wehub-resource-sync
55 lines
1.9 KiB
C#
55 lines
1.9 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.Data.Market;
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using QuantConnect.Indicators;
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using System;
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using System.Linq;
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namespace QuantConnect.Tests.Indicators
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{
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[TestFixture]
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public class UltimateOscillatorTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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RenkoBarSize = 0.1m;
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VolumeRenkoBarSize = 10000000m;
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return new UltimateOscillator(7, 14, 28);
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}
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[TestCase(0f, 56)]
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public void IndicatorWorksAsExpectedWhenPricesDontVary(float price, int n)
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{
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var prices = Enumerable.Repeat(price, n);
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var indicator = CreateIndicator();
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var time = new DateTime(2000, 5, 28);
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var days = 1;
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foreach (var p in prices)
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{
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Assert.DoesNotThrow(() => indicator.Update(new TradeBar() { Time=time.AddDays(days), Close = (decimal)p, Low = (decimal)p, High = (decimal)p, Value = (decimal)p}));
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days++;
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}
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Assert.AreEqual((decimal)50, indicator.Current.Value);
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}
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protected override string TestFileName => "spy_ultosc.txt";
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protected override string TestColumnName => "ULTOSC_7_14_28";
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}
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} |