class TestKeltnerPosition:
def setup(self):
# Fixture Setup
self.kp = KeltnerPosition(10, 2.5)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.kp.name == "KeltnerPosition"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(
self.kp
) == "KeltnerPosition(10, 2.5, EXPONENTIAL, SIMPLE, True, 0.0)"
assert repr(
self.kp
) == "KeltnerPosition(10, 2.5, EXPONENTIAL, SIMPLE, True, 0.0)"
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.kp.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
for _i in range(10):
self.kp.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert self.kp.initialized is True
def test_period_returns_expected_value(self):
# Arrange, Act, Assert
assert self.kp.period == 10
def test_k_multiple_returns_expected_value(self):
# Arrange, Act, Assert
assert self.kp.k_multiplier == 2.5
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = KeltnerPosition(10, 2.5)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 0.0444444444447405
def test_value_with_one_input_returns_zero(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
# Act, Assert
assert self.kp.value == 0
def test_value_with_zero_width_input_returns_zero(self):
# Arrange
for _i in range(10):
self.kp.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert self.kp.value == 0
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00040, 1.00020, 1.00030)
# Act, Assert
assert self.kp.value == 0.29752066115754594
def test_value_with_close_on_high_returns_positive_value(self):
# Arrange
high = 1.00010
low = 1.00000
for _i in range(10):
high += 0.00010
low += 0.00010
close = high
self.kp.update_raw(high, low, close)
# Act, Assert
assert self.kp.value == 1.637585941284833
def test_value_with_close_on_low_returns_lower_value(self):
# Arrange
high = 1.00010
low = 1.00000
for _i in range(10):
high -= 0.00010
low -= 0.00010
close = low
self.kp.update_raw(high, low, close)
# Act, Assert
assert self.kp.value == pytest.approx(-1.637585941284833)
def test_value_with_ten_inputs_returns_expected_value(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00050, 1.00020, 1.00030)
self.kp.update_raw(1.00030, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00040, 1.00020, 1.00030)
self.kp.update_raw(1.00010, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00030, 1.00020, 1.00030)
self.kp.update_raw(1.00020, 1.00010, 1.00010)
# Act, Assert
assert self.kp.value == -0.14281747514671334
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00040, 1.00020, 1.00030)
# Act
self.kp.reset()
# Assert
assert not self.kp.initialized
class KeltnerPositionTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.kp = KeltnerPosition(10, 2.5)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("KeltnerPosition", self.kp.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual(
"KeltnerPosition(10, 2.5, EXPONENTIAL, SIMPLE, True, 0.0)",
str(self.kp))
self.assertEqual(
"KeltnerPosition(10, 2.5, EXPONENTIAL, SIMPLE, True, 0.0)",
repr(self.kp))
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.kp.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
for _i in range(10):
self.kp.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(True, self.kp.initialized)
def test_period_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.kp.period)
def test_k_multiple_returns_expected_value(self):
# Arrange
# Act
# Assert
self.assertEqual(2.5, self.kp.k_multiplier)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = KeltnerPosition(10, 2.5)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(0.0444444444447405, indicator.value)
def test_value_with_one_input_returns_zero(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertEqual(0, self.kp.value)
def test_value_with_zero_width_input_returns_zero(self):
# Arrange
for _i in range(10):
self.kp.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(0, self.kp.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00040, 1.00020, 1.00030)
# Act
# Assert
self.assertEqual(0.29752066115754594, self.kp.value)
def test_value_with_close_on_high_returns_positive_value(self):
# Arrange
high = 1.00010
low = 1.00000
for _i in range(10):
high += 0.00010
low += 0.00010
close = high
self.kp.update_raw(high, low, close)
# Act
# Assert
self.assertEqual(1.637585941284833, self.kp.value)
def test_value_with_close_on_low_returns_lower_value(self):
# Arrange
high = 1.00010
low = 1.00000
for _i in range(10):
high -= 0.00010
low -= 0.00010
close = low
self.kp.update_raw(high, low, close)
# Act
# Assert
self.assertAlmostEqual(-1.637585941284833, self.kp.value)
def test_value_with_ten_inputs_returns_expected_value(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00050, 1.00020, 1.00030)
self.kp.update_raw(1.00030, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00040, 1.00020, 1.00030)
self.kp.update_raw(1.00010, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00030, 1.00020, 1.00030)
self.kp.update_raw(1.00020, 1.00010, 1.00010)
# Act
# Assert
self.assertEqual(-0.14281747514671334, self.kp.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.kp.update_raw(1.00020, 1.00000, 1.00010)
self.kp.update_raw(1.00030, 1.00010, 1.00020)
self.kp.update_raw(1.00040, 1.00020, 1.00030)
# Act
self.kp.reset()
# Assert
self.assertFalse(self.kp.initialized)
class KeltnerPositionTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.kp = KeltnerPosition(10, 2.5)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual('KeltnerPosition', self.kp.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual(
'KeltnerPosition(10, 2.5, EXPONENTIAL, SIMPLE, True, 0.0)',
str(self.kp))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(
repr(self.kp).startswith(
'<KeltnerPosition(10, 2.5, EXPONENTIAL, SIMPLE, True, 0.0) object at'
))
self.assertTrue(repr(self.kp).endswith('>'))
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.kp.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
for i in range(10):
self.kp.update(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(True, self.kp.initialized)
def test_period_returns_expected_value(self):
# Act
# Assert
self.assertEqual(10, self.kp.period)
def test_k_multiple_returns_expected_value(self):
# Act
# Assert
self.assertEqual(2.5, self.kp.k_multiplier)
def test_value_with_one_input_returns_zero(self):
# Arrange
self.kp.update(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertEqual(0.0, self.kp.value)
def test_value_with_zero_width_input_returns_zero(self):
# Arrange
# Arrange
for i in range(10):
self.kp.update(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(0.0, self.kp.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.kp.update(1.00020, 1.00000, 1.00010)
self.kp.update(1.00030, 1.00010, 1.00020)
self.kp.update(1.00040, 1.00020, 1.00030)
# Act
# Assert
self.assertEqual(0.29752066115754594, self.kp.value)
def test_value_with_close_on_high_returns_positive_value(self):
# Arrange
high = 1.00010
low = 1.00000
for i in range(10):
high += 0.00010
low += 0.00010
close = high
self.kp.update(high=high, low=low, close=close)
# Act
# Assert
self.assertEqual(1.637585941284833, self.kp.value)
def test_value_with_close_on_low_returns_lower_value(self):
# Arrange
high = 1.00010
low = 1.00000
for i in range(10):
high -= 0.00010
low -= 0.00010
close = low
self.kp.update(high=high, low=low, close=close)
# Act
# Assert
self.assertAlmostEqual(-1.637585941284833, self.kp.value)
def test_value_with_ten_inputs_returns_expected_value(self):
# Arrange
self.kp.update(1.00020, 1.00000, 1.00010)
self.kp.update(1.00030, 1.00010, 1.00020)
self.kp.update(1.00050, 1.00020, 1.00030)
self.kp.update(1.00030, 1.00000, 1.00010)
self.kp.update(1.00030, 1.00010, 1.00020)
self.kp.update(1.00040, 1.00020, 1.00030)
self.kp.update(1.00010, 1.00000, 1.00010)
self.kp.update(1.00030, 1.00010, 1.00020)
self.kp.update(1.00030, 1.00020, 1.00030)
self.kp.update(1.00020, 1.00010, 1.00010)
# Act
# Assert
self.assertEqual(-0.14281747514671334, self.kp.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
self.kp.update(1.00020, 1.00000, 1.00010)
self.kp.update(1.00030, 1.00010, 1.00020)
self.kp.update(1.00040, 1.00020, 1.00030)
# Act
self.kp.reset() # No assertion errors.
def test_with_battery_signal(self):
# Arrange
self.kp = KeltnerPosition(10, 2.5, atr_floor=0.00010)
battery_signal = BatterySeries.create()
output = []
# Act
for point in BatterySeries.create():
self.kp.update(point, sys.float_info.epsilon,
sys.float_info.epsilon)
output.append(self.kp.value)
# Assert
self.assertEqual(len(battery_signal), len(output))