コード例 #1
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    def test_value_with_one_input_returns_expected_value(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act
        indicator.update_raw(1.00020, 1.00000, 1.00010)

        # Assert
        assert indicator.upper == 1.00010
        assert indicator.middle == 1.00010
        assert indicator.lower == 1.00010
コード例 #2
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    def test_handle_bar_updates_indicator(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        bar = TestStubs.bar_5decimal()

        # Act
        indicator.handle_bar(bar)

        # Assert
        assert indicator.has_inputs
        assert indicator.middle == 1.0000266666666666
コード例 #3
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    def test_handle_trade_tick_updates_indicator(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)

        # Act
        indicator.handle_trade_tick(tick)

        # Assert
        assert indicator.has_inputs
        assert indicator.middle == 1.00001
コード例 #4
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    def test_handle_trade_tick_updates_indicator(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        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.middle)
コード例 #5
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    def test_handle_bar_updates_indicator(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        bar = TestStubs.bar_5decimal()

        # Act
        indicator.handle_bar(bar)

        # Assert
        self.assertTrue(indicator.has_inputs)
        self.assertEqual(1.0000266666666666, indicator.middle)
コード例 #6
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    def test_handle_quote_tick_updates_indicator(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)

        # Act
        indicator.handle_quote_tick(tick)

        # Assert
        self.assertTrue(indicator.has_inputs)
        self.assertEqual(1.1666916666666667, indicator.middle)
コード例 #7
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    def test_str_repr_returns_expected_string(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act, Assert
        assert str(indicator) == "BollingerBands(20, 2.0, SIMPLE)"
        assert repr(indicator) == "BollingerBands(20, 2.0, SIMPLE)"
コード例 #8
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    def test_name_returns_expected_name(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act
        # Assert
        self.assertEqual("BollingerBands", indicator.name)
コード例 #9
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    def test_str_repr_returns_expected_string(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act
        # Assert
        self.assertEqual("BollingerBands(20, 2.0, SIMPLE)", str(indicator))
        self.assertEqual("BollingerBands(20, 2.0, SIMPLE)", repr(indicator))
コード例 #10
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    def test_reset_successfully_returns_indicator_to_fresh_state(self):
        # Arrange
        indicator = BollingerBands(5, 2.0)

        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)

        # Act
        indicator.reset()

        # Assert
        assert not indicator.initialized
        assert indicator.upper == 0
        assert indicator.middle == 0
        assert indicator.lower == 0
コード例 #11
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    def test_reset_successfully_returns_indicator_to_fresh_state(self):
        # Arrange
        indicator = BollingerBands(5, 2.0)

        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)

        # Act
        indicator.reset()

        # Assert
        self.assertFalse(indicator.initialized)
        self.assertEqual(0, indicator.upper)
        self.assertEqual(0, indicator.middle)
        self.assertEqual(0, indicator.lower)
コード例 #12
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    def test_initialized_with_required_inputs_returns_true(self):
        # Arrange
        indicator = BollingerBands(5, 2.0)

        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)
        indicator.update_raw(1.00000, 1.00000, 1.00000)

        # Act, Assert
        assert indicator.initialized is True
コード例 #13
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    def test_properties_after_instantiation(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act, Assert
        assert indicator.period == 20
        assert indicator.k == 2.0
        assert indicator.upper == 0
        assert indicator.lower == 0
        assert indicator.middle == 0
コード例 #14
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    def test_properties_after_instantiation(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act
        # Assert
        self.assertEqual(20, indicator.period)
        self.assertEqual(2.0, indicator.k)
        self.assertEqual(0, indicator.upper)
        self.assertEqual(0, indicator.lower)
        self.assertEqual(0, indicator.middle)
コード例 #15
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    def test_value_with_three_inputs_returns_expected_value(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act
        indicator.update_raw(1.00020, 1.00000, 1.00015)
        indicator.update_raw(1.00030, 1.00010, 1.00015)
        indicator.update_raw(1.00040, 1.00020, 1.00021)

        # Assert
        assert indicator.upper == 1.0003155506390384
        assert indicator.middle == 1.0001900000000001
        assert indicator.lower == 1.0000644493609618
コード例 #16
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    def test_name_returns_expected_name(self):
        # Arrange
        indicator = BollingerBands(20, 2.0)

        # Act, Assert
        assert indicator.name == "BollingerBands"