public void ValidateHistoryOld()
{
IEnumerable <Quote> history = HistoryTestData.Get();
history = Cleaners.ValidateHistory(history);
Indicator.GetSma(history, 5);
}
public void CleanHistory()
{
IEnumerable <Quote> history = History.GetHistory();
history = Cleaners.ValidateHistory(history);
Indicator.GetSma(history, 5);
}
public void ReadQuoteClass()
{
IEnumerable <Quote> history = History.GetHistory();
List <Quote> h = Cleaners.ValidateHistory(history);
Quote f = h.FirstOrDefault();
Console.WriteLine("Date:{0},Close:{1}", f.Date, f.Close);
}
public void ValidateLongHistoryTest()
{
IEnumerable <Quote> historyLong = History.GetHistoryLong();
List <Quote> h = Cleaners.ValidateHistory(historyLong);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(5285, h.Count);
// check last date
DateTime lastDate = DateTime.ParseExact("09/04/2020", "MM/dd/yyyy", englishCulture);
Assert.AreEqual(lastDate, h[5284].Date);
}
public void DerivedQuoteClassLinq()
{
IEnumerable <Quote> history = History.GetHistory();
history = Cleaners.ValidateHistory(history);
// can use a derive Quote class using Linq
IEnumerable <MyQuote> myHistory = history
.Select(x => new MyQuote
{
Date = x.Date,
MyClose = x.Close,
MyProperty = false
});
Assert.IsTrue(myHistory.Any());
}
public void CutHistoryTest()
{
// if history post-cleaning, is cut down in size it should not corrupt the results
IEnumerable <Quote> history = History.GetHistory(200);
List <Quote> h = Cleaners.ValidateHistory(history);
// assertions
// should be 200 periods, initially
Assert.AreEqual(200, h.Count);
// should be 20 results and no index corruption
List <SmaResult> r1 = Indicator.GetSma(h.TakeLast(20), 14).ToList();
Assert.AreEqual(20, r1.Count);
for (int i = 1; i < r1.Count; i++)
{
Assert.IsTrue(r1[i].Date >= r1[i - 1].Date);
}
// should be 50 results and no index corruption
List <SmaResult> r2 = Indicator.GetSma(h.TakeLast(50), 14).ToList();
Assert.AreEqual(50, r2.Count);
for (int i = 1; i < r2.Count; i++)
{
Assert.IsTrue(r2[i].Date >= r2[i - 1].Date);
}
// should be original 200 periods and no index corruption, after temp mods
Assert.AreEqual(200, h.Count);
for (int i = 1; i < h.Count; i++)
{
Assert.IsTrue(h[i].Date >= h[i - 1].Date);
}
}
public void ValidateHistoryTest()
{
IEnumerable <Quote> history = History.GetHistory();
// clean
List <Quote> h = Cleaners.ValidateHistory(history);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, h.Count);
// check last date
DateTime lastDate = DateTime.ParseExact("12/31/2018", "MM/dd/yyyy", englishCulture);
Assert.AreEqual(lastDate, h[501].Date);
// spot check an out of sequence date
DateTime spotDate = DateTime.ParseExact("02/01/2017", "MM/dd/yyyy", englishCulture);
Assert.AreEqual(spotDate, h[20].Date);
}
public void DuplicateHistory()
{
List <Quote> badHistory = new List <Quote>
{
new Quote {
Date = DateTime.ParseExact("2017-01-03", "yyyy-MM-dd", englishCulture), Open = 214.86m, High = 220.33m, Low = 210.96m, Close = 216.99m, Volume = 5923254
},
new Quote {
Date = DateTime.ParseExact("2017-01-04", "yyyy-MM-dd", englishCulture), Open = 214.75m, High = 228.00m, Low = 214.31m, Close = 226.99m, Volume = 11213471
},
new Quote {
Date = DateTime.ParseExact("2017-01-05", "yyyy-MM-dd", englishCulture), Open = 226.42m, High = 227.48m, Low = 221.95m, Close = 226.75m, Volume = 5911695
},
new Quote {
Date = DateTime.ParseExact("2017-01-06", "yyyy-MM-dd", englishCulture), Open = 226.93m, High = 230.31m, Low = 225.45m, Close = 229.01m, Volume = 5527893
},
new Quote {
Date = DateTime.ParseExact("2017-01-06", "yyyy-MM-dd", englishCulture), Open = 228.97m, High = 231.92m, Low = 228.00m, Close = 231.28m, Volume = 3979484
}
};
Cleaners.ValidateHistory(badHistory);
}
public object ValidateHistory()
{
return(Cleaners.ValidateHistory(h));
}
public void NoHistory()
{
List <Quote> badHistory = new List <Quote>();
Cleaners.ValidateHistory(badHistory);
}