def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.middle == 1.00001
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.middle == 1.000025
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.000025, indicator.middle)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = DonchianChannel(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.middle)
def setup(self):
# Fixture Setup
self.dc = DonchianChannel(10)
class TestDonchianChannel:
def setup(self):
# Fixture Setup
self.dc = DonchianChannel(10)
def test_name_returns_expected_name(self):
# Arrange, Act, Assert
assert self.dc.name == "DonchianChannel"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.dc) == "DonchianChannel(10)"
assert repr(self.dc) == "DonchianChannel(10)"
def test_period_returns_expected_value(self):
# Arrange, Act, Assert
assert self.dc.period == 10
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.dc.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
# Act, Assert
assert self.dc.initialized is True
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.middle == 1.0000200000000001
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.middle == 1.00001
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.middle == 1.000025
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.dc.update_raw(1.00020, 1.00000)
# Act, Assert
assert self.dc.upper == 1.00020
assert self.dc.middle == 1.00010
assert self.dc.lower == 1.00000
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.dc.update_raw(1.00020, 1.00000)
self.dc.update_raw(1.00030, 1.00010)
self.dc.update_raw(1.00040, 1.00020)
# Act, Assert
assert self.dc.upper == 1.00040
assert self.dc.middle == 1.00020
assert self.dc.lower == 1.00000
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.dc.update_raw(1.00020, 1.00000)
self.dc.update_raw(1.00030, 1.00010)
self.dc.update_raw(1.00040, 1.00020)
# Act
self.dc.reset()
# Assert
assert not self.dc.initialized
assert self.dc.upper == 0
assert self.dc.middle == 0
assert self.dc.lower == 0
class DonchianChannelTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.dc = DonchianChannel(10)
def test_name_returns_expected_name(self):
# Arrange
# Act
# Assert
self.assertEqual("DonchianChannel", self.dc.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("DonchianChannel(10)", str(self.dc))
self.assertEqual("DonchianChannel(10)", repr(self.dc))
def test_period_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.dc.period)
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.dc.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
self.dc.update_raw(1.00000, 1.00000)
# Act
# Assert
self.assertEqual(True, self.dc.initialized)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.0000200000000001, indicator.middle)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = DonchianChannel(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.middle)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = DonchianChannel(10)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.000025, indicator.middle)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.dc.update_raw(1.00020, 1.00000)
# Act
# Assert
self.assertEqual(1.00020, self.dc.upper)
self.assertEqual(1.00010, self.dc.middle)
self.assertEqual(1.00000, self.dc.lower)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.dc.update_raw(1.00020, 1.00000)
self.dc.update_raw(1.00030, 1.00010)
self.dc.update_raw(1.00040, 1.00020)
# Act
# Assert
self.assertEqual(1.00040, self.dc.upper)
self.assertEqual(1.00020, self.dc.middle)
self.assertEqual(1.00000, self.dc.lower)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.dc.update_raw(1.00020, 1.00000)
self.dc.update_raw(1.00030, 1.00010)
self.dc.update_raw(1.00040, 1.00020)
# Act
self.dc.reset()
# Assert
self.assertFalse(self.dc.initialized)
self.assertEqual(0, self.dc.upper)
self.assertEqual(0, self.dc.middle)
self.assertEqual(0, self.dc.lower)