public override void ComparesAgainstExternalDataAfterReset()
{
foreach (var period in new[] { 5, 6 })
{
var indicator = new TriangularMovingAverage(period);
RunTestIndicator(indicator, period);
indicator.Reset();
RunTestIndicator(indicator, period);
}
}
public void ComparesAgainstExternalData()
{
var trimaOdd = new TriangularMovingAverage("TRIMA", 5);
RunTestIndicator(trimaOdd, 5);
var trimaEven = new TriangularMovingAverage("TRIMA", 6);
RunTestIndicator(trimaEven, 6);
}
public void ComparesAgainstExternalData()
{
var trimaOdd = new TriangularMovingAverage("TRIMA", 5);
TestHelper.TestIndicator(trimaOdd, "spy_trima.txt", "TRIMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-3));
var trimaEven = new TriangularMovingAverage("TRIMA", 6);
TestHelper.TestIndicator(trimaEven, "spy_trima.txt", "TRIMA_6", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-3));
}
protected override void Initialize()
{
_lastLow = CreateDataSeries();
_lastHi = CreateDataSeries();
_gamma = CreateDataSeries();
_adaptiveGamma = CreateDataSeries();
_diff = CreateDataSeries();
_genTriangMovingAverage = CreateDataSeries();
_triangularMovingAverage = Indicators.TriangularMovingAverage(_adaptiveGamma, Smooth);
Array.Resize(ref _price, Period + 2);
}
protected override void Initialize()
{
_lastLow = CreateDataSeries();
_lastHi = CreateDataSeries();
_gamma = CreateDataSeries();
_adaptiveGamma = CreateDataSeries();
_diff = CreateDataSeries();
_genTriangMovingAverage = CreateDataSeries();
_triangularMovingAverage = Indicators.TriangularMovingAverage(_adaptiveGamma, Smooth);
Array.Resize(ref _price, Period + 2);
}
public void ResetsProperly()
{
var date = DateTime.Today;
var trima = new TriangularMovingAverage("TRIMA", 5);
foreach (var data in TestHelper.GetTradeBarStream("spy_trima.txt"))
{
trima.Update(date, data.Close);
}
Assert.IsTrue(trima.IsReady);
trima.Reset();
TestHelper.AssertIndicatorIsInDefaultState(trima);
}
private static void RunTestIndicator(TriangularMovingAverage trima, int period)
{
TestHelper.TestIndicator(trima, "spy_trima.txt", "TRIMA_" + period, (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-3));
}
public void ResetsProperly()
{
var trima = new TriangularMovingAverage("TRIMA", 5);
TestHelper.TestIndicatorReset(trima, "spy_trima.txt");
}
private void RunTestIndicator(TriangularMovingAverage trima, int period)
{
TestHelper.TestIndicator(trima, TestFileName, TestColumnName + "_" + period, Assertion);
}
protected override void Initialize()
{
_triangularMovingAverage = Indicators.TriangularMovingAverage(Source, 4);
}
protected override void Initialize()
{
_triangularMovingAverage = Indicators.TriangularMovingAverage(Source, 4);
}