wehub-resource-sync
106 lines
3.3 KiB
C#
106 lines
3.3 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 System.Linq;
|
|
using NUnit.Framework;
|
|
using QuantConnect.Indicators;
|
|
|
|
namespace QuantConnect.Tests.Indicators
|
|
{
|
|
[TestFixture]
|
|
public class DelayTests
|
|
{
|
|
[Test]
|
|
public void DelayZeroThrowsArgumentException()
|
|
{
|
|
Assert.Throws<ArgumentException>(() =>
|
|
{
|
|
new Delay(0);
|
|
}, "size of at least 1");
|
|
}
|
|
|
|
[Test]
|
|
public void DelayOneRepeatsFirstInputValue()
|
|
{
|
|
var delay = new Delay(1);
|
|
|
|
var data = new IndicatorDataPoint(DateTime.UtcNow, 1m);
|
|
delay.Update(data);
|
|
Assert.AreEqual(1m, delay.Current.Value);
|
|
|
|
data = new IndicatorDataPoint(DateTime.UtcNow.AddSeconds(1), 2m);
|
|
delay.Update(data);
|
|
Assert.AreEqual(1m, delay.Current.Value);
|
|
|
|
data = new IndicatorDataPoint(DateTime.UtcNow.AddSeconds(1), 2m);
|
|
delay.Update(data);
|
|
Assert.AreEqual(2m, delay.Current.Value);
|
|
}
|
|
|
|
[Test]
|
|
public void DelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint()
|
|
{
|
|
const int start = 1;
|
|
const int count = 10;
|
|
for (var i = start; i < count+start; i++)
|
|
{
|
|
TestDelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint(i);
|
|
}
|
|
}
|
|
|
|
private void TestDelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint(int period)
|
|
{
|
|
var delay = new Delay(period);
|
|
for (var i = 0; i < period + 2; i++)
|
|
{
|
|
Assert.AreEqual(0m, delay.Current.Value);
|
|
delay.Update(new IndicatorDataPoint(DateTime.Today.AddSeconds(i), i));
|
|
}
|
|
Assert.AreEqual(1m, delay.Current.Value);
|
|
}
|
|
|
|
[Test]
|
|
public void ResetsProperly()
|
|
{
|
|
var delay = new Delay(2);
|
|
|
|
foreach (var data in TestHelper.GetDataStream(3))
|
|
{
|
|
delay.Update(data);
|
|
}
|
|
Assert.IsTrue(delay.IsReady);
|
|
Assert.AreEqual(3, delay.Samples);
|
|
|
|
delay.Reset();
|
|
|
|
TestHelper.AssertIndicatorIsInDefaultState(delay);
|
|
}
|
|
|
|
[Test]
|
|
public void WarmsUpProperly()
|
|
{
|
|
var delay = new Delay(20);
|
|
var count = ((IIndicatorWarmUpPeriodProvider) delay).WarmUpPeriod;
|
|
var dataArray = TestHelper.GetDataStream(count).ToArray();
|
|
|
|
for (var i = 0; i < count; i++)
|
|
{
|
|
delay.Update(dataArray[i]);
|
|
Assert.AreEqual(i == count - 1, delay.IsReady);
|
|
}
|
|
}
|
|
}
|
|
} |