public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (NaN, 1, NaN, 2, NaN, 3, NaN, 4, ...)
decimal closePrice = i % 2 == 0 ? i : Decimals.NaN;
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);
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 2);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0)
{
Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), lowestValue.GetValue(i).ToString());
}
else
{
Assert.AreEqual(series.GetBar(Math.Max(0, i - 1)).ClosePrice.ToString(), lowestValue.GetValue(i).ToString());
}
}
}
public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (0, NaN, 2, NaN, 3, NaN, 4, NaN, 5, ...)
decimal closePrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, closePrice, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(series), 2);
// index is the biggest of (index, index-1)
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0) // current is NaN take the previous as highest
{
Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), highestValue.GetValue(i).ToString());
}
else // current is not NaN but previous, take the current
{
Assert.AreEqual(series.GetBar(i).ClosePrice.ToString(), highestValue.GetValue(i).ToString());
}
}
}