public void Exceptions()
{
// insufficient history - month
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetPivotPoints(HistoryTestData.Get(18), PeriodSize.Month));
// insufficient history - week
IEnumerable <Quote> w = HistoryTestData.Get(5)
.OrderBy(x => x.Date).Take(4);
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetPivotPoints(w, PeriodSize.Week));
// insufficient history - day
IEnumerable <Quote> d = HistoryTestData.GetIntraday(250);
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetPivotPoints(d, PeriodSize.Day));
// insufficient history - hour
IEnumerable <Quote> h = HistoryTestData.GetIntraday(30)
.OrderBy(x => x.Date).Take(29);
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetPivotPoints(h, PeriodSize.Hour));
}
public void DerivedIndicatorFind()
{
IEnumerable <Quote> history = HistoryTestData.Get();
IEnumerable <EmaResult> emaResults = Indicator.GetEma(history, 20);
// can use a derive Indicator class using Linq
IEnumerable <MyIndicator> myIndicatorResults = emaResults
.Where(x => x.Ema != null)
.Select(x => new MyIndicator
{
Id = 12345,
Date = x.Date,
MyEma = (float)x.Ema,
MyProperty = false
});
Assert.IsTrue(myIndicatorResults.Any());
// find specific date
DateTime findDate = DateTime.ParseExact("2018-12-31", "yyyy-MM-dd", englishCulture);
MyIndicator i = myIndicatorResults.Find(findDate);
Assert.AreEqual(12345, i.Id);
EmaResult r = emaResults.Find(findDate);
Assert.AreEqual(249.3519m, Math.Round((decimal)r.Ema, 4));
}
public void PennyData()
{
IEnumerable <Quote> penny = HistoryTestData.GetPenny();
IEnumerable <HtlResult> r = Indicator.GetHtTrendline(penny);
Assert.AreEqual(533, r.Count());
}
public void Exceptions()
{
// bad lookback period
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetCorrelation(history, historyOther, 0));
// insufficient history
IEnumerable <Quote> h1 = HistoryTestData.Get(29);
IEnumerable <Quote> h2 = HistoryTestData.GetCompare(29);
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetCorrelation(h1, h2, 30));
// bad eval history
IEnumerable <Quote> eval = HistoryTestData.GetCompare(300);
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetCorrelation(history, eval, 30));
// mismatched history
IEnumerable <Quote> historyMismatch = HistoryTestData.GetMismatchDates();
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetCorrelation(historyMismatch, historyOther, 20));
}
public void ValidateHistory()
{
IEnumerable <Quote> history = HistoryTestData.Get();
history.Validate();
Indicator.GetSma(history, 5);
}
public void ValidateHistoryOld()
{
IEnumerable <Quote> history = HistoryTestData.Get();
history = Cleaners.ValidateHistory(history);
Indicator.GetSma(history, 5);
}
public void ReadQuoteClass()
{
IEnumerable <Quote> history = HistoryTestData.Get();
IEnumerable <Quote> h = history.Validate();
Quote f = h.FirstOrDefault();
Console.WriteLine("Date:{0},Close:{1}", f.Date, f.Close);
}
public void Bitcoin()
{
IEnumerable<Quote> h = HistoryTestData.GetBitcoin();
List<SuperTrendResult> results = Indicator.GetSuperTrend(h, 10, 3)
.ToList();
Assert.AreEqual(1246, results.Count);
SuperTrendResult r = results[1208];
Assert.AreEqual(16242.2704m, Math.Round((decimal)r.LowerBand, 4));
}
public void Exceptions()
{
// bad lookback period
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetSlope(history, 0));
// insufficient history
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetSlope(HistoryTestData.Get(29), 30));
}
public void Exceptions()
{
// bad lookback period
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetFractal(history, 1));
// insufficient history
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetFractal(HistoryTestData.Get(10), 5));
}
public void Exceptions()
{
// bad smoothing period
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetBop(history, 0));
// insufficient history
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetBop(HistoryTestData.Get(24), 25));
}
public void Exceptions()
{
// bad SMA period
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetAdl(history, 0));
// insufficient history
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetAdl(HistoryTestData.Get(1)));
}
public void Exceptions()
{
// bad lookback period
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetZigZag(history, ZigZagType.Close, 0));
// insufficient history
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetZigZag(HistoryTestData.Get(1)));
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(6 * 20 + 100 + qty);
IEnumerable <T3Result> r = Indicator.GetT3(h, 20);
T3Result l = r.LastOrDefault();
Console.WriteLine("T3 on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.T3);
}
}
public void Mama()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(50 + qty);
IEnumerable <MamaResult> r = Indicator.GetMama(h);
MamaResult l = r.LastOrDefault();
Console.WriteLine("MAMA on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Mama);
}
}
public void StarcBands()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(200 + qty);
IEnumerable <StarcBandsResult> r = Indicator.GetStarcBands(h, 100);
StarcBandsResult l = r.LastOrDefault();
Console.WriteLine("STARC UPPER on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.UpperBand);
}
}
public void Atr()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(115 + qty);
IEnumerable <AtrResult> r = Indicator.GetAtr(h);
AtrResult l = r.LastOrDefault();
Console.WriteLine("ATR on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Atr);
}
}
public void Tsi()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(135 + qty);
IEnumerable <TsiResult> r = Indicator.GetTsi(h);
TsiResult l = r.LastOrDefault();
Console.WriteLine("TSI on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Tsi);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(15 + qty);
IEnumerable <VortexResult> r = Indicator.GetVortex(h, 14);
VortexResult l = r.LastOrDefault();
Console.WriteLine("VI+ on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Pvi);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(110 + qty);
IEnumerable <ChaikinOscResult> r = Indicator.GetChaikinOsc(h);
ChaikinOscResult l = r.LastOrDefault();
Console.WriteLine("CHAIKIN OSC on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Oscillator);
}
}
public void Adx()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(128 + qty);
IEnumerable <AdxResult> r = h.GetAdx();
AdxResult l = r.LastOrDefault();
Console.WriteLine("ADX on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Adx);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(115 + qty);
IEnumerable <EmaResult> r = Indicator.GetEma(h, 15);
EmaResult l = r.LastOrDefault();
Console.WriteLine("EMA on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Ema);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities.Where(x => x <= 502))
{
IEnumerable <Quote> h = HistoryTestData.Get(110 + qty);
IEnumerable <StochRsiResult> r = Indicator.GetStochRsi(h, 14, 14, 3, 1);
StochRsiResult l = r.LastOrDefault();
Console.WriteLine("SRSI on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.StochRsi);
}
}
public void Find()
{
IEnumerable <Quote> history = HistoryTestData.Get();
IEnumerable <EmaResult> emaResults = Indicator.GetEma(history, 20);
// find specific date
DateTime findDate = DateTime.ParseExact("2018-12-31", "yyyy-MM-dd", englishCulture);
EmaResult r = emaResults.Find(findDate);
Assert.AreEqual(249.3519m, Math.Round((decimal)r.Ema, 4));
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(5 + qty);
IEnumerable <FisherTransformResult> r = Indicator.GetFisherTransform(h, 10);
FisherTransformResult l = r.LastOrDefault();
Console.WriteLine("FT on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Fisher);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(103 + qty);
IEnumerable <ConnorsRsiResult> r = Indicator.GetConnorsRsi(h, 3, 2, 10);
ConnorsRsiResult l = r.LastOrDefault();
Console.WriteLine("CRSI on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.ConnorsRsi);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(130 + qty);
IEnumerable <PmoResult> r = Indicator.GetPmo(h);
PmoResult l = r.LastOrDefault();
Console.WriteLine("PMO on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Pmo);
}
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(200 + qty);
IEnumerable <KeltnerResult> r = Indicator.GetKeltner(h, 100);
KeltnerResult l = r.LastOrDefault();
Console.WriteLine("KC-UP on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.UpperBand);
}
}
public void HtTrendline()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(100 + qty);
IEnumerable <HtlResult> r = Indicator.GetHtTrendline(h);
HtlResult l = r.LastOrDefault();
Console.WriteLine("HTL on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Trendline);
}
}
public void Exceptions()
{
// bad SMA period
DateTime startDate =
DateTime.ParseExact("2000-12-15", "yyyy-MM-dd", englishCulture);
Assert.ThrowsException <ArgumentOutOfRangeException>(() =>
Indicator.GetVwap(history, startDate));
// insufficient history
Assert.ThrowsException <BadHistoryException>(() =>
Indicator.GetVwap(HistoryTestData.Get(0)));
}
