public void ComparesWithExternalData()
{
// this test currently fails 57 points
const int maxFailures = 57;
int totalFailures = 0;
var aroon = new AroonOscillator(14, 14);
TestHelper.TestIndicator(aroon, "spy_aroon_oscillator.txt", "Aroon Oscillator 14", (i, expected) =>
{
try
{
Assert.AreEqual(expected, (double) aroon.Current.Value, 1e-3);
}
catch
{
totalFailures++;
}
});
if (totalFailures > maxFailures)
{
Assert.Fail("Aroon did worse than previously expected. Failed: {0} Expected: {1}", totalFailures, maxFailures);
}
else
{
Console.WriteLine("Aroon failed {0} data points against an expected of {1}", totalFailures, maxFailures);
}
}
public void ResetsProperly()
{
var aroon = new AroonOscillator(3, 3);
aroon.Update(new TradeBar
{
Symbol = Symbols.SPY,
Time = DateTime.Today,
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
aroon.Update(new TradeBar
{
Symbol = Symbols.SPY,
Time = DateTime.Today.AddSeconds(1),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
aroon.Update(new TradeBar
{
Symbol = Symbols.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 = Symbols.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);
}
public void ComparesWithExternalData()
{
var aroon = new AroonOscillator(14, 14);
TestHelper.TestIndicator(aroon, "spy_aroon_oscillator.txt", "Aroon Oscillator 14",
(i, expected) => Assert.AreEqual(expected, (double)aroon.Current.Value, 1e-3));
}