def test_set_partial_updates_bar_to_expected_properties(self):
# Arrange
bar_spec = TestStubs.bar_spec_1min_mid()
builder = BarBuilder(bar_spec, use_previous_close=True)
partial_bar = Bar(
open_price=Price("1.00001"),
high_price=Price("1.00010"),
low_price=Price("1.00000"),
close_price=Price("1.00002"),
volume=Quantity("1"),
timestamp=UNIX_EPOCH + timedelta(seconds=1),
)
# Act
builder.set_partial(partial_bar)
bar = builder.build()
# Assert
self.assertEqual(Price("1.00001"), bar.open)
self.assertEqual(Price("1.00010"), bar.high)
self.assertEqual(Price("1.00000"), bar.low)
self.assertEqual(Price("1.00002"), bar.close)
self.assertEqual(Quantity("1"), bar.volume)
self.assertEqual(UNIX_EPOCH + timedelta(seconds=1), bar.timestamp)
self.assertEqual(UNIX_EPOCH + timedelta(seconds=1),
builder.last_timestamp)
def test_set_partial_updates_bar_to_expected_properties(self):
# Arrange
bar_type = TestStubs.bartype_btcusdt_binance_100tick_last()
builder = BarBuilder(BTCUSDT_BINANCE,
bar_type,
use_previous_close=True)
partial_bar = Bar(
bar_type=bar_type,
open_price=Price.from_str("1.00001"),
high_price=Price.from_str("1.00010"),
low_price=Price.from_str("1.00000"),
close_price=Price.from_str("1.00002"),
volume=Quantity.from_str("1"),
ts_event_ns=1_000_000_000,
ts_recv_ns=1_000_000_000,
)
# Act
builder.set_partial(partial_bar)
bar = builder.build_now()
# Assert
self.assertEqual(Price.from_str("1.00001"), bar.open)
self.assertEqual(Price.from_str("1.00010"), bar.high)
self.assertEqual(Price.from_str("1.00000"), bar.low)
self.assertEqual(Price.from_str("1.00002"), bar.close)
self.assertEqual(Quantity.from_str("1"), bar.volume)
self.assertEqual(1_000_000_000, bar.ts_recv_ns)
self.assertEqual(1_000_000_000, builder.last_timestamp_ns)
def test_set_partial_updates_bar_to_expected_properties(self):
# Arrange
bar_type = TestStubs.bartype_btcusdt_binance_100tick_last()
builder = BarBuilder(BTCUSDT_BINANCE, bar_type)
partial_bar = Bar(
bar_type=bar_type,
open=Price.from_str("1.00001"),
high=Price.from_str("1.00010"),
low=Price.from_str("1.00000"),
close=Price.from_str("1.00002"),
volume=Quantity.from_str("1"),
ts_event=1_000_000_000,
ts_init=1_000_000_000,
)
# Act
builder.set_partial(partial_bar)
bar = builder.build_now()
# Assert
assert bar.open == Price.from_str("1.00001")
assert bar.high == Price.from_str("1.00010")
assert bar.low == Price.from_str("1.00000")
assert bar.close == Price.from_str("1.00002")
assert bar.volume == Quantity.from_str("1")
assert bar.ts_init == 1_000_000_000
assert builder.ts_last == 1_000_000_000
def test_set_partial_when_already_set_does_not_update(self):
# Arrange
bar_type = TestStubs.bartype_btcusdt_binance_100tick_last()
builder = BarBuilder(BTCUSDT_BINANCE, bar_type)
partial_bar1 = Bar(
bar_type=bar_type,
open=Price.from_str("1.00001"),
high=Price.from_str("1.00010"),
low=Price.from_str("1.00000"),
close=Price.from_str("1.00002"),
volume=Quantity.from_str("1"),
ts_event=1_000_000_000,
ts_init=1_000_000_000,
)
partial_bar2 = Bar(
bar_type=bar_type,
open=Price.from_str("2.00001"),
high=Price.from_str("2.00010"),
low=Price.from_str("2.00000"),
close=Price.from_str("2.00002"),
volume=Quantity.from_str("2"),
ts_event=1_000_000_000,
ts_init=3_000_000_000,
)
# Act
builder.set_partial(partial_bar1)
builder.set_partial(partial_bar2)
bar = builder.build(4_000_000_000)
# Assert
assert bar.open == Price.from_str("1.00001")
assert bar.high == Price.from_str("1.00010")
assert bar.low == Price.from_str("1.00000")
assert bar.close == Price.from_str("1.00002")
assert bar.volume == Quantity.from_str("1")
assert bar.ts_init == 4_000_000_000
assert builder.ts_last == 1_000_000_000
def test_set_partial_when_already_set_does_not_update(self):
# Arrange
bar_type = TestStubs.bartype_btcusdt_binance_100tick_last()
builder = BarBuilder(bar_type, use_previous_close=True)
partial_bar1 = Bar(
bar_type=bar_type,
open_price=Price.from_str("1.00001"),
high_price=Price.from_str("1.00010"),
low_price=Price.from_str("1.00000"),
close_price=Price.from_str("1.00002"),
volume=Quantity.from_str("1"),
timestamp_origin_ns=1_000_000_000,
timestamp_ns=1_000_000_000,
)
partial_bar2 = Bar(
bar_type=bar_type,
open_price=Price.from_str("2.00001"),
high_price=Price.from_str("2.00010"),
low_price=Price.from_str("2.00000"),
close_price=Price.from_str("2.00002"),
volume=Quantity.from_str("2"),
timestamp_origin_ns=1_000_000_000,
timestamp_ns=3_000_000_000,
)
# Act
builder.set_partial(partial_bar1)
builder.set_partial(partial_bar2)
bar = builder.build(4_000_000_000)
# Assert
self.assertEqual(Price.from_str("1.00001"), bar.open)
self.assertEqual(Price.from_str("1.00010"), bar.high)
self.assertEqual(Price.from_str("1.00000"), bar.low)
self.assertEqual(Price.from_str("1.00002"), bar.close)
self.assertEqual(Quantity.from_str("1"), bar.volume)
self.assertEqual(4_000_000_000, bar.timestamp_ns)
self.assertEqual(1_000_000_000, builder.last_timestamp_ns)
