class VolatilityCompressionRatioTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.vcr = VolatilityRatio(10, 100)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("VolatilityRatio", self.vcr.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("VolatilityRatio(10, 100, SIMPLE, True, 0.0)",
str(self.vcr))
self.assertEqual("VolatilityRatio(10, 100, SIMPLE, True, 0.0)",
repr(self.vcr))
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.vcr.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Act
for _i in range(100):
self.vcr.update_raw(1.00000, 1.00000, 1.00000)
# Assert
self.assertEqual(True, self.vcr.initialized)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = VolatilityRatio(10, 100)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.0, indicator.value)
def test_value_with_no_inputs_returns_none(self):
# Arrange
# Act
# Assert
self.assertEqual(0, self.vcr.value)
def test_value_with_epsilon_inputs_returns_expected_value(self):
# Arrange
epsilon = sys.float_info.epsilon
self.vcr.update_raw(epsilon, epsilon, epsilon)
# Act
# Assert
self.assertEqual(0, self.vcr.value)
def test_value_with_one_ones_input_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(0, self.vcr.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertEqual(1.0, self.vcr.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertEqual(1.0, self.vcr.value)
def test_value_with_close_on_high_returns_expected_value(self):
# Arrange
high = 1.00010
low = 1.00000
factor = 0
# Act
for _i in range(1000):
high += 0.00010 + factor
low += 0.00010 + factor
factor += 0.00001
close = high
self.vcr.update_raw(high, low, close)
# Assert
self.assertEqual(0.9552015928322548, self.vcr.value, 2)
def test_value_with_close_on_low_returns_expected_value(self):
# Arrange
high = 1.00010
low = 1.00000
factor = 0
# Act
for _i in range(1000):
high -= 0.00010 + factor
low -= 0.00010 + factor
factor -= 0.00002
close = low
self.vcr.update_raw(high, low, close)
# Assert
self.assertEqual(0.9547511312217188, self.vcr.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.vcr.update_raw(1.00010, 1.00000, 1.00005)
# Act
self.vcr.reset()
# Assert
self.assertFalse(self.vcr.initialized)
self.assertEqual(0, self.vcr.value)
class TestVolatilityCompressionRatio:
def setup(self):
# Fixture Setup
self.vcr = VolatilityRatio(10, 100)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.vcr.name == "VolatilityRatio"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.vcr) == "VolatilityRatio(10, 100, SIMPLE, True, 0.0)"
assert repr(self.vcr) == "VolatilityRatio(10, 100, SIMPLE, True, 0.0)"
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.vcr.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange, Act
for _i in range(100):
self.vcr.update_raw(1.00000, 1.00000, 1.00000)
# Assert
assert self.vcr.initialized is True
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = VolatilityRatio(10, 100)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.0
def test_value_with_no_inputs_returns_none(self):
# Arrange, Act, Assert
assert self.vcr.value == 0
def test_value_with_epsilon_inputs_returns_expected_value(self):
# Arrange
epsilon = sys.float_info.epsilon
self.vcr.update_raw(epsilon, epsilon, epsilon)
# Act, Assert
assert self.vcr.value == 0
def test_value_with_one_ones_input_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00000, 1.00000, 1.00000)
# Act, Assert
assert self.vcr.value == 0
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
# Act, Assert
assert self.vcr.value == 1.0
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
# Act, Assert
assert self.vcr.value == 1.0
def test_value_with_close_on_high_returns_expected_value(self):
# Arrange
high = 1.00010
low = 1.00000
factor = 0
# Act
for _i in range(1000):
high += 0.00010 + factor
low += 0.00010 + factor
factor += 0.00001
close = high
self.vcr.update_raw(high, low, close)
# Assert
assert self.vcr.value == pytest.approx(0.9552015928322548, 2)
def test_value_with_close_on_low_returns_expected_value(self):
# Arrange
high = 1.00010
low = 1.00000
factor = 0
# Act
for _i in range(1000):
high -= 0.00010 + factor
low -= 0.00010 + factor
factor -= 0.00002
close = low
self.vcr.update_raw(high, low, close)
# Assert
assert self.vcr.value == 0.9547511312217188
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.vcr.update_raw(1.00010, 1.00000, 1.00005)
# Act
self.vcr.reset()
# Assert
assert not self.vcr.initialized
assert self.vcr.value == 0
class VolatilityCompressionRatioTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.vcr = VolatilityRatio(10, 100)
def test_name_returns_expected_name(self):
# Act
# Assert
self.assertEqual("VolatilityRatio", self.vcr.name)
def test_str_returns_expected_string(self):
# Act
# Assert
self.assertEqual("VolatilityRatio(10, 100, SIMPLE, True, 0.0)", str(self.vcr))
def test_repr_returns_expected_string(self):
# Act
# Assert
self.assertTrue(repr(self.vcr).startswith("<VolatilityRatio(10, 100, SIMPLE, True, 0.0) object at"))
self.assertTrue(repr(self.vcr).endswith(">"))
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.vcr.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Act
for _i in range(100):
self.vcr.update_raw(1.00000, 1.00000, 1.00000)
# Assert
self.assertEqual(True, self.vcr.initialized)
def test_value_with_no_inputs_returns_none(self):
# Act
# Assert
self.assertEqual(0.0, self.vcr.value)
def test_value_with_epsilon_inputs_returns_expected_value(self):
# Arrange
epsilon = sys.float_info.epsilon
self.vcr.update_raw(epsilon, epsilon, epsilon)
# Act
# Assert
self.assertEqual(0.0, self.vcr.value)
def test_value_with_one_ones_input_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00000, 1.00000, 1.00000)
# Act
# Assert
self.assertEqual(0.0, self.vcr.value)
def test_value_with_one_input_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertEqual(1.0, self.vcr.value)
def test_value_with_three_inputs_returns_expected_value(self):
# Arrange
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
self.vcr.update_raw(1.00020, 1.00000, 1.00010)
# Act
# Assert
self.assertEqual(1.0, self.vcr.value)
def test_value_with_close_on_high_returns_expected_value(self):
# Arrange
high = 1.00010
low = 1.00000
factor = 0.0
# Act
for _i in range(1000):
high += 0.00010 + factor
low += 0.00010 + factor
factor += 0.00001
close = high
self.vcr.update_raw(high, low, close)
# Assert
self.assertEqual(0.9552015928322548, self.vcr.value, 2)
def test_value_with_close_on_low_returns_expected_value(self):
# Arrange
high = 1.00010
low = 1.00000
factor = 0.0
# Act
for _i in range(1000):
high -= 0.00010 + factor
low -= 0.00010 + factor
factor -= 0.00002
close = low
self.vcr.update_raw(high, low, close)
# Assert
self.assertEqual(0.9547511312217188, self.vcr.value)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.vcr.update_raw(1.00010, 1.00000, 1.00005)
# Act
self.vcr.reset()
# Assert
self.assertEqual(0.0, self.vcr.value) # No assertion errors.
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in BatterySeries.create():
self.vcr.update_raw(point, sys.float_info.epsilon, sys.float_info.epsilon)
output.append(self.vcr.value)
# Assert
self.assertEqual(len(battery_signal), len(output))