public static void Initialize(BBTrendFundsData data, string[] fundsNames, int bbPeriod, float bbSigmaWidth, int hlPeriod, IStockDataProvider dataProvider)
{
for (int i = 0; i < fundsNames.Length; i++)
{
data.Stocks[i] = dataProvider.GetStockDefinition(fundsNames[i]);
StockStat statBB = new StatBB("")
.SetParam(StatBBParams.Period, new MOParamInt()
{
Value = bbPeriod
})
.SetParam(StatBBParams.SigmaWidth, new MOParamFloat()
{
Value = bbSigmaWidth
});
data.StatsBB[i] = (StatBB)statBB;
data.CurrentTrends[i] = BBTrendType.Unknown;
data.CurrentExpectations[i] = BBTrendExpectation.Unknown;
StockStat statHL = new StatHLChannel("")
.SetParam(StatHLChannelParams.Period, new MOParamInt()
{
Value = hlPeriod
});
data.StatsHLChannel[i] = (StatHLChannel)statHL;
data.ExpectationChanged[i] = false;
}
}
public void Create__HasDefaultValues()
{
StatHLChannel testObj = new StatHLChannel("");
testObj.StatParams.Get(StatHLChannelParams.Period).As <int>().ShouldBeGreaterThan(0);
testObj.BackBufferLength.ShouldBe(testObj.StatParams.Get(StatHLChannelParams.Period).As <int>());
}
public void Create_ParamsSet__CorrectBackBufferLength()
{
const int periodValue = 125;
StatHLChannel testObj = new StatHLChannel("");
testObj.StatParams.Set(StatHLChannelParams.Period, periodValue);
testObj.BackBufferLength.ShouldBe(periodValue);
}
private static bool PriceAbovePrevMaxH(BBTrendFundsData data, int stockIndex, int dataIndex, float price)
{
StatHLChannel statHL = data.StatsHLChannel[stockIndex];
if (dataIndex < statHL.BackBufferLength + 1)
{
return(false);
}
return(statHL.Data(StatHLChannelData.H)[dataIndex - statHL.BackBufferLength] < price);
}
