public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (0, NaN, 2, NaN, 4, NaN, 6, NaN, 8, ...)
decimal maxPrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, maxPrice, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
AroonUpIndicator aroonUpIndicator = new AroonUpIndicator(series, 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0)
{
Assert.AreEqual(Decimals.NaN, aroonUpIndicator.GetValue(i));
}
else
{
Assert.AreEqual(Decimals.HUNDRED, aroonUpIndicator.GetValue(i));
}
}
}
public void onlyNaNValues()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 1000; i++)
{
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
AroonUpIndicator aroonUpIndicator = new AroonUpIndicator(series, 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
Assert.AreEqual(Decimals.NaN.ToString(), aroonUpIndicator.GetValue(i).ToString());
}
}
public void upAndSlowDown()
{
AroonUpIndicator arronUp = new AroonUpIndicator(data, 5);
Assert.AreEqual(arronUp.GetValue(19), 0);
Assert.AreEqual(arronUp.GetValue(18), 20);
Assert.AreEqual(arronUp.GetValue(17), 40);
Assert.AreEqual(arronUp.GetValue(16), 60);
Assert.AreEqual(arronUp.GetValue(15), 80);
Assert.AreEqual(arronUp.GetValue(14), 100);
Assert.AreEqual(arronUp.GetValue(13), 100);
Assert.AreEqual(arronUp.GetValue(12), 100);
Assert.AreEqual(arronUp.GetValue(11), 100);
Assert.AreEqual(arronUp.GetValue(10), 60);
Assert.AreEqual(arronUp.GetValue(9), 80);
Assert.AreEqual(arronUp.GetValue(8), 100);
Assert.AreEqual(arronUp.GetValue(7), 100);
Assert.AreEqual(arronUp.GetValue(6), 100);
Assert.AreEqual(arronUp.GetValue(5), 0);
}
