public void WickedOutputTypeIsRenkoBar()
{
var consolidator = new WickedRenkoConsolidator(10.0m);
Assert.AreEqual(typeof(RenkoBar), consolidator.OutputType);
}
public void ConsistentRenkos()
{
// Reproduce issue #5479
// Test Renko bar consistency amongst three consolidators starting at different times
var time = new DateTime(2016, 1, 1);
var testValues = new List <decimal>
{
1.38687m, 1.38688m, 1.38687m, 1.38686m, 1.38685m, 1.38683m,
1.38682m, 1.38682m, 1.38684m, 1.38682m, 1.38682m, 1.38680m,
1.38681m, 1.38686m, 1.38688m, 1.38688m, 1.38690m, 1.38690m,
1.38691m, 1.38692m, 1.38694m, 1.38695m, 1.38697m, 1.38697m,
1.38700m, 1.38699m, 1.38699m, 1.38699m, 1.38698m, 1.38699m,
1.38697m, 1.38698m, 1.38698m, 1.38697m, 1.38698m, 1.38698m,
1.38697m, 1.38697m, 1.38700m, 1.38702m, 1.38701m, 1.38699m,
1.38697m, 1.38698m, 1.38696m, 1.38698m, 1.38697m, 1.38695m,
1.38695m, 1.38696m, 1.38693m, 1.38692m, 1.38693m, 1.38693m,
1.38692m, 1.38693m, 1.38692m, 1.38690m, 1.38686m, 1.38685m,
1.38687m, 1.38686m, 1.38686m, 1.38686m, 1.38686m, 1.38685m,
1.38684m, 1.38678m, 1.38679m, 1.38680m, 1.38680m, 1.38681m,
1.38685m, 1.38685m, 1.38683m, 1.38682m, 1.38682m, 1.38683m,
1.38682m, 1.38683m, 1.38682m, 1.38681m, 1.38680m, 1.38681m,
1.38681m, 1.38681m, 1.38682m, 1.38680m, 1.38679m, 1.38678m,
1.38675m, 1.38678m, 1.38678m, 1.38678m, 1.38682m, 1.38681m,
1.38682m, 1.38680m, 1.38682m, 1.38683m, 1.38685m, 1.38683m,
1.38683m, 1.38684m, 1.38683m, 1.38683m, 1.38684m, 1.38685m,
1.38684m, 1.38683m, 1.38686m, 1.38685m, 1.38685m, 1.38684m,
1.38685m, 1.38682m, 1.38684m, 1.38683m, 1.38682m, 1.38683m,
1.38685m, 1.38685m, 1.38685m, 1.38683m, 1.38685m, 1.38684m,
1.38686m, 1.38693m, 1.38695m, 1.38693m, 1.38694m, 1.38693m,
1.38692m, 1.38693m, 1.38695m, 1.38697m, 1.38698m, 1.38695m,
1.38696m
};
var consolidator1 = new WickedRenkoConsolidator(0.0001m);
var consolidator2 = new WickedRenkoConsolidator(0.0001m);
var consolidator3 = new WickedRenkoConsolidator(0.0001m);
// Update each of our consolidators starting at different indexes of test values
for (int i = 0; i < testValues.Count; i++)
{
var data = new IndicatorDataPoint(time.AddSeconds(i), testValues[i]);
consolidator1.Update(data);
if (i > 10)
{
consolidator2.Update(data);
}
if (i > 20)
{
consolidator3.Update(data);
}
}
// Assert that consolidator 2 and 3 price is the same as 1. Even though they started at different
// indexes they should be the same
var bar1 = consolidator1.Consolidated as RenkoBar;
var bar2 = consolidator2.Consolidated as RenkoBar;
var bar3 = consolidator3.Consolidated as RenkoBar;
Assert.AreEqual(bar1.Close, bar2.Close);
Assert.AreEqual(bar1.Close, bar3.Close);
consolidator1.Dispose();
consolidator2.Dispose();
consolidator3.Dispose();
}
