wehub-resource-sync
77 lines
2.8 KiB
C#
77 lines
2.8 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;
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using QuantConnect.Data.Market;
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using QuantConnect.Indicators;
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using System;
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namespace QuantConnect.Tests.Indicators
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{
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[TestFixture]
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public class AccelerationBandsTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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RenkoBarSize = 1m;
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VolumeRenkoBarSize = 0.5m;
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return new AccelerationBands(period: 20, width: 4m);
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}
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protected override string TestFileName => "spy_acceleration_bands_20_4.txt";
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protected override string TestColumnName => "MiddleBand";
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[Test]
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public void ComparesWithExternalDataLowerBand()
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{
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var abands = CreateIndicator();
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TestHelper.TestIndicator(
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abands,
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"spy_acceleration_bands_20_4.txt",
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"LowerBand",
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(ind, expected) => Assert.AreEqual(expected, (double) ((AccelerationBands) ind).LowerBand.Current.Value,
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delta: 1e-4, message: "Lower band test fail.")
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);
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}
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[Test]
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public void ComparesWithExternalDataUpperBand()
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{
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var abands = CreateIndicator();
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TestHelper.TestIndicator(
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abands,
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"spy_acceleration_bands_20_4.txt",
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"UpperBand",
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(ind, expected) => Assert.AreEqual(expected, (double) ((AccelerationBands) ind).UpperBand.Current.Value,
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delta: 1e-4, message: "Upper band test fail.")
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);
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}
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[Test]
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public void WorksWithLowValues()
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{
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var abands = CreateIndicator();
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var random = new Random();
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var time = DateTime.UtcNow;
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for(int i = 0; i < 40; i++)
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{
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var value = random.NextDouble() * 0.000000000000000000000000000001;
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Assert.DoesNotThrow(() => abands.Update(new TradeBar { High = (decimal)value, Low = (decimal)value, Time = time.AddDays(i)}));
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}
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}
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}
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} |