public void Bitcoin()
{
IEnumerable<Quote> h = HistoryTestData.GetBitcoin();
List<SuperTrendResult> results = Indicator.GetSuperTrend(h, 10, 3)
.ToList();
Assert.AreEqual(1246, results.Count);
SuperTrendResult r = results[1208];
Assert.AreEqual(16242.2704m, Math.Round((decimal)r.LowerBand, 4));
}
public void Standard()
{
int lookbackPeriod = 14;
decimal multiplier = 3;
List <SuperTrendResult> results = Indicator.GetSuperTrend(history, lookbackPeriod, multiplier)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(489, results.Where(x => x.SuperTrend != null).Count());
// sample values
SuperTrendResult r1 = results[12];
Assert.AreEqual(null, r1.SuperTrend);
Assert.AreEqual(null, r1.UpperBand);
Assert.AreEqual(null, r1.LowerBand);
SuperTrendResult r2 = results[13];
Assert.AreEqual(209.5436m, Math.Round((decimal)r2.SuperTrend, 4));
Assert.AreEqual(null, r2.UpperBand);
Assert.AreEqual(r2.SuperTrend, r2.LowerBand);
SuperTrendResult r3 = results[151];
Assert.AreEqual(232.8519m, Math.Round((decimal)r3.SuperTrend, 4));
Assert.AreEqual(null, r3.UpperBand);
Assert.AreEqual(r3.SuperTrend, r3.LowerBand);
SuperTrendResult r4 = results[152];
Assert.AreEqual(237.6436m, Math.Round((decimal)r4.SuperTrend, 4));
Assert.AreEqual(r4.SuperTrend, r4.UpperBand);
Assert.AreEqual(null, r4.LowerBand);
SuperTrendResult r5 = results[249];
Assert.AreEqual(253.8008m, Math.Round((decimal)r5.SuperTrend, 4));
Assert.AreEqual(null, r5.UpperBand);
Assert.AreEqual(r5.SuperTrend, r5.LowerBand);
SuperTrendResult r6 = results[501];
Assert.AreEqual(250.7954m, Math.Round((decimal)r6.SuperTrend, 4));
Assert.AreEqual(r6.SuperTrend, r6.UpperBand);
Assert.AreEqual(null, r6.LowerBand);
}
public void Removed()
{
int lookbackPeriods = 14;
double multiplier = 3;
List <SuperTrendResult> results =
quotes.GetSuperTrend(lookbackPeriods, multiplier)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(489, results.Count);
SuperTrendResult last = results.LastOrDefault();
Assert.AreEqual(250.7954m, Math.Round((decimal)last.SuperTrend, 4));
Assert.AreEqual(last.SuperTrend, last.UpperBand);
Assert.AreEqual(null, last.LowerBand);
}
