wehub-resource-sync
60 lines
2.3 KiB
C#
60 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.Indicators;
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using System;
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namespace QuantConnect.Tests.Indicators
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{
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public class ResetCompositeIndicatorTests : CompositeIndicatorTests
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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 left = new Maximum("left", 2);
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var right = new Minimum("right", 2);
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var resetActionExectuted = false;
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var resetAction = () =>
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{
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resetActionExectuted = true;
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};
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var composite = new ResetCompositeIndicator(left, right, (l, r) => l.Current.Value + r.Current.Value, resetAction);
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left.Update(DateTime.Today, 1m);
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right.Update(DateTime.Today, -1m);
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left.Update(DateTime.Today.AddDays(1), -1m);
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right.Update(DateTime.Today.AddDays(1), 1m);
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Assert.AreEqual(left.PeriodsSinceMaximum, 1);
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Assert.AreEqual(right.PeriodsSinceMinimum, 1);
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composite.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(composite);
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TestHelper.AssertIndicatorIsInDefaultState(left);
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TestHelper.AssertIndicatorIsInDefaultState(right);
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Assert.AreEqual(left.PeriodsSinceMaximum, 0);
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Assert.AreEqual(right.PeriodsSinceMinimum, 0);
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Assert.IsTrue(resetActionExectuted);
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}
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protected override CompositeIndicator CreateCompositeIndicator(IndicatorBase left, IndicatorBase right, CompositeIndicator.IndicatorComposer composer)
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{
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return new ResetCompositeIndicator(left, right, composer, () => { });
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}
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}
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}
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