Used monitoring_threshold to calculate status.
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@@ -173,8 +173,8 @@ class TestCorrelation(unittest.TestCase):
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# Mock symbol return values
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mock.symbols_get.return_value = self.mock_symbols
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# Create correlation class
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cor = correlation.Correlation()
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# Create correlation class. We will set a divergence threshold so that we can test status.
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cor = correlation.Correlation(divergence_threshold=0.8)
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# Calculate for price data. We should have 100% matching dates in sets. Get prices should be called 3 times.
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# We dont have a SYMBOL2 as this is set as not visible. All pairs should be correlated for the purpose of this
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@@ -185,9 +185,6 @@ class TestCorrelation(unittest.TestCase):
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cor.calculate(date_from=self.start_date, date_to=self.end_date, timeframe=5, min_prices=100,
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max_set_size_diff_pct=100, overlap_pct=100, max_p_value=1)
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# Set the monitoring threshold
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cor.monitoring_threshold = 0.9
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# We will build some tick data for each symbol and patch it in. Tick data will be from 10 seconds ago to now.
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# We only need to patch in one set of tick data for each symbol as it will be cached.
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columns = ['time', 'ask']
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@@ -232,10 +229,11 @@ class TestCorrelation(unittest.TestCase):
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'Timeframe': 0.66})),
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2, "We should have 2 history records for SYMBOL1:SYMBOL2 using the 0.66 min timeframe.")
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# The status should be BELOW for SYMBOL1:SYMBOL2 and SYMBOL1:SYMBOL4. It should be ABOVE for SYMBOL2:SYMBOL4.
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self.assertTrue(cor.get_last_status('SYMBOL1', 'SYMBOL2') == correlation.STATUS_BELOW_MONITORING_THRESHOLD)
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self.assertTrue(cor.get_last_status('SYMBOL1', 'SYMBOL4') == correlation.STATUS_BELOW_MONITORING_THRESHOLD)
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self.assertTrue(cor.get_last_status('SYMBOL2', 'SYMBOL4') == correlation.STATUS_ABOVE_MONITORING_THRESHOLD)
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# The status should be BELOW for SYMBOL1:SYMBOL2, and should be ABOVE for and SYMBOL1:SYMBOL4 and
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# SYMBOL2:SYMBOL4.
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self.assertTrue(cor.get_last_status('SYMBOL1', 'SYMBOL2') == correlation.STATUS_BELOW_DIVERGENCE_THRESHOLD)
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self.assertTrue(cor.get_last_status('SYMBOL1', 'SYMBOL4') == correlation.STATUS_ABOVE_DIVERGENCE_THRESHOLD)
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self.assertTrue(cor.get_last_status('SYMBOL2', 'SYMBOL4') == correlation.STATUS_ABOVE_DIVERGENCE_THRESHOLD)
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@patch('mt5_correlation.mt5.MetaTrader5')
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def test_load_and_save(self, mock):
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