public void Standard()
{
int erPeriod = 10;
int fastPeriod = 2;
int slowPeriod = 30;
List <KamaResult> results = Indicator.GetKama(history, erPeriod, fastPeriod, slowPeriod)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(492, results.Where(x => x.ER != null).Count());
Assert.AreEqual(493, results.Where(x => x.Kama != null).Count());
// sample values
KamaResult r1 = results[8];
Assert.AreEqual(null, r1.ER);
Assert.AreEqual(null, r1.Kama);
KamaResult r2 = results[9];
Assert.AreEqual(null, r2.ER);
Assert.AreEqual(213.75m, r2.Kama);
KamaResult r3 = results[10];
Assert.AreEqual(0.2465m, Math.Round((decimal)r3.ER, 4));
Assert.AreEqual(213.7713m, Math.Round((decimal)r3.Kama, 4));
KamaResult r4 = results[24];
Assert.AreEqual(0.2136m, Math.Round((decimal)r4.ER, 4));
Assert.AreEqual(214.7423m, Math.Round((decimal)r4.Kama, 4));
KamaResult r5 = results[149];
Assert.AreEqual(0.3165m, Math.Round((decimal)r5.ER, 4));
Assert.AreEqual(235.5510m, Math.Round((decimal)r5.Kama, 4));
KamaResult r6 = results[249];
Assert.AreEqual(0.3182m, Math.Round((decimal)r6.ER, 4));
Assert.AreEqual(256.0898m, Math.Round((decimal)r6.Kama, 4));
KamaResult r7 = results[501];
Assert.AreEqual(0.2214m, Math.Round((decimal)r7.ER, 4));
Assert.AreEqual(240.1138m, Math.Round((decimal)r7.Kama, 4));
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = History.GetHistoryLong(105 + qty);
IEnumerable <KamaResult> r = Indicator.GetKama(h, 10);
KamaResult l = r.LastOrDefault();
Console.WriteLine("KAMA on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Kama);
}
}
public void Kama()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(qty);
IEnumerable <KamaResult> r = quotes.GetKama(10);
KamaResult l = r.LastOrDefault();
Console.WriteLine(
"KAMA(10) on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.Kama);
}
}
public void Removed()
{
int erPeriods = 10;
int fastPeriods = 2;
int slowPeriods = 30;
List <KamaResult> results = quotes.GetKama(erPeriods, fastPeriods, slowPeriods)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - Math.Max(erPeriods + 100, erPeriods * 10), results.Count);
KamaResult last = results.LastOrDefault();
Assert.AreEqual(0.2214, Math.Round((double)last.ER, 4));
Assert.AreEqual(240.1138m, Math.Round((decimal)last.Kama, 4));
}
