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

48 lines
1.8 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.Data.Market;
using QuantConnect.Indicators;
namespace QuantConnect.Tests.Indicators
{
[TestFixture]
public class ForceIndexTests : CommonIndicatorTests<TradeBar>
{
protected override IndicatorBase<TradeBar> CreateIndicator()
{
RenkoBarSize = 1m;
// VolumeRenkoBarSize = 0.5m; // when uncommented test AcceptsVolumeRenkoBarsAsInput in hanging
return new ForceIndex(20);
}
protected override string TestFileName => "spy_with_ForceIndex.csv";
protected override string TestColumnName => "ForceIndex20";
/// <summary>
/// The final value of this indicator is zero because it uses the Volume of the bars it receives.
/// Since RenkoBar's don't always have Volume, the final current value is zero. Therefore we
/// skip this test
/// </summary>
/// <param name="indicator"></param>
protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(IndicatorBase indicator)
{
}
}
}