Exemplo n.º 1
0
        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);
            }
        }
Exemplo n.º 2
0
        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);
        }
Exemplo n.º 3
0
 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));
 }