wehub-resource-sync
61 lines
2.1 KiB
C#
61 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 FunctionalIndicatorTests
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{
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[Test]
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public void ComputesDelegateCorrectly()
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{
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var func = new FunctionalIndicator<IndicatorDataPoint>("f", data => data.Value, @this => @this.Samples > 1, () => {/*no reset action required*/});
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func.Update(DateTime.Today, 1m);
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Assert.IsFalse(func.IsReady);
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Assert.AreEqual(1m, func.Current.Value);
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func.Update(DateTime.Today.AddSeconds(1), 2m);
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Assert.IsTrue(func.IsReady);
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Assert.AreEqual(2m, func.Current.Value);
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}
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[Test]
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public void ResetsProperly()
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{
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var inner = new SimpleMovingAverage(2);
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var func = new FunctionalIndicator<IndicatorDataPoint>("f", data =>
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{
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inner.Update(data);
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return inner.Current.Value*2;
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},
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@this => inner.IsReady,
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() => inner.Reset()
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);
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func.Update(DateTime.Today, 1m);
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func.Update(DateTime.Today.AddSeconds(1), 2m);
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Assert.IsTrue(func.IsReady);
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func.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(inner);
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TestHelper.AssertIndicatorIsInDefaultState(func);
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}
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}
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}
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