class TestMovingAverageConvergenceDivergence:
def setup(self):
# Fixture Setup
self.macd = MovingAverageConvergenceDivergence(3, 10)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.macd.name == "MovingAverageConvergenceDivergence"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(
self.macd
) == "MovingAverageConvergenceDivergence(3, 10, EXPONENTIAL)"
assert repr(
self.macd
) == "MovingAverageConvergenceDivergence(3, 10, EXPONENTIAL)"
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.macd.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.macd.update_raw(1.00000)
self.macd.update_raw(2.00000)
self.macd.update_raw(3.00000)
self.macd.update_raw(4.00000)
self.macd.update_raw(5.00000)
self.macd.update_raw(6.00000)
self.macd.update_raw(7.00000)
self.macd.update_raw(8.00000)
self.macd.update_raw(9.00000)
self.macd.update_raw(10.00000)
self.macd.update_raw(11.00000)
self.macd.update_raw(12.00000)
self.macd.update_raw(13.00000)
self.macd.update_raw(14.00000)
self.macd.update_raw(15.00000)
self.macd.update_raw(16.00000)
# Act, Assert
assert self.macd.initialized is True
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = MovingAverageConvergenceDivergence(
3, 10, price_type=PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 0
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = MovingAverageConvergenceDivergence(3, 10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 0
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = MovingAverageConvergenceDivergence(3, 10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 0
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.macd.update_raw(1.00000)
# Act, Assert
assert self.macd.value == 0
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.macd.update_raw(1.00000)
self.macd.update_raw(2.00000)
self.macd.update_raw(3.00000)
# Act, Assert
assert self.macd.value == 0.7376033057851243
def test_value_with_more_inputs_expected_value(self):
# Arrange
self.macd.update_raw(1.00000)
self.macd.update_raw(2.00000)
self.macd.update_raw(3.00000)
self.macd.update_raw(4.00000)
self.macd.update_raw(5.00000)
self.macd.update_raw(6.00000)
self.macd.update_raw(7.00000)
self.macd.update_raw(8.00000)
self.macd.update_raw(9.00000)
self.macd.update_raw(10.00000)
self.macd.update_raw(11.00000)
self.macd.update_raw(12.00000)
self.macd.update_raw(13.00000)
self.macd.update_raw(14.00000)
self.macd.update_raw(15.00000)
self.macd.update_raw(16.00000)
# Act, Assert
assert self.macd.value == 3.2782313673122907
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.macd.update_raw(1.00020)
self.macd.update_raw(1.00030)
self.macd.update_raw(1.00050)
# Act
self.macd.reset()
# Assert
assert not self.macd.initialized
class MovingAverageConvergenceDivergenceTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.macd = MovingAverageConvergenceDivergence(3, 10)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("MovingAverageConvergenceDivergence", self.macd.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual(
"MovingAverageConvergenceDivergence(3, 10, EXPONENTIAL)",
str(self.macd))
self.assertEqual(
"MovingAverageConvergenceDivergence(3, 10, EXPONENTIAL)",
repr(self.macd))
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.macd.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.macd.update_raw(1.00000)
self.macd.update_raw(2.00000)
self.macd.update_raw(3.00000)
self.macd.update_raw(4.00000)
self.macd.update_raw(5.00000)
self.macd.update_raw(6.00000)
self.macd.update_raw(7.00000)
self.macd.update_raw(8.00000)
self.macd.update_raw(9.00000)
self.macd.update_raw(10.00000)
self.macd.update_raw(11.00000)
self.macd.update_raw(12.00000)
self.macd.update_raw(13.00000)
self.macd.update_raw(14.00000)
self.macd.update_raw(15.00000)
self.macd.update_raw(16.00000)
# Act
# Assert
self.assertEqual(True, self.macd.initialized)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = MovingAverageConvergenceDivergence(
3, 10, price_type=PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(0, indicator.value)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = MovingAverageConvergenceDivergence(3, 10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(0, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = MovingAverageConvergenceDivergence(3, 10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(0, indicator.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.macd.update_raw(1.00000)
# Act
# Assert
self.assertEqual(0, self.macd.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.macd.update_raw(1.00000)
self.macd.update_raw(2.00000)
self.macd.update_raw(3.00000)
# Act
# Assert
self.assertEqual(0.7376033057851243, self.macd.value)
def test_value_with_more_inputs_expected_value(self):
# Arrange
self.macd.update_raw(1.00000)
self.macd.update_raw(2.00000)
self.macd.update_raw(3.00000)
self.macd.update_raw(4.00000)
self.macd.update_raw(5.00000)
self.macd.update_raw(6.00000)
self.macd.update_raw(7.00000)
self.macd.update_raw(8.00000)
self.macd.update_raw(9.00000)
self.macd.update_raw(10.00000)
self.macd.update_raw(11.00000)
self.macd.update_raw(12.00000)
self.macd.update_raw(13.00000)
self.macd.update_raw(14.00000)
self.macd.update_raw(15.00000)
self.macd.update_raw(16.00000)
# Act
# Assert
self.assertEqual(3.2782313673122907, self.macd.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.macd.update_raw(1.00020)
self.macd.update_raw(1.00030)
self.macd.update_raw(1.00050)
# Act
self.macd.reset()
# Assert
self.assertFalse(self.macd.initialized)
class MovingAverageConvergenceDivergenceTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.macd = MovingAverageConvergenceDivergence(3, 10)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual('MovingAverageConvergenceDivergence', self.macd.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual(
'MovingAverageConvergenceDivergence(3, 10, EXPONENTIAL)',
str(self.macd))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.macd).startswith(
'<MovingAverageConvergenceDivergence(3, 10, EXPONENTIAL) object at'
))
self.assertTrue(repr(self.macd).endswith('>'))
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.macd.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.macd.update(1.00000)
self.macd.update(2.00000)
self.macd.update(3.00000)
self.macd.update(4.00000)
self.macd.update(5.00000)
self.macd.update(6.00000)
self.macd.update(7.00000)
self.macd.update(8.00000)
self.macd.update(9.00000)
self.macd.update(10.00000)
self.macd.update(11.00000)
self.macd.update(12.00000)
self.macd.update(13.00000)
self.macd.update(14.00000)
self.macd.update(15.00000)
self.macd.update(16.00000)
# Act
# Assert
self.assertEqual(True, self.macd.initialized)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.macd.update(1.00000)
# Act
# Assert
self.assertEqual(0, self.macd.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.macd.update(1.00000)
self.macd.update(2.00000)
self.macd.update(3.00000)
# Act
# Assert
self.assertEqual(0.7376033057851243, self.macd.value)
def test_value_with_more_inputs_expected_value(self):
# Arrange
self.macd.update(1.00000)
self.macd.update(2.00000)
self.macd.update(3.00000)
self.macd.update(4.00000)
self.macd.update(5.00000)
self.macd.update(6.00000)
self.macd.update(7.00000)
self.macd.update(8.00000)
self.macd.update(9.00000)
self.macd.update(10.00000)
self.macd.update(11.00000)
self.macd.update(12.00000)
self.macd.update(13.00000)
self.macd.update(14.00000)
self.macd.update(15.00000)
self.macd.update(16.00000)
# Act
# Assert
self.assertEqual(3.2782313673122907, self.macd.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.macd.update(1.00020)
self.macd.update(1.00030)
self.macd.update(1.00050)
# Act
self.macd.reset() # No assertion errors.
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in battery_signal:
self.macd.update(point)
output.append(self.macd.value)
# Assert
self.assertEqual(len(battery_signal), len(output))