wehub-resource-sync
91 lines
2.9 KiB
C#
91 lines
2.9 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 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 MinimumTests : 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 Minimum(5);
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}
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protected override string TestFileName
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{
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get { return "spy_min.txt"; }
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}
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protected override string TestColumnName
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{
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get { return "MIN_5"; }
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}
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[Test]
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public void ComputesCorrectly()
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{
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var min = new Minimum(3);
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var reference = DateTime.UtcNow;
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min.Update(reference, 1m);
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Assert.AreEqual(1m, min.Current.Value);
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Assert.AreEqual(0, min.PeriodsSinceMinimum);
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min.Update(reference.AddDays(1), 2m);
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Assert.AreEqual(1m, min.Current.Value);
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Assert.AreEqual(1, min.PeriodsSinceMinimum);
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min.Update(reference.AddDays(2), -1m);
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Assert.AreEqual(-1m, min.Current.Value);
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Assert.AreEqual(0, min.PeriodsSinceMinimum);
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min.Update(reference.AddDays(3), 2m);
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Assert.AreEqual(-1m, min.Current.Value);
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Assert.AreEqual(1, min.PeriodsSinceMinimum);
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min.Update(reference.AddDays(4), 0m);
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Assert.AreEqual(-1m, min.Current.Value);
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Assert.AreEqual(2, min.PeriodsSinceMinimum);
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min.Update(reference.AddDays(5), 3m);
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Assert.AreEqual(0m, min.Current.Value);
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Assert.AreEqual(1, min.PeriodsSinceMinimum);
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min.Update(reference.AddDays(6), 2m);
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Assert.AreEqual(0m, min.Current.Value);
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Assert.AreEqual(2, min.PeriodsSinceMinimum);
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}
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[Test]
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public void ResetsProperlyMinimum()
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{
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var min = new Minimum(3);
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min.Update(DateTime.Today, 1m);
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min.Update(DateTime.Today.AddSeconds(1), 2m);
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min.Update(DateTime.Today.AddSeconds(2), 1m);
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Assert.IsTrue(min.IsReady);
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min.Reset();
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Assert.AreEqual(0, min.PeriodsSinceMinimum);
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TestHelper.AssertIndicatorIsInDefaultState(min);
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}
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}
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}
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