public void Standard()
{
int lookbackPeriod = 22;
List <ChandelierResult> longResult =
Indicator.GetChandelier(history, lookbackPeriod, 3.0m)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, longResult.Count);
Assert.AreEqual(481, longResult.Where(x => x.ChandelierExit != null).Count());
// sample values (long)
ChandelierResult a = longResult[501];
Assert.AreEqual(256.5860m, Math.Round((decimal)a.ChandelierExit, 4));
ChandelierResult b = longResult[492];
Assert.AreEqual(259.0480m, Math.Round((decimal)b.ChandelierExit, 4));
// short
List <ChandelierResult> shortResult =
Indicator.GetChandelier(history, lookbackPeriod, 3.0m, ChandelierType.Short)
.ToList();
ChandelierResult c = shortResult[501];
Assert.AreEqual(246.4240m, Math.Round((decimal)c.ChandelierExit, 4));
}
public void GetChandleierTest()
{
int lookbackPeriod = 22;
IEnumerable <ChandelierResult> longResult = Indicator.GetChandelier(history, lookbackPeriod, 3.0m);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, longResult.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, longResult.Where(x => x.ChandelierExit != null).Count());
// sample values (long)
ChandelierResult a = longResult.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(256.5860m, Math.Round((decimal)a.ChandelierExit, 4));
ChandelierResult b = longResult.Where(x => x.Index == 493).FirstOrDefault();
Assert.AreEqual(259.0480m, Math.Round((decimal)b.ChandelierExit, 4));
// short
IEnumerable <ChandelierResult> shortResult = Indicator.GetChandelier(history, lookbackPeriod, 3.0m, ChandelierType.Short);
ChandelierResult c = shortResult.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(246.4240m, Math.Round((decimal)c.ChandelierExit, 4));
}
public void Removed()
{
List <ChandelierResult> longResult =
quotes.GetChandelier(22, 3)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - 21, longResult.Count);
ChandelierResult last = longResult.LastOrDefault();
Assert.AreEqual(256.5860m, Math.Round((decimal)last.ChandelierExit, 4));
}
public void GetChandleierTest()
{
int lookbackPeriod = 22;
IEnumerable <ChandelierResult> longResult = Indicator.GetChandelier(history, lookbackPeriod, 3.0m);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, longResult.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, longResult.Where(x => x.ChandelierExit != null).Count());
// sample values (long)
ChandelierResult a = longResult.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
Assert.AreEqual((decimal)256.5860, Math.Round((decimal)a.ChandelierExit, 4));
Assert.AreEqual(false, a.IsExitCross);
Assert.AreEqual(true, a.IsCrossed);
ChandelierResult b = longResult.Where(x => x.Date == DateTime.Parse("12/6/2018")).FirstOrDefault();
Assert.AreEqual(false, b.IsExitCross);
Assert.AreEqual(false, b.IsCrossed);
ChandelierResult c = longResult.Where(x => x.Date == DateTime.Parse("12/7/2018")).FirstOrDefault();
Assert.AreEqual(true, c.IsExitCross);
Assert.AreEqual(true, c.IsCrossed);
ChandelierResult d = longResult.Where(x => x.Date == DateTime.Parse("12/17/2018")).FirstOrDefault();
Assert.AreEqual((decimal)259.0480, Math.Round((decimal)d.ChandelierExit, 4));
Assert.AreEqual(false, d.IsExitCross);
Assert.AreEqual(true, d.IsCrossed);
// short
IEnumerable <ChandelierResult> shortResult = Indicator.GetChandelier(history, lookbackPeriod, 3.0m, "short");
ChandelierResult e = shortResult.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
Assert.AreEqual((decimal)246.4240, Math.Round((decimal)e.ChandelierExit, 4));
Assert.AreEqual(false, e.IsExitCross);
Assert.AreEqual(false, e.IsCrossed);
}