public void Removed()
{
List <AroonResult> results = quotes.GetAroon(25)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - 25, results.Count);
AroonResult last = results.LastOrDefault();
Assert.AreEqual(28m, last.AroonUp);
Assert.AreEqual(88m, last.AroonDown);
Assert.AreEqual(-60m, last.Oscillator);
}
public void Standard()
{
int lookbackPeriod = 25;
List <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod).ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(477, results.Where(x => x.AroonUp != null).Count());
Assert.AreEqual(477, results.Where(x => x.AroonDown != null).Count());
Assert.AreEqual(477, results.Where(x => x.Oscillator != null).Count());
// sample values
AroonResult r1 = results[210];
Assert.AreEqual(100m, r1.AroonUp);
Assert.AreEqual(000m, r1.AroonDown);
Assert.AreEqual(100m, r1.Oscillator);
AroonResult r2 = results[293];
Assert.AreEqual(0m, r2.AroonUp);
Assert.AreEqual(40m, r2.AroonDown);
Assert.AreEqual(-40m, r2.Oscillator);
AroonResult r3 = results[298];
Assert.AreEqual(0m, r3.AroonUp);
Assert.AreEqual(20m, r3.AroonDown);
Assert.AreEqual(-20m, r3.Oscillator);
AroonResult r4 = results[458];
Assert.AreEqual(0m, r4.AroonUp);
Assert.AreEqual(100m, r4.AroonDown);
Assert.AreEqual(-100m, r4.Oscillator);
AroonResult r5 = results[501];
Assert.AreEqual(28m, r5.AroonUp);
Assert.AreEqual(88m, r5.AroonDown);
Assert.AreEqual(-60m, r5.Oscillator);
}
public void GetAroonTest()
{
int lookbackPeriod = 25;
IEnumerable <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(477, results.Where(x => x.AroonUp != null).Count());
Assert.AreEqual(477, results.Where(x => x.AroonDown != null).Count());
Assert.AreEqual(477, results.Where(x => x.Oscillator != null).Count());
// sample values
AroonResult r1 = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(28m, r1.AroonUp);
Assert.AreEqual(88m, r1.AroonDown);
Assert.AreEqual(-60m, r1.Oscillator);
AroonResult r2 = results.Where(x => x.Index == 459).FirstOrDefault();
Assert.AreEqual(0m, r2.AroonUp);
Assert.AreEqual(100m, r2.AroonDown);
Assert.AreEqual(-100m, r2.Oscillator);
AroonResult r3 = results.Where(x => x.Index == 299).FirstOrDefault();
Assert.AreEqual(0m, r3.AroonUp);
Assert.AreEqual(20m, r3.AroonDown);
Assert.AreEqual(-20m, r3.Oscillator);
AroonResult r4 = results.Where(x => x.Index == 294).FirstOrDefault();
Assert.AreEqual(0m, r4.AroonUp);
Assert.AreEqual(40m, r4.AroonDown);
Assert.AreEqual(-40m, r4.Oscillator);
AroonResult r5 = results.Where(x => x.Index == 211).FirstOrDefault();
Assert.AreEqual(100m, r5.AroonUp);
Assert.AreEqual(0m, r5.AroonDown);
Assert.AreEqual(100m, r5.Oscillator);
}
public void GetAroonTest()
{
int lookbackPeriod = 25;
IEnumerable <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.AroonUp != null).Count());
// sample value
AroonResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
Assert.AreEqual((decimal)28.0000, Math.Round((decimal)result.AroonUp, 4));
Assert.AreEqual((decimal)88.0000, Math.Round((decimal)result.AroonDown, 4));
}
public void GetAroonTest()
{
int lookbackPeriod = 25;
IEnumerable <AroonResult> results = Indicator.GetAroon(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - lookbackPeriod + 1, results.Where(x => x.AroonUp != null).Count());
// sample value
AroonResult r = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(28.0000m, Math.Round((decimal)r.AroonUp, 4));
Assert.AreEqual(88.0000m, Math.Round((decimal)r.AroonDown, 4));
Assert.AreEqual(-60.0000m, Math.Round((decimal)r.Oscillator, 4));
}
