Пример #1
0
        public void getValueOnDeepIndicesShouldNotCauseStackOverflow()
        {
            ITimeSeries series = new MockTimeSeries();

            series.SetMaximumBarCount(5000);
            Assert.AreEqual(5000, series.GetBarCount());

            KAMAIndicator kama = new KAMAIndicator(new ClosePriceIndicator(series), 10, 2, 30);

            Assert.AreEqual(kama.GetValue(3000), 2999.75M);
        }
Пример #2
0
        public void kama()
        {
            ClosePriceIndicator closePrice = new ClosePriceIndicator(data);
            KAMAIndicator       kama       = new KAMAIndicator(closePrice, 10, 2, 30);

            Assert.AreEqual(109.2400M, kama.GetValue(9));
            Assert.AreEqual(109.24494010269916663279218767M, kama.GetValue(10));
            Assert.AreEqual(109.21649206276841440999776905M, kama.GetValue(11));
            Assert.AreEqual(109.11734972710342211716767785M, kama.GetValue(12));
            Assert.AreEqual(109.09810134973597420440184007M, kama.GetValue(13));
            Assert.AreEqual(109.08936998973940855209941847M, kama.GetValue(14));
            Assert.AreEqual(109.12403978156193935651315289M, kama.GetValue(15));
            Assert.AreEqual(109.13756204250952330536959206M, kama.GetValue(16));
            Assert.AreEqual(109.27686418803908486966927279M, kama.GetValue(17));
            Assert.AreEqual(109.43648216217104405819633459M, kama.GetValue(18));
            Assert.AreEqual(109.45685613079237171155132013M, kama.GetValue(19));
            Assert.AreEqual(109.46509570376888770557290122M, kama.GetValue(20));
            Assert.AreEqual(109.46116616313538190569128400M, kama.GetValue(21));
            Assert.AreEqual(109.39044547674048512711012086M, kama.GetValue(22));
            Assert.AreEqual(109.31652898432021430706081888M, kama.GetValue(23));
            Assert.AreEqual(109.29240858974055892248708537M, kama.GetValue(24));
            Assert.AreEqual(109.18361180648975107005053951M, kama.GetValue(25));
            Assert.AreEqual(109.07778091699571761795278118M, kama.GetValue(26));
            Assert.AreEqual(108.94981829788806808134609833M, kama.GetValue(27));
            Assert.AreEqual(108.42295278454941484155641075M, kama.GetValue(28));
            Assert.AreEqual(108.01574214187734934138252762M, kama.GetValue(29));
            Assert.AreEqual(107.99671169314084224582280455M, kama.GetValue(30));
            Assert.AreEqual(108.00685949100256851025453849M, kama.GetValue(31));
            Assert.AreEqual(108.25959109860509061377027655M, kama.GetValue(32));
            Assert.AreEqual(108.48177011138185589650375147M, kama.GetValue(33));
            Assert.AreEqual(108.91193568467020647487181761M, kama.GetValue(34));
            Assert.AreEqual(109.67339750026027475804243407M, kama.GetValue(35));
            Assert.AreEqual(110.49473967676459478770164988M, kama.GetValue(36));
            Assert.AreEqual(111.10765042335075159844801457M, kama.GetValue(37));
            Assert.AreEqual(111.46215852199056860124169871M, kama.GetValue(38));
            Assert.AreEqual(111.60915915140772719047221803M, kama.GetValue(39));
            Assert.AreEqual(111.56631600497264919232848064M, kama.GetValue(40));
            Assert.AreEqual(111.54914734893005196836010061M, kama.GetValue(41));
            Assert.AreEqual(111.54245421864753042795343867M, kama.GetValue(42));
            Assert.AreEqual(111.54261253765774928769157712M, kama.GetValue(43));
            Assert.AreEqual(111.54566829869648938056962958M, kama.GetValue(44));
            Assert.AreEqual(111.56582628748782023199328810M, kama.GetValue(45));
            Assert.AreEqual(111.56882879828005850001393743M, kama.GetValue(46));
            Assert.AreEqual(111.55223531573535020144693432M, kama.GetValue(47));
            Assert.AreEqual(111.55954365475172419965852203M, kama.GetValue(48));
        }