def test_fuzzify_direction_returns_expected_values(self):
# Arrange
# Act
result1 = FuzzyCandlesticks.fuzzify_direction(1.00000, 1.00010)
result2 = FuzzyCandlesticks.fuzzify_direction(1.00000, 1.00000)
result3 = FuzzyCandlesticks.fuzzify_direction(1.00000, 0.99990)
# Assert
self.assertEqual(CandleDirection.BULL, result1)
self.assertEqual(CandleDirection.NONE, result2)
self.assertEqual(CandleDirection.BEAR, result3)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
def setUp(self):
# Arrange
self.fc = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
class FuzzyCandlesticksTests(unittest.TestCase):
# Test Fixture
def setUp(self):
# Arrange
self.fc = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
def test_fuzzy_candle_equality(self):
# Arrange
fuzzy_candle1 = FuzzyCandle(CandleDirection.BULL, CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL, CandleWickSize.SMALL)
fuzzy_candle2 = FuzzyCandle(CandleDirection.BULL, CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL, CandleWickSize.SMALL)
fuzzy_candle3 = FuzzyCandle(CandleDirection.BEAR, CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL, CandleWickSize.SMALL)
# Act
result1 = fuzzy_candle1.__eq__(fuzzy_candle2)
result2 = fuzzy_candle1 == fuzzy_candle2
result3 = fuzzy_candle1 == fuzzy_candle3
# Assert
self.assertTrue(result1)
self.assertTrue(result2)
self.assertFalse(result3)
def test_fuzzy_candle_hashcode(self):
# Arrange
fuzzy_candle1 = FuzzyCandle(CandleDirection.BULL, CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL, CandleWickSize.SMALL)
fuzzy_candle2 = FuzzyCandle(CandleDirection.BULL, CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL, CandleWickSize.SMALL)
# Act
hash1 = fuzzy_candle1.__hash__()
hash2 = fuzzy_candle2.__hash__()
# Assert
self.assertEqual(hash1, hash2)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual('FuzzyCandlesticks', self.fc.name)
def test_str_returns_expected_string(self):
# Act
result = str(self.fc)
# Assert
self.assertEqual('FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)', result)
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.fc).startswith(
'<FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0) object at'))
self.assertTrue(repr(self.fc).endswith('>'))
def test_period_returns_expected_value(self):
# Act
# Assert
self.assertEqual(10, self.fc.period)
def test_fuzzify_direction_returns_expected_values(self):
# Arrange
# Act
result1 = FuzzyCandlesticks.fuzzify_direction(1.00000, 1.00010)
result2 = FuzzyCandlesticks.fuzzify_direction(1.00000, 1.00000)
result3 = FuzzyCandlesticks.fuzzify_direction(1.00000, 0.99990)
# Assert
self.assertEqual(CandleDirection.BULL, result1)
self.assertEqual(CandleDirection.NONE, result2)
self.assertEqual(CandleDirection.BEAR, result3)
def test_price_comparison_returns_expected_results(self):
# Arrange
# Act
result1 = self.fc.price_comparison(1.00000, 1.00010)
result2 = self.fc.price_comparison(1.00000, 1.00000)
result3 = self.fc.price_comparison(1.00000, 0.99990)
# Assert
self.assertEqual(-1, result1)
self.assertEqual(0, result2)
self.assertEqual(1, result3)
def test_values_with_doji_bars_returns_expected_results(self):
# arrange
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
# act
result_candle = self.fc.value
result_array = self.fc.value_array
result_comparison = self.fc.value_price_comparisons
# assert
self.assertTrue(np.array_equal([0, 0, 0, 0, 0], result_array))
self.assertTrue(np.array_equal([0, 0, 0, 0, 0], result_comparison))
self.assertEqual(CandleDirection.NONE, result_candle.direction)
self.assertEqual(CandleSize.NONE, result_candle.size)
self.assertEqual(CandleBodySize.NONE, result_candle.body_size)
self.assertEqual(CandleWickSize.NONE, result_candle.upper_wick_size)
self.assertEqual(CandleWickSize.NONE, result_candle.lower_wick_size)
def test_values_with_stub_bars_returns_expected_results(self):
# Arrange
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
# Act
result_candle = self.fc.value
result_array = self.fc.value_array
result_comparison = self.fc.value_price_comparisons
# Assert
self.assertTrue(np.array_equal([1, 1, 1, 1, 1], result_array))
self.assertTrue(np.array_equal([0, 0, -1, 1, 0], result_comparison))
self.assertEqual(CandleDirection.BULL, result_candle.direction)
self.assertEqual(CandleSize.VERY_SMALL, result_candle.size)
self.assertEqual(CandleBodySize.SMALL, result_candle.body_size)
self.assertEqual(CandleWickSize.SMALL, result_candle.upper_wick_size)
self.assertEqual(CandleWickSize.SMALL, result_candle.lower_wick_size)
def test_values_with_down_market_returns_expected_results(self):
# Arrange
self.fc.update(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update(1.00005, 1.00005, 0.99990, 0.99990)
self.fc.update(0.99990, 0.99990, 0.99960, 0.99970)
self.fc.update(0.99970, 0.99970, 0.99930, 0.99950)
self.fc.update(0.99950, 0.99960, 0.99925, 0.99930)
self.fc.update(0.99925, 0.99930, 0.99900, 0.99910)
self.fc.update(0.99910, 0.99910, 0.99890, 0.99895)
self.fc.update(0.99895, 0.99990, 0.99885, 0.99885)
self.fc.update(0.99885, 0.99885, 0.99860, 0.99870)
self.fc.update(0.99870, 0.99870, 0.99850, 0.99850)
# Act
result_candle = self.fc.value
result_array = self.fc.value_array
result_comparison = self.fc.value_price_comparisons
# Assert
print(result_candle)
print(result_array)
print(result_comparison)
self.assertTrue(np.array_equal([-1, 2, 4, 2, 2], result_array))
self.assertTrue(np.array_equal([-1, -1, -1, -1, -1],
result_comparison))
self.assertEqual(CandleDirection.BEAR, result_candle.direction)
self.assertEqual(CandleSize.SMALL, result_candle.size)
self.assertEqual(CandleBodySize.TREND, result_candle.body_size)
self.assertEqual(CandleWickSize.MEDIUM, result_candle.upper_wick_size)
self.assertEqual(CandleWickSize.MEDIUM, result_candle.lower_wick_size)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for i in range(1000):
self.fc.update(1.00000, 1.00000, 1.00000, 1.00000)
# Act
self.fc.reset()
# Assert
self.assertEqual(False, self.fc.initialized) # No assertion errors.
def test_with_battery_signal_raises_no_exceptions(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in battery_signal:
try:
self.fc.update(point, point, point, point)
except Exception as ex:
print(ex)
output.append(self.fc.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
def setUp(self):
# Fixture Setup
self.fc = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
class FuzzyCandlesticksTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.fc = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
def test_fuzzy_candle_equality(self):
# Arrange
fuzzy_candle1 = FuzzyCandle(
CandleDirection.BULL,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
fuzzy_candle2 = FuzzyCandle(
CandleDirection.BULL,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
fuzzy_candle3 = FuzzyCandle(
CandleDirection.BEAR,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
# Act
# Assert
self.assertTrue(fuzzy_candle1 == fuzzy_candle1)
self.assertTrue(fuzzy_candle1 == fuzzy_candle2)
self.assertTrue(fuzzy_candle1 != fuzzy_candle3)
def test_fuzzy_str_and_repr(self):
# Arrange
fuzzy_candle = FuzzyCandle(
CandleDirection.BULL,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
# Act
# Assert
self.assertEqual("(1, 3, 2, 1, 1)", str(fuzzy_candle))
self.assertEqual("FuzzyCandle(1, 3, 2, 1, 1)", repr(fuzzy_candle))
def test_name_returns_expected_name(self):
# Arrange
# Act
# Assert
self.assertEqual("FuzzyCandlesticks", self.fc.name)
def test_str_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)",
str(self.fc))
self.assertEqual("FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)",
repr(self.fc))
def test_period_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.fc.period)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
def test_values_with_doji_bars_returns_expected_results(self):
# Arrange
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
# Act
result_candle = self.fc.value
result_vector = self.fc.vector
# Assert
self.assertTrue(np.array_equal([0, 0, 0, 0, 0], result_vector))
self.assertEqual(CandleDirection.NONE, result_candle.direction)
self.assertEqual(CandleSize.NONE, result_candle.size)
self.assertEqual(CandleBodySize.NONE, result_candle.body_size)
self.assertEqual(CandleWickSize.NONE, result_candle.upper_wick_size)
self.assertEqual(CandleWickSize.NONE, result_candle.lower_wick_size)
def test_values_with_stub_bars_returns_expected_results(self):
# Arrange
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
# Act
result_candle = self.fc.value
result_vector = self.fc.vector
# Assert
self.assertTrue(np.array_equal([1, 1, 1, 1, 1], result_vector))
self.assertEqual(CandleDirection.BULL, result_candle.direction)
self.assertEqual(CandleSize.VERY_SMALL, result_candle.size)
self.assertEqual(CandleBodySize.SMALL, result_candle.body_size)
self.assertEqual(CandleWickSize.SMALL, result_candle.upper_wick_size)
self.assertEqual(CandleWickSize.SMALL, result_candle.lower_wick_size)
def test_values_with_down_market_returns_expected_results(self):
# Arrange
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00005, 1.00005, 0.99990, 0.99990)
self.fc.update_raw(0.99990, 0.99990, 0.99960, 0.99970)
self.fc.update_raw(0.99970, 0.99970, 0.99930, 0.99950)
self.fc.update_raw(0.99950, 0.99960, 0.99925, 0.99930)
self.fc.update_raw(0.99925, 0.99930, 0.99900, 0.99910)
self.fc.update_raw(0.99910, 0.99910, 0.99890, 0.99895)
self.fc.update_raw(0.99895, 0.99990, 0.99885, 0.99885)
self.fc.update_raw(0.99885, 0.99885, 0.99860, 0.99870)
self.fc.update_raw(0.99870, 0.99870, 0.99850, 0.99850)
# Act
result_candle = self.fc.value
result_vector = self.fc.vector
# Assert
self.assertTrue([-1, 2, 4, 2, 2], result_vector)
self.assertEqual(CandleDirection.BEAR, result_candle.direction)
self.assertEqual(CandleSize.SMALL, result_candle.size)
self.assertEqual(CandleBodySize.TREND, result_candle.body_size)
self.assertEqual(CandleWickSize.MEDIUM, result_candle.upper_wick_size)
self.assertEqual(CandleWickSize.MEDIUM, result_candle.lower_wick_size)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
# Act
self.fc.reset()
# Assert
self.assertEqual(False, self.fc.initialized) # No assertion errors.
class TestFuzzyCandlesticks:
def setup(self):
# Fixture Setup
self.fc = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
def test_fuzzy_candle_equality(self):
# Arrange
fuzzy_candle1 = FuzzyCandle(
CandleDirection.BULL,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
fuzzy_candle2 = FuzzyCandle(
CandleDirection.BULL,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
fuzzy_candle3 = FuzzyCandle(
CandleDirection.BEAR,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
# Act, Assert
assert fuzzy_candle1 == fuzzy_candle1
assert fuzzy_candle1 == fuzzy_candle2
assert fuzzy_candle1 != fuzzy_candle3
def test_fuzzy_str_and_repr(self):
# Arrange
fuzzy_candle = FuzzyCandle(
CandleDirection.BULL,
CandleSize.MEDIUM,
CandleBodySize.MEDIUM,
CandleWickSize.SMALL,
CandleWickSize.SMALL,
)
# Act, Assert
assert str(fuzzy_candle) == "(1, 3, 2, 1, 1)"
assert repr(fuzzy_candle) == "FuzzyCandle(1, 3, 2, 1, 1)"
def test_name_returns_expected_name(self):
# Arrange, Act, Assert
assert self.fc.name == "FuzzyCandlesticks"
def test_str_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.fc) == "FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)"
assert repr(self.fc) == "FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)"
def test_period_returns_expected_value(self):
# Arrange, Act, Assert
assert self.fc.period == 10
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = FuzzyCandlesticks(10, 0.5, 1.0, 2.0, 3.0)
bar = TestDataStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
def test_values_with_doji_bars_returns_expected_results(self):
# Arrange
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
# Act
result_candle = self.fc.value
result_vector = self.fc.vector
# Assert
assert np.array_equal([0, 0, 0, 0, 0], result_vector)
assert result_candle.direction == CandleDirection.NONE
assert result_candle.size == CandleSize.NONE
assert result_candle.body_size == CandleBodySize.NONE
assert result_candle.upper_wick_size == CandleWickSize.NONE
assert result_candle.lower_wick_size == CandleWickSize.NONE
def test_values_with_stub_bars_returns_expected_results(self):
# Arrange
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
# Act
result_candle = self.fc.value
result_vector = self.fc.vector
# Assert
assert np.array_equal([1, 1, 1, 1, 1], result_vector)
assert result_candle.direction == CandleDirection.BULL
assert result_candle.size == CandleSize.VERY_SMALL
assert result_candle.body_size == CandleBodySize.SMALL
assert result_candle.upper_wick_size == CandleWickSize.SMALL
assert result_candle.lower_wick_size == CandleWickSize.SMALL
def test_values_with_down_market_returns_expected_results(self):
# Arrange
self.fc.update_raw(1.00000, 1.00010, 0.99990, 1.00005)
self.fc.update_raw(1.00005, 1.00005, 0.99990, 0.99990)
self.fc.update_raw(0.99990, 0.99990, 0.99960, 0.99970)
self.fc.update_raw(0.99970, 0.99970, 0.99930, 0.99950)
self.fc.update_raw(0.99950, 0.99960, 0.99925, 0.99930)
self.fc.update_raw(0.99925, 0.99930, 0.99900, 0.99910)
self.fc.update_raw(0.99910, 0.99910, 0.99890, 0.99895)
self.fc.update_raw(0.99895, 0.99990, 0.99885, 0.99885)
self.fc.update_raw(0.99885, 0.99885, 0.99860, 0.99870)
self.fc.update_raw(0.99870, 0.99870, 0.99850, 0.99850)
# Act
result_candle = self.fc.value
result_vector = self.fc.vector
# Assert
assert [-1, 2, 4, 2, 2], result_vector
assert result_candle.direction == CandleDirection.BEAR
assert result_candle.size == CandleSize.SMALL
assert result_candle.body_size == CandleBodySize.TREND
assert result_candle.upper_wick_size == CandleWickSize.MEDIUM
assert result_candle.lower_wick_size == CandleWickSize.MEDIUM
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.fc.update_raw(1.00000, 1.00000, 1.00000, 1.00000)
# Act
self.fc.reset()
# Assert
assert self.fc.initialized is False # No assertion errors.