public void IsReadyAfterPeriodUpdates()
{
var indicator = new WindowIdentity(3);
indicator.Update(DateTime.UtcNow, 1m);
indicator.Update(DateTime.UtcNow, 1m);
Assert.IsFalse(indicator.IsReady);
indicator.Update(DateTime.UtcNow, 1m);
Assert.IsTrue(indicator.IsReady);
}
public void IsReadyAfterPeriodUpdates()
{
var indicator = new WindowIdentity(3);
indicator.Update(DateTime.UtcNow, 1m);
indicator.Update(DateTime.UtcNow, 1m);
Assert.IsFalse(indicator.IsReady);
indicator.Update(DateTime.UtcNow, 1m);
Assert.IsTrue(indicator.IsReady);
}
public void WarmsUpProperly()
{
var windowIdentityIndicator = new WindowIdentity("Example", 13);
var time = new DateTime(2020, 8, 1);
var period = ((IIndicatorWarmUpPeriodProvider)windowIdentityIndicator).WarmUpPeriod;
for (var i = 0; i < period; i++)
{
windowIdentityIndicator.Update(time.AddDays(i), i);
Assert.AreEqual(i == period - 1, windowIdentityIndicator.IsReady);
}
}
public void WindowIdentityComputesCorrectly()
{
var indicator = new WindowIdentity(4);
var data = new[] {1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m};
var seen = new List<decimal>();
for (int i = 0; i < data.Length; i++)
{
var datum = data[i];
seen.Add(datum);
indicator.Update(new IndicatorDataPoint(DateTime.Now.AddSeconds(i), datum));
Assert.AreEqual(seen.LastOrDefault(), indicator.Current.Value);
}
}
public void WindowIdentityComputesCorrectly()
{
var indicator = new WindowIdentity(4);
var data = new[] { 1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m };
var seen = new List <decimal>();
for (int i = 0; i < data.Length; i++)
{
var datum = data[i];
seen.Add(datum);
indicator.Update(new IndicatorDataPoint(DateTime.Now.AddSeconds(i), datum));
Assert.AreEqual(seen.LastOrDefault(), indicator.Current.Value);
}
}
public void ResetsProperly()
{
var indicator = new WindowIdentity(3);
foreach (var data in TestHelper.GetDataStream(4))
{
indicator.Update(data);
}
Assert.IsTrue(indicator.IsReady);
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
indicator.Update(DateTime.UtcNow, 2.0m);
Assert.AreEqual(indicator.Current.Value, 2.0m);
}
public void ResetsProperly()
{
var indicator = new WindowIdentity(3);
foreach (var data in TestHelper.GetDataStream(4))
{
indicator.Update(data);
}
Assert.IsTrue(indicator.IsReady);
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
indicator.Update(DateTime.UtcNow, 2.0m);
Assert.AreEqual(indicator.Current.Value, 2.0m);
}
public void CompareAgainstExternalData()
{
var indicator = new WindowIdentity(14);
TestHelper.TestIndicator(indicator, "Close", 1e-2); // test file only has
}
public void CompareAgainstExternalData()
{
var indicator = new WindowIdentity(14);
TestHelper.TestIndicator(indicator, "Close", 1e-2); // test file only has
}
