public void References__DownLeg_then_OutsideUpBar()
{
LegAnalyzer la = new LegAnalyzer();
la.AddBar(new Bar(100, 110, 90, 95, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(99, 109, 89, 94, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(94, 112, 88, 95, 0, DateTime.Now, DateTime.Now));
Assert.AreEqual(1, la.RefList.Count);
Assert.AreEqual(88, la.RefList[0].Price);
}
public void References__DownLeg_then_BalanceBar_then_OutsideUpBar_With_Lower_Low()
{
LegAnalyzer la = new LegAnalyzer();
la.AddBar(new Bar(100, 110, 90, 95, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(99, 109, 89, 94, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(96, 106, 94, 96, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(97, 108, 88, 97, 0, DateTime.Now, DateTime.Now));
Assert.AreEqual(1, la.RefList.Count);
Assert.AreEqual(88, la.RefList[0].Price);
}
public void References__DownLeg_then_BalanceBar_then_UpBar()
{
LegAnalyzer la = new LegAnalyzer();
la.AddBar(new Bar(100, 110, 90, 95, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(99, 109, 89, 94, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(98, 108, 90, 94, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(97, 112, 91, 95, 0, DateTime.Now, DateTime.Now));
Assert.AreEqual(1, la.RefList.Count);
Assert.AreEqual(89, la.RefList[0].Price);
}
public void OutsideUpBar_After_UpLeg_Should_Create_New_UpLeg()
{
LegAnalyzer la = new LegAnalyzer();
la.AddBar(new Bar(10, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(15, 25, 10, 17, 0, DateTime.Now, DateTime.Now));
la.AddBar(new Bar(15, 27, 8, 17, 0, DateTime.Now, DateTime.Now));
Assert.AreEqual(2, la.LegsCount);
Assert.AreEqual(LegDirection.Up, la.LastLeg.Direction);
Assert.AreEqual(2, la.RefList.Count);
Assert.AreEqual(25, la.RefList[0].Price);
Assert.AreEqual(8, la.RefList[1].Price);
}
public void AddBar__FirstLeg_FirstBar_TypeChanged()
{
LegAnalyzer la = new LegAnalyzer();
la.AddBar(new Bar(10, 20, 5, 12, 0, DateTime.Now, DateTime.Now));
la.UpdateLastBar(new Bar(10, 20, 5, 9, 0, DateTime.Now, DateTime.Now));
Assert.AreEqual(BarDirection.OutsideDown, la.LastBar.Direction);
}
public void UpdateLastBar__Update_Close()
{
LegAnalyzer la = new LegAnalyzer();
la.AddBar(Helper.GetUpBar());
la.AddBar(Helper.GetUpBar(la.LastBar, la.LastBar.DateTime.AddDays(1)));
FxBar b = (FxBar)la.LastBar;
FxBar nb = new FxBar
{
Open = b.Open, AskOpen = b.AskOpen, High = b.High + 5, AskHigh = b.AskHigh + 5, Low = b.Low, AskLow = b.AskLow, Close = b.Close + 3, AskClose = b.AskClose + 3, DateTime = b.DateTime, Volume = 100
};
la.UpdateLastBar(nb);
Assert.AreEqual(BarDirection.Up, la.LastBar.Direction);
Assert.AreEqual(115, la.LastBar.High);
Assert.AreEqual(116, ((FxBar)la.LastBar).AskHigh);
Assert.AreEqual(73, la.LastBar.Close);
Assert.AreEqual(74, ((FxBar)la.LastBar).AskClose);
Assert.AreEqual(200, la.LastBar.Volume);
}
public void AddBar__Add_UpBar_To_UpLeg()
{
LegAnalyzer la = new LegAnalyzer();
List <Bar> barList = new List <Bar>();
barList.Add(Helper.GetUpBar());
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
barList.Add(Helper.GetUpBar(barList.Last(), barList.Last().DateTime.AddDays(1)));
la.AddBarList(barList);
la.AddBar(Helper.GetUpBar(la.LastBar, la.LastBar.DateTime.AddDays(1)));
Assert.AreEqual(4, la.LastLeg.BarCount);
}
private void addBar(Bar bar)
{
LegAnalyzer.AddBar(bar);
addNewDataPoint(bar);
Invalidate();
}