wehub-resource-sync
72 lines
2.4 KiB
C#
72 lines
2.4 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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namespace QuantConnect.Tests.Indicators
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{
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[TestFixture]
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public class RelativeStrengthIndexTests : 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 RelativeStrengthIndex(14);
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}
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protected override string TestFileName => "spy_with_indicators.txt";
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protected override string TestColumnName => "RSI 14 Wilder";
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[Test]
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public void ComparesAgainstExternalDataSma()
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{
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var rsiSimple = new RelativeStrengthIndex("rsi", 14, MovingAverageType.Simple);
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TestHelper.TestIndicator(rsiSimple, "RSI 14");
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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 rsi = new RelativeStrengthIndex(2);
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rsi.Update(DateTime.Today, 1m);
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rsi.Update(DateTime.Today.AddSeconds(1), 2m);
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Assert.IsFalse(rsi.IsReady);
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rsi.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(rsi);
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TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageGain);
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TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageLoss);
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}
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[Test]
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public void DoesNotThrowDivisionByZero()
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{
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var rsi = new RelativeStrengthIndex(14, MovingAverageType.DoubleExponential);
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rsi.Update(DateTime.UtcNow, 101m);
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rsi.Update(DateTime.UtcNow, 103m);
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for (var i = 0; i < 500; i++)
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{
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rsi.Update(DateTime.UtcNow, 102m);
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// validate the expected range
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Assert.That(rsi >= 0 && rsi <= 100);
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}
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}
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}
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} |