class ExponentialMovingAverageTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.ema = ExponentialMovingAverage(10)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual('ExponentialMovingAverage', self.ema.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual('ExponentialMovingAverage(10)', str(self.ema))
self.assertEqual('ExponentialMovingAverage(10)', repr(self.ema))
def test_period_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.ema.period)
def test_multiplier_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(0.18181818181818182, self.ema.alpha)
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.ema.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.ema.update_raw(1.00000)
self.ema.update_raw(2.00000)
self.ema.update_raw(3.00000)
self.ema.update_raw(4.00000)
self.ema.update_raw(5.00000)
self.ema.update_raw(6.00000)
self.ema.update_raw(7.00000)
self.ema.update_raw(8.00000)
self.ema.update_raw(9.00000)
self.ema.update_raw(10.00000)
# Act
# Assert
self.assertEqual(True, self.ema.initialized)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = ExponentialMovingAverage(10, PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00002, indicator.value)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = ExponentialMovingAverage(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_trade_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00001, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = ExponentialMovingAverage(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00003, indicator.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.ema.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.ema.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.ema.update_raw(1.00000)
self.ema.update_raw(2.00000)
self.ema.update_raw(3.00000)
# Act
# Assert
self.assertEqual(1.5123966942148757, self.ema.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.ema.update_raw(1.00000)
# Act
self.ema.reset()
# Assert
self.assertFalse(self.ema.initialized)
self.assertEqual(0.0, self.ema.value)
class ExponentialMovingAverageTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.ema = ExponentialMovingAverage(10)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual('ExponentialMovingAverage', self.ema.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual('ExponentialMovingAverage(10)', str(self.ema))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.ema).startswith(
'<ExponentialMovingAverage(10) object at'))
self.assertTrue(repr(self.ema).endswith('>'))
def test_period_returns_expected_value(self):
# Act
# Assert
self.assertEqual(10, self.ema.period)
def test_multiplier_returns_expected_value(self):
# Act
# Assert
self.assertEqual(0.18181818181818182, self.ema.alpha)
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.ema.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.ema.update_raw(1.00000)
self.ema.update_raw(2.00000)
self.ema.update_raw(3.00000)
self.ema.update_raw(4.00000)
self.ema.update_raw(5.00000)
self.ema.update_raw(6.00000)
self.ema.update_raw(7.00000)
self.ema.update_raw(8.00000)
self.ema.update_raw(9.00000)
self.ema.update_raw(10.00000)
# Act
# Assert
self.assertEqual(True, self.ema.initialized)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.ema.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.ema.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.ema.update_raw(1.00000)
self.ema.update_raw(2.00000)
self.ema.update_raw(3.00000)
# Act
# Assert
self.assertEqual(1.5123966942148757, self.ema.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.ema.update_raw(1.00000)
# Act
self.ema.reset()
# Assert
self.assertEqual(0.0, self.ema.value) # No assertion errors.
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in battery_signal:
self.ema.update_raw(point)
output.append(self.ema.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
class TestExponentialMovingAverage:
def setup(self):
# Fixture Setup
self.ema = ExponentialMovingAverage(10)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.ema.name == "ExponentialMovingAverage"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.ema) == "ExponentialMovingAverage(10)"
assert repr(self.ema) == "ExponentialMovingAverage(10)"
def test_period_returns_expected_value(self):
# Arrange, Act, Assert
assert self.ema.period == 10
def test_multiplier_returns_expected_value(self):
# Arrange, Act, Assert
assert self.ema.alpha == 0.18181818181818182
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.ema.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.ema.update_raw(1.00000)
self.ema.update_raw(2.00000)
self.ema.update_raw(3.00000)
self.ema.update_raw(4.00000)
self.ema.update_raw(5.00000)
self.ema.update_raw(6.00000)
self.ema.update_raw(7.00000)
self.ema.update_raw(8.00000)
self.ema.update_raw(9.00000)
self.ema.update_raw(10.00000)
# Act
# Assert
assert self.ema.initialized is True
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = ExponentialMovingAverage(10, PriceType.MID)
tick = TestDataStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00002
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = ExponentialMovingAverage(10)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00001
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = ExponentialMovingAverage(10)
bar = TestDataStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00003
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.ema.update_raw(1.00000)
# Act, Assert
assert self.ema.value == 1.0
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.ema.update_raw(1.00000)
self.ema.update_raw(2.00000)
self.ema.update_raw(3.00000)
# Act, Assert
assert self.ema.value == 1.5123966942148757
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.ema.update_raw(1.00000)
# Act
self.ema.reset()
# Assert
assert not self.ema.initialized
assert self.ema.value == 0.0
