public void OnlyFullPeriodTest()
{
int fullPeriod = 10;
MomersionIndicator Momersion = new MomersionIndicator(fullPeriod);
DateTime time = DateTime.Now;
#region Array input
decimal[] expected = new decimal[30]
{
50m, 50m , 50m , 50m, 50m, 50m , 50m, 50m,
50m, 50m , 50m , 50m, 60m, 50m , 40m, 30m,
40m, 50m , 60m , 50m, 50m, 40m , 30m, 30m,
40m, 44.44m, 37.5m, 25m, 25m, 37.5m,
};
#endregion Array input
decimal[] actual = new decimal[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
Momersion.Update(new IndicatorDataPoint(time, prices[i]));
decimal momersionValue = Math.Round(Momersion.Current.Value, 2);
actual[i] = momersionValue;
Console.WriteLine(string.Format("Bar : {0} | {1}, Is ready? {2}", i, Momersion.ToString(), Momersion.IsReady));
time = time.AddMinutes(1);
}
Assert.AreEqual(expected, actual);
}
public void OnlyFullPeriodTest()
{
const int fullPeriod = 10;
var momersion = new MomersionIndicator(fullPeriod);
RunTestIndicator(momersion, _expectedFullPeriod);
}
public void MinPeriodTest()
{
int minPeriod = 7;
int fullPeriod = 20;
MomersionIndicator Momersion = new MomersionIndicator(minPeriod, fullPeriod);
DateTime time = DateTime.Now;
#region Array input
decimal[] expected = new decimal[30]
{
50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 57.14m, 62.50m,
55.56m, 60.00m, 63.64m, 58.33m, 53.85m, 50.00m, 53.33m, 56.25m, 58.82m, 55.56m,
52.63m, 50.00m, 45.00m, 40.00m, 40.00m, 36.84m, 38.89m, 38.89m, 44.44m, 44.44m
};
#endregion Array input
decimal[] actual = new decimal[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
Momersion.Update(new IndicatorDataPoint(time, prices[i]));
decimal momersionValue = Math.Round(Momersion.Current.Value, 2);
actual[i] = momersionValue;
Console.WriteLine(string.Format("Bar : {0} | {1}, Is ready? {2}", i, Momersion.ToString(), Momersion.IsReady));
time = time.AddMinutes(1);
}
Assert.AreEqual(expected, actual);
}
public void ComputesCorrectly(int?minPeriod, int fullPeriod)
{
var momersion = new MomersionIndicator(minPeriod, fullPeriod);
var expected = minPeriod.HasValue ? _expectedMinPeriod : _expectedFullPeriod;
RunTestIndicator(momersion, expected);
}
public DIFStrategy(Indicator Price, int DecyclePeriod = 20, int InvFisherPeriod = 40, decimal Threshold = 0.9m, decimal Tolerance = 0.001m)
{
// Initialize the fields.
_decyclePeriod = DecyclePeriod;
_invFisherPeriod = InvFisherPeriod;
_threshold = Threshold;
_tolerance = Tolerance;
// Initialize the indicators used by the Strategy.
_price = Price;
DecycleTrend = new Decycle(_decyclePeriod).Of(Price);
InverseFisher = new InverseFisherTransform(_invFisherPeriod).Of(DecycleTrend);
InvFisherRW = new RollingWindow <decimal>(2);
LightSmoothPrice = new Decycle(10).Of(Price);
Momersion = new MomersionIndicator(10, 30).Of(LightSmoothPrice, false);
// Fill the Inverse Fisher rolling windows at every new InverseFisher observation.
// Once the Inverse Fisher rolling windows is ready, at every InverseFisher update, the Check signal method will be called.
InverseFisher.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (InverseFisher.IsReady)
{
InvFisherRW.Add(updated);
}
if (InvFisherRW.IsReady)
{
CheckSignal();
}
};
Position = StockState.noInvested;
EntryPrice = null;
ActualSignal = OrderSignal.doNothing;
}
public void OnlyFullPeriodTest()
{
int fullPeriod = 10;
MomersionIndicator Momersion = new MomersionIndicator(fullPeriod);
DateTime time = DateTime.Now;
#region Array input
decimal[] expected = new decimal[30]
{
50m, 50m, 50m, 50m, 50m, 50m, 50m, 50m,
50m, 50m, 50m, 50m, 60m, 50m, 40m, 30m,
40m, 50m, 60m, 50m, 50m, 40m, 30m, 30m,
40m, 44.44m, 37.5m, 25m, 25m, 37.5m,
};
#endregion Array input
decimal[] actual = new decimal[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
Momersion.Update(new IndicatorDataPoint(time, prices[i]));
decimal momersionValue = Math.Round(Momersion.Current.Value, 2);
actual[i] = momersionValue;
Console.WriteLine(string.Format("Bar : {0} | {1}, Is ready? {2}", i, Momersion.ToString(), Momersion.IsReady));
time = time.AddMinutes(1);
}
Assert.AreEqual(expected, actual);
}
public DIFStrategy(Indicator Price, int DecyclePeriod = 20, int InvFisherPeriod = 40, decimal Threshold = 0.9m, decimal Tolerance = 0.001m)
{
// Initialize the fields.
_decyclePeriod = DecyclePeriod;
_invFisherPeriod = InvFisherPeriod;
_threshold = Threshold;
_tolerance = Tolerance;
// Initialize the indicators used by the Strategy.
_price = Price;
DecycleTrend = new Decycle(_decyclePeriod).Of(Price);
InverseFisher = new InverseFisherTransform(_invFisherPeriod).Of(DecycleTrend);
InvFisherRW = new RollingWindow<decimal>(2);
LightSmoothPrice = new Decycle(10).Of(Price);
Momersion = new MomersionIndicator(10, 30).Of(LightSmoothPrice, false);
// Fill the Inverse Fisher rolling windows at every new InverseFisher observation.
// Once the Inverse Fisher rolling windows is ready, at every InverseFisher update, the Check signal method will be called.
InverseFisher.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (InverseFisher.IsReady) InvFisherRW.Add(updated);
if (InvFisherRW.IsReady) CheckSignal();
};
Position = StockState.noInvested;
EntryPrice = null;
ActualSignal = OrderSignal.doNothing;
}
public void OnlyFullPeriodTest()
{
const int fullPeriod = 10;
var momersion = new MomersionIndicator(fullPeriod);
RunTestIndicator(momersion, _expectedFullPeriod);
}
public void MinPeriodTest()
{
int minPeriod = 7;
int fullPeriod = 20;
MomersionIndicator Momersion = new MomersionIndicator(minPeriod, fullPeriod);
DateTime time = DateTime.Now;
#region Array input
decimal[] expected = new decimal[30]
{
50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 57.14m, 62.50m,
55.56m, 60.00m, 63.64m, 58.33m, 53.85m, 50.00m, 53.33m, 56.25m, 58.82m, 55.56m,
52.63m, 50.00m, 45.00m, 40.00m, 40.00m, 36.84m, 38.89m, 38.89m, 44.44m, 44.44m
};
#endregion Array input
decimal[] actual = new decimal[prices.Length];
for (int i = 0; i < prices.Length; i++)
{
Momersion.Update(new IndicatorDataPoint(time, prices[i]));
decimal momersionValue = Math.Round(Momersion.Current.Value, 2);
actual[i] = momersionValue;
Console.WriteLine(string.Format("Bar : {0} | {1}, Is ready? {2}", i, Momersion.ToString(), Momersion.IsReady));
time = time.AddMinutes(1);
}
Assert.AreEqual(expected, actual);
}
public void MinPeriodTest()
{
const int minPeriod = 7;
const int fullPeriod = 20;
var momersion = new MomersionIndicator(minPeriod, fullPeriod);
RunTestIndicator(momersion, _expectedMinPeriod);
}
public void MinPeriodTest()
{
const int minPeriod = 7;
const int fullPeriod = 20;
var momersion = new MomersionIndicator(minPeriod, fullPeriod);
RunTestIndicator(momersion, _expectedMinPeriod);
}
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 ResetsProperly()
{
var momersion = new MomersionIndicator(7, 20);
RunTestIndicator(momersion, _expectedMinPeriod);
Assert.True(momersion.IsReady);
momersion.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momersion);
}
public void ResetsProperly()
{
var momersion = new MomersionIndicator(7, 20);
RunTestIndicator(momersion, _expectedMinPeriod);
Assert.IsTrue(momersion.IsReady);
momersion.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momersion);
}
public void ResetsProperly(int?minPeriod, int fullPeriod)
{
var momersion = new MomersionIndicator(minPeriod, fullPeriod);
var expected = minPeriod.HasValue ? _expectedMinPeriod : _expectedFullPeriod;
RunTestIndicator(momersion, expected);
Assert.IsTrue(momersion.IsReady);
momersion.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momersion);
}
private void RunTestIndicator(MomersionIndicator momersion, IEnumerable expected)
{
var time = DateTime.Now;
var actual = new decimal[_prices.Length];
for (var i = 0; i < _prices.Length; i++)
{
momersion.Update(time.AddMinutes(i), _prices[i]);
actual[i] = Math.Round(momersion.Current.Value, 2);
Console.WriteLine($"Bar : {i} | {momersion}, Is ready? {momersion.IsReady}");
}
Assert.AreEqual(expected, actual);
}
private void RunTestIndicator(MomersionIndicator momersion, decimal[] expected)
{
var time = DateTime.Now;
var actual = new decimal[_prices.Length];
for (var i = 0; i < _prices.Length; i++)
{
momersion.Update(new IndicatorDataPoint(time, TimeZone.Utc, _prices[i]));
var momersionValue = Math.Round(momersion.Current.Price, 2);
actual[i] = momersionValue;
Console.WriteLine("Bar : {0} | {1}, Is ready? {2}", i, momersion, momersion.IsReady);
time = time.AddMinutes(1);
}
Assert.Equal(expected, actual);
}
private void RunTestIndicator(MomersionIndicator momersion, decimal[] expected)
{
var time = DateTime.Now;
var actual = new decimal[_prices.Length];
for (var i = 0; i < _prices.Length; i++)
{
momersion.Update(new IndicatorDataPoint(time, _prices[i]));
var momersionValue = Math.Round(momersion.Current.Value, 2);
actual[i] = momersionValue;
Console.WriteLine("Bar : {0} | {1}, Is ready? {2}", i, momersion, momersion.IsReady);
time = time.AddMinutes(1);
}
Assert.AreEqual(expected, actual);
}
