public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (NaN, 1, NaN, 2, NaN, 3, NaN, 4, ...)
decimal closePrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 2);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0)
{
Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), lowestValue.GetValue(i).ToString());
}
else
{
Assert.AreEqual(series.GetBar(Math.Max(0, i - 1)).ClosePrice.ToString(), lowestValue.GetValue(i).ToString());
}
}
}
protected override decimal Calculate(int index)
{
decimal MinRsiValue = _minRsi.GetValue(index);
return(_rsi.GetValue(index).Minus(MinRsiValue)
.DividedBy(_maxRsi.GetValue(index).Minus(MinRsiValue)));
}
public void LowestValueIndicatorUsingTimeFrame5UsingClosePrice()
{
var lowestValue = new LowestValueIndicator(new ClosePriceIndicator(_data), 5);
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(4), "1");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(5), "2");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(6), "3");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(7), "3");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(8), "3");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(9), "3");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(10), "2");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(11), "2");
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(12), "2");
}
public override bool IsSatisfied(int index, ITradingRecord tradingRecord)
{
LowestValueIndicator lowest = new LowestValueIndicator(_indicator, _timeFrame);
decimal lowestVal = lowest.GetValue(index);
decimal refVal = _indicator.GetValue(index);
bool satisfied = !refVal.IsNaN() && !lowestVal.IsNaN() && refVal.Equals(lowestVal);
traceIsSatisfied(index, satisfied);
return(satisfied);
}
protected override decimal Calculate(int index)
{
HighestValueIndicator highestHigh = new HighestValueIndicator(_maxPriceIndicator, _timeFrame);
LowestValueIndicator lowestMin = new LowestValueIndicator(_minPriceIndicator, _timeFrame);
decimal highestHighPrice = highestHigh.GetValue(index);
decimal lowestLowPrice = lowestMin.GetValue(index);
return(_indicator.GetValue(index).Minus(lowestLowPrice)
.DividedBy(highestHighPrice.Minus(lowestLowPrice))
.MultipliedBy(Decimals.HUNDRED));
}
public void onlyNaNValues()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10000; i++)
{
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
Assert.AreEqual(Decimals.NaN.ToString(), lowestValue.GetValue(i).ToString());
}
}
protected override Decimal Calculate(int index)
{
var realTimeFrame = Math.Min(_timeFrame, index + 1);
// Getting the number of ticks since the lowest close price
var endIndex = index - realTimeFrame;
var nbTicks = 0;
for (var i = index; i > endIndex; i--)
{
if (_closePriceIndicator.GetValue(i).IsEqual(_lowestClosePriceIndicator.GetValue(index)))
{
break;
}
nbTicks++;
}
return(Decimal.ValueOf(realTimeFrame - nbTicks).DividedBy(Decimal.ValueOf(realTimeFrame)).MultipliedBy(Decimal.Hundred));
}
protected override decimal Calculate(int index)
{
if (TimeSeries.GetBar(index).MinPrice.IsNaN())
{
return(Decimals.NaN);
}
// Getting the number of bars since the lowest close price
int endIndex = Math.Max(0, index - _timeFrame);
int nbBars = 0;
for (int i = index; i > endIndex; i--)
{
if (_minValueIndicator.GetValue(i).Equals(_lowestMinPriceIndicator.GetValue(index)))
{
break;
}
nbBars++;
}
return(((decimal)(_timeFrame - nbBars)).DividedBy(_timeFrame).MultipliedBy(Decimals.HUNDRED));
}
public void lowestValueIndicatorWhenTimeFrameIsGreaterThanIndex()
{
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 500);
Assert.AreEqual(lowestValue.GetValue(12), 1);
}
public void lowestValueIndicatorValueShouldBeEqualsToFirstDataValue()
{
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
Assert.AreEqual(lowestValue.GetValue(0), 1);
}
public void lowestValueIndicatorUsingTimeFrame5UsingClosePrice()
{
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(data), 5);
Assert.AreEqual(lowestValue.GetValue(1), 1M);
Assert.AreEqual(lowestValue.GetValue(2), 1M);
Assert.AreEqual(lowestValue.GetValue(3), 1M);
Assert.AreEqual(lowestValue.GetValue(4), 1M);
Assert.AreEqual(lowestValue.GetValue(5), 2M);
Assert.AreEqual(lowestValue.GetValue(6), 3M);
Assert.AreEqual(lowestValue.GetValue(7), 3M);
Assert.AreEqual(lowestValue.GetValue(8), 3M);
Assert.AreEqual(lowestValue.GetValue(9), 3M);
Assert.AreEqual(lowestValue.GetValue(10), 2M);
Assert.AreEqual(lowestValue.GetValue(11), 2M);
Assert.AreEqual(lowestValue.GetValue(12), 2M);
}
public void LowestValueIndicatorWhenTimeFrameIsGreaterThanIndex()
{
var lowestValue = new LowestValueIndicator(new ClosePriceIndicator(_data), 500);
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(12), "1");
}
public void LowestValueIndicatorValueShouldBeEqualsToFirstDataValue()
{
var lowestValue = new LowestValueIndicator(new ClosePriceIndicator(_data), 5);
TaTestsUtils.AssertDecimalEquals(lowestValue.GetValue(0), "1");
}
protected override decimal Calculate(int index)
{
return(_low.GetValue(index).Plus(_atr.GetValue(index).MultipliedBy(_k)));
}