wehub-resource-sync
53 lines
2.0 KiB
C#
53 lines
2.0 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using NUnit.Framework;
|
|
using QuantConnect.Data.Market;
|
|
using QuantConnect.Indicators;
|
|
using System;
|
|
|
|
namespace QuantConnect.Tests.Indicators
|
|
{
|
|
[TestFixture, Parallelizable(ParallelScope.Fixtures)]
|
|
public class OnBalanceVolumeTests : CommonIndicatorTests<TradeBar>
|
|
{
|
|
protected override IndicatorBase<TradeBar> CreateIndicator()
|
|
{
|
|
return new OnBalanceVolume();
|
|
}
|
|
|
|
protected override string TestFileName => "spy_with_obv.txt";
|
|
|
|
protected override string TestColumnName => "OBV";
|
|
|
|
protected override Action<IndicatorBase<TradeBar>, double> Assertion =>
|
|
(indicator, expected) =>
|
|
Assert.AreEqual(
|
|
expected.ToStringInvariant("0.##E-00"),
|
|
indicator.Current.Value.ToStringInvariant("0.##E-00")
|
|
);
|
|
|
|
/// <summary>
|
|
/// The final value of this indicator is zero because it uses the Volume of the bars it receives.
|
|
/// Since RenkoBar's don't always have Volume, the final current value is zero. Therefore we
|
|
/// skip this test
|
|
/// </summary>
|
|
/// <param name="indicator"></param>
|
|
protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(IndicatorBase indicator)
|
|
{
|
|
}
|
|
}
|
|
}
|