def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00001, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00003, indicator.value)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30, PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.symbol)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00002, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
bar = TestDataStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00003
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00001
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30, PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00002
def setUp(self):
# Fixture Setup
self.ama = AdaptiveMovingAverage(10, 2, 30)
class AdaptiveMovingAverageTests(unittest.TestCase):
def setUp(self):
# Fixture Setup
self.ama = AdaptiveMovingAverage(10, 2, 30)
def test_name_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("AdaptiveMovingAverage", self.ama.name)
def test_str_repr_returns_expected_string(self):
# Arrange
# Act
# Assert
self.assertEqual("AdaptiveMovingAverage(10, 2, 30)", str(self.ama))
self.assertEqual("AdaptiveMovingAverage(10, 2, 30)", repr(self.ama))
def test_period(self):
# Arrange
# Act
# Assert
self.assertEqual(10, self.ama.period)
def test_initialized_without_inputs_returns_false(self):
# Arrange
# Act
# Assert
self.assertEqual(False, self.ama.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Arrange
# Act
for _i in range(10):
self.ama.update_raw(1.00000)
# Assert
self.assertEqual(True, self.ama.initialized)
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30, PriceType.MID)
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00002, indicator.value)
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00001, indicator.value)
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
bar = TestStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
self.assertTrue(indicator.has_inputs)
self.assertEqual(1.00003, indicator.value)
def test_value_with_one_input(self):
# Arrange
self.ama.update_raw(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.ama.value)
def test_value_with_three_inputs(self):
# Arrange
self.ama.update_raw(1.00000)
self.ama.update_raw(2.00000)
self.ama.update_raw(3.00000)
# Act
# Assert
self.assertEqual(2.135802469135802, self.ama.value, 10)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.ama.update_raw(1.00000)
# Act
self.ama.reset()
# Assert
self.assertFalse(self.ama.initialized)
self.assertEqual(0, self.ama.value)
def setUp(self):
# Arrange
self.ama = AdaptiveMovingAverage(10, 2, 30)
class AdaptiveMovingAverageTests(unittest.TestCase):
# Fixture Setup
def setUp(self):
# Arrange
self.ama = AdaptiveMovingAverage(10, 2, 30)
def test_name(self):
# Act
# Assert
self.assertEqual('AdaptiveMovingAverage', self.ama.name)
def test_str(self):
# Act
# Assert
self.assertEqual('AdaptiveMovingAverage(10, 2, 30)', str(self.ama))
def test_repr(self):
# Act
# Assert
self.assertTrue(
repr(self.ama).startswith(
'<AdaptiveMovingAverage(10, 2, 30) object at'))
self.assertTrue(repr(self.ama).endswith('>'))
def test_period(self):
# Act
# Assert
self.assertEqual(10, self.ama.period)
def test_initialized_without_inputs_returns_false(self):
# Act
# Assert
self.assertEqual(False, self.ama.initialized)
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Act
for i in range(10):
self.ama.update(1.00000)
# Assert
self.assertEqual(True, self.ama.initialized)
def test_value_with_one_input(self):
# Arrange
self.ama.update(1.00000)
# Act
# Assert
self.assertEqual(1.0, self.ama.value)
def test_value_with_three_inputs(self):
# Arrange
self.ama.update(1.00000)
self.ama.update(2.00000)
self.ama.update(3.00000)
# Act
# Assert
self.assertEqual(2.135802469135802, self.ama.value, 10)
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for i in range(1000):
self.ama.update(1.00000)
# Act
self.ama.reset()
# Assert
self.assertEqual(0.0, self.ama.value) # No assertion errors.
def test_with_battery_signal(self):
# Arrange
battery_signal = BatterySeries.create()
output = []
# Act
for point in battery_signal:
self.ama.update(point)
output.append(self.ama.value)
# Assert
self.assertEqual(len(battery_signal), len(output))
class TestAdaptiveMovingAverage:
def setup(self):
# Fixture Setup
self.ama = AdaptiveMovingAverage(10, 2, 30)
def test_name_returns_expected_string(self):
# Arrange, Act, Assert
assert self.ama.name == "AdaptiveMovingAverage"
def test_str_repr_returns_expected_string(self):
# Arrange, Act, Assert
assert str(self.ama) == "AdaptiveMovingAverage(10, 2, 30)"
assert repr(self.ama) == "AdaptiveMovingAverage(10, 2, 30)"
def test_period(self):
# Arrange, Act, Assert
assert self.ama.period == 10
def test_initialized_without_inputs_returns_false(self):
# Arrange, Act, Assert
assert self.ama.initialized is False
def test_initialized_with_required_inputs_returns_true(self):
# Arrange
# Arrange, Act
for _i in range(10):
self.ama.update_raw(1.00000)
# Assert
assert self.ama.initialized is True
def test_handle_quote_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30, PriceType.MID)
tick = TestDataStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_quote_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00002
def test_handle_trade_tick_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
tick = TestDataStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
indicator.handle_trade_tick(tick)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00001
def test_handle_bar_updates_indicator(self):
# Arrange
indicator = AdaptiveMovingAverage(10, 2, 30)
bar = TestDataStubs.bar_5decimal()
# Act
indicator.handle_bar(bar)
# Assert
assert indicator.has_inputs
assert indicator.value == 1.00003
def test_value_with_one_input(self):
# Arrange
self.ama.update_raw(1.00000)
# Act, Assert
assert self.ama.value == 1.0
def test_value_with_three_inputs(self):
# Arrange
self.ama.update_raw(1.00000)
self.ama.update_raw(2.00000)
self.ama.update_raw(3.00000)
# Act, Assert
assert self.ama.value == 2.135802469135802
def test_reset_successfully_returns_indicator_to_fresh_state(self):
# Arrange
for _i in range(1000):
self.ama.update_raw(1.00000)
# Act
self.ama.reset()
# Assert
assert not self.ama.initialized
assert self.ama.value == 0
