public void Test()
{
DateTime date = new DateTime(2015, 5, 19, 9, 31, 00);
foreach (var data in TestHelper.GetTradeBarStream("spy_WilliamsWVF.csv", false))
{
wvf.Update(data);
//System.Diagnostics.Debug.WriteLine(wvf.Current.Value);
}
Assert.IsTrue(wvf.Current.Value == 1.9321648621164084464915953800m);
}
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();
}
public void ResetsProperly()
{
var adxIndicator = new AverageDirectionalIndex("ADX", 14);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_adx.txt", false))
{
adxIndicator.Update(data);
}
Assert.IsTrue(adxIndicator.IsReady);
adxIndicator.Reset();
}
public void ResetsProperly()
{
var wilr = new WilliamsPercentR(14);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_williamsR14.txt", false))
{
wilr.Update(data);
}
Assert.IsTrue(wilr.IsReady);
wilr.Reset();
TestHelper.AssertIndicatorIsInDefaultState(wilr);
}
public void ResetsProperly()
{
var bop = new BalanceOfPower("BOP");
foreach (var data in TestHelper.GetTradeBarStream("spy_bop.txt", false))
{
bop.Update(data);
}
Assert.IsTrue(bop.IsReady);
bop.Reset();
TestHelper.AssertIndicatorIsInDefaultState(bop);
}
public override void ResetsProperly()
{
var ind = CreateIndicator();
foreach (var data in TestHelper.GetTradeBarStream(TestFileName))
{
ind.Update(data);
}
Assert.IsTrue(ind.IsReady);
ind.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ind);
ind.Update(new TradeBar(DateTime.UtcNow, Symbols.SPY, 2m, 2m, 2m, 2m, 1));
Assert.AreEqual(ind.Current.Value, 2m);
}
public void ResetsProperly()
{
var ind = new VolumeWeightedAveragePriceIndicator(50);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_vwap.txt"))
{
ind.Update(data);
}
Assert.IsTrue(ind.IsReady);
ind.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ind);
ind.Update(new TradeBar(DateTime.UtcNow, Symbols.SPY, 2m, 2m, 2m, 2m, 1));
Assert.AreEqual(ind.Current.Value, 2m);
}
public void ResetsProperly()
{
var date = DateTime.Today;
var variance = new Variance("VAR", 10);
foreach (var data in TestHelper.GetTradeBarStream("spy_var.txt"))
{
variance.Update(date, data.Close);
}
Assert.IsTrue(variance.IsReady);
variance.Reset();
TestHelper.AssertIndicatorIsInDefaultState(variance);
}
public void ResetsProperly()
{
var donchianChannelIndicator = new DonchianChannel("DCH", 50);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_don50.txt", false))
{
donchianChannelIndicator.Update(data);
}
Assert.IsTrue(donchianChannelIndicator.IsReady);
Assert.IsTrue(donchianChannelIndicator.UpperBand.IsReady);
Assert.IsTrue(donchianChannelIndicator.LowerBand.IsReady);
donchianChannelIndicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(donchianChannelIndicator);
TestHelper.AssertIndicatorIsInDefaultState(donchianChannelIndicator.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(donchianChannelIndicator.LowerBand);
}
public void ResetsProperly()
{
var stochastics = new Stochastic("sto", 12, 3, 5);
foreach (var bar in TestHelper.GetTradeBarStream("spy_with_stoch12k3.txt", false))
{
stochastics.Update(bar);
}
Assert.IsTrue(stochastics.IsReady);
Assert.IsTrue(stochastics.FastStoch.IsReady);
Assert.IsTrue(stochastics.StochK.IsReady);
Assert.IsTrue(stochastics.StochD.IsReady);
stochastics.Reset();
TestHelper.AssertIndicatorIsInDefaultState(stochastics);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.FastStoch);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochK);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochD);
}
public new void ResetsProperly()
{
var stochastics = CreateIndicator() as Stochastic;
foreach (var bar in TestHelper.GetTradeBarStream(TestFileName, false))
{
stochastics.Update(bar);
}
Assert.IsTrue(stochastics.IsReady);
Assert.IsTrue(stochastics.FastStoch.IsReady);
Assert.IsTrue(stochastics.StochK.IsReady);
Assert.IsTrue(stochastics.StochD.IsReady);
stochastics.Reset();
TestHelper.AssertIndicatorIsInDefaultState(stochastics);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.FastStoch);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochK);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochD);
}
public override void ResetsProperly()
{
var kch = CreateIndicator() as KeltnerChannels;
foreach (var data in TestHelper.GetTradeBarStream(TestFileName, false))
{
kch.Update(data);
}
Assert.IsTrue(kch.IsReady);
Assert.IsTrue(kch.UpperBand.IsReady);
Assert.IsTrue(kch.LowerBand.IsReady);
Assert.IsTrue(kch.MiddleBand.IsReady);
Assert.IsTrue(kch.AverageTrueRange.IsReady);
kch.Reset();
TestHelper.AssertIndicatorIsInDefaultState(kch);
TestHelper.AssertIndicatorIsInDefaultState(kch.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.AverageTrueRange);
}
public void ResetsProperly()
{
var kch = new KeltnerChannels(20, 1.5m, MovingAverageType.Simple);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_keltner.csv", false))
{
kch.Update(data);
}
Assert.IsTrue(kch.IsReady);
Assert.IsTrue(kch.UpperBand.IsReady);
Assert.IsTrue(kch.LowerBand.IsReady);
Assert.IsTrue(kch.MiddleBand.IsReady);
Assert.IsTrue(kch.AverageTrueRange.IsReady);
kch.Reset();
TestHelper.AssertIndicatorIsInDefaultState(kch);
TestHelper.AssertIndicatorIsInDefaultState(kch.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.AverageTrueRange);
}