public void GetTrixTest()
{
IEnumerable <TrixResult> results = Indicator.GetTrix(history, 20, 5);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(445, results.Where(x => x.Ema3 != null).Count());
Assert.AreEqual(444, results.Where(x => x.Trix != null).Count());
Assert.AreEqual(440, results.Where(x => x.Signal != null).Count());
// sample values
TrixResult r1 = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(263.3216m, Math.Round((decimal)r1.Ema3, 4));
Assert.AreEqual(-0.230742m, Math.Round((decimal)r1.Trix, 6));
Assert.AreEqual(-0.204536m, Math.Round((decimal)r1.Signal, 6));
TrixResult r2 = results.Where(x => x.Index == 250).FirstOrDefault();
Assert.AreEqual(249.4469m, Math.Round((decimal)r2.Ema3, 4));
Assert.AreEqual(0.121781m, Math.Round((decimal)r2.Trix, 6));
Assert.AreEqual(0.119769m, Math.Round((decimal)r2.Signal, 6));
TrixResult r3 = results.Where(x => x.Index == 68).FirstOrDefault();
Assert.AreEqual(221.6320m, Math.Round((decimal)r3.Ema3, 4));
Assert.AreEqual(0.055596m, Math.Round((decimal)r3.Trix, 6));
Assert.AreEqual(0.063512m, Math.Round((decimal)r3.Signal, 6));
}
public void Standard()
{
List <TrixResult> results = Indicator.GetTrix(history, 20, 5)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(445, results.Where(x => x.Ema3 != null).Count());
Assert.AreEqual(444, results.Where(x => x.Trix != null).Count());
Assert.AreEqual(440, results.Where(x => x.Signal != null).Count());
// sample values
TrixResult r1 = results[67];
Assert.AreEqual(221.6320m, Math.Round((decimal)r1.Ema3, 4));
Assert.AreEqual(0.055596m, Math.Round((decimal)r1.Trix, 6));
Assert.AreEqual(0.063512m, Math.Round((decimal)r1.Signal, 6));
TrixResult r2 = results[249];
Assert.AreEqual(249.4469m, Math.Round((decimal)r2.Ema3, 4));
Assert.AreEqual(0.121781m, Math.Round((decimal)r2.Trix, 6));
Assert.AreEqual(0.119769m, Math.Round((decimal)r2.Signal, 6));
TrixResult r3 = results[501];
Assert.AreEqual(263.3216m, Math.Round((decimal)r3.Ema3, 4));
Assert.AreEqual(-0.230742m, Math.Round((decimal)r3.Trix, 6));
Assert.AreEqual(-0.204536m, Math.Round((decimal)r3.Signal, 6));
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = History.GetHistoryLong(140 + qty);
IEnumerable <TrixResult> r = Indicator.GetTrix(h, 15);
TrixResult l = r.LastOrDefault();
Console.WriteLine("TRIX on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Trix);
}
}
public void Trix()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(10 + qty);
IEnumerable <TrixResult> r = quotes.GetTrix(15);
TrixResult l = r.LastOrDefault();
Console.WriteLine(
"TRIX on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.Trix);
}
}
public void Removed()
{
List <TrixResult> results = quotes.GetTrix(20, 5)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - ((3 * 20) + 250), results.Count);
TrixResult last = results.LastOrDefault();
Assert.AreEqual(263.3216m, Math.Round((decimal)last.Ema3, 4));
Assert.AreEqual(-0.230742m, Math.Round((decimal)last.Trix, 6));
Assert.AreEqual(-0.204536m, Math.Round((decimal)last.Signal, 6));
}
