def test_update_correctly_updates_analyzer(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
tick1 = QuoteTick(
AUDUSD_SIM.id,
Price("0.80000"),
Price("0.80010"),
Quantity(1),
Quantity(1),
0,
)
tick2 = QuoteTick(
AUDUSD_SIM.id,
Price("0.80002"),
Price("0.80008"),
Quantity(1),
Quantity(1),
0,
)
# Act
analyzer.handle_quote_tick(tick1)
analyzer.handle_quote_tick(tick2)
# Assert
self.assertAlmostEqual(6e-05, analyzer.current)
self.assertAlmostEqual(8e-05, analyzer.average)
def test_update_correctly_updates_analyzer(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
tick1 = QuoteTick(
instrument_id=AUDUSD_SIM.id,
bid=Price.from_str("0.80000"),
ask=Price.from_str("0.80010"),
bid_size=Quantity.from_int(1),
ask_size=Quantity.from_int(1),
ts_event=0,
ts_init=0,
)
tick2 = QuoteTick(
instrument_id=AUDUSD_SIM.id,
bid=Price.from_str("0.80002"),
ask=Price.from_str("0.80008"),
bid_size=Quantity.from_int(1),
ask_size=Quantity.from_int(1),
ts_event=0,
ts_init=0,
)
# Act
analyzer.handle_quote_tick(tick1)
analyzer.handle_quote_tick(tick2)
# Assert
assert analyzer.current == pytest.approx(6e-05)
assert analyzer.average == pytest.approx(8e-05)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
instance = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
# Act
instance.reset()
# Assert
self.assertFalse(instance.initialized)
self.assertEqual(0, instance.current)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
instance = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
# Act
instance.reset()
# Assert
assert not instance.initialized
assert instance.current == 0
def test_handle_ticks_initializes_indicator(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1) # Only one tick
tick = TestStubs.quote_tick_5decimal()
# Act
analyzer.handle_quote_tick(tick)
analyzer.handle_quote_tick(tick)
# Assert
self.assertTrue(analyzer.initialized)
def test_update_with_incorrect_tick_raises_exception(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
tick = QuoteTick(
instrument_id=USDJPY_SIM.id,
bid=Price.from_str("117.80000"),
ask=Price.from_str("117.80010"),
bid_size=Quantity.from_int(1),
ask_size=Quantity.from_int(1),
ts_event=0,
ts_init=0,
)
# Act, Assert
with pytest.raises(ValueError):
analyzer.handle_quote_tick(tick)
def test_instantiate(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
# Act, Assert
assert analyzer.current == 0
assert analyzer.current == 0
assert analyzer.average == 0
assert analyzer.initialized is False
def test_instantiate(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
# Act
# Assert
self.assertEqual(0, analyzer.current)
self.assertEqual(0, analyzer.current)
self.assertEqual(0, analyzer.average)
self.assertEqual(False, analyzer.initialized)
def test_update_with_incorrect_tick_raises_exception(self):
# Arrange
analyzer = SpreadAnalyzer(AUDUSD_SIM.id, 1000)
tick = QuoteTick(
USDJPY_SIM.id,
Price("117.80000"),
Price("117.80010"),
Quantity(1),
Quantity(1),
0,
)
# Act
# Assert
self.assertRaises(ValueError, analyzer.handle_quote_tick, tick)