public void ResetsProperly()
{
var mfi = new MoneyFlowIndex(3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = Decimal.ToInt64(data.Value)
};
mfi.Update(tradeBar);
}
Assert.IsTrue(mfi.IsReady);
Assert.IsTrue(mfi.PositiveMoneyFlow.IsReady);
Assert.IsTrue(mfi.NegativeMoneyFlow.IsReady);
Assert.AreNotEqual(mfi.PreviousTypicalPrice, 0.0m);
mfi.Reset();
Assert.AreEqual(mfi.PreviousTypicalPrice, 0.0m);
TestHelper.AssertIndicatorIsInDefaultState(mfi);
TestHelper.AssertIndicatorIsInDefaultState(mfi.PositiveMoneyFlow);
TestHelper.AssertIndicatorIsInDefaultState(mfi.NegativeMoneyFlow);
}
public void TestTradeBarsWithNoVolume()
{
var mfi = new MoneyFlowIndex(3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = 0
};
mfi.Update(tradeBar);
}
Assert.AreEqual(mfi.Current.Value, 100.0m);
}
public void ComparesAgainstExternalData()
{
var mfi = new MoneyFlowIndex(20);
TestHelper.TestIndicator(mfi, "spy_mfi.txt", "Money Flow Index 20");
}