wehub-resource-sync
73 lines
2.7 KiB
C#
73 lines
2.7 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 ZeroLagExponentialMovingAverageTests : 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 ZeroLagExponentialMovingAverage(5);
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}
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protected override string TestFileName => "spy_with_zlema.csv";
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protected override string TestColumnName => "ZLEMA5";
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[Test]
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public void IsReadyAfterPeriodUpdates()
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{
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var zlema = new ZeroLagExponentialMovingAverage(5);
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zlema.Update(new DateTime(2024, 07, 05, 0, 0, 0), 1m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 1, 0), 1m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 2, 0), 1m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 3, 0), 1m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 4, 0), 1m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 5, 0), 1m);
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Assert.IsFalse(zlema.IsReady);
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zlema.Update(new DateTime(2024, 07, 05, 0, 6, 0), 1m);
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Assert.IsTrue(zlema.IsReady);
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Assert.AreEqual(zlema.WarmUpPeriod, 7);
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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 zlema = new ZeroLagExponentialMovingAverage(3);
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foreach (var data in TestHelper.GetDataStream(4))
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{
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zlema.Update(data);
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}
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Assert.IsTrue(zlema.IsReady);
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zlema.Reset();
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TestHelper.AssertIndicatorIsInDefaultState(zlema);
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zlema.Update(new DateTime(2024, 07, 05, 0, 0, 0), 2.0m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 1, 0), 2.0m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 2, 0), 2.0m);
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zlema.Update(new DateTime(2024, 07, 05, 0, 3, 0), 2.0m);
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Assert.AreEqual(zlema.Current.Value, 2.0m);
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}
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}
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}
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