def test_max_bars(interval):
bars = OHLC('exchange', 'symbol', interval, max_bars=3)
start = datetime.utcnow()
with freeze_time(start) as time:
for _ in range(3):
bars.on_tick(10)
time.tick(delta=interval)
assert 3 == len(bars.bars(n=100))
bars.on_tick(12)
assert 3 == len(bars.bars(n=100))
bars.on_tick(12)
assert 3 == len(bars.bars(n=100))
def test_first_bar(interval):
bars = OHLC('exchange', 'symbol', interval)
start = datetime.utcnow()
with freeze_time(start):
bars.on_tick(10)
bars = bars.bars()
assert 1 == len(bars)
assert_bar(bars[0], 10, 10, 10, 10, start, interval)
def test_second_bar(interval):
bars = OHLC('exchange', 'symbol', interval)
start = datetime.utcnow()
with freeze_time(start) as time:
initial = datetime.utcnow() # Hack
bars.on_tick(10)
time.tick(delta=interval)
bars.on_tick(11)
bars = bars.bars()
assert 2 == len(bars)
assert_bar(
bars[1], 10, 11, 10, 11, initial + interval, interval)
def test_no_bars(interval):
bars = OHLC('exchange', 'symbol', interval)
assert [] == bars.bars()