wehub-resource-sync
60 lines
2.1 KiB
C#
60 lines
2.1 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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using NUnit.Framework;
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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 ConnorsRelativeStrengthIndexTests : CommonIndicatorTests<IndicatorDataPoint>
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{
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protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
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{
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return new ConnorsRelativeStrengthIndex(3, 2, 100);
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}
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protected override string TestFileName => "spy_crsi.csv";
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protected override string TestColumnName => "crsi";
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[Test]
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public void DoesNotThrowDivisionByZero()
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{
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var crsi = new ConnorsRelativeStrengthIndex(2, 2, 2);
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for (var i = 0; i < 10; i++)
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{
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Assert.DoesNotThrow(() => crsi.Update(DateTime.UtcNow, 0m));
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}
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}
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[Test]
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public void IsReadyAfterPeriodUpdates()
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{
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var rsiPeriod = 2;
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var rsiPeriodStreak = 3;
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var lookBackPeriod = 4;
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var crsi = new ConnorsRelativeStrengthIndex(rsiPeriod, rsiPeriodStreak, lookBackPeriod);
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int minInputValues = Math.Max(rsiPeriod, Math.Max(rsiPeriodStreak, lookBackPeriod));
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for (int i = 0; i < minInputValues; i++)
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{
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Assert.IsFalse(crsi.IsReady);
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crsi.Update(DateTime.Now, i + 1);
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}
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Assert.IsTrue(crsi.IsReady);
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}
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}
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} |