wehub-resource-sync
51 lines
1.8 KiB
C#
51 lines
1.8 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 StochasticRelativeStrengthIndexTests : 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 StochasticRelativeStrengthIndex(14, 14, 3, 3);
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}
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protected override string TestFileName => "spy_with_StochRSI.csv";
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protected override string TestColumnName => "k";
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protected override Action<IndicatorBase<IndicatorDataPoint>, double> Assertion =>
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(indicator, expected) =>
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Assert.AreEqual(expected, (double) ((StochasticRelativeStrengthIndex) indicator).K.Current.Value, 1e-3);
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[Test]
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public void ComparesWithExternalDataColumnD()
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{
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TestHelper.TestIndicator(
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CreateIndicator() as StochasticRelativeStrengthIndex,
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TestFileName,
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"d",
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ind => (double) ind.D.Current.Value
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);
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}
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}
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}
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