wehub-resource-sync
68 lines
2.3 KiB
C#
68 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 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 TargetDownsideDeviationTests : CommonIndicatorTests<IndicatorDataPoint>
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{
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[Test]
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public void AlwaysZeroWitNonNegativeNumbers()
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{
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var tdd = new TargetDownsideDeviation(3);
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var reference = DateTime.MinValue;
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for (var i = 0; i < 100; i++)
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{
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tdd.Update(reference.AddDays(i), i);
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Assert.AreEqual(0m, tdd.Current.Value);
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}
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}
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[Test]
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public void ResetsProperlyTargetDownsideDeviation()
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{
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var tdd = new TargetDownsideDeviation(3);
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tdd.Update(DateTime.Today, 1m);
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tdd.Update(DateTime.Today.AddSeconds(1), 5m);
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tdd.Update(DateTime.Today.AddSeconds(2), 1m);
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tdd.Update(DateTime.Today.AddSeconds(2), 4m);
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Assert.IsTrue(tdd.IsReady);
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tdd.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(tdd);
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}
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protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
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{
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// Even if the indicator is ready, there may be zero values
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ValueCanBeZero = true;
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return new TargetDownsideDeviation(3);
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}
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protected override string TestFileName => "spy_tdd.csv";
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protected override string TestColumnName => "tdd";
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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, 1e-6);
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}
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}
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