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 TestWithStream()
{
var aps = new AugenPriceSpike(22);
foreach (var data in TestHelper.GetDataStream(50))
{
aps.Update(data.Time, data.Value);
}
}
public void ComputesCorrectly()
{
var mom = new Momentum(5);
foreach (var data in TestHelper.GetDataStream(5))
{
mom.Update(data);
Assert.AreEqual(data.Value, mom.Current.Value);
}
}
public void WarmsUpProperly()
{
var mom = new Momentum(5);
var period = ((IIndicatorWarmUpPeriodProvider)mom).WarmUpPeriod;
var dataStream = TestHelper.GetDataStream(period).ToArray();
for (var i = 0; i < period; i++)
{
mom.Update(dataStream[i]);
Assert.AreEqual(i == period - 1, mom.IsReady);
}
}
public void WarmsUpProperly(int?minPeriod, int fullPeriod)
{
var momersion = new MomersionIndicator(minPeriod, fullPeriod);
var period = ((IIndicatorWarmUpPeriodProvider)momersion).WarmUpPeriod;
var dataStream = TestHelper.GetDataStream(period).ToArray();
for (var i = 0; i < period; i++)
{
momersion.Update(dataStream[i]);
Assert.AreEqual(i == period - 1, momersion.IsReady);
}
}
public void WarmsUpProperly()
{
var delay = new Delay(20);
var count = ((IIndicatorWarmUpPeriodProvider)delay).WarmUpPeriod;
var dataArray = TestHelper.GetDataStream(count).ToArray();
for (var i = 0; i < count; i++)
{
delay.Update(dataArray[i]);
Assert.AreEqual(i == count - 1, delay.IsReady);
}
}
public void ResetsProperly()
{
var roc = new RateOfChange(50);
foreach (var data in TestHelper.GetDataStream(51))
{
roc.Update(data);
}
Assert.IsTrue(roc.IsReady);
roc.Reset();
TestHelper.AssertIndicatorIsInDefaultState(roc);
}
public void ResetsProperly()
{
var sma = new SimpleMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(4))
{
sma.Update(data);
}
Assert.IsTrue(sma.IsReady);
sma.Reset();
TestHelper.AssertIndicatorIsInDefaultState(sma);
}
public void ResetsProperly()
{
var momp = new MomentumPercent(50);
foreach (var data in TestHelper.GetDataStream(51))
{
momp.Update(data);
}
Assert.IsTrue(momp.IsReady);
momp.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momp);
}
public void ResetsProperly()
{
var delay = new Delay(2);
foreach (var data in TestHelper.GetDataStream(3))
{
delay.Update(data);
}
Assert.IsTrue(delay.IsReady);
Assert.AreEqual(3, delay.Samples);
delay.Reset();
TestHelper.AssertIndicatorIsInDefaultState(delay);
}
public void ResetsProperly()
{
var sak = new SwissArmyKnife(4, 0.1, SwissArmyKnifeTool.BandPass);
foreach (var data in TestHelper.GetDataStream(5))
{
sak.Update(data);
}
Assert.IsTrue(sak.IsReady);
Assert.AreNotEqual(0m, sak.Current.Value);
Assert.AreNotEqual(0, sak.Samples);
sak.Reset();
TestHelper.AssertIndicatorIsInDefaultState(sak);
}
public void ResetsProperly()
{
var indicator = new WindowIdentity(3);
foreach (var data in TestHelper.GetDataStream(4))
{
indicator.Update(data);
}
Assert.IsTrue(indicator.IsReady);
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
indicator.Update(DateTime.UtcNow, 2.0m);
Assert.AreEqual(indicator.Current.Value, 2.0m);
}
public void ResetsProperly()
{
var macd = new MovingAverageConvergenceDivergence("macd", 3, 5, 3);
foreach (var data in TestHelper.GetDataStream(30))
{
macd.Update(data);
}
Assert.IsTrue(macd.IsReady);
macd.Reset();
TestHelper.AssertIndicatorIsInDefaultState(macd);
TestHelper.AssertIndicatorIsInDefaultState(macd.Fast);
TestHelper.AssertIndicatorIsInDefaultState(macd.Signal);
TestHelper.AssertIndicatorIsInDefaultState(macd.Signal);
}
public void TestTradeBarsWithVolume()
{
var emv = new EaseOfMovementValue();
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = data.Value
};
emv.Update(tradeBar);
}
}
public override void ResetsProperly()
{
// ema reset is just setting the value and samples back to 0
var ema = new ExponentialMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(5))
{
ema.Update(data);
}
Assert.IsTrue(ema.IsReady);
Assert.AreNotEqual(0m, ema.Current.Value);
Assert.AreNotEqual(0, ema.Samples);
ema.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ema);
}
public void ResetsProperly()
{
FractalAdaptiveMovingAverage frama = new FractalAdaptiveMovingAverage("", 6, 198);
foreach (var data in TestHelper.GetDataStream(7))
{
frama.Update(new TradeBar { High = data, Low = data });
}
Assert.IsTrue(frama.IsReady);
Assert.AreNotEqual(0m, frama.Current.Value);
Assert.AreNotEqual(0, frama.Samples);
frama.Reset();
TestHelper.AssertIndicatorIsInDefaultState(frama);
}
public override void ResetsProperly()
{
var sma = new SimpleMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(4))
{
sma.Update(data);
}
Assert.IsTrue(sma.IsReady);
sma.Reset();
TestHelper.AssertIndicatorIsInDefaultState(sma);
TestHelper.AssertIndicatorIsInDefaultState(sma.RollingSum);
sma.Update(DateTime.UtcNow, 2.0m);
Assert.AreEqual(sma.Current.Value, 2.0m);
}
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 ResetsProperly()
{
var identity = new Identity("test");
Assert.IsFalse(identity.IsReady);
Assert.AreEqual(0m, identity.Current.Value);
foreach (var data in TestHelper.GetDataStream(2))
{
identity.Update(data);
}
Assert.IsTrue(identity.IsReady);
Assert.AreEqual(2, identity.Samples);
identity.Reset();
Assert.IsFalse(identity.IsReady);
Assert.AreEqual(0, identity.Samples);
}
public void TestDivByZero()
{
var cmf = new ChaikinMoneyFlow("CMF", 3);
foreach (var data in TestHelper.GetDataStream(4))
{
// Should handle High = Low case by returning 0m.
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = 1,
Low = 1,
Volume = 1
};
cmf.Update(tradeBar);
}
Assert.AreEqual(cmf.Current.Value, 0m);
}
public void TestTradeBarsWithNoVolume()
{
// As volume is a multiplier in numerator, should return default value 0m.
var cmf = new ChaikinMoneyFlow("CMF", 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
};
cmf.Update(tradeBar);
}
Assert.AreEqual(cmf.Current.Value, 0m);
}
public void TestDivByZero()
{
var dem = new DeMarkerIndicator("DEM", 3);
foreach (var data in TestHelper.GetDataStream(4))
{
// Should handle High = Low case by returning 0m.
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = 1,
Low = 1,
Volume = 1
};
dem.Update(tradeBar);
}
Assert.AreEqual(dem.Current.Value, 0m);
}
public override void ResetsProperly()
{
var rma = new RelativeMovingAverage(5);
foreach (var data in TestHelper.GetDataStream(5 * 3))
{
Assert.IsFalse(rma.IsReady);
rma.Update(data);
}
Assert.IsTrue(rma.IsReady);
rma.Reset();
TestHelper.AssertIndicatorIsInDefaultState(rma);
TestHelper.AssertIndicatorIsInDefaultState(rma.ShortAverage);
TestHelper.AssertIndicatorIsInDefaultState(rma.MediumAverage);
TestHelper.AssertIndicatorIsInDefaultState(rma.LongAverage);
rma.Update(DateTime.UtcNow, 2.0m);
Assert.AreEqual(rma.Current.Value, 2.0m);
}
public void ResetsProperly()
{
// ema reset is just setting the value and samples back to 0
var ema = new ExponentialMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(5))
{
ema.Update(data);
}
Assert.IsTrue(ema.IsReady);
Assert.AreNotEqual(0m, ema.Current.Value);
Assert.AreNotEqual(0, ema.Samples);
ema.Reset();
Assert.IsFalse(ema.IsReady);
Assert.AreEqual(0, ema.Samples);
Assert.AreEqual(0m, ema.Current.Value);
Assert.AreEqual(DateTime.MinValue, ema.Current.Time);
}
public void ComputesCorrectly()
{
var fast = new SimpleMovingAverage(3);
var slow = new SimpleMovingAverage(5);
var signal = new SimpleMovingAverage(3);
var macd = new MovingAverageConvergenceDivergence("macd", 3, 5, 3, MovingAverageType.Simple);
foreach (var data in TestHelper.GetDataStream(7))
{
fast.Update(data);
slow.Update(data);
macd.Update(data);
Assert.AreEqual(fast - slow, macd);
if (fast.IsReady && slow.IsReady)
{
signal.Update(new IndicatorDataPoint(data.Time, macd));
Assert.AreEqual(signal.Current.Value, macd.Current.Value);
}
}
}
public void ResetsProperly()
{
var first = new Delay(1);
var second = new Delay(1);
var sequential = new SequentialIndicator <IndicatorDataPoint>(first, second);
foreach (var data in TestHelper.GetDataStream(3))
{
sequential.Update(data);
}
Assert.IsTrue(first.IsReady);
Assert.IsTrue(second.IsReady);
Assert.IsTrue(sequential.IsReady);
sequential.Reset();
TestHelper.AssertIndicatorIsInDefaultState(first);
TestHelper.AssertIndicatorIsInDefaultState(second);
TestHelper.AssertIndicatorIsInDefaultState(sequential);
}
public override void ResetsProperly()
{
var STR = new SuperTrend(10, 3);
foreach (var data in TestHelper.GetDataStream(100))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = data.Value
};
STR.Update(tradeBar);
}
Assert.IsTrue(STR.IsReady);
STR.Reset();
TestHelper.AssertIndicatorIsInDefaultState(STR);
}
public void Getters()
{
var STR = new SuperTrend(10, 3);
foreach (var data in TestHelper.GetDataStream(100))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = data.Value
};
STR.Update(tradeBar);
}
Assert.IsTrue(STR.IsReady);
Assert.AreNotEqual(0, STR.BasicUpperBand);
Assert.AreNotEqual(0, STR.BasicLowerBand);
Assert.AreNotEqual(0, STR.CurrentTrailingUpperBand);
Assert.AreNotEqual(0, STR.CurrentTrailingLowerBand);
}
public void ComputesCorrectly()
{
var delay = new Delay(3);
var sma = new SimpleMovingAverage(3);
var momp = new MomentumPercent(3);
foreach (var data in TestHelper.GetDataStream(4))
{
delay.Update(data);
sma.Update(data);
momp.Update(data);
if (sma == 0m)
{
Assert.AreEqual(0m, momp.Current.Value);
}
else
{
decimal abs = data - delay;
decimal perc = abs / sma;
Assert.AreEqual(perc, momp.Current.Value);
}
}
}
