at"
))
self.assertTrue(repr(self.wma).endswith(">"))
def test_weights_returns_expected_weights(self):
# Act
# Assert
self.assertEqual(self.w, self.wma.weights)
def test_wma_factory_kwargs(self):
for i in range(1, 12):
self.wma_factory.update_raw(float(i))
self.assertEqual(8.0, self.wma_factory.value)
self.assertEqual(self.w, self.wma_factory.weights)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.wma.value)
def test_value_with_two_input_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(10.00000)
# 10 * 1.0, 1 * 0.9
# Act
# Assert
self.assertEqual((10 * 1.0 + 1 * 0.9) / 1.9, self.wma.value)
def test_value_with_no_weights(self):
# Arrange
self.wma_noweights.update_raw(1.00000)
self.wma_noweights.update_raw(2.00000)
# Act
# Assert
self.assertEqual(1.5, self.wma_noweights.value)
def test_value_with_ten_inputs_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
self.wma.update_raw(4.00000)
self.wma.update_raw(5.00000)
self.wma.update_raw(6.00000)
self.wma.update_raw(7.00000)
self.wma.update_raw(8.00000)
self.wma.update_raw(9.00000)
self.wma.update_raw(10.00000)
# Act
# Assert
self.assertAlmostEqual(7.00, self.wma.value, 2)
def test_value_at_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
self.wma.update_raw(4.00000)
self.wma.update_raw(5.00000)
self.wma.update_raw(6.00000)
self.wma.update_raw(7.00000)
self.wma.update_raw(8.00000)
self.wma.update_raw(9.00000)
self.wma.update_raw(10.00000)
self.wma.update_raw(11.00000)
# Act
# Assert
self.assertEqual(8.0, self.wma.value)
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in battery_signal:
self.wma.update_raw(point)
output.append(self.wma.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
class WeightedMovingAverageTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.w = [round(i * 0.1, 2) for i in range(1, 11)]
self.wma = WeightedMovingAverage(10, self.w)
self.wma_noweights = WeightedMovingAverage(10)
self.wma_factory = MovingAverageFactory.create(
10, MovingAverageType.WEIGHTED, weights=self.w)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("WeightedMovingAverage", self.wma.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
weights_repr = repr(self.wma.weights)
self.assertEqual(
f"WeightedMovingAverage(10, {weights_repr})",
str(self.wma),
)
self.assertEqual(
f"WeightedMovingAverage(10, {weights_repr})",
repr(self.wma),
)
def test_weights_returns_expected_weights(self):
# Arrange
# Act
# Assert
self.assertEqual(self.w, list(self.wma.weights))
def test_wma_factory_update_raw(self):
# Arrange
# Act
for i in range(1, 12):
self.wma_factory.update_raw(float(i))
# Assert
self.assertEqual(8.0, self.wma_factory.value)
self.assertEqual(list(self.w), list(self.wma_factory.weights))
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = WeightedMovingAverage(10, self.w, 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 test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = WeightedMovingAverage(10, self.w)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# 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 = WeightedMovingAverage(10, self.w)
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.wma.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.wma.value)
def test_value_with_two_input_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(10.00000)
# 10 * 1.0, 1 * 0.9
# Act
# Assert
self.assertEqual((10 * 1.0 + 1 * 0.9) / 1.9, self.wma.value)
def test_value_with_no_weights(self):
# Arrange
self.wma_noweights.update_raw(1.00000)
self.wma_noweights.update_raw(2.00000)
# Act
# Assert
self.assertEqual(1.5, self.wma_noweights.value)
def test_value_with_ten_inputs_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
self.wma.update_raw(4.00000)
self.wma.update_raw(5.00000)
self.wma.update_raw(6.00000)
self.wma.update_raw(7.00000)
self.wma.update_raw(8.00000)
self.wma.update_raw(9.00000)
self.wma.update_raw(10.00000)
# Act
# Assert
self.assertAlmostEqual(7.00, self.wma.value, 2)
def test_value_at_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
self.wma.update_raw(4.00000)
self.wma.update_raw(5.00000)
self.wma.update_raw(6.00000)
self.wma.update_raw(7.00000)
self.wma.update_raw(8.00000)
self.wma.update_raw(9.00000)
self.wma.update_raw(10.00000)
self.wma.update_raw(11.00000)
# Act
# Assert
self.assertEqual(8.0, self.wma.value)
def test_reset(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
# Act
self.wma.reset()
# Assert
self.assertFalse(self.wma.initialized)
self.assertEqual(0, self.wma.value)
class TestWeightedMovingAverage:
def setup(self):
# Fixture Setup
self.w = [round(i * 0.1, 2) for i in range(1, 11)]
self.wma = WeightedMovingAverage(10, self.w)
self.wma_noweights = WeightedMovingAverage(10)
self.wma_factory = MovingAverageFactory.create(
10, MovingAverageType.WEIGHTED, weights=self.w
)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.wma.name == "WeightedMovingAverage"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
weights_repr = repr(self.wma.weights)
assert str(self.wma) == f"WeightedMovingAverage(10, {weights_repr})"
assert repr(self.wma) == f"WeightedMovingAverage(10, {weights_repr})"
def test_weights_returns_expected_weights(self):
# Arrange, Act, Assert
assert list(self.wma.weights) == self.w
def test_wma_factory_update_raw(self):
# Arrange, Act
for i in range(1, 12):
self.wma_factory.update_raw(float(i))
# Assert
assert self.wma_factory.value == 8.0
assert list(self.wma_factory.weights) == list(self.w)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = WeightedMovingAverage(10, self.w, 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 = WeightedMovingAverage(10, self.w)
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 = WeightedMovingAverage(10, self.w)
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.wma.update_raw(1.00000)
# Act, Assert
assert self.wma.value == 1.0
def test_value_with_two_input_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(10.00000)
# 10 * 1.0, 1 * 0.9
# Act, Assert
assert self.wma.value == (10 * 1.0 + 1 * 0.9) / 1.9
def test_value_with_no_weights(self):
# Arrange
self.wma_noweights.update_raw(1.00000)
self.wma_noweights.update_raw(2.00000)
# Act, Assert
assert self.wma_noweights.value == 1.5
def test_value_with_ten_inputs_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
self.wma.update_raw(4.00000)
self.wma.update_raw(5.00000)
self.wma.update_raw(6.00000)
self.wma.update_raw(7.00000)
self.wma.update_raw(8.00000)
self.wma.update_raw(9.00000)
self.wma.update_raw(10.00000)
# Act, Assert
assert self.wma.value == pytest.approx(7.00, 2)
def test_value_at_returns_expected_value(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
self.wma.update_raw(4.00000)
self.wma.update_raw(5.00000)
self.wma.update_raw(6.00000)
self.wma.update_raw(7.00000)
self.wma.update_raw(8.00000)
self.wma.update_raw(9.00000)
self.wma.update_raw(10.00000)
self.wma.update_raw(11.00000)
# Act, Assert
assert self.wma.value == 8.0
def test_reset(self):
# Arrange
self.wma.update_raw(1.00000)
self.wma.update_raw(2.00000)
self.wma.update_raw(3.00000)
# Act
self.wma.reset()
# Assert
assert not self.wma.initialized
assert self.wma.value == 0