public void testBaseWithoutGoldenRatio() { indicator = new RandomWalkKalman(values, 1, 4); addPoints(); AlmostEqual(indicator, 139.771165, 1e-6); addPoint(136.29); AlmostEqual(indicator, 137.596920, 1e-6); addPoint(136.62); AlmostEqual(indicator, 136.998462, 1e-6); }
public void testHigherFrequency() { indicator = new RandomWalkKalman(values, 3, 5, true); addPointsLong(); AreEqual(indicator[0], values[0]); addPoint(134.25); AlmostEqual(indicator, 129.852016, 1e-6); addPoint(134.42); AlmostEqual(indicator, 129.643252, 1e-6); addPoint(131.58); }
public void testLowWindow() { indicator = new RandomWalkKalman(values, 4, 3, true); addPoints(); addPoint(136.29); addPoint(136.62); addPoint(135.94); addPoint(133.94); AreEqual(indicator[0], values[0]); addPoint(134.45); AlmostEqual(indicator, 102.945855, 1e-6); }
public void testBase() { indicator = new RandomWalkKalman(values, 1, 5, true); addPoints(); AreEqual(indicator[0], values[0]); addPoint(136.29); AlmostEqual(indicator, 132.199920, 1e-6); addPoint(136.62); AlmostEqual(indicator, 131.610806, 1e-6); addPoint(135.94); AlmostEqual(indicator, 130.985779, 1e-6); }
public void testHigherWindow() { indicator = new RandomWalkKalman(values, 4, 6, true); addPointsLong(); addPoint(134.25); addPoint(134.42); addPoint(131.58); addPoint(131.45); addPoint(131.19); addPoint(131.81); addPoint(128.32); addPoint(127.53); addPoint(127.98); AlmostEqual(indicator, 127.728186, 1e-6); addPoint(128.38); AlmostEqual(indicator, 128.187677, 1e-6); }