diff --git a/backtester/test/conftest.py b/backtester/test/conftest.py
index 8803969..46c0a7a 100644
--- a/backtester/test/conftest.py
+++ b/backtester/test/conftest.py
@@ -26,6 +26,13 @@ def ivy_portfolio_datahandler():
     return data
 
 
+@pytest.fixture(scope='module')
+def constant_price_stocks():
+    data = TiingoData(SAMPLE_DATA_STOCKS)
+    data['adjClose'] = data['close'] = 10.0
+    return data
+
+
 @pytest.fixture(scope='module')
 def sample_options_datahandler():
     data = HistoricalOptionsData(SAMPLE_DATA_OPTIONS)
diff --git a/backtester/test/datahandler/test_tiingo_data.py b/backtester/test/datahandler/test_tiingo_data.py
index 31539f3..e5cc720 100644
--- a/backtester/test/datahandler/test_tiingo_data.py
+++ b/backtester/test/datahandler/test_tiingo_data.py
@@ -1,10 +1,15 @@
-from backtester.datahandler import TiingoData
-
-
 def test_sma(sample_stocks_datahandler):
     data = sample_stocks_datahandler
     data.sma(30)
     for symbol in data['symbol'].unique():
         symbol_data = data.query('symbol == "{}"'.format(symbol))
         sma = symbol_data.rolling(30)['adjClose'].mean().fillna(0)
-        assert (symbol_data['sma'] == sma).all()
\ No newline at end of file
+        assert (symbol_data['sma'] == sma).all()
+
+
+def test_constant_price_sma(constant_price_stocks):
+    fixed_price = constant_price_stocks['adjClose'].iloc[0]
+    for window in range(1, 20):
+        constant_price_stocks.sma(window)
+        for _symbol, data in constant_price_stocks.groupby('symbol'):
+            assert (data['sma'][window:] == fixed_price).all()