public void testStandardDeviation()
{
indicator = new StdDeviationOfSample(values);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(3, 0.0);
addPoint(7, Math.Sqrt(8));
addPoint(7, Math.Sqrt(16.0 / 3.0));
addPoint(19, Math.Sqrt(48));
}
public void testZScore5()
{
indicator = new EWZScore(values, 5);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
checkPoint(121.79, 0);
checkPoint(122.35, 2.7793933);
checkPoint(120.15, -2.658407);
checkPoint(120.78, -1.273116);
}
public void testZScore1()
{
indicator = new EWZScore(values, 1);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
checkPoint(121.79, 0);
checkPoint(122.35, 1.414214);
checkPoint(120.15, -1.385064);
checkPoint(120.78, -0.327512);
}
public void testEWMA()
{
indicator = new EWMA(values, 1);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(0, 0);
addPoint(1, 0.5);
addPoint(0, 0.25);
addPoint(1, 0.625);
}
public void testEWSD5()
{
indicator = new EWSD(values, 5);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
checkPoint(121.79, 0);
checkPoint(122.35, 0.175401);
checkPoint(120.15, 0.560791);
checkPoint(120.78, 0.588618);
}
public void testEWSD1()
{
indicator = new EWSD(values, 1);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
checkPoint(121.79, 0);
checkPoint(122.35, 0.197990);
checkPoint(120.15, 0.693109);
checkPoint(120.78, 0.503798);
}
public void testEWMAJeff()
{
indicator = new EWMA(values, 3);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(1, 1);
addPoint(0, 0.79370052598409979);
addPoint(0, 0.62996052494743671);
addPoint(0, 0.50000000000000011);
}
public void testPopulationStandardDeviation()
{
indicator = new StdDeviationOfPopulation(values);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(3, 0.0);
addPoint(7, 2.0);
addPoint(7);
AlmostEqual(Math.Sqrt(32.0 / 9.0), indicator[0], 1e-6);
addPoint(19, 6.0);
}
public void testAverage()
{
indicator = new Average(values);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(1, 1);
addPoint(2, 1.5);
AreEqual(1.0, indicator[1]);
addPoint(3, 2);
addPoint(4, 2.5);
}
public void testATR()
{
indicator = new AverageTrueRangeEW(values, 1);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(new Bar(1, 1, 1, 1), 0);
addPoint(new Bar(2, 2, 2, 2), 0.5);
AreEqual(0.5, indicator[0]);
manager.newTick();
AreEqual(0.25, indicator[0]);
manager.newTick();
AreEqual(0.25, indicator[0]);
manager.newBar();
AreEqual(0.25, indicator[0]);
}
public void testRSI()
{
indicator = new RSI(values, 5);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(100);
addPoint(101, 99.999900000099998);
addPoint(104, 99.999900000099998);
addPoint(102, 80.890730966157037);
addPoint(105, 85.62414928479653);
addPoint(100, 58.080739717036316);
addPoint(103, 65.687948919418972);
addPoint(108, 74.535176039717101);
addPoint(110, 77.232548433453928);
addPoint(103, 54.165313650320272);
}
public void testKAMA()
{
indicator = new KAMA(values, 2, 30, 8);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
//The values below were originally calced from the ExampleKAMA.xls sheet
addPoint(38.5, 38.5);
addPoint(37.2, 37.2);
addPoint(37.7, 37.7);
addPoint(38, 38);
addPoint(38.5, 38.5);
addPoint(38.4, 38.4);
addPoint(38.25, 38.25);
addPoint(39, 39);
//First point after the initial calc period
addPointRound(40, 39.0681);
addPointRound(39, 39.0612);
addPointRound(38, 39.0502);
addPointRound(37.5, 39.0260);
addPointRound(40.3, 39.0838);
addPointRound(10, 31.2031);
}
[Test] public void testParallelEach()
{
string[] content = { "" };
O.each(
LETTERS,
START,
delegate(int i, string s, int val) {
content[0] += i + ":" + s + "(" + val + ")";
O.info(i + ":" + s + "(" + val + ")");
});
AreEqual("0:a(5)1:b(6)2:c(7)", content[0]);
content[0] = "";
O.each(LETTERS, START, delegate(string s, int val) { content[0] += s + "(" + val + ")"; });
AreEqual("a(5)b(6)c(7)", content[0]);
Bombs(() => O.each(O.list(1, 2, 3, 4), O.list(2, 3, 4), delegate(int i1, int i2) { }),
"failed",
"mismatched");
Bombs(() => O.each(O.list(1, 2, 3), O.list(1, 2, 3, 4), delegate(int i1, int i2) { }), "mismatched");
Bombs(() => O.each(O.list(4, 5, 6), val => Bomb.when(val == 5, () => "VALUE IS 5!")),
"failed@1, processing: 5 in \\[4, 5, 6\\]", "VALUE IS 5");
}
[Test] public void testLogPrologIsCallable()
{
// info(util.Log.prolog() + "some string");
O.info("some string");
}