Exemplo n.º 1
0
        public void ResetsProperly()
        {
            var aroon = new AroonOscillator(3, 3);

            aroon.Update(new TradeBar
            {
                Ticker   = Props.TickerSymbol,
                Occured  = DateTime.Today,
                Open     = 3m,
                High     = 7m,
                Low      = 2m,
                Close    = 5m,
                Volume   = 10,
                TimeZone = TimeZone.Utc
            });
            aroon.Update(new TradeBar
            {
                Ticker   = Props.TickerSymbol,
                Occured  = DateTime.Today.AddSeconds(1),
                Open     = 3m,
                High     = 7m,
                Low      = 2m,
                Close    = 5m,
                Volume   = 10,
                TimeZone = TimeZone.Utc
            });
            aroon.Update(new TradeBar
            {
                Ticker   = Props.TickerSymbol,
                Occured  = DateTime.Today.AddSeconds(2),
                Open     = 3m,
                High     = 7m,
                Low      = 2m,
                Close    = 5m,
                Volume   = 10,
                TimeZone = TimeZone.Utc
            });
            Assert.False(aroon.IsReady);
            aroon.Update(new TradeBar
            {
                Ticker   = Props.TickerSymbol,
                Occured  = DateTime.Today.AddSeconds(3),
                Open     = 3m,
                High     = 7m,
                Low      = 2m,
                Close    = 5m,
                Volume   = 10,
                TimeZone = TimeZone.Utc
            });
            Assert.True(aroon.IsReady);

            aroon.Reset();
            TestHelper.AssertIndicatorIsInDefaultState(aroon);
            TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
            TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
        }
Exemplo n.º 2
0
        public void ResetsProperly()
        {
            var aroon = new AroonOscillator(3, 3);

            aroon.Update(new TradeBar
            {
                Symbol = "SPY",
                Time   = DateTime.Today,
                Open   = 3m,
                High   = 7m,
                Low    = 2m,
                Close  = 5m,
                Volume = 10
            });
            aroon.Update(new TradeBar
            {
                Symbol = "SPY",
                Time   = DateTime.Today.AddSeconds(1),
                Open   = 3m,
                High   = 7m,
                Low    = 2m,
                Close  = 5m,
                Volume = 10
            });
            aroon.Update(new TradeBar
            {
                Symbol = "SPY",
                Time   = DateTime.Today.AddSeconds(2),
                Open   = 3m,
                High   = 7m,
                Low    = 2m,
                Close  = 5m,
                Volume = 10
            });
            Assert.IsFalse(aroon.IsReady);
            aroon.Update(new TradeBar
            {
                Symbol = "SPY",
                Time   = DateTime.Today.AddSeconds(3),
                Open   = 3m,
                High   = 7m,
                Low    = 2m,
                Close  = 5m,
                Volume = 10
            });
            Assert.IsTrue(aroon.IsReady);

            aroon.Reset();
            TestHelper.AssertIndicatorIsInDefaultState(aroon);
            TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
            TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
        }
Exemplo n.º 3
0
        public void ResetsProperly()
        {
            var aroon = new AroonOscillator(3, 3);

            aroon.Update(DateTime.Today.ToEpochTime(), new TradeBarValue {
                Open   = 3d,
                High   = 7d,
                Low    = 2d,
                Close  = 5d,
                Volume = 10
            });
            aroon.Update(DateTime.Today.AddSeconds(1).ToEpochTime(), new TradeBarValue {
                Open   = 3d,
                High   = 7d,
                Low    = 2d,
                Close  = 5d,
                Volume = 10
            });
            aroon.Update(DateTime.Today.AddSeconds(2).ToEpochTime(), new TradeBarValue {
                Open   = 3d,
                High   = 7d,
                Low    = 2d,
                Close  = 5d,
                Volume = 10
            });
            Assert.IsFalse(aroon.IsReady);
            aroon.Update(DateTime.Today.AddSeconds(3).ToEpochTime(), new TradeBarValue {
                Open   = 3d,
                High   = 7d,
                Low    = 2d,
                Close  = 5d,
                Volume = 10
            });
            Assert.IsTrue(aroon.IsReady);

            aroon.Reset();
            TestHelper.AssertIndicatorIsInDefaultState(aroon);
            TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
            TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
        }