def test_extract_volume_with_invalid_price_raises_value_error(self):
# Arrange
tick = QuoteTick(
AUDUSD_SIM.id,
Price.from_str("1.00000"),
Price.from_str("1.00001"),
Quantity.from_int(1),
Quantity.from_int(1),
0,
0,
)
# Act, Assert
with pytest.raises(ValueError):
tick.extract_volume(0)
def test_extract_volume_with_various_price_types_returns_expected_values(self):
# Arrange
tick = QuoteTick(
AUDUSD_FXCM,
Price("1.00000"),
Price("1.00001"),
Quantity(500000),
Quantity(800000),
UNIX_EPOCH,
)
# Act
result1 = tick.extract_volume(PriceType.ASK)
result2 = tick.extract_volume(PriceType.MID)
result3 = tick.extract_volume(PriceType.BID)
# Assert
self.assertEqual(Quantity(800000), result1)
self.assertEqual(Quantity(1300000), result2)
self.assertEqual(Quantity(500000), result3)
def test_extract_volume_with_various_price_types_returns_expected_values(self):
# Arrange
tick = QuoteTick(
AUDUSD_SIM.id,
Price.from_str("1.00000"),
Price.from_str("1.00001"),
Quantity.from_int(500000),
Quantity.from_int(800000),
0,
0,
)
# Act
result1 = tick.extract_volume(PriceType.ASK)
result2 = tick.extract_volume(PriceType.MID)
result3 = tick.extract_volume(PriceType.BID)
# Assert
assert result1 == Quantity.from_int(800000)
assert result2 == Quantity.from_int(650000) # Average size
assert result3 == Quantity.from_int(500000)