コード例 #1
0
ファイル: OnBalanceVolumeTest.cs プロジェクト: skyfyl/Lean
        public void ComparesAgainstExternalData()
        {
            var onBalanceVolumeIndicator = new OnBalanceVolume("OBV");

            TestHelper.TestIndicator(onBalanceVolumeIndicator, "spy_with_obv.txt", "OBV",
                (ind, expected) => Assert.AreEqual(
                    expected.ToString("0.##E-00"),
                    (onBalanceVolumeIndicator.Current.Value).ToString("0.##E-00")
                    )
                );
        }
コード例 #2
0
        public void ResetsProperly()
        {
            var onBalanceVolumeIndicator = new OnBalanceVolume("OBV");
            foreach (var data in TestHelper.GetTradeBarStream("spy_with_obv.txt", false))
            {
                onBalanceVolumeIndicator.Update(data);
            }

            Assert.IsTrue(onBalanceVolumeIndicator.IsReady);

            onBalanceVolumeIndicator.Reset();
        }
コード例 #3
0
        public void ComparesAgainstExternalData()
        {
            var onBalanceVolumeIndicator = new OnBalanceVolume("OBV")
            {
                Current =
                {
                    Time = new DateTime(2013, 4, 30),
                    Value = decimal.Parse("1.156486E+08", NumberStyles.Float, CultureInfo.InvariantCulture)
                }
            };

            TestHelper.TestIndicator(onBalanceVolumeIndicator, "spy_with_obv.txt", "OBV",
                (ind, expected) => Assert.AreEqual(
                    expected.ToString("0.##E-00"),
                    (onBalanceVolumeIndicator.Current.Value).ToString("0.##E-00")
                    )

                );
        }