public void ResetsProperly()
{
var inner = new SimpleMovingAverage(2);
var func = new FunctionalIndicator("f", (time, data) => {
inner.Update(time, data);
return(inner.Current.Value * 2);
},
@this => inner.IsReady,
() => inner.Reset()
);
func.Update(DateTime.Today, 1d);
func.Update(DateTime.Today.AddSeconds(1), 2d);
Assert.IsTrue(func.IsReady);
func.Reset();
TestHelper.AssertIndicatorIsInDefaultState(inner);
TestHelper.AssertIndicatorIsInDefaultState(func);
}
public void ResetsProperly()
{
var inner = new SimpleMovingAverage(2);
var func = new FunctionalIndicator<IndicatorDataPoint>("f", data =>
{
inner.Update(data);
return inner.Current.Value*2;
},
@this => inner.IsReady,
() => inner.Reset()
);
func.Update(DateTime.Today, 1m);
func.Update(DateTime.Today.AddSeconds(1), 2m);
Assert.IsTrue(func.IsReady);
func.Reset();
TestHelper.AssertIndicatorIsInDefaultState(inner);
TestHelper.AssertIndicatorIsInDefaultState(func);
}
public void ResetsProperly()
{
var inner = new SimpleMovingAverage(2);
var func = new FunctionalIndicator <IndicatorDataPoint>("f", data =>
{
inner.Update(data);
return(inner.Current.Price * 2);
},
@this => inner.IsReady,
() => inner.Reset()
);
func.Update(DateTime.Today, TimeZone.Utc, 1m);
func.Update(DateTime.Today.AddSeconds(1), TimeZone.Utc, 2m);
Assert.True(func.IsReady);
func.Reset();
TestHelper.AssertIndicatorIsInDefaultState(inner);
TestHelper.AssertIndicatorIsInDefaultState(func);
}
/// <summary>
/// Initializes a new instance of the <see cref="AverageDirectionalIndex"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="period">The period.</param>
public AverageDirectionalIndex(string name, int period)
: base(name)
{
_period = period;
TrueRange = new FunctionalIndicator<IBaseDataBar>(name + "_TrueRange",
currentBar =>
{
var value = ComputeTrueRange(currentBar);
return value;
},
isReady => _previousInput != null
);
DirectionalMovementPlus = new FunctionalIndicator<IBaseDataBar>(name + "_PositiveDirectionalMovement",
currentBar =>
{
var value = ComputePositiveDirectionalMovement(currentBar);
return value;
},
isReady => _previousInput != null
);
DirectionalMovementMinus = new FunctionalIndicator<IBaseDataBar>(name + "_NegativeDirectionalMovement",
currentBar =>
{
var value = ComputeNegativeDirectionalMovement(currentBar);
return value;
},
isReady => _previousInput != null
);
PositiveDirectionalIndex = new FunctionalIndicator<IndicatorDataPoint>(name + "_PositiveDirectionalIndex",
input => ComputePositiveDirectionalIndex(),
positiveDirectionalIndex => DirectionalMovementPlus.IsReady && TrueRange.IsReady,
() =>
{
DirectionalMovementPlus.Reset();
TrueRange.Reset();
}
);
NegativeDirectionalIndex = new FunctionalIndicator<IndicatorDataPoint>(name + "_NegativeDirectionalIndex",
input => ComputeNegativeDirectionalIndex(),
negativeDirectionalIndex => DirectionalMovementMinus.IsReady && TrueRange.IsReady,
() =>
{
DirectionalMovementMinus.Reset();
TrueRange.Reset();
}
);
SmoothedTrueRange = new FunctionalIndicator<IndicatorDataPoint>(name + "_SmoothedTrueRange",
currentBar => ComputeSmoothedTrueRange(period),
isReady => _previousInput != null
);
SmoothedDirectionalMovementPlus = new FunctionalIndicator<IndicatorDataPoint>(name + "_SmoothedDirectionalMovementPlus",
currentBar => ComputeSmoothedDirectionalMovementPlus(period),
isReady => _previousInput != null
);
SmoothedDirectionalMovementMinus = new FunctionalIndicator<IndicatorDataPoint>(name + "_SmoothedDirectionalMovementMinus",
currentBar => ComputeSmoothedDirectionalMovementMinus(period),
isReady => _previousInput != null
);
}