public virtual void PeriodSet()
{
var emv = new EaseOfMovementValue(period: 3, scale: 1);
var reference = System.DateTime.Today;
emv.Update(new TradeBar()
{
Symbol = Symbols.AAPL, Low = 1, High = 2, Volume = 100, Time = reference.AddMinutes(1)
});
Assert.AreEqual(0, emv.Current.Value);
Assert.IsFalse(emv.IsReady);
emv.Update(new TradeBar()
{
Symbol = Symbols.AAPL, Low = 3, High = 4, Volume = 200, Time = reference.AddMinutes(2)
});
Assert.AreEqual(0.005, (double)emv.Current.Value, 0.00001);
Assert.IsFalse(emv.IsReady);
emv.Update(new TradeBar()
{
Symbol = Symbols.AAPL, Low = 5, High = 6, Volume = 300, Time = reference.AddMinutes(3)
});
Assert.AreEqual(0.00556, (double)emv.Current.Value, 0.00001);
Assert.IsTrue(emv.IsReady);
emv.Update(new TradeBar()
{
Symbol = Symbols.AAPL, Low = 6, High = 7, Volume = 400, Time = reference.AddMinutes(4)
});
Assert.AreEqual(0.00639, (double)emv.Current.Value, 0.00001);
Assert.IsTrue(emv.IsReady);
}
public void TestTradeBarsWithVolume()
{
var emv = new EaseOfMovementValue();
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = data.Value
};
emv.Update(tradeBar);
}
}