def test_find_breakout_hh20_preceeded_by_exit(self):
events = [
Event(Quote({'date': '2010-08-01'}), 'exit'),
Event(Quote({'date': '2010-09-01'}), 'hh20'),
Event(Quote({'date': '2010-11-01'}), 'eod'),
]
self.assertFalse(find_recent_breakout(events, '2010-09-15'))
def test_find_breakout_hh50_too_old(self):
events = [
Event(Quote({'date': '2010-09-01'}), 'hh20'),
Event(Quote({'date': '2010-09-20'}), 'hh50'),
Event(Quote({'date': '2010-11-01'}), 'eod'),
]
self.assertFalse(find_recent_breakout(events, '2010-09-25'))
def test_find_breakout_a_stop(self):
events = [
Event(Quote({'date': '2010-09-01'}), 'hh20'),
Event(Quote({'date': '2010-09-20'}), 'hh50'),
Event(Quote({'date': '2010-11-01'}), 'stop'),
]
self.assertFalse(find_recent_breakout(events, '2010-09-15'))
def test_find_breakout_hh20_preceeded_by_stop(self):
events = [
Event(Quote({'date': '2010-08-01'}), 'stop'),
Event(Quote({'date': '2010-09-20'}), 'hh20'),
Event(Quote({'date': '2010-11-01'}), 'eod'),
]
self.assertEquals(events[1],
find_recent_breakout(events, '2010-09-15'))
def test_find_breakout_hh20_with_no_past(self):
events = [
Event(Quote({'date': '2010-09-20'}), 'hh20'),
Event(Quote({'date': '2010-11-01'}), 'eod'),
]
self.assertFalse(find_recent_breakout(events, '2010-09-15'))
