Files
2026-07-13 13:02:50 +08:00

51 lines
1.7 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using NUnit.Framework;
using QuantConnect.Indicators;
namespace QuantConnect.Tests.Indicators
{
[TestFixture]
public class ConstantIndicatorTests
{
[Test]
public void ComputesCorrectly()
{
var cons = new ConstantIndicator<IndicatorDataPoint>("c", 1m);
Assert.AreEqual(1m, cons.Current.Value);
Assert.IsTrue(cons.IsReady);
cons.Update(DateTime.Today, 3m);
Assert.AreEqual(1m, cons.Current.Value);
}
[Test]
public void ResetsProperly()
{
// constant reset should reset samples but the value should still be the same
var cons = new ConstantIndicator<IndicatorDataPoint>("c", 1m);
cons.Update(DateTime.Today, 3m);
cons.Update(DateTime.Today.AddDays(1), 10m);
cons.Reset();
Assert.AreEqual(1m, cons.Current.Value);
Assert.AreEqual(DateTime.MinValue, cons.Current.Time);
Assert.AreEqual(0, cons.Samples);
}
}
}