public void Indicator_Chaining_MAofMA()
{
var results1 = new List<DataPoint<decimal>>();
var results2 = new List<DataPoint<decimal>>();
var ma1 = new MovingAverageIndicator(2);
var ma2 = new MovingAverageIndicator(2);
ma1.Subscribe(ma2); // ma2 of ma1
ma1.Subscribe(results1.Add);
ma2.Subscribe(results2.Add);
ma1.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
ma1.OnNext(new DataPoint<decimal>(DateTime.Now, 2));
Assert.That(results1.Last().Value, Is.EqualTo(1.5));
Assert.That(results2.Any(), Is.EqualTo(false));
ma1.OnNext(new DataPoint<decimal>(DateTime.Now, 3));
Assert.That(results1.Last().Value, Is.EqualTo(2.5));
Assert.That(results2.Last().Value, Is.EqualTo(2));
ma1.OnNext(new DataPoint<decimal>(DateTime.Now, 4));
Assert.That(results1.Last().Value, Is.EqualTo(3.5));
Assert.That(results2.Last().Value, Is.EqualTo(3));
ma1.OnNext(new DataPoint<decimal>(DateTime.Now, 5));
Assert.That(results1.Last().Value, Is.EqualTo(4.5));
Assert.That(results2.Last().Value, Is.EqualTo(4));
ma1.Dispose();
ma2.Dispose();
}
public void ProducesValues()
{
var sut = new MovingAverageIndicator(3);
var results = new List<DataPoint<decimal>>();
using (sut.Subscribe(results.Add))
{
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
Assert.That(results.Count, Is.EqualTo(0));
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 2));
Assert.That(results.Count, Is.EqualTo(0));
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 3));
Assert.That(results.Count, Is.EqualTo(1));
Assert.That(results.Last().Value, Is.EqualTo(2));
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 4));
Assert.That(results.Count, Is.EqualTo(2));
Assert.That(results.Last().Value, Is.EqualTo(3));
sut.OnNext(new DataPoint<decimal>(DateTime.Now, 2));
Assert.That(results.Count, Is.EqualTo(3));
Assert.That(results.Last().Value, Is.EqualTo(3));
sut.Dispose();
}
}
public void CompositeIndicator()
{
var ciResults = new List<DataPoint<decimal>>();
var maResults = new List<DataPoint<decimal>>();
var ci = new CountIndicator(TimeSpan.FromSeconds(1));
var ma = new MovingAverageIndicator(2);
// composite indicator
ci.Subscribe(ma);
ci.Subscribe(ciResults.Add);
ma.Subscribe(maResults.Add);
// 2 second test
// produce 10 in the second #1
for (int i = 0; i < 10; i++)
{
ci.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
Thread.Sleep(99);
}
Thread.Sleep(50);
// produce 20 in the second #2
for (int i = 0; i < 20; i++)
{
ci.OnNext(new DataPoint<decimal>(DateTime.Now, 1));
Thread.Sleep(48);
}
Thread.Sleep(50);
Assert.That(ciResults.ElementAt(0).Value, Is.EqualTo(10));
Assert.That(ciResults.ElementAt(1).Value, Is.EqualTo(20));
Assert.That(maResults.ElementAt(0).Value, Is.EqualTo(15));
}