wehub-resource-sync
68 lines
2.9 KiB
C#
68 lines
2.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Tests indicator behavior when "DailyPreciseEndTime" is disabled,
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/// ensuring updates occur at midnight and values remain consistent.
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/// </summary>
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public class DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm : DailyResolutionVsTimeSpanRegressionAlgorithm
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{
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// Disables precise end time, considering the full day instead.
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protected override bool DailyPreciseEndTime => false;
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protected override void SetupFirstIndicatorUpdatedHandler()
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{
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RelativeStrengthIndex1.Updated += (sender, data) =>
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{
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var updatedTime = Time;
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// RSI1 should update at midnight when precise end time is disabled
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if (updatedTime.TimeOfDay != new TimeSpan(0, 0, 0))
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{
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throw new RegressionTestException($"{RelativeStrengthIndex1.Name} must have updated at midnight, but it was updated at {updatedTime}");
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}
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// Since RSI1 updates before RSI2, it should have exactly one extra sample
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if (RelativeStrengthIndex1.Samples - 1 != RelativeStrengthIndex2.Samples)
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{
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throw new RegressionTestException("RSI1 must have 1 extra sample");
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}
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// RSI1's previous value should match RSI2's current value, ensuring consistency
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if (RelativeStrengthIndex1.Previous.Value != RelativeStrengthIndex2.Current.Value)
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{
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throw new RegressionTestException("RSI1 and RSI2 must have same value");
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}
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};
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}
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public override void OnEndOfAlgorithm()
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{
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if (RelativeStrengthIndex1.Current.Value != RelativeStrengthIndex2.Current.Value)
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{
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throw new RegressionTestException("RSI1 and RSI2 must have same value");
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}
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if (RelativeStrengthIndex1.Samples <= 20 || RelativeStrengthIndex2.Samples != RelativeStrengthIndex1.Samples)
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{
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throw new RegressionTestException("The number of samples must be the same and greater than 20");
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}
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}
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}
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}
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