"""Smoke tests: every public class can be constructed and emits the right shape.""" from __future__ import annotations import numpy as np import pytest import wickra as ta def test_version_is_a_nonempty_string(): assert isinstance(ta.__version__, str) assert ta.__version__ @pytest.mark.parametrize( "cls, args", [ (ta.SMA, (14,)), (ta.EMA, (14,)), (ta.WMA, (14,)), (ta.RSI, (14,)), ], ) def test_scalar_batch_returns_same_length(cls, args, sine_prices): out = cls(*args).batch(sine_prices) assert out.shape == sine_prices.shape assert out.dtype == np.float64 def test_macd_batch_returns_n_by_3(sine_prices): out = ta.MACD().batch(sine_prices) assert out.shape == (sine_prices.size, 3) def test_bollinger_batch_returns_n_by_4(sine_prices): out = ta.BollingerBands().batch(sine_prices) assert out.shape == (sine_prices.size, 4) def test_atr_batch_shape(ohlc_series): high, low, close = ohlc_series out = ta.ATR(14).batch(high, low, close) assert out.shape == close.shape def test_stochastic_batch_shape(ohlc_series): high, low, close = ohlc_series out = ta.Stochastic(14, 3).batch(high, low, close) assert out.shape == (close.size, 2) def test_obv_batch_shape(ohlc_series): _, _, close = ohlc_series volume = np.ones_like(close) out = ta.OBV().batch(close, volume) assert out.shape == close.shape def test_value_area_batch_shape(ohlc_series): high, low, close = ohlc_series volume = np.ones_like(close) out = ta.ValueArea(20, 50, 0.70).batch(high, low, volume) assert out.shape == (close.size, 3) def test_initial_balance_batch_shape(ohlc_series): high, low, _close = ohlc_series out = ta.InitialBalance(12).batch(high, low) assert out.shape == (high.size, 2) def test_opening_range_batch_shape(ohlc_series): high, low, close = ohlc_series out = ta.OpeningRange(6).batch(high, low, close) assert out.shape == (close.size, 3) def test_ichimoku_batch_returns_n_by_5(ohlc_series): high, low, close = ohlc_series out = ta.Ichimoku().batch(high, low, close) assert out.shape == (close.size, 5) def test_heikin_ashi_batch_returns_n_by_4(ohlc_series): high, low, close = ohlc_series open_ = (high + low) / 2.0 out = ta.HeikinAshi().batch(open_, high, low, close) assert out.shape == (close.size, 4) def test_ehlers_super_smoother_batch_shape(sine_prices): out = ta.SuperSmoother(10).batch(sine_prices) assert out.shape == sine_prices.shape def test_mama_batch_shape(sine_prices): out = ta.MAMA().batch(sine_prices) assert out.shape == (sine_prices.size, 2) def test_orderbook_indicators_construct_and_emit(): # All five order-book indicators accept a four-array snapshot and emit a float. snapshot = ([100.0, 99.0], [2.0, 1.0], [101.0, 102.0], [1.0, 1.0]) indicators = [ ta.OrderBookImbalanceTop1(), ta.OrderBookImbalanceTopN(2), ta.OrderBookImbalanceFull(), ta.Microprice(), ta.QuotedSpread(), ta.DepthSlope(), ] for ind in indicators: out = ind.update(*snapshot) assert isinstance(out, float) def test_orderbook_batch_returns_one_value_per_snapshot(): snapshots = [([100.0], [3.0], [101.0], [1.0])] * 5 out = ta.OrderBookImbalanceTop1().batch(snapshots) assert out.shape == (5,) assert out.dtype == np.float64 def test_tradeflow_indicators_construct_and_emit(): # SignedVolume and CVD emit from the first trade; TradeImbalance(1) too. assert isinstance(ta.SignedVolume().update(100.0, 2.0, True), float) assert isinstance(ta.CumulativeVolumeDelta().update(100.0, 2.0, True), float) assert isinstance(ta.TradeImbalance(1).update(100.0, 2.0, True), float) def test_tradeflow_batch_returns_one_value_per_trade(): price = np.full(6, 100.0) size = np.array([1.0, 2.0, 3.0, 1.0, 2.0, 3.0]) is_buy = [True, False, True, False, True, False] out = ta.CumulativeVolumeDelta().batch(price, size, is_buy) assert out.shape == (6,) assert out.dtype == np.float64 def test_price_impact_indicators_construct_and_emit(): # Price-impact indicators take a trade paired with the prevailing mid. assert isinstance(ta.EffectiveSpread().update(100.05, 1.0, True, 100.0), float) # RealizedSpread buffers until its horizon elapses. assert ta.RealizedSpread(1).update(100.05, 1.0, True, 100.0) is None def test_price_impact_batch_returns_one_value_per_trade(): price = np.array([100.05, 99.95, 100.10, 99.90]) size = np.array([1.0, 2.0, 1.0, 2.0]) is_buy = [True, False, True, False] mid = np.full(4, 100.0) for ind in (ta.EffectiveSpread(), ta.RealizedSpread(2), ta.KylesLambda(2)): out = ind.batch(price, size, is_buy, mid) assert out.shape == (4,) assert out.dtype == np.float64 def test_footprint_constructs_and_emits(): out = ta.Footprint(1.0).update(100.2, 2.0, True) assert out.shape == (1, 3) assert out.dtype == np.float64 def test_footprint_batch_returns_list_of_arrays(): res = ta.Footprint(1.0).batch([100.2, 100.7], [2.0, 3.0], [True, False]) assert isinstance(res, list) assert len(res) == 2 assert res[-1].shape[1] == 3