public void naNValuesInIntervall() { List <IBar> bars = new List <IBar>(); for (long i = 0; i <= 10; i++) { // (NaN, 1, NaN, 2, NaN, 3, NaN, 4, ...) decimal closePrice = i % 2 == 0 ? i : Decimals.NaN; IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN); bars.Add(bar); } BaseTimeSeries series = new BaseTimeSeries("NaN test", bars); LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 2); for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++) { if (i % 2 != 0) { Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), lowestValue.GetValue(i).ToString()); } else { Assert.AreEqual(series.GetBar(Math.Max(0, i - 1)).ClosePrice.ToString(), lowestValue.GetValue(i).ToString()); } } }
public void naNValuesInIntervall() { List <IBar> bars = new List <IBar>(); for (long i = 0; i <= 10; i++) { // (0, NaN, 2, NaN, 3, NaN, 4, NaN, 5, ...) decimal closePrice = i % 2 == 0 ? i : Decimals.NaN; IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, closePrice, Decimals.NaN); bars.Add(bar); } BaseTimeSeries series = new BaseTimeSeries("NaN test", bars); HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(series), 2); // index is the biggest of (index, index-1) for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++) { if (i % 2 != 0) // current is NaN take the previous as highest { Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), highestValue.GetValue(i).ToString()); } else // current is not NaN but previous, take the current { Assert.AreEqual(series.GetBar(i).ClosePrice.ToString(), highestValue.GetValue(i).ToString()); } } }