wehub-resource-sync
105 lines
4.2 KiB
C#
105 lines
4.2 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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using System.Collections.Generic;
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namespace QuantConnect.Tests.Indicators
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{
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[TestFixture]
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public class McGinleyDynamicTests : CommonIndicatorTests<IndicatorDataPoint>
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{
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protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
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{
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return new McGinleyDynamic(14);
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}
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protected override string TestFileName => "spy_with_McGinleyDynamic.csv";
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protected override string TestColumnName => "McGinleyDynamic14";
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[Test]
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public void IsReadyAfterPeriodUpdates()
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{
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var indicator = new McGinleyDynamic(3);
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indicator.Update(new DateTime(2024, 7, 9, 0, 1, 0), 1m);
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indicator.Update(new DateTime(2024, 7, 9, 0, 2, 0), 1m);
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Assert.IsFalse(indicator.IsReady);
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indicator.Update(new DateTime(2024, 7, 9, 0, 3, 0), 1m);
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Assert.IsTrue(indicator.IsReady);
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}
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[Test]
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public override void ResetsProperly()
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{
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var indicator = new McGinleyDynamic(3);
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foreach (var data in TestHelper.GetDataStream(4))
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{
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indicator.Update(data);
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}
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Assert.IsTrue(indicator.IsReady);
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indicator.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(indicator);
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indicator.Update(new DateTime(2024, 7, 9, 0, 1, 0), 2.0m);
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indicator.Update(new DateTime(2024, 7, 9, 0, 2, 0), 2.0m);
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indicator.Update(new DateTime(2024, 7, 9, 0, 3, 0), 2.0m);
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Assert.AreEqual(indicator.Current.Value, 2.0m);
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}
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[Test]
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public override void WorksWithLowValues()
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{
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var indicator = new McGinleyDynamic("test", 10);
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var startDate = new DateTime(2020, 6, 4);
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var dataPoints = new List<IndicatorDataPoint>()
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{
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new IndicatorDataPoint(startDate, 0m),
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new IndicatorDataPoint(startDate.AddDays(1), 0m),
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new IndicatorDataPoint(startDate.AddDays(2), 0m),
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new IndicatorDataPoint(startDate.AddDays(3), 0m),
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new IndicatorDataPoint(startDate.AddDays(4), 3.27743794800m),
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new IndicatorDataPoint(startDate.AddDays(5), 7.46527532600m),
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new IndicatorDataPoint(startDate.AddDays(6), 2.54419732600m),
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new IndicatorDataPoint(startDate.AddDays(7), 0m),
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new IndicatorDataPoint(startDate.AddDays(8), 0m),
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new IndicatorDataPoint(startDate.AddDays(9), 0.71847738800m),
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new IndicatorDataPoint(startDate.AddDays(10), 0m),
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new IndicatorDataPoint(startDate.AddDays(11), 1.86016748400m),
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new IndicatorDataPoint(startDate.AddDays(12), 0.45273917600m),
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new IndicatorDataPoint(startDate.AddDays(13), 0m),
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new IndicatorDataPoint(startDate.AddDays(14), 1.80111454800m),
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new IndicatorDataPoint(startDate.AddDays(15), 0m),
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new IndicatorDataPoint(startDate.AddDays(16), 2.74596152400m),
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new IndicatorDataPoint(startDate.AddDays(17), 0m),
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new IndicatorDataPoint(startDate.AddDays(18), 0m),
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new IndicatorDataPoint(startDate.AddDays(19), 0m),
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new IndicatorDataPoint(startDate.AddDays(20), 0.84642541600m),
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};
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for (int i=0; i < 21; i++)
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{
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Assert.DoesNotThrow(() => indicator.Update(dataPoints[i]));
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}
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}
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}
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}
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