def test_extract_price_with_invalid_price_raises_value_error(self):
# Arrange
tick = QuoteTick(
instrument_id=AUDUSD_SIM.id,
bid=Price.from_str("1.00000"),
ask=Price.from_str("1.00001"),
bid_size=Quantity.from_int(1),
ask_size=Quantity.from_int(1),
ts_event=0,
ts_init=0,
)
# Act, Assert
with pytest.raises(ValueError):
tick.extract_price(0)
def test_extract_price_with_various_price_types_returns_expected_values(self):
# Arrange
tick = QuoteTick(
instrument_id=AUDUSD_SIM.id,
bid=Price.from_str("1.00000"),
ask=Price.from_str("1.00001"),
bid_size=Quantity.from_int(1),
ask_size=Quantity.from_int(1),
ts_event=0,
ts_init=0,
)
# Act
result1 = tick.extract_price(PriceType.ASK)
result2 = tick.extract_price(PriceType.MID)
result3 = tick.extract_price(PriceType.BID)
# Assert
assert result1 == Price.from_str("1.00001")
assert result2 == Price.from_str("1.000005")
assert result3 == Price.from_str("1.00000")
def handle_quote_tick(self, tick: QuoteTick):
"""
Update the indicator with the given quote tick.
Parameters
----------
tick : QuoteTick
The update tick to handle.
"""
PyCondition.not_none(tick, "tick")
self.update_raw(tick.extract_price(self.price_type).as_double())
