def test_add_price(self):
# Arrange
instance = WindowedMinMaxPrices(timedelta(minutes=5))
# Act
instance.add_price(
datetime(2020, 1, 1, 0, 0, 0, tzinfo=pytz.utc),
Price.from_str("1.0"),
)
# Assert
assert instance.min_price == Price.from_str("1.0")
assert instance.max_price == Price.from_str("1.0")
def test_add_price(self):
# Arrange
instance = WindowedMinMaxPrices(timedelta(minutes=5))
# Act
instance.add_price(
datetime(2020, 1, 1, 0, 0, 0, tzinfo=pytz.utc),
Price("1.0"),
)
# Assert
self.assertEqual(Price("1.0"), instance.min_price)
self.assertEqual(Price("1.0"), instance.max_price)
def test_reset(self):
# Arrange
instance = WindowedMinMaxPrices(timedelta(minutes=5))
# Act
instance.add_price(
datetime(2020, 1, 1, 0, 0, 0, tzinfo=pytz.utc),
Price.from_str("1"),
)
instance.reset()
# Assert
self.assertEqual(None, instance.min_price)
self.assertEqual(None, instance.max_price)
def test_add_multiple_prices(self):
# Arrange
instance = WindowedMinMaxPrices(timedelta(minutes=5))
# Act
instance.add_price(
datetime(2020, 1, 1, 0, 0, 0, tzinfo=pytz.utc),
Price("1.0"),
)
# 5 min later (still in the window)
instance.add_price(
datetime(2020, 1, 1, 0, 5, 0, tzinfo=pytz.utc),
Price("0.9"),
)
# Assert
self.assertEqual(Price("0.9"), instance.min_price)
self.assertEqual(Price("1.0"), instance.max_price)
def test_expire_items(self):
# Arrange
instance = WindowedMinMaxPrices(timedelta(minutes=5))
# Act
instance.add_price(
datetime(2020, 1, 1, 0, 0, 0, tzinfo=pytz.utc),
Price("1.0"),
)
# 5 min later (still in the window)
instance.add_price(
datetime(2020, 1, 1, 0, 5, 0, tzinfo=pytz.utc),
Price("0.9"),
)
# Allow the first item to expire out
# This also tests that the new tick is the new min/max
instance.add_price(
datetime(2020, 1, 1, 0, 5, 1, tzinfo=pytz.utc),
Price("0.95"),
)
# Assert
self.assertEqual(Price("0.95"), instance.min_price)
self.assertEqual(Price("0.95"), instance.max_price)