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_raw(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_raw(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_raw(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_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=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_raw(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_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() # 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_raw(point, sys.float_info.epsilon,
sys.float_info.epsilon)
output.append(self.kp.value)
# Assert
self.assertEqual(len(battery_signal), len(output))