public void BollingerTestticklookbacks()
{
Bollinger bbbb = new Bollinger(2, 4);
foreach (Tick t in ticklist)
{
bbbb.newTick(t);
}
Assert.That(bbbb.Mean == 3.5M, bbbb.Mean.ToString());
Assert.That(bbbb.Devavg == 1.25M, bbbb.Devavg.ToString());
Assert.That(bbbb.Sd == 1.1180339887498948482045868343656, bbbb.Sd.ToString());
Assert.That(bbbb.Upperband == 5.73606797749978M, bbbb.Upperband.ToString());
Assert.That(bbbb.Lowerband == 1.26393202250022M, bbbb.Lowerband.ToString());
}
public void BollingerTestticknoargs()
{
Bollinger bb = new Bollinger();
foreach (Tick t in ticklist)
{
bb.newTick(t);
}
Assert.That(bb.Mean == 3, bb.Mean.ToString());
Assert.That(bb.Devavg == 2, bb.Devavg.ToString());
Assert.That(bb.Sd == 1.4142135623730950488016887242097, bb.Sd.ToString());
Assert.That(bb.Upperband == 5.8284271247462M, bb.Upperband.ToString());
Assert.That(bb.Lowerband == 0.1715728752538M, bb.Lowerband.ToString());
}
public void BollingerTestticknoargs()
{
Bollinger bb = new Bollinger();
foreach (Tick t in ticklist)
{
bb.newTick(t);
}
Assert.That(bb.Mean == 3, bb.Mean.ToString());
Assert.That(bb.Devavg == 2, bb.Devavg.ToString());
Assert.That(bb.Sd == 1.4142135623730950488016887242097, bb.Sd.ToString());
Assert.That(bb.Upperband == 5.8284271247462M, bb.Upperband.ToString());
Assert.That(bb.Lowerband == 0.1715728752538M, bb.Lowerband.ToString());
}
public void BollingerTestticklookbacks()
{
Bollinger bbbb = new Bollinger(2, 4);
foreach (Tick t in ticklist)
{
bbbb.newTick(t);
}
Assert.That(bbbb.Mean == 3.5M, bbbb.Mean.ToString());
Assert.That(bbbb.Devavg == 1.25M, bbbb.Devavg.ToString());
Assert.That(bbbb.Sd == 1.1180339887498948482045868343656, bbbb.Sd.ToString());
Assert.That(bbbb.Upperband == 5.73606797749978M, bbbb.Upperband.ToString());
Assert.That(bbbb.Lowerband == 1.26393202250022M, bbbb.Lowerband.ToString());
}
public void BollingerBarlisttest()
{
string symbol = "TST";
BarList bl = new BarList(BarInterval.Minute, symbol);
Bollinger bbb = new Bollinger(2, BarInterval.Minute, 10);
foreach (Tick t in ticklist)
{
bl.AddTick(t);
bbb.newBar(bl);
}
Assert.That(bbb.Mean == 3, bbb.Mean.ToString());
Assert.That(bbb.Devavg == 2, bbb.Devavg.ToString());
Assert.That(bbb.Sd == 1.4142135623730950488016887242097, bbb.Sd.ToString());
Assert.That(bbb.Upperband == 5.8284271247462M, bbb.Upperband.ToString());
}
public void BollingerBarlisttestlookbacks()
{
string symbol = "TST";
BarList bl = new BarList(BarInterval.Minute, symbol);
Bollinger bbb = new Bollinger(2, BarInterval.Minute, 4);
foreach (Tick t in ticklist)
{
bl.AddTick(t);
bbb.newBar(bl);
}
Assert.That(bbb.Mean == 3.5M, bbb.Mean.ToString());
Assert.That(bbb.Devavg == 1.25M, bbb.Devavg.ToString());
Assert.That(bbb.Sd == 1.1180339887498948482045868343656, bbb.Sd.ToString());
Assert.That(bbb.Upperband == 5.73606797749978M, bbb.Upperband.ToString());
Assert.That(bbb.Lowerband == 1.26393202250022M, bbb.Lowerband.ToString());
}
public void QuoteOnlyTest()
{
Tick[] timesales = new Tick[] {
Tick.NewBid("TST", 100m, 100),
Tick.NewAsk("TST", 100.1m, 200),
};
Bollinger b = new Bollinger();
BarList bl = new BarList(BarInterval.FiveMin, "TST");
foreach (Tick k in timesales)
{
bl.newTick(k);
b.newBar(bl);
}
// average volume should be zero bc
// with only quotes we should have no bars to process
Assert.That(b.Mean == 0, b.Mean.ToString());
Assert.That(!bl.Has(1), bl.ToString());
}
public void BollingerBarlisttest()
{
string symbol = "TST";
BarList bl = new BarList(BarInterval.Minute, symbol);
Bollinger bbb = new Bollinger(2, BarInterval.Minute, 10);
foreach (Tick t in ticklist)
{
bl.AddTick(t);
bbb.newBar(bl);
}
Assert.That(bbb.Mean == 3, bbb.Mean.ToString());
Assert.That(bbb.Devavg == 2, bbb.Devavg.ToString());
Assert.That(bbb.Sd == 1.4142135623730950488016887242097, bbb.Sd.ToString());
Assert.That(bbb.Upperband == 5.8284271247462M, bbb.Upperband.ToString());
}
public void QuoteOnlyTest()
{
Tick[] timesales = new Tick[] {
Tick.NewBid("TST",100m,100),
Tick.NewAsk("TST",100.1m,200),
};
Bollinger b = new Bollinger();
BarList bl = new BarList(BarInterval.FiveMin, "TST");
foreach (Tick k in timesales)
{
bl.newTick(k);
b.newBar(bl);
}
// average volume should be zero bc
// with only quotes we should have no bars to process
Assert.That(b.Mean== 0, b.Mean.ToString());
Assert.That(!bl.Has(1), bl.ToString());
}
public void BollingerBarlisttestlookbacks()
{
string symbol = "TST";
BarList bl = new BarList(BarInterval.Minute, symbol);
Bollinger bbb = new Bollinger(2, BarInterval.Minute, 4);
foreach (Tick t in ticklist)
{
bl.AddTick(t);
bbb.newBar(bl);
}
Assert.That(bbb.Mean == 3.5M, bbb.Mean.ToString());
Assert.That(bbb.Devavg == 1.25M, bbb.Devavg.ToString());
Assert.That(bbb.Sd == 1.1180339887498948482045868343656, bbb.Sd.ToString());
Assert.That(bbb.Upperband == 5.73606797749978M, bbb.Upperband.ToString());
Assert.That(bbb.Lowerband == 1.26393202250022M, bbb.Lowerband.ToString());
}
