public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = History.GetHistoryLong(135 + qty);
IEnumerable <TsiResult> r = Indicator.GetTsi(h);
TsiResult l = r.LastOrDefault();
Console.WriteLine("TSI on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Tsi);
}
}
public void Tsi()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(20 + qty);
IEnumerable <TsiResult> r = quotes.GetTsi();
TsiResult l = r.LastOrDefault();
Console.WriteLine(
"TSI on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.Tsi);
}
}
public void Removed()
{
List <TsiResult> results = quotes.GetTsi(25, 13, 7)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - (25 + 13 + 250), results.Count);
TsiResult last = results.LastOrDefault();
Assert.AreEqual(-28.3513, Math.Round((double)last.Tsi, 4));
Assert.AreEqual(-29.3597, Math.Round((double)last.Signal, 4));
}
public void Standard()
{
List <TsiResult> results = Indicator.GetTsi(history, 25, 13, 7)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(465, results.Where(x => x.Tsi != null).Count());
Assert.AreEqual(459, results.Where(x => x.Signal != null).Count());
// sample values
TsiResult r2 = results[37];
Assert.AreEqual(53.1204m, Math.Round((decimal)r2.Tsi, 4));
Assert.AreEqual(null, r2.Signal);
TsiResult r3a = results[43];
Assert.AreEqual(46.0960m, Math.Round((decimal)r3a.Tsi, 4));
Assert.AreEqual(51.6916m, Math.Round((decimal)r3a.Signal, 4));
TsiResult r3b = results[44];
Assert.AreEqual(42.5121m, Math.Round((decimal)r3b.Tsi, 4));
Assert.AreEqual(49.3967m, Math.Round((decimal)r3b.Signal, 4));
TsiResult r4 = results[149];
Assert.AreEqual(29.0936m, Math.Round((decimal)r4.Tsi, 4));
Assert.AreEqual(28.0134m, Math.Round((decimal)r4.Signal, 4));
TsiResult r5 = results[249];
Assert.AreEqual(41.9232m, Math.Round((decimal)r5.Tsi, 4));
Assert.AreEqual(42.4063m, Math.Round((decimal)r5.Signal, 4));
TsiResult r6 = results[501];
Assert.AreEqual(-28.3513m, Math.Round((decimal)r6.Tsi, 4));
Assert.AreEqual(-29.3597m, Math.Round((decimal)r6.Signal, 4));
}
