public void ResetsProperly()
{
var left = new Maximum("left", 2);
var right = new Minimum("right", 2);
var composite = new CompositeIndicator(left, right, (l, r) => l.Current + r.Current);
left.Update(DateTime.Today, 1d);
right.Update(DateTime.Today, -1d);
left.Update(DateTime.Today.AddDays(1), -1d);
right.Update(DateTime.Today.AddDays(1), 1d);
Assert.AreEqual(left.PeriodsSinceMaximum, 1);
Assert.AreEqual(right.PeriodsSinceMinimum, 1);
composite.Reset();
TestHelper.AssertIndicatorIsInDefaultState(composite);
TestHelper.AssertIndicatorIsInDefaultState(left);
TestHelper.AssertIndicatorIsInDefaultState(right);
Assert.AreEqual(left.PeriodsSinceMaximum, 0);
Assert.AreEqual(right.PeriodsSinceMinimum, 0);
}
public void ResetsProperly()
{
var left = new Maximum("left", 2);
var right = new Minimum("right", 2);
var composite = new CompositeIndicator <IndicatorDataPoint>(left, right, (l, r) => l + r);
left.Update(DateTime.Today, TimeZone.Utc, 1m);
right.Update(DateTime.Today, TimeZone.Utc, -1m);
left.Update(DateTime.Today.AddDays(1), TimeZone.Utc, -1m);
right.Update(DateTime.Today.AddDays(1), TimeZone.Utc, 1m);
Assert.Equal(1, left.PeriodsSinceMaximum);
Assert.Equal(1, right.PeriodsSinceMinimum);
composite.Reset();
TestHelper.AssertIndicatorIsInDefaultState(composite);
TestHelper.AssertIndicatorIsInDefaultState(left);
TestHelper.AssertIndicatorIsInDefaultState(right);
Assert.Equal(0, left.PeriodsSinceMaximum);
Assert.Equal(0, right.PeriodsSinceMinimum);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_sharpeRatio.Reset();
_roc.Reset();
base.Reset();
}
public void ResetsProperly() {
var left = new Maximum("left", 2);
var right = new Minimum("right", 2);
var composite = new CompositeIndicator<IndicatorDataPoint>(left, right, (l, r) => l + r);
left.Update(DateTime.Today, 1m);
right.Update(DateTime.Today,-1m);
left.Update(DateTime.Today.AddDays(1), -1m);
right.Update(DateTime.Today.AddDays(1), 1m);
Assert.AreEqual(left.PeriodsSinceMaximum, 1);
Assert.AreEqual(right.PeriodsSinceMinimum, 1);
composite.Reset();
TestHelper.AssertIndicatorIsInDefaultState(composite);
TestHelper.AssertIndicatorIsInDefaultState(left);
TestHelper.AssertIndicatorIsInDefaultState(right);
Assert.AreEqual(left.PeriodsSinceMaximum, 0);
Assert.AreEqual(right.PeriodsSinceMinimum, 0);
}