def test_init_with_isotime_without_prev_close(self):
candlestick = period.Candlestick(isotime=self.test_datetime)
assert candlestick.new is True
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open is None
assert candlestick.high is None
assert candlestick.low is None
assert candlestick.close is None
assert candlestick.volume == Decimal("0")
def test_add_trade__new_open(self):
candlestick = period.Candlestick(isotime=self.test_datetime)
candlestick.add_trade(self.fake_trade)
assert candlestick.new is False
assert candlestick.open == Decimal("38.50")
assert candlestick.high == Decimal("38.50")
assert candlestick.low == Decimal("38.50")
assert candlestick.close == Decimal("38.50")
assert candlestick.volume == Decimal("105.34")
def test_close_candlestick__close_not_none(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms, 58.00, 59.50, 58.10, 58.50,
15235.235
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
ret = candlestick.close_candlestick("TEST STICK")
assert isinstance(ret, type(np.array([])))
np.testing.assert_array_equal(ret, existing_candlestick)
def test_init_with_isotime_and_prev_close(self):
prev_close = Decimal("58.30")
candlestick = period.Candlestick(isotime=self.test_datetime,
prev_close=prev_close)
assert candlestick.new is True
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open == Decimal("58.30")
assert candlestick.high == Decimal("58.30")
assert candlestick.low == Decimal("58.30")
assert candlestick.close == Decimal("58.30")
assert candlestick.volume == Decimal("0")
def test_add_trade__lower_low(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms, 39.57, 42.45, 40.25, 39.87,
15235.235
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
candlestick.add_trade(self.fake_trade)
assert candlestick.low == 38.50
assert candlestick.close == 38.50
assert candlestick.volume == 15235.235 + 105.34
def test_add_trade__higher_high(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms, 25.57, 35.57, 30.25, 31.25,
15235.235
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
candlestick.add_trade(self.fake_trade)
assert candlestick.high == 38.50
assert candlestick.close == 38.50
assert candlestick.volume == 15235.235 + 105.34
def test_init_without_isotime(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms, 58.00, 59.50, 58.10, 58.50,
15235.235
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
assert candlestick.new is False
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open == 58.10
assert candlestick.high == 59.50
assert candlestick.low == 58.00
assert candlestick.close == 58.50
assert candlestick.volume == 15235.235
def test_close_candlestick__all_fields_none(self):
candlestick = period.Candlestick(isotime=self.test_datetime)
prev_stick = [
self.test_datetime_zero_sec_ms, 39.57, 42.45, 40.25, 39.87,
15235.235
]
ret = candlestick.close_candlestick("TEST STICK",
prev_stick=prev_stick)
assert candlestick.new is False
assert isinstance(ret, type(np.array([])))
np.testing.assert_array_equal(
ret,
[self.test_datetime_zero_sec_ms, 39.87, 39.87, 39.87, 39.87, 0])
def test_add_trade__lower_low(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms,
Decimal("39.57"),
Decimal("42.45"),
Decimal("40.25"),
Decimal("39.87"),
Decimal("15235.235")
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
candlestick.add_trade(self.fake_trade)
assert candlestick.low == Decimal("38.50")
assert candlestick.close == Decimal("38.50")
assert candlestick.volume == Decimal("15235.235") + Decimal("105.34")
def test_add_trade__higher_high(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms,
Decimal("25.57"),
Decimal("35.57"),
Decimal("30.25"),
Decimal("31.25"),
Decimal("15235.235")
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
candlestick.add_trade(self.fake_trade)
assert candlestick.high == Decimal("38.50")
assert candlestick.close == Decimal("38.50")
assert candlestick.volume == Decimal("15235.235") + Decimal("105.34")
def test_init_without_isotime(self):
existing_candlestick = [
self.test_datetime_zero_sec_ms,
Decimal("58.00"),
Decimal("59.50"),
Decimal("58.10"),
Decimal("58.50"),
Decimal("15235.235")
]
candlestick = period.Candlestick(
existing_candlestick=existing_candlestick)
assert candlestick.new is False
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open == Decimal("58.10")
assert candlestick.high == Decimal("59.50")
assert candlestick.low == Decimal("58.00")
assert candlestick.close == Decimal("58.50")
assert candlestick.volume == Decimal("15235.235")
