wehub-resource-sync
48 lines
2.1 KiB
Python
48 lines
2.1 KiB
Python
# 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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from AlgorithmImports import *
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class IndicatorTest():
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def __init__(self, start_date, security_type, symbol):
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self.qb = QuantBook()
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self.qb.SetStartDate(start_date)
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self.symbol = self.qb.AddSecurity(security_type, symbol).Symbol
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def __str__(self):
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return "{} on {}".format(self.symbol.ID, self.qb.StartDate)
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def test_bollinger_bands(self, symbol, start, end, resolution):
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ind = BollingerBands(10, 2)
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return self.qb.IndicatorHistory(ind, symbol, start, end, resolution)
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def test_average_true_range(self, symbol, start, end, resolution):
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ind = AverageTrueRange(14)
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return self.qb.IndicatorHistory(ind, symbol, start, end, resolution)
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def test_on_balance_volume(self, symbol, start, end, resolution):
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ind = OnBalanceVolume(symbol)
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return self.qb.IndicatorHistory(ind, symbol, start, end, resolution)
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def test_bollinger_bands_backwards_compatibility(self, symbol, start, end, resolution):
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ind = BollingerBands(10, 2)
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return self.qb.Indicator(ind, symbol, start, end, resolution)
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def test_average_true_range_backwards_compatibility(self, symbol, start, end, resolution):
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ind = AverageTrueRange(14)
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return self.qb.Indicator(ind, symbol, start, end, resolution)
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def test_on_balance_volume_backwards_compatibility(self, symbol, start, end, resolution):
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ind = OnBalanceVolume(symbol)
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return self.qb.Indicator(ind, symbol, start, end, resolution)
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