Esempio n. 1
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        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);
        }
Esempio n. 2
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        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);
        }
Esempio n. 3
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 public void ComparesAgainstExternalData()
 {
     var mfi = new MoneyFlowIndex(20);
     TestHelper.TestIndicator(mfi, "spy_mfi.txt", "Money Flow Index 20");
 }