Python KeltnerPosition.KeltnerPosition Examples

Example #1

    def test_handle_bar_updates_indicator(self):
        # Arrange
        indicator = KeltnerPosition(10, 2.5)

        bar = TestStubs.bar_5decimal()

        # Act
        indicator.handle_bar(bar)

        # Assert
        self.assertTrue(indicator.has_inputs)
        self.assertEqual(0.0444444444447405, indicator.value)

Example #2

File: test_keltner_position.py Project: scoriiu/nautilus_trader

    def test_handle_bar_updates_indicator(self):
        # Arrange
        indicator = KeltnerPosition(10, 2.5)

        bar = TestStubs.bar_5decimal()

        # Act
        indicator.handle_bar(bar)

        # Assert
        assert indicator.has_inputs
        assert indicator.value == 0.0444444444447405

Example #3

    def test_with_battery_signal(self):
        # Arrange
        self.kp = KeltnerPosition(10, 2.5, atr_floor=0.00010)
        battery_signal = BatterySeries.create()
        output = []

        # Act
        for point in BatterySeries.create():
            self.kp.update(point, sys.float_info.epsilon,
                           sys.float_info.epsilon)
            output.append(self.kp.value)

        # Assert
        self.assertEqual(len(battery_signal), len(output))

Example #4

 def setUp(self):
     # Fixture Setup
     self.kp = KeltnerPosition(10, 2.5)

Example #5

 def setUp(self):
     # Arrange
     self.kp = KeltnerPosition(10, 2.5)