public void PrepareHistoryTest()
{
IEnumerable <Quote> newHistory = History.GetHistory();
// confirm no-Index before cleaning
Assert.IsFalse(newHistory.Any(x => x.Index != null));
// clean
IEnumerable <Quote> h = Cleaners.PrepareHistory(newHistory);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, h.Count());
// should always have index
Assert.IsFalse(h.Where(x => x.Index == null || x.Index <= 0).Any());
// last index should be 502
Quote r = newHistory
.Where(x => x.Date == DateTime.ParseExact("12/31/2018", "MM/dd/yyyy", englishCulture))
.FirstOrDefault();
Assert.AreEqual(502, r.Index);
// ensure expected List address
List <Quote> historyList = h.ToList();
Assert.AreEqual(502, historyList[501].Index);
}
public void CleanHistory()
{
IEnumerable <Quote> history = History.GetHistory();
Cleaners.PrepareHistory(history);
Indicator.GetSma(history, 5);
}
public void ReadQuoteClass()
{
IEnumerable <Quote> history = History.GetHistory();
List <Quote> h = Cleaners.PrepareHistory(history);
Quote f = h.FirstOrDefault();
Console.WriteLine("Date:{0},Close:{1}", f.Date, f.Close);
}
public void CleanerTest()
{
List <Quote> h = Cleaners.PrepareHistory(history);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, h.Count);
}
public void CleanerTest()
{
List <Quote> h = Cleaners.PrepareHistory(history);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, h.Count);
// should always have index
Assert.IsFalse(h.Where(x => x.Index == null || x.Index <= 0).Any());
}
public void CutHistoryTest()
{
// if history post-cleaning, is cut down in size it should not corrupt the results
int i = 0;
IEnumerable <Quote> history = History.GetHistory(200);
IEnumerable <Quote> h = Cleaners.PrepareHistory(history);
// assertions
// should be 200 periods, initially
Assert.AreEqual(200, h.Count());
// should always have index
Assert.IsFalse(h.Where(x => x.Index == null || x.Index <= 0).Any());
// should be 20 results and no index corruption
IEnumerable <RsiResult> r1 = Indicator.GetRsi(h.TakeLast(20), 14);
Assert.AreEqual(20, r1.Count());
i = 1;
foreach (RsiResult x in r1)
{
Assert.AreEqual(i++, x.Index);
}
// should be 50 results and no index corruption
IEnumerable <RsiResult> r2 = Indicator.GetRsi(h.TakeLast(50), 14);
Assert.AreEqual(50, r2.Count());
i = 1;
foreach (RsiResult x in r2)
{
Assert.AreEqual(i++, x.Index);
}
// should be original 200 periods and no index corruption, after temp mods
Assert.AreEqual(200, h.Count());
i = 1;
foreach (Quote x in h)
{
Assert.AreEqual(i++, x.Index);
}
}
public void PrepareHistoryTest()
{
IEnumerable <Quote> h = Cleaners.PrepareHistory(history);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, h.Count());
// should always have index
Assert.IsFalse(h.Where(x => x.Index == null || x.Index <= 0).Any());
// last index should be 502
Quote r = history.Where(x => x.Date == DateTime.ParseExact("12/31/2018", "MM/dd/yyyy", null)).FirstOrDefault();
Assert.AreEqual(502, r.Index);
}
public void DerivedQuoteClassLinq()
{
IEnumerable <Quote> history = History.GetHistory();
Cleaners.PrepareHistory(history);
// can use a derive Quote class using Linq
IEnumerable <MyQuote> myHistory = history
.Select(x => new MyQuote
{
Date = x.Date,
MyClose = x.Close,
MyProperty = false
});
Assert.IsTrue(myHistory.Any());
}
public void ResetHistoryTest()
{
// if history post-cleaning, is cut down in size it should not corrupt the results
IEnumerable <Quote> history = History.GetHistory(200);
IEnumerable <Quote> h = Cleaners.PrepareHistory(history);
// assertions
// should be 200 periods, initially
Assert.AreEqual(200, h.Count());
// should always have index
Assert.IsFalse(h.Where(x => x.Index == null || x.Index <= 0).Any());
h.RemoveIndex();
// should not have index after reset
Assert.IsFalse(h.Where(x => x.Index != null).Any());
}
public void PrepareLongHistoryTest()
{
IEnumerable <Quote> historyLong = History.GetHistoryLong();
IEnumerable <Quote> h = Cleaners.PrepareHistory(historyLong);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(5285, h.Count());
// should always have index
Assert.IsFalse(h.Where(x => x.Index == null || x.Index <= 0).Any());
// last index should be 502
Quote r = historyLong
.Where(x => x.Date == DateTime.ParseExact("09/04/2020", "MM/dd/yyyy", cultureProvider))
.FirstOrDefault();
Assert.AreEqual(5285, r.Index);
}
public void DuplicateHistory()
{
List <Quote> badHistory = new List <Quote>
{
new Quote {
Date = DateTime.ParseExact("2017-01-03", "yyyy-MM-dd", cultureProvider), Open = 214.86m, High = 220.33m, Low = 210.96m, Close = 216.99m, Volume = 5923254
},
new Quote {
Date = DateTime.ParseExact("2017-01-04", "yyyy-MM-dd", cultureProvider), Open = 214.75m, High = 228.00m, Low = 214.31m, Close = 226.99m, Volume = 11213471
},
new Quote {
Date = DateTime.ParseExact("2017-01-05", "yyyy-MM-dd", cultureProvider), Open = 226.42m, High = 227.48m, Low = 221.95m, Close = 226.75m, Volume = 5911695
},
new Quote {
Date = DateTime.ParseExact("2017-01-06", "yyyy-MM-dd", cultureProvider), Open = 226.93m, High = 230.31m, Low = 225.45m, Close = 229.01m, Volume = 5527893
},
new Quote {
Date = DateTime.ParseExact("2017-01-06", "yyyy-MM-dd", cultureProvider), Open = 228.97m, High = 231.92m, Low = 228.00m, Close = 231.28m, Volume = 3979484
}
};
Cleaners.PrepareHistory(badHistory);
}
public void DuplicateHistory()
{
List <Quote> badHistory = new List <Quote>
{
new Quote {
Date = DateTime.Parse("2017-01-03"), Open = (decimal)214.86, High = (decimal)220.33, Low = (decimal)210.96, Close = (decimal)216.99, Volume = 5923254
},
new Quote {
Date = DateTime.Parse("2017-01-04"), Open = (decimal)214.75, High = 228, Low = (decimal)214.31, Close = (decimal)226.99, Volume = 11213471
},
new Quote {
Date = DateTime.Parse("2017-01-05"), Open = (decimal)226.42, High = (decimal)227.48, Low = (decimal)221.95, Close = (decimal)226.75, Volume = 5911695
},
new Quote {
Date = DateTime.Parse("2017-01-06"), Open = (decimal)226.93, High = (decimal)230.31, Low = (decimal)225.45, Close = (decimal)229.01, Volume = 5527893
},
new Quote {
Date = DateTime.Parse("2017-01-06"), Open = (decimal)228.97, High = (decimal)231.92, Low = 228, Close = (decimal)231.28, Volume = 3979484
},
};
Cleaners.PrepareHistory(badHistory);
}
public void NoHistory()
{
List <Quote> badHistory = new List <Quote>();
Cleaners.PrepareHistory(badHistory);
}
public object PrepareHistory()
{
return(Cleaners.PrepareHistory(h));
}
public void BadHistoryEmptyTest()
{
List <Quote> badHistory = new List <Quote>();
Cleaners.PrepareHistory(badHistory);
}