public void Standard()
{
int lookbackPeriod = 20;
List <CmfResult> results = Indicator.GetCmf(history, lookbackPeriod)
.ToList();
// assertions
// proper quantities
Assert.AreEqual(502, results.Count);
Assert.AreEqual(483, results.Where(x => x.Cmf != null).Count());
// sample values
CmfResult r1 = results[49];
Assert.AreEqual(0.5468m, Math.Round(r1.MoneyFlowMultiplier, 4));
Assert.AreEqual(55609259m, Math.Round(r1.MoneyFlowVolume, 2));
Assert.AreEqual(0.350596m, Math.Round((decimal)r1.Cmf, 6));
CmfResult r2 = results[249];
Assert.AreEqual(0.7778m, Math.Round(r2.MoneyFlowMultiplier, 4));
Assert.AreEqual(36433792.89m, Math.Round(r2.MoneyFlowVolume, 2));
Assert.AreEqual(-0.040226m, Math.Round((decimal)r2.Cmf, 6));
CmfResult r3 = results[501];
Assert.AreEqual(0.8052m, Math.Round(r3.MoneyFlowMultiplier, 4));
Assert.AreEqual(118396116.25m, Math.Round(r3.MoneyFlowVolume, 2));
Assert.AreEqual(-0.123754m, Math.Round((decimal)r3.Cmf, 6));
}
public void Standard()
{
List <CmfResult> results = quotes.GetCmf(20).ToList();
// assertions
// proper quantities
Assert.AreEqual(502, results.Count);
Assert.AreEqual(483, results.Where(x => x.Cmf != null).Count());
// sample values
CmfResult r1 = results[49];
Assert.AreEqual(0.5468, Math.Round(r1.MoneyFlowMultiplier, 4));
Assert.AreEqual(55609259, Math.Round(r1.MoneyFlowVolume, 2));
Assert.AreEqual(0.350596, Math.Round((double)r1.Cmf, 6));
CmfResult r2 = results[249];
Assert.AreEqual(0.7778, Math.Round(r2.MoneyFlowMultiplier, 4));
Assert.AreEqual(36433792.89, Math.Round(r2.MoneyFlowVolume, 2));
Assert.AreEqual(-0.040226, Math.Round((double)r2.Cmf, 6));
CmfResult r3 = results[501];
Assert.AreEqual(0.8052, Math.Round(r3.MoneyFlowMultiplier, 4));
Assert.AreEqual(118396116.25, Math.Round(r3.MoneyFlowVolume, 2));
Assert.AreEqual(-0.123754, Math.Round((double)r3.Cmf, 6));
}
public void GetCmfTest()
{
int lookbackPeriod = 20;
IEnumerable <CmfResult> results = Indicator.GetCmf(history, lookbackPeriod);
foreach (CmfResult r in results)
{
Console.WriteLine("{0},{1:F4},{2:F2},{3:F6}", r.Index, r.MoneyFlowMultiplier, r.MoneyFlowVolume, r.Cmf);
}
// assertions
// proper quantities
Assert.AreEqual(502, results.Count());
Assert.AreEqual(483, results.Where(x => x.Cmf != null).Count());
// sample values
CmfResult r1 = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(0.8052m, Math.Round(r1.MoneyFlowMultiplier, 4));
Assert.AreEqual(118396116.25m, Math.Round(r1.MoneyFlowVolume, 2));
Assert.AreEqual(-0.123754m, Math.Round((decimal)r1.Cmf, 6));
CmfResult r2 = results.Where(x => x.Index == 250).FirstOrDefault();
Assert.AreEqual(0.7778m, Math.Round(r2.MoneyFlowMultiplier, 4));
Assert.AreEqual(36433792.89m, Math.Round(r2.MoneyFlowVolume, 2));
Assert.AreEqual(-0.040226m, Math.Round((decimal)r2.Cmf, 6));
CmfResult r3 = results.Where(x => x.Index == 50).FirstOrDefault();
Assert.AreEqual(0.5468m, Math.Round(r3.MoneyFlowMultiplier, 4));
Assert.AreEqual(55609259m, Math.Round(r3.MoneyFlowVolume, 2));
Assert.AreEqual(0.350596m, Math.Round((decimal)r3.Cmf, 6));
}
public void Removed()
{
List <CmfResult> results = quotes.GetCmf(20)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - 19, results.Count);
CmfResult last = results.LastOrDefault();
Assert.AreEqual(0.8052, Math.Round(last.MoneyFlowMultiplier, 4));
Assert.AreEqual(118396116.25, Math.Round(last.MoneyFlowVolume, 2));
Assert.AreEqual(-0.123754, Math.Round((double)last.Cmf, 6));
}
public void GetCmfTest()
{
int lookbackPeriod = 20;
IEnumerable <CmfResult> results = Indicator.GetCmf(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.Cmf != null).Count());
// sample value
CmfResult r = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
Assert.AreEqual((decimal)0.8052, Math.Round(r.MoneyFlowMultiplier, 4));
Assert.AreEqual((decimal)118396116.25, Math.Round(r.MoneyFlowVolume, 2));
Assert.AreEqual((decimal) - 20257893.60, Math.Round((decimal)r.Cmf, 2));
}
