wehub-resource-sync
71 lines
2.5 KiB
C#
71 lines
2.5 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.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]
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/// <summary>
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/// Tests for the Klinger Volume Oscillator (KVO) indicator
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/// </summary>
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public class KlingerVolumeOscillatorTests : CommonIndicatorTests<TradeBar>
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{
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/// <summary>
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/// Generated Klinger Volume Oscillator test data from talipp
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/// </summary>
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protected override string TestFileName => "spy_with_kvo.csv";
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/// <summary>
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/// Generated column for KVO(5,10) from talipp
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/// </summary>
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protected override string TestColumnName => "KVO5_10";
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/// <summary>
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/// Required by CommonIndicatorTests: return a fresh instance of your indicator.
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/// </summary>
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protected override IndicatorBase<TradeBar> CreateIndicator()
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{
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RenkoBarSize = 1m;
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// match generated data from talipp
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return new KlingerVolumeOscillator(fastPeriod: 5, slowPeriod: 10);
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}
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/// <summary>
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/// This indicator doesn't accept Renko Bars as input. Skip this test.
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/// </summary>
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public override void AcceptsRenkoBarsAsInput()
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{
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}
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[Test]
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public void SignalLineIsReadyAfterWarmUpPeriod()
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{
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var indicator = CreateIndicator() as KlingerVolumeOscillator;
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Assert.IsFalse(indicator.Signal.IsReady);
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// Warm up the indicator
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for (int i = 0; i < indicator.WarmUpPeriod; i++)
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{
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indicator.Update(new TradeBar { Time = DateTime.UtcNow.AddDays(i), Close = 100 + i, Volume = 1000 });
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}
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Assert.IsTrue(indicator.Signal.IsReady);
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}
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}
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}
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