wehub-resource-sync
67 lines
2.0 KiB
C#
67 lines
2.0 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.Linq;
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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 MomentumTests
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{
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[Test]
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public void ComputesCorrectly()
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{
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var mom = new Momentum(5);
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foreach (var data in TestHelper.GetDataStream(5))
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{
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mom.Update(data);
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Assert.AreEqual(data.Value, mom.Current.Value);
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}
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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 mom = new Momentum(5);
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foreach (var data in TestHelper.GetDataStream(6))
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{
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mom.Update(data);
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}
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Assert.IsTrue(mom.IsReady);
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mom.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(mom);
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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 mom = new Momentum(5);
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var period = ((IIndicatorWarmUpPeriodProvider)mom).WarmUpPeriod;
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var dataStream = TestHelper.GetDataStream(period).ToArray();
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for (var i = 0; i < period; i++)
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{
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mom.Update(dataStream[i]);
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Assert.AreEqual(i == period - 1, mom.IsReady);
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}
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Assert.IsTrue(mom.IsReady);
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Assert.IsTrue(mom.Samples > mom.Period);
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}
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}
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} |