def test_limit_price_sigmoid(self):
"""
Test successful execution of 'limit_price_sigmoid' function.
"""
t_pos_sig, pos_sig, f_sig, w_sig, max_pos_sig = 124, 112, 165.50, 8.44, 150
sum_inv_price_sig = sum([
inv_price_sigmoid(f_sig, w_sig, j / float(max_pos_sig))
for j in range(abs(pos_sig +
np.sign(t_pos_sig - pos_sig)), abs(t_pos_sig +
1))
])
limit_p_sig = (1 / abs(t_pos_sig - pos_sig)) * sum_inv_price_sig
self.assertAlmostEqual(
limit_p_sig,
limit_price_sigmoid(t_pos_sig, pos_sig, f_sig, w_sig, max_pos_sig),
7)
def test_limit_price_sigmoid_return_nan(self):
"""
Tests for the successful return of np.nan in the case that the target position is the same as the
current position.
"""
self.assertTrue(np.isnan(limit_price_sigmoid(1, 1, 123, 21, 234)))