def test_handle_bars_with_no_bars_logs_and_continues(self): # Arrange bar_type = TestStubs.bartype_gbpusd_1sec_mid() strategy = TradingStrategy() strategy.register( trader_id=self.trader_id, portfolio=self.portfolio, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) ema = ExponentialMovingAverage(10) strategy.register_indicator_for_bars(bar_type, ema) # Act strategy.handle_bars([]) # Assert assert ema.count == 0
def test_handle_bars_updates_indicator_registered_for_bars(self): # Arrange bar_type = TestStubs.bartype_audusd_1min_bid() strategy = TradingStrategy() strategy.register( trader_id=self.trader_id, portfolio=self.portfolio, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) ema = ExponentialMovingAverage(10) strategy.register_indicator_for_bars(bar_type, ema) bar = TestStubs.bar_5decimal() # Act strategy.handle_bars([bar]) # Assert assert ema.count == 1
def test_register_indicator_for_multiple_data_sources(self): # Arrange strategy = TradingStrategy() strategy.register( trader_id=self.trader_id, portfolio=self.portfolio, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) ema = ExponentialMovingAverage(10) bar_type = TestStubs.bartype_audusd_1min_bid() # Act strategy.register_indicator_for_quote_ticks(AUDUSD_SIM.id, ema) strategy.register_indicator_for_quote_ticks(GBPUSD_SIM.id, ema) strategy.register_indicator_for_trade_ticks(AUDUSD_SIM.id, ema) strategy.register_indicator_for_bars(bar_type, ema) assert len(strategy.registered_indicators) == 1 assert ema in strategy.registered_indicators
def test_register_indicator_for_bars_when_already_registered(self): # Arrange strategy = TradingStrategy() strategy.register( trader_id=self.trader_id, portfolio=self.portfolio, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) ema1 = ExponentialMovingAverage(10) ema2 = ExponentialMovingAverage(10) bar_type = TestStubs.bartype_audusd_1min_bid() # Act strategy.register_indicator_for_bars(bar_type, ema1) strategy.register_indicator_for_bars(bar_type, ema2) strategy.register_indicator_for_bars(bar_type, ema2) assert len(strategy.registered_indicators) == 2 assert ema1 in strategy.registered_indicators assert ema2 in strategy.registered_indicators