wehub-resource-sync
89 lines
2.9 KiB
C#
89 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 NUnit.Framework;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Tests.Common.Data.Market
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{
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[TestFixture]
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public class BarTests
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{
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[Test]
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public void UpdatesProperly()
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{
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var bar = new Bar();
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bar.Update(10);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(10, bar.High);
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Assert.AreEqual(10, bar.Low);
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Assert.AreEqual(10, bar.Close);
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bar.Update(20);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(20, bar.High);
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Assert.AreEqual(10, bar.Low);
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Assert.AreEqual(20, bar.Close);
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bar.Update(5);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(20, bar.High);
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Assert.AreEqual(5, bar.Low);
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Assert.AreEqual(5, bar.Close);
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bar.Update(11);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(20, bar.High);
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Assert.AreEqual(5, bar.Low);
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Assert.AreEqual(11, bar.Close);
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}
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[Test]
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public void DoesNotHandleAssetsWithZeroPrice()
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{
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var bar = new Bar();
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bar.Update(10);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(10, bar.High);
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Assert.AreEqual(10, bar.Low);
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Assert.AreEqual(10, bar.Close);
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// no update performed
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bar.Update(0);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(10, bar.High);
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Assert.AreEqual(10, bar.Low);
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Assert.AreEqual(10, bar.Close);
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bar.Update(-5);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(10, bar.High);
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Assert.AreEqual(-5, bar.Low);
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Assert.AreEqual(-5, bar.Close);
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bar.Update(5);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(10, bar.High);
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Assert.AreEqual(-5, bar.Low);
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Assert.AreEqual(5, bar.Close);
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bar.Update(50);
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Assert.AreEqual(10, bar.Open);
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Assert.AreEqual(50, bar.High);
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Assert.AreEqual(-5, bar.Low);
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Assert.AreEqual(50, bar.Close);
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}
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}
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} |