//populate values
public override void Populate()
{
TimeSeries source = Parameters[0].AsTimeSeries;
Int32 period = Parameters[1].AsInt;
DateTimes = source.DateTimes;
//set EMA constant from period
double rad = 360.0 / period;
rad = rad.ToRadians();
double alpha1 = (Math.Cos(rad) + Math.Sin(rad) - 1.0) / Math.Cos(rad);
//calculate indicator values, prime with median
int start = period + source.FirstValidIndex;
if (start >= source.Count)
{
return;
}
double rm = Median.Calculate(start - 1, source, period);
Values[start - 1] = rm;
for (int n = start; n < source.Count; n++)
{
rm = alpha1 * Median.Calculate(n, source, period) + (1.0 - alpha1) * rm;
Values[n] = rm;
}
}
public void CanCalculateMedianWithEvenNumber()
{
var data = new List <decimal> {
1.1m, 2.2m, 3.3m, 4.4m
};
var medianVale = Median.Calculate(data);
Assert.AreEqual(medianVale, 2.75);
}
public async Task Median_Calculate_ReturnsMedian(
double[] values,
double expected)
{
// Arrange
var sut = new Median();
// Act
var actual = await sut.Calculate(values);
// Assert
Assert.AreEqual(expected, actual);
}
public void WillThrowArgumentExceptionWhenEmptyCollection()
{
Assert.Throws <ArgumentException>(() => Median.Calculate(new List <decimal>()));
}
public void WillThrowArgumentNullExceptionWhenNull()
{
Assert.Throws <ArgumentNullException>(() => Median.Calculate(null));
}
