public void ComparesAgainstExternalDataAfterReset()
{
var rocr = new RateOfChangeRatio("ROCR", 5);
RunTestIndicator(rocr);
rocr.Reset();
RunTestIndicator(rocr);
}
public override void Initialize()
{
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
// Find more symbols here: http://quantconnect.com/data
AddEquity("SPY", Resolution.Second);
Securities["SPY"].FeeModel = new ConstantFeeTransactionModel((decimal)0);
_rateOfChangeRatio = ROCR("SPY", 1, Resolution.Minute);
}
private static void RunTestIndicator(RateOfChangeRatio rocr)
{
TestHelper.TestIndicator(rocr, "spy_rocr.txt", "ROCR_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-6));
}
public void ResetsProperly()
{
var rocr = new RateOfChangeRatio("ROCR", 5);
TestHelper.TestIndicatorReset(rocr, "spy_rocr.txt");
}