wehub-resource-sync
67 lines
2.2 KiB
C#
67 lines
2.2 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 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 VortexTests : CommonIndicatorTests<IBaseDataBar>
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{
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protected override IndicatorBase<IBaseDataBar> CreateIndicator()
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{
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RenkoBarSize = 1m;
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return new Vortex(14);
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}
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protected override string TestFileName => "spy_with_vtx.csv";
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protected override string TestColumnName => "plus_vtx";
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[Test]
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public override void ComparesAgainstExternalData()
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{
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const double epsilon = 0.0001;
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var vortex = CreateIndicator();
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TestHelper.TestIndicator(vortex, TestFileName, "plus_vtx",
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(ind, expected) => Assert.AreEqual(expected, (double)((Vortex)ind).PlusVortex.Current.Value, epsilon)
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);
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}
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[Test]
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public override void ComparesAgainstExternalDataAfterReset()
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{
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const double epsilon = 0.0001;
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var vortex = CreateIndicator();
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TestHelper.TestIndicator(vortex, TestFileName, "plus_vtx",
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(ind, expected) => Assert.AreEqual(expected, (double)((Vortex)ind).PlusVortex.Current.Value, epsilon)
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);
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vortex.Reset();
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TestHelper.TestIndicator(vortex, TestFileName, "minus_vtx",
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(ind, expected) => Assert.AreEqual(expected, (double)((Vortex)ind).MinusVortex.Current.Value, epsilon)
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);
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}
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}
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}
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