public void GetChartPoints_IfOnlySlavePeakExtremumWithShortShadow_PointsFromShadowTopToHighestAdjacentShadow()
{
//Arrange
DataSet ds5 = utf.getDataSet(5);
Price price5 = utf.getPrice(ds5);
Quotation quotation5 = new Quotation(ds5)
{
Id = 5, Open = 1.09193, High = 1.09209, Low = 1.09165, Close = 1.09207, Volume = 1819
};
Extremum slave = new Extremum(price5, ExtremumType.PeakByHigh);
ExtremumGroup extremumGroup = new ExtremumGroup(null, slave);
Mock <IProcessManager> mockManager = new Mock <IProcessManager>();
mockManager.Setup(m => m.GetDataSet(5)).Returns(ds5);
//Act
TrendlineProcessor processor = new TrendlineProcessor(mockManager.Object);
processor.MinDistanceBetweenChartPoints = 1;
//Assert
processor.MaxChartPointsForExtremumGroup = 6;
processor.MinDistanceBetweenChartPoints = 0.0001;
var result = processor.GetChartPoints(extremumGroup);
var expectedResult = new List <ChartPoint>();
expectedResult.Add(new ChartPoint(slave.GetIndexNumber(), 1.09207));
expectedResult.Add(new ChartPoint(slave.GetIndexNumber(), 1.09209));
var isEqual = expectedResult.HasEqualItems(result);
Assert.IsTrue(isEqual);
}
public void GetChartPoints_IfOnlyMasterPeakExtremumWithLongShadow_OnlyLimitedNumberOfPointsIsCreated()
{
//Arrange
DataSet ds5 = utf.getDataSet(5);
Price basePrice = utf.getPrice(ds5);
Extremum master = new Extremum(basePrice, ExtremumType.PeakByClose);
Quotation quotation5 = new Quotation(ds5)
{
Id = 5, Open = 1.09193, High = 1.09307, Low = 1.09165, Close = 1.09207, Volume = 1819
};
ExtremumGroup extremumGroup = new ExtremumGroup(master, null);
Mock <IProcessManager> mockManager = new Mock <IProcessManager>();
mockManager.Setup(m => m.GetDataSet(5)).Returns(ds5);
//Act
TrendlineProcessor processor = new TrendlineProcessor(mockManager.Object);
//Assert
processor.MaxChartPointsForExtremumGroup = 6;
processor.MinDistanceBetweenChartPoints = 0.0001;
var result = processor.GetChartPoints(extremumGroup);
var expectedResult = new List <ChartPoint>();
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09207));
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09227));
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09247));
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09267));
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09287));
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09307));
var isEqual = expectedResult.HasEqualItems(result);
Assert.IsTrue(isEqual);
}
public void Process_IfNewTrendlineAndStartIndexLaterThanGivenItem_NothingHappens()
{
//Arrange
Mock <IProcessManager> mockManager = null; // getDefaultMockManager(4);
//Extremum baseMaster = new Extremum(getDefaultAtsSettings(), ExtremumType.PeakByClose, 4);
//Extremum secondMaster = new Extremum(getDefaultAtsSettings(), ExtremumType.PeakByClose, 10);
//Act
Trendline trendline = new Trendline(null);
TrendlineProcessor processor = new TrendlineProcessor(mockManager.Object);
//processor.Process(trendline,
//Assert
Assert.Fail("Not implemented yet");
}
public void GetChartPoints_IfBothPeakExtremaAndSlaveLater_PointsAreProperlyGenerated()
{
//Arrange
DataSet ds5 = utf.getDataSet(5);
Price price5 = utf.getPrice(ds5);
Quotation quotation5 = new Quotation(ds5)
{
Id = 5, Open = 1.09127, High = 1.09235, Low = 1.09095, Close = 1.09207, Volume = 1519
};
Extremum master = new Extremum(price5, ExtremumType.PeakByClose);
DataSet ds6 = utf.getDataSet(6);
Price price6 = utf.getPrice(ds6);
Quotation quotation6 = new Quotation(ds6)
{
Id = 6, Open = 1.09207, High = 1.09307, Low = 1.08947, Close = 1.09067, Volume = 1819
};
Extremum slave = new Extremum(price6, ExtremumType.PeakByHigh);
ExtremumGroup extremumGroup = new ExtremumGroup(master, slave);
Mock <IProcessManager> mockManager = new Mock <IProcessManager>();
mockManager.Setup(m => m.GetDataSet(5)).Returns(ds5);
mockManager.Setup(m => m.GetDataSet(6)).Returns(ds6);
//Act
TrendlineProcessor processor = new TrendlineProcessor(mockManager.Object);
//Assert
processor.MaxChartPointsForExtremumGroup = 6;
processor.MinDistanceBetweenChartPoints = 0.0001;
var result = processor.GetChartPoints(extremumGroup);
var expectedResult = new List <ChartPoint>();
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09207));
expectedResult.Add(new ChartPoint(master.GetIndexNumber(), 1.09227));
expectedResult.Add(new ChartPoint(slave.GetIndexNumber(), 1.09247));
expectedResult.Add(new ChartPoint(slave.GetIndexNumber(), 1.09267));
expectedResult.Add(new ChartPoint(slave.GetIndexNumber(), 1.09287));
expectedResult.Add(new ChartPoint(slave.GetIndexNumber(), 1.09307));
var isEqual = expectedResult.HasEqualItems(result);
Assert.IsTrue(isEqual);
}
public void CanCreateTrendlines_ReturnTrue_IfDistanceIsSuitable()
{
//Arrange
Mock <IProcessManager> mockManager = new Mock <IProcessManager>();
Price basePrice = utf.getPrice(100);
Extremum baseMaster = new Extremum(basePrice, ExtremumType.PeakByClose);
ExtremumGroup baseExtremumGroup = new ExtremumGroup(baseMaster, null);
Price footholdPrice = utf.getPrice(200);
Extremum footholdMaster = new Extremum(footholdPrice, ExtremumType.PeakByClose);
ExtremumGroup footholdExtremumGroup = new ExtremumGroup(footholdMaster, null);
//Act
TrendlineProcessor processor = new TrendlineProcessor(mockManager.Object);
processor.MaxDistanceBetweenExtrema = 150;
//Assert
var result = processor.CanCreateTrendline(baseExtremumGroup, footholdExtremumGroup);
Assert.IsTrue(result);
}
