def test_str_repr_returns_expected_string(self):
# Arrange
indicator = BollingerBands(20, 2.0)
# Act
# Assert
self.assertEqual("BollingerBands(20, 2.0, SIMPLE)", str(indicator))
self.assertEqual("BollingerBands(20, 2.0, SIMPLE)", repr(indicator))
def test_properties_after_instantiation(self):
# Arrange
indicator = BollingerBands(20, 2.0)
# Act, Assert
assert indicator.period == 20
assert indicator.k == 2.0
assert indicator.upper == 0
assert indicator.lower == 0
assert indicator.middle == 0
def test_value_with_one_input_returns_expected_value(self):
# Arrange
indicator = BollingerBands(20, 2.0)
# Act
indicator.update_raw(1.00020, 1.00000, 1.00010)
# Assert
assert indicator.upper == 1.00010
assert indicator.middle == 1.00010
assert indicator.lower == 1.00010
def test_properties_after_instantiation(self):
# Arrange
indicator = BollingerBands(20, 2.0)
# Act
# Assert
self.assertEqual(20, indicator.period)
self.assertEqual(2.0, indicator.k)
self.assertEqual(0, indicator.upper)
self.assertEqual(0, indicator.lower)
self.assertEqual(0, indicator.middle)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = BollingerBands(20, 2.0)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.middle == 1.0000266666666666
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = BollingerBands(20, 2.0)
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_initialized_with_required_inputs_returns_true(self):
# Arrange
indicator = BollingerBands(5, 2.0)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert indicator.initialized is True
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = BollingerBands(20, 2.0)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.0000266666666666, indicator.middle)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = BollingerBands(20, 2.0)
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_quote_tick_updates_indicator(self):
# Arrange
indicator = BollingerBands(20, 2.0)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.1666916666666667, indicator.middle)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
indicator = BollingerBands(20, 2.0)
# Act
indicator.update_raw(1.00020, 1.00000, 1.00015)
indicator.update_raw(1.00030, 1.00010, 1.00015)
indicator.update_raw(1.00040, 1.00020, 1.00021)
# Assert
assert indicator.upper == 1.0003155506390384
assert indicator.middle == 1.0001900000000001
assert indicator.lower == 1.0000644493609618
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
indicator = BollingerBands(5, 2.0)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
# Act
indicator.reset()
# Assert
assert not indicator.initialized
assert indicator.upper == 0
assert indicator.middle == 0
assert indicator.lower == 0
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
indicator = BollingerBands(5, 2.0)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
indicator.update_raw(1.00000, 1.00000, 1.00000)
# Act
indicator.reset()
# Assert
self.assertFalse(indicator.initialized)
self.assertEqual(0, indicator.upper)
self.assertEqual(0, indicator.middle)
self.assertEqual(0, indicator.lower)
def test_name_returns_expected_name(self):
# Arrange
indicator = BollingerBands(20, 2.0)
# Act, Assert
assert indicator.name == "BollingerBands"