wehub-resource-sync
54 lines
2.3 KiB
C#
54 lines
2.3 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 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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public class ParabolicStopAndReverseExtendedTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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RenkoBarSize = 1m;
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VolumeRenkoBarSize = 0.5m;
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return new ParabolicStopAndReverseExtended();
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}
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protected override string TestFileName => "spy_sarext.txt";
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protected override string TestColumnName => "SAREXT";
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[TestCase("SAREXT_PARAM1", 0.0, 0.0, 0.03, 0.02, 0.4, 0.02, 0.01, 0.3)]
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[TestCase("SAREXT_PARAM2", 100, 0.0, 0.03, 0.02, 0.4, 0.02, 0.01, 0.3)]
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[TestCase("SAREXT_PARAM3", -95, 0.0, 0.03, 0.02, 0.4, 0.02, 0.01, 0.3)]
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[TestCase("SAREXT_PARAM4", 100, 0.02, 0.03, 0.02, 0.4, 0.02, 0.01, 0.3)]
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public void ComparesWithExternalDataWithParams(string colName, decimal ss, decimal offset,
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decimal afss, decimal afis, decimal afms, decimal afsl, decimal afil, decimal afml)
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{
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var sarext = new ParabolicStopAndReverseExtended(sarStart : ss, offsetOnReverse : offset,
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afStartShort : afss, afIncrementShort : afis, afMaxShort : afms,
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afStartLong : afsl, afIncrementLong : afil, afMaxLong : afml);
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TestHelper.TestIndicator(
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sarext,
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TestFileName,
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colName,
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(ind, expected) => Assert.AreEqual(expected, (double)sarext.Current.Value, delta: 1e-4)
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);
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}
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}
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} |