Function _assert_bar_invariants

python/tests/test_bars_module.py:37–44

(df: pl.DataFrame)

def _assert_bar_invariants(df: pl.DataFrame) -> None:
    assert df.height > 0
    assert df.select((pl.col("high") >= pl.col("open")).all()).item()
    assert df.select((pl.col("high") >= pl.col("close")).all()).item()
    assert df.select((pl.col("low") <= pl.col("open")).all()).item()
    assert df.select((pl.col("low") <= pl.col("close")).all()).item()
    assert df.select((pl.col("n_obs") >= 1).all()).item()
    assert df.select((pl.col("ts") >= pl.col("start_ts")).all()).item()


def test_time_tick_volume_dollar_bars_are_deterministic():