"""Tests for the indicator lifecycle methods: reset, is_ready, warmup_period, repr.""" from __future__ import annotations import numpy as np import pytest import wickra as ta SCALAR_INDICATORS = [ (ta.SMA, (14,)), (ta.EMA, (14,)), (ta.WMA, (14,)), (ta.RSI, (14,)), (ta.MACD, ()), (ta.BollingerBands, ()), ] @pytest.mark.parametrize("cls, args", SCALAR_INDICATORS) def test_is_ready_transitions_after_warmup(cls, args): ind = cls(*args) assert not ind.is_ready() series = np.linspace(1.0, 200.0, 200) ind.batch(series) assert ind.is_ready() @pytest.mark.parametrize("cls, args", SCALAR_INDICATORS) def test_reset_returns_to_initial_state(cls, args): ind = cls(*args) ind.batch(np.linspace(1.0, 200.0, 200)) assert ind.is_ready() ind.reset() assert not ind.is_ready() @pytest.mark.parametrize( "cls, args, period", [ (ta.SMA, (14,), 14), (ta.EMA, (14,), 14), (ta.WMA, (14,), 14), (ta.RSI, (14,), 15), (ta.BollingerBands, (20, 2.0), 20), ], ) def test_warmup_period(cls, args, period): assert cls(*args).warmup_period() == period def test_repr_contains_class_and_parameters(): assert "SMA" in repr(ta.SMA(14)) assert "14" in repr(ta.SMA(14)) assert "BollingerBands" in repr(ta.BollingerBands(20, 2.0)) def test_constructor_rejects_zero_period(): with pytest.raises(ValueError): ta.SMA(0) with pytest.raises(ValueError): ta.RSI(0) def test_macd_rejects_fast_geq_slow(): with pytest.raises(ValueError): ta.MACD(fast=26, slow=12, signal=9) def test_bollinger_rejects_non_positive_multiplier(): with pytest.raises(ValueError): ta.BollingerBands(20, 0.0) with pytest.raises(ValueError): ta.BollingerBands(20, -1.0) def test_candle_dict_input_supported(): atr = ta.ATR(2) atr.update({"open": 10.0, "high": 11.0, "low": 9.0, "close": 10.5, "volume": 1.0}) v = atr.update({"open": 10.5, "high": 12.0, "low": 10.0, "close": 11.0, "volume": 1.0}) assert v is not None def test_candle_tuple_input_supported(): atr = ta.ATR(2) atr.update((10.0, 11.0, 9.0, 10.5, 1.0, 0)) v = atr.update((10.5, 12.0, 10.0, 11.0, 1.0, 1)) assert v is not None def test_initial_balance_reset_unlocks(): ib = ta.InitialBalance(2) assert not ib.is_ready() ib.update((101.0, 102.0, 100.0, 101.0, 0.0, 0)) ib.update((102.0, 103.0, 101.0, 102.0, 0.0, 1)) assert ib.is_ready() assert ib.is_locked() ib.reset() assert not ib.is_ready() assert not ib.is_locked() def test_opening_range_reset_unlocks(): or_ind = ta.OpeningRange(2) or_ind.update((101.0, 102.0, 100.0, 101.0, 0.0, 0)) or_ind.update((102.0, 103.0, 101.0, 102.0, 0.0, 1)) assert or_ind.is_locked() or_ind.reset() assert not or_ind.is_locked() def test_value_area_warmup_equals_period(): assert ta.ValueArea(20, 50, 0.70).warmup_period() == 20 assert ta.ValueArea(10, 30, 0.80).warmup_period() == 10 def test_ehlers_indicators_lifecycle(): # Spot-check a few Family-10 entries beyond what test_new_indicators covers. series = np.linspace(1.0, 200.0, 200) + np.sin(np.arange(200) * 0.3) * 5.0 for ind in [ ta.SuperSmoother(10), ta.FisherTransform(10), ta.MAMA(), ta.HilbertDominantCycle(), ta.SineWave(), ]: assert not ind.is_ready() ind.batch(series) assert ind.is_ready() ind.reset() assert not ind.is_ready() def test_orderbook_lifecycle(): snapshot = ([100.0], [1.0], [101.0], [1.0]) for ind in [ ta.OrderBookImbalanceTop1(), ta.OrderBookImbalanceTopN(3), ta.OrderBookImbalanceFull(), ta.Microprice(), ta.QuotedSpread(), ta.DepthSlope(), ]: assert ind.warmup_period() == 1 assert not ind.is_ready() ind.update(*snapshot) assert ind.is_ready() ind.reset() assert not ind.is_ready() def test_orderbook_topn_repr(): assert repr(ta.OrderBookImbalanceTopN(5)) == "OrderBookImbalanceTopN(levels=5)" def test_tradeflow_lifecycle(): for ind in [ta.SignedVolume(), ta.CumulativeVolumeDelta()]: assert ind.warmup_period() == 1 assert not ind.is_ready() ind.update(100.0, 1.0, True) assert ind.is_ready() ind.reset() assert not ind.is_ready() def test_trade_imbalance_lifecycle_and_repr(): ti = ta.TradeImbalance(3) assert ti.warmup_period() == 3 assert not ti.is_ready() for _ in range(3): ti.update(100.0, 1.0, True) assert ti.is_ready() ti.reset() assert not ti.is_ready() assert repr(ta.TradeImbalance(4)) == "TradeImbalance(window=4)" def test_effective_spread_lifecycle(): es = ta.EffectiveSpread() assert es.warmup_period() == 1 assert not es.is_ready() es.update(100.05, 1.0, True, 100.0) assert es.is_ready() es.reset() assert not es.is_ready() def test_realized_spread_lifecycle_and_repr(): rs = ta.RealizedSpread(3) assert rs.warmup_period() == 4 assert not rs.is_ready() for _ in range(4): rs.update(100.0, 1.0, True, 100.0) assert rs.is_ready() rs.reset() assert not rs.is_ready() assert repr(ta.RealizedSpread(5)) == "RealizedSpread(horizon=5)" def test_kyles_lambda_lifecycle_and_repr(): kl = ta.KylesLambda(3) assert kl.warmup_period() == 4 assert not kl.is_ready() for i in range(4): kl.update(100.0 + i, 1.0 + (i % 2), i % 2 == 0, 100.0 + i) assert kl.is_ready() kl.reset() assert not kl.is_ready() assert repr(ta.KylesLambda(7)) == "KylesLambda(window=7)" def test_footprint_lifecycle_and_repr(): fp = ta.Footprint(0.5) assert fp.warmup_period() == 1 assert not fp.is_ready() fp.update(100.0, 1.0, True) assert fp.is_ready() fp.reset() assert not fp.is_ready() assert repr(ta.Footprint(0.25)) == "Footprint(tick_size=0.25)"