public void BollingerTestticklookbacks() { Bollinger bbbb = new Bollinger(2, 4); foreach (Tick t in ticklist) { bbbb.newTick(t); } Assert.That(bbbb.Mean == 3.5M, bbbb.Mean.ToString()); Assert.That(bbbb.Devavg == 1.25M, bbbb.Devavg.ToString()); Assert.That(bbbb.Sd == 1.1180339887498948482045868343656, bbbb.Sd.ToString()); Assert.That(bbbb.Upperband == 5.73606797749978M, bbbb.Upperband.ToString()); Assert.That(bbbb.Lowerband == 1.26393202250022M, bbbb.Lowerband.ToString()); }
public void BollingerTestticknoargs() { Bollinger bb = new Bollinger(); foreach (Tick t in ticklist) { bb.newTick(t); } Assert.That(bb.Mean == 3, bb.Mean.ToString()); Assert.That(bb.Devavg == 2, bb.Devavg.ToString()); Assert.That(bb.Sd == 1.4142135623730950488016887242097, bb.Sd.ToString()); Assert.That(bb.Upperband == 5.8284271247462M, bb.Upperband.ToString()); Assert.That(bb.Lowerband == 0.1715728752538M, bb.Lowerband.ToString()); }
public void BollingerBarlisttest() { string symbol = "TST"; BarList bl = new BarList(BarInterval.Minute, symbol); Bollinger bbb = new Bollinger(2, BarInterval.Minute, 10); foreach (Tick t in ticklist) { bl.AddTick(t); bbb.newBar(bl); } Assert.That(bbb.Mean == 3, bbb.Mean.ToString()); Assert.That(bbb.Devavg == 2, bbb.Devavg.ToString()); Assert.That(bbb.Sd == 1.4142135623730950488016887242097, bbb.Sd.ToString()); Assert.That(bbb.Upperband == 5.8284271247462M, bbb.Upperband.ToString()); }
public void BollingerBarlisttestlookbacks() { string symbol = "TST"; BarList bl = new BarList(BarInterval.Minute, symbol); Bollinger bbb = new Bollinger(2, BarInterval.Minute, 4); foreach (Tick t in ticklist) { bl.AddTick(t); bbb.newBar(bl); } Assert.That(bbb.Mean == 3.5M, bbb.Mean.ToString()); Assert.That(bbb.Devavg == 1.25M, bbb.Devavg.ToString()); Assert.That(bbb.Sd == 1.1180339887498948482045868343656, bbb.Sd.ToString()); Assert.That(bbb.Upperband == 5.73606797749978M, bbb.Upperband.ToString()); Assert.That(bbb.Lowerband == 1.26393202250022M, bbb.Lowerband.ToString()); }
public void QuoteOnlyTest() { Tick[] timesales = new Tick[] { Tick.NewBid("TST", 100m, 100), Tick.NewAsk("TST", 100.1m, 200), }; Bollinger b = new Bollinger(); BarList bl = new BarList(BarInterval.FiveMin, "TST"); foreach (Tick k in timesales) { bl.newTick(k); b.newBar(bl); } // average volume should be zero bc // with only quotes we should have no bars to process Assert.That(b.Mean == 0, b.Mean.ToString()); Assert.That(!bl.Has(1), bl.ToString()); }
public void QuoteOnlyTest() { Tick[] timesales = new Tick[] { Tick.NewBid("TST",100m,100), Tick.NewAsk("TST",100.1m,200), }; Bollinger b = new Bollinger(); BarList bl = new BarList(BarInterval.FiveMin, "TST"); foreach (Tick k in timesales) { bl.newTick(k); b.newBar(bl); } // average volume should be zero bc // with only quotes we should have no bars to process Assert.That(b.Mean== 0, b.Mean.ToString()); Assert.That(!bl.Has(1), bl.ToString()); }