public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(6 * 20 + 100 + qty);
IEnumerable <T3Result> r = Indicator.GetT3(h, 20);
T3Result l = r.LastOrDefault();
Console.WriteLine("T3 on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.T3);
}
}
public void T3()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(10 + qty);
IEnumerable <T3Result> r = quotes.GetT3(20);
T3Result l = r.LastOrDefault();
Console.WriteLine(
"T3 on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.T3);
}
}
public void Removed()
{
List <T3Result> results = quotes.GetT3(5, 0.7)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - ((6 * (5 - 1)) + 250), results.Count);
T3Result last = results.LastOrDefault();
Assert.AreEqual(238.9308m, Math.Round((decimal)last.T3, 4));
}
public void Standard()
{
List <T3Result> results = Indicator.GetT3(history, 5, 0.7)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(478, results.Where(x => x.T3 != null).Count());
// sample values
T3Result r1 = results[23];
Assert.IsNull(r1.T3);
T3Result r2 = results[24];
Assert.AreEqual(215.9343m, Math.Round((decimal)r2.T3, 4));
T3Result r3 = results[44];
Assert.AreEqual(224.9412m, Math.Round((decimal)r3.T3, 4));
T3Result r4 = results[149];
Assert.AreEqual(235.8851m, Math.Round((decimal)r4.T3, 4));
T3Result r5 = results[249];
Assert.AreEqual(257.8735m, Math.Round((decimal)r5.T3, 4));
T3Result r6 = results[501];
Assert.AreEqual(238.9308m, Math.Round((decimal)r6.T3, 4));
}