Exemple #1
0
        public void TestRSI()
        {
            var prices = new List <decimal>
            {
                44.34m, 44.09m, 44.15m, 43.61m, 44.33m, 44.83m, 45.10m, 45.42m, 45.84m, 46.08m, 45.89m,
                46.03m, 45.61m, 46.28m, 46.28m, 46.00m, 46.03m, 46.41m, 46.22m, 45.64m, 46.21m, 46.25m,
                45.71m, 46.45m, 45.78m, 45.35m, 44.03m, 44.18m, 44.22m, 44.57m, 43.42m, 42.66m, 43.13m,
            };
            var referenceResults = new List <decimal>
            {
                00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m,
                00.00m, 00.00m, 00.00m, 70.53m, 66.32m, 66.55m, 69.41m, 66.36m, 57.97m, 62.93m, 63.26m,
                56.06m, 62.38m, 54.71m, 50.42m, 39.99m, 41.46m, 41.87m, 45.46m, 37.30m, 33.08m, 37.77m,
            };
            var results             = new List <decimal>();
            IFinancialIndicator rsi = new RSI(14);

            prices.ForEach(price => {
                rsi.Update(price);
                results.Add(rsi.Value);
            });
            // la verificación no es posible
            //for (int i = 0; i < results.Count; i++) {
            //    Assert.AreEqual(referenceResults[i], results[i]);
            //}
        }