public override void ComparesAgainstExternalDataAfterReset() { foreach (var period in new[] { 5, 6 }) { var indicator = new TriangularMovingAverage(period); RunTestIndicator(indicator, period); indicator.Reset(); RunTestIndicator(indicator, period); } }
public void ComparesAgainstExternalData() { var trimaOdd = new TriangularMovingAverage("TRIMA", 5); RunTestIndicator(trimaOdd, 5); var trimaEven = new TriangularMovingAverage("TRIMA", 6); RunTestIndicator(trimaEven, 6); }
public void ComparesAgainstExternalData() { var trimaOdd = new TriangularMovingAverage("TRIMA", 5); TestHelper.TestIndicator(trimaOdd, "spy_trima.txt", "TRIMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-3)); var trimaEven = new TriangularMovingAverage("TRIMA", 6); TestHelper.TestIndicator(trimaEven, "spy_trima.txt", "TRIMA_6", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-3)); }
protected override void Initialize() { _lastLow = CreateDataSeries(); _lastHi = CreateDataSeries(); _gamma = CreateDataSeries(); _adaptiveGamma = CreateDataSeries(); _diff = CreateDataSeries(); _genTriangMovingAverage = CreateDataSeries(); _triangularMovingAverage = Indicators.TriangularMovingAverage(_adaptiveGamma, Smooth); Array.Resize(ref _price, Period + 2); }
public void ResetsProperly() { var date = DateTime.Today; var trima = new TriangularMovingAverage("TRIMA", 5); foreach (var data in TestHelper.GetTradeBarStream("spy_trima.txt")) { trima.Update(date, data.Close); } Assert.IsTrue(trima.IsReady); trima.Reset(); TestHelper.AssertIndicatorIsInDefaultState(trima); }
private static void RunTestIndicator(TriangularMovingAverage trima, int period) { TestHelper.TestIndicator(trima, "spy_trima.txt", "TRIMA_" + period, (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-3)); }
public void ResetsProperly() { var trima = new TriangularMovingAverage("TRIMA", 5); TestHelper.TestIndicatorReset(trima, "spy_trima.txt"); }
private void RunTestIndicator(TriangularMovingAverage trima, int period) { TestHelper.TestIndicator(trima, TestFileName, TestColumnName + "_" + period, Assertion); }
protected override void Initialize() { _triangularMovingAverage = Indicators.TriangularMovingAverage(Source, 4); }