public void RegressionChannelComputesCorrectly()
{
var period = 20;
var indicator = new RegressionChannel(period, 2);
var stdDev = new StandardDeviation(period);
var time = DateTime.Now;
var prices = LeastSquaresMovingAverageTest.prices;
var expected = LeastSquaresMovingAverageTest.expected;
var actual = new decimal[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
indicator.Update(time, prices[i]);
stdDev.Update(time, prices[i]);
actual[i] = Math.Round(indicator.Current.Value, 4);
time = time.AddMinutes(1);
}
Assert.AreEqual(expected, actual);
var expectedUpper = indicator.Current + stdDev.Current * 2;
Assert.AreEqual(expectedUpper, indicator.UpperChannel);
var expectedLower = indicator.Current - stdDev.Current * 2;
Assert.AreEqual(expectedLower, indicator.LowerChannel);
}
public void ResetsProperly()
{
var period = 10;
var time = DateTime.Now;
var indicator = new RegressionChannel(period, 2);
for (int i = 0; i < period + 1; i++)
{
indicator.Update(time, 1m);
time.AddMinutes(1);
}
Assert.IsTrue(indicator.IsReady, "Regression Channel ready");
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
}