wehub-resource-sync
64 lines
3.4 KiB
C#
64 lines
3.4 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, Parallelizable(ParallelScope.Fixtures)]
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public class HeikinAshiTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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return new HeikinAshi();
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}
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protected override string TestFileName => "spy_heikin_ashi.txt";
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protected override string TestColumnName => "";
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[Test]
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public override void ComparesAgainstExternalData()
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{
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TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_Open", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Open.Current.Value, 1e-3));
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TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_High", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).High.Current.Value, 1e-3));
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TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_Low", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Low.Current.Value, 1e-3));
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TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_Close", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Close.Current.Value, 1e-3));
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TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "Volume", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Volume.Current.Value, 1e-3));
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}
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[Test]
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public override void ComparesAgainstExternalDataAfterReset()
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{
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var indicator = CreateIndicator();
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for (var i = 1; i <= 2; i++)
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{
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TestHelper.TestIndicator(indicator, TestFileName, "HA_Open", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Open.Current.Value, 1e-3));
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indicator.Reset();
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TestHelper.TestIndicator(indicator, TestFileName, "HA_High", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).High.Current.Value, 1e-3));
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indicator.Reset();
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TestHelper.TestIndicator(indicator, TestFileName, "HA_Low", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Low.Current.Value, 1e-3));
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indicator.Reset();
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TestHelper.TestIndicator(indicator, TestFileName, "HA_Close", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Close.Current.Value, 1e-3));
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indicator.Reset();
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TestHelper.TestIndicator(indicator, TestFileName, "Volume", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Volume.Current.Value, 1e-3));
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indicator.Reset();
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}
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}
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}
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}
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