wehub-resource-sync
59 lines
2.0 KiB
C#
59 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 NUnit.Framework;
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using QuantConnect.Indicators;
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using System;
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namespace QuantConnect.Tests.Indicators
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{
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[TestFixture]
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public class RateOfChangeTests : 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 RateOfChange(50);
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}
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protected override string TestFileName => "spy_with_rocp50.txt";
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protected override string TestColumnName => "Rate of Change % 50";
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protected override Action<IndicatorBase<IndicatorDataPoint>, double> Assertion =>
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(indicator, expected) =>
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Assert.AreEqual(expected, (double) indicator.Current.Value * 100, 1e-3);
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/// <summary>
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/// Test for issue #5491
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/// </summary>
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[Test]
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public void IndicatorValueIsNotZeroWhenReady()
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{
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var indicator = new RateOfChange(1);
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var time = DateTime.Now;
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for (int i = 1; i <= indicator.WarmUpPeriod; i++)
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{
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indicator.Update(time, i);
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time = time.AddSeconds(1);
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Assert.AreEqual(i == indicator.WarmUpPeriod, indicator.IsReady);
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}
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Assert.IsTrue(indicator.Current > 0);
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}
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}
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}
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