public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 10; i >= 0; i--)
{ // (10, NaN, 9, NaN, 8, NaN, 7, NaN)
decimal minPrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(10 - i), Decimals.NaN, Decimals.NaN, minPrice, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
bars.Add(new BaseBar(DateTime.Now.AddDays(11), Decimals.NaN, Decimals.NaN, Decimals.TEN, Decimals.NaN, Decimals.NaN));
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
AroonDownIndicator aroonDownIndicator = new AroonDownIndicator(series, 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0 && i < 11)
{
Assert.AreEqual(Decimals.NaN.ToString(), aroonDownIndicator.GetValue(i).ToString());
}
else if (i < 11)
{
Assert.AreEqual(aroonDownIndicator.GetValue(i), Decimals.HUNDRED);
}
else
{
Assert.AreEqual(aroonDownIndicator.GetValue(i), 80);
}
}
}
public void onlyNaNValues()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 1000; i++)
{
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
AroonDownIndicator aroonDownIndicator = new AroonDownIndicator(series, 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
Assert.AreEqual(Decimals.NaN.ToString(), aroonDownIndicator.GetValue(i).ToString());
}
}
public void upDownAndHigh()
{
AroonDownIndicator arronDownIndicator = new AroonDownIndicator(data, 5);
Assert.AreEqual(arronDownIndicator.GetValue(19), 80);
Assert.AreEqual(arronDownIndicator.GetValue(18), 100);
Assert.AreEqual(arronDownIndicator.GetValue(17), 100);
Assert.AreEqual(arronDownIndicator.GetValue(16), 0);
Assert.AreEqual(arronDownIndicator.GetValue(15), 0);
Assert.AreEqual(arronDownIndicator.GetValue(14), 0);
Assert.AreEqual(arronDownIndicator.GetValue(13), 20);
Assert.AreEqual(arronDownIndicator.GetValue(12), 40);
Assert.AreEqual(arronDownIndicator.GetValue(11), 0);
Assert.AreEqual(arronDownIndicator.GetValue(10), 0);
Assert.AreEqual(arronDownIndicator.GetValue(9), 20);
Assert.AreEqual(arronDownIndicator.GetValue(8), 40);
Assert.AreEqual(arronDownIndicator.GetValue(7), 60);
Assert.AreEqual(arronDownIndicator.GetValue(6), 80);
Assert.AreEqual(arronDownIndicator.GetValue(5), 100);
}
