public void Removed()
{
List <AlmaResult> results = quotes.GetAlma(10, 0.85, 6)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - 9, results.Count);
AlmaResult last = results.LastOrDefault();
Assert.AreEqual(242.1871m, Math.Round((decimal)last.Alma, 4));
}
public void GetAlma()
{
int lookbackPeriod = 10;
double offset = 0.85;
double sigma = 6;
List <AlmaResult> results = Indicator.GetAlma(history, lookbackPeriod, offset, sigma)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(493, results.Where(x => x.Alma != null).Count());
// sample values
AlmaResult r1 = results[501];
Assert.AreEqual(242.1871m, Math.Round((decimal)r1.Alma, 4));
AlmaResult r2 = results[249];
Assert.AreEqual(257.5787m, Math.Round((decimal)r2.Alma, 4));
AlmaResult r3 = results[149];
Assert.AreEqual(235.8609m, Math.Round((decimal)r3.Alma, 4));
AlmaResult r4 = results[24];
Assert.AreEqual(216.0619m, Math.Round((decimal)r4.Alma, 4));
AlmaResult r5 = results[9];
Assert.AreEqual(214.1839m, Math.Round((decimal)r5.Alma, 4));
AlmaResult r6 = results[8];
Assert.AreEqual(null, r6.Alma);
}
