wehub-resource-sync
58 lines
1.9 KiB
C#
58 lines
1.9 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 DeMarkerIndicatorTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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RenkoBarSize = 0.001m;
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VolumeRenkoBarSize = 1000m;
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return new DeMarkerIndicator("DEM", 14);
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}
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protected override string TestFileName => "eurusd60_dem.txt";
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protected override string TestColumnName => "dem";
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[Test]
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public void TestDivByZero()
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{
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var dem = new DeMarkerIndicator("DEM", 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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dem.Update(tradeBar);
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}
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Assert.AreEqual(dem.Current.Value, 0m);
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}
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}
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}
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