wehub-resource-sync
84 lines
2.9 KiB
C#
84 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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using QuantConnect.Indicators;
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namespace QuantConnect.Tests.Indicators
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{
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[TestFixture]
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public class ChaikinMoneyFlowTests : CommonIndicatorTests<TradeBar>
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{
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protected override IndicatorBase<TradeBar> CreateIndicator()
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{
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return new ChaikinMoneyFlow("CMF", 20);
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}
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protected override string TestFileName => "spy_cmf.txt";
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protected override string TestColumnName => "CMF_20";
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[Test]
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public void TestTradeBarsWithNoVolume()
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{
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// As volume is a multiplier in numerator, should return default value 0m.
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var cmf = new ChaikinMoneyFlow("CMF", 3);
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foreach (var data in TestHelper.GetDataStream(4))
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{
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var tradeBar = new TradeBar
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{
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Open = data.Value,
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Close = data.Value,
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High = data.Value,
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Low = data.Value,
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Volume = 0
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};
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cmf.Update(tradeBar);
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}
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Assert.AreEqual(cmf.Current.Value, 0m);
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}
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[Test]
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public void TestDivByZero()
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{
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var cmf = new ChaikinMoneyFlow("CMF", 3);
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foreach (var data in TestHelper.GetDataStream(4))
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{
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// Should handle High = Low case by returning 0m.
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var tradeBar = new TradeBar
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{
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Open = data.Value,
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Close = data.Value,
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High = 1,
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Low = 1,
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Volume = 1
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};
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cmf.Update(tradeBar);
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}
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Assert.AreEqual(cmf.Current.Value, 0m);
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}
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/// <summary>
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/// The final value of this indicator is zero because it uses the Volume of the bars it receives.
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/// Since RenkoBar's don't always have Volume, the final current value is zero. Therefore we
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/// skip this test
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/// </summary>
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/// <param name="indicator"></param>
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protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(IndicatorBase indicator)
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{
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}
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}
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}
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