wehub-resource-sync
81 lines
2.6 KiB
C#
81 lines
2.6 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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/// <summary>
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/// Test class for QuantConnect.Indicators.Identity
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/// </summary>
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[TestFixture]
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public class IdentityTests
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{
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[Test]
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public void TestIdentityInvariants()
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{
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// the invariants of the identity indicator is to be ready after
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// a single sample has been added, and always produce the same value
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// as the last ingested value
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var identity = new Identity("test");
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Assert.IsFalse(identity.IsReady);
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const decimal value = 1m;
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identity.Update(new IndicatorDataPoint(DateTime.UtcNow, value));
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Assert.IsTrue(identity.IsReady);
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Assert.AreEqual(value, identity.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 identity = new Identity("test");
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Assert.IsFalse(identity.IsReady);
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Assert.AreEqual(0m, identity.Current.Value);
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foreach (var data in TestHelper.GetDataStream(2))
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{
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identity.Update(data);
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}
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Assert.IsTrue(identity.IsReady);
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Assert.AreEqual(2, identity.Samples);
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identity.Reset();
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Assert.IsFalse(identity.IsReady);
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Assert.AreEqual(0, identity.Samples);
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}
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[Test]
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public void WarmsUpProperly()
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{
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var identityIndicator = new Identity("Example");
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var time = new DateTime(2020, 8, 1);
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var period = ((IIndicatorWarmUpPeriodProvider)identityIndicator).WarmUpPeriod;
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Assert.IsFalse(identityIndicator.IsReady);
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for (var i = 0; i < period; i++)
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{
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identityIndicator.Update(time.AddDays(i), i);
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Assert.AreEqual(i == period - 1, identityIndicator.IsReady);
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}
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}
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}
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}
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