wehub-resource-sync
59 lines
2.0 KiB
C#
59 lines
2.0 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using NUnit.Framework;
|
|
using QuantConnect.Indicators;
|
|
|
|
namespace QuantConnect.Tests.Indicators
|
|
{
|
|
[TestFixture]
|
|
public class TriangularMovingAverageTests : CommonIndicatorTests<IndicatorDataPoint>
|
|
{
|
|
protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
|
|
{
|
|
return new TriangularMovingAverage(5);
|
|
}
|
|
|
|
protected override string TestFileName => "spy_trima.txt";
|
|
|
|
protected override string TestColumnName => "TRIMA";
|
|
|
|
[Test]
|
|
public override void ComparesAgainstExternalData()
|
|
{
|
|
foreach (var period in new[] {5, 6})
|
|
{
|
|
RunTestIndicator(new TriangularMovingAverage(period), period);
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public override void ComparesAgainstExternalDataAfterReset()
|
|
{
|
|
foreach (var period in new[] { 5, 6 })
|
|
{
|
|
var indicator = new TriangularMovingAverage(period);
|
|
RunTestIndicator(indicator, period);
|
|
indicator.Reset();
|
|
RunTestIndicator(indicator, period);
|
|
}
|
|
}
|
|
|
|
private void RunTestIndicator(TriangularMovingAverage trima, int period)
|
|
{
|
|
TestHelper.TestIndicator(trima, TestFileName, TestColumnName + "_" + period, Assertion);
|
|
}
|
|
}
|
|
} |