Пример #1
0
        public void ResetsProperly()
        {
            DateTime time = DateTime.Parse("2000-01-01");

            # region Arrays inputs
            decimal[] prices = new decimal[10]
            {
                100m, 110m, 120m, 130m, 140m, 150m, 160m, 170m, 180m, 190m
            };
            #endregion

            Identity VoidIndicator = new Identity("Void");

            DIFStrategy strategy = new DIFStrategy(VoidIndicator, 5, 5);

            for (int i = 0; i < prices.Length; i++)
            {
                strategy.DecycleTrend.Update(new IndicatorDataPoint(time, prices[i]));
                strategy.InverseFisher.Update(strategy.DecycleTrend.Current);
                time.AddDays(1);
            }
            Assert.IsTrue(strategy.DecycleTrend.IsReady, "Decycle Trend Ready");
            Assert.IsTrue(strategy.InverseFisher.IsReady, "Decycle Inverse Fisher Ready");
            Assert.IsTrue(strategy.InvFisherRW.IsReady, "Inverse Fisher Window Ready");

            strategy.Reset();

            TestHelper.AssertIndicatorIsInDefaultState(strategy.DecycleTrend);
            TestHelper.AssertIndicatorIsInDefaultState(strategy.InverseFisher);
            Assert.IsFalse(strategy.InvFisherRW.IsReady, "Inverse Fisher Window was Reset");
        }