public void Removed() { List <AroonResult> results = quotes.GetAroon(25) .RemoveWarmupPeriods() .ToList(); // assertions Assert.AreEqual(502 - 25, results.Count); AroonResult last = results.LastOrDefault(); Assert.AreEqual(28m, last.AroonUp); Assert.AreEqual(88m, last.AroonDown); Assert.AreEqual(-60m, last.Oscillator); }
public void Standard() { int lookbackPeriod = 25; List <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod).ToList(); // assertions // proper quantities // should always be the same number of results as there is history Assert.AreEqual(502, results.Count); Assert.AreEqual(477, results.Where(x => x.AroonUp != null).Count()); Assert.AreEqual(477, results.Where(x => x.AroonDown != null).Count()); Assert.AreEqual(477, results.Where(x => x.Oscillator != null).Count()); // sample values AroonResult r1 = results[210]; Assert.AreEqual(100m, r1.AroonUp); Assert.AreEqual(000m, r1.AroonDown); Assert.AreEqual(100m, r1.Oscillator); AroonResult r2 = results[293]; Assert.AreEqual(0m, r2.AroonUp); Assert.AreEqual(40m, r2.AroonDown); Assert.AreEqual(-40m, r2.Oscillator); AroonResult r3 = results[298]; Assert.AreEqual(0m, r3.AroonUp); Assert.AreEqual(20m, r3.AroonDown); Assert.AreEqual(-20m, r3.Oscillator); AroonResult r4 = results[458]; Assert.AreEqual(0m, r4.AroonUp); Assert.AreEqual(100m, r4.AroonDown); Assert.AreEqual(-100m, r4.Oscillator); AroonResult r5 = results[501]; Assert.AreEqual(28m, r5.AroonUp); Assert.AreEqual(88m, r5.AroonDown); Assert.AreEqual(-60m, r5.Oscillator); }
public void GetAroonTest() { int lookbackPeriod = 25; IEnumerable <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod); // assertions // proper quantities // should always be the same number of results as there is history Assert.AreEqual(502, results.Count()); Assert.AreEqual(477, results.Where(x => x.AroonUp != null).Count()); Assert.AreEqual(477, results.Where(x => x.AroonDown != null).Count()); Assert.AreEqual(477, results.Where(x => x.Oscillator != null).Count()); // sample values AroonResult r1 = results.Where(x => x.Index == 502).FirstOrDefault(); Assert.AreEqual(28m, r1.AroonUp); Assert.AreEqual(88m, r1.AroonDown); Assert.AreEqual(-60m, r1.Oscillator); AroonResult r2 = results.Where(x => x.Index == 459).FirstOrDefault(); Assert.AreEqual(0m, r2.AroonUp); Assert.AreEqual(100m, r2.AroonDown); Assert.AreEqual(-100m, r2.Oscillator); AroonResult r3 = results.Where(x => x.Index == 299).FirstOrDefault(); Assert.AreEqual(0m, r3.AroonUp); Assert.AreEqual(20m, r3.AroonDown); Assert.AreEqual(-20m, r3.Oscillator); AroonResult r4 = results.Where(x => x.Index == 294).FirstOrDefault(); Assert.AreEqual(0m, r4.AroonUp); Assert.AreEqual(40m, r4.AroonDown); Assert.AreEqual(-40m, r4.Oscillator); AroonResult r5 = results.Where(x => x.Index == 211).FirstOrDefault(); Assert.AreEqual(100m, r5.AroonUp); Assert.AreEqual(0m, r5.AroonDown); Assert.AreEqual(100m, r5.Oscillator); }
public void GetAroonTest() { int lookbackPeriod = 25; IEnumerable <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod); // assertions // proper quantities // should always be the same number of results as there is history Assert.AreEqual(502, results.Count()); Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.AroonUp != null).Count()); // sample value AroonResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault(); Assert.AreEqual((decimal)28.0000, Math.Round((decimal)result.AroonUp, 4)); Assert.AreEqual((decimal)88.0000, Math.Round((decimal)result.AroonDown, 4)); }
public void GetAroonTest() { int lookbackPeriod = 25; IEnumerable <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod); // assertions // proper quantities // should always be the same number of results as there is history Assert.AreEqual(502, results.Count()); Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.AroonUp != null).Count()); // sample value AroonResult r = results.Where(x => x.Index == 502).FirstOrDefault(); Assert.AreEqual(28.0000m, Math.Round((decimal)r.AroonUp, 4)); Assert.AreEqual(88.0000m, Math.Round((decimal)r.AroonDown, 4)); Assert.AreEqual(-60.0000m, Math.Round((decimal)r.Oscillator, 4)); }