wehub-resource-sync
77 lines
2.5 KiB
C#
77 lines
2.5 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.Data.Market;
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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 ZigZagTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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return new ZigZag("ZigZag", 0.05m, 10);
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}
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protected override string TestFileName => "spy_zigzag.csv";
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protected override string TestColumnName => "zigzag";
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[Test]
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public void HighPivotShouldBeZeroWhenAllValuesAreEqual()
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{
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var zigzag = new ZigZag("ZigZag", 0.05m, 5);
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var date = new DateTime(2024, 12, 2, 12, 0, 0);
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for (int i = 0; i < 10; i++)
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{
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var data = new TradeBar
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{
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Symbol = Symbol.Empty,
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Time = date,
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Open = 5,
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Low = 5,
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High = 5,
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};
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zigzag.Update(data);
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}
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Assert.AreEqual(0m, zigzag.HighPivot.Current.Value);
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}
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[Test]
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public void LowPivotReflectsInputWhenValuesAreEqual()
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{
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var zigzag = new ZigZag("ZigZag", 0.05m, 5);
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var date = new DateTime(2024, 12, 2, 12, 0, 0);
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var value = 5m;
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for (int i = 0; i < 10; i++)
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{
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var data = new TradeBar
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{
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Symbol = Symbol.Empty,
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Time = date,
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Open = value,
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Low = value,
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High = value,
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};
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zigzag.Update(data);
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}
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Assert.AreEqual(value, zigzag.LowPivot.Current.Value);
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}
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}
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} |