public void Convergence()
{
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 GetMamaConvergence()
{
foreach (int qty in convergeQuantities.Where(q => q >= 50))
{
IEnumerable <Quote> h = History.GetHistoryLong(qty);
IEnumerable <MamaResult> r = Indicator.GetMama(h);
MamaResult l = r.LastOrDefault();
Console.WriteLine("MAMA on {0:d} with {1,4} periods of history: {2:N8}",
l.Date, h.Count(), l.Mama);
}
}
public void Mama()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(qty);
IEnumerable <MamaResult> r = quotes.GetMama();
MamaResult l = r.LastOrDefault();
Console.WriteLine(
"MAMA on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.Mama);
}
}
public void Standard()
{
decimal fastLimit = 0.5m;
decimal slowLimit = 0.05m;
List <MamaResult> results = history.GetMama(fastLimit, slowLimit)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(497, results.Where(x => x.Mama != null).Count());
// sample values
MamaResult r1 = results[4];
Assert.AreEqual(null, r1.Mama);
Assert.AreEqual(null, r1.Fama);
MamaResult r2 = results[5];
Assert.AreEqual(213.73m, r2.Mama);
Assert.AreEqual(213.73m, r2.Fama);
MamaResult r3 = results[6];
Assert.AreEqual(213.7850m, Math.Round((decimal)r3.Mama, 4));
Assert.AreEqual(213.7438m, Math.Round((decimal)r3.Fama, 4));
MamaResult r4 = results[25];
Assert.AreEqual(215.9524m, Math.Round((decimal)r4.Mama, 4));
Assert.AreEqual(215.1407m, Math.Round((decimal)r4.Fama, 4));
MamaResult r5 = results[149];
Assert.AreEqual(235.6593m, Math.Round((decimal)r5.Mama, 4));
Assert.AreEqual(234.3660m, Math.Round((decimal)r5.Fama, 4));
MamaResult r6 = results[249];
Assert.AreEqual(256.8026m, Math.Round((decimal)r6.Mama, 4));
Assert.AreEqual(254.0605m, Math.Round((decimal)r6.Fama, 4));
MamaResult r7 = results[501];
Assert.AreEqual(244.1092m, Math.Round((decimal)r7.Mama, 4));
Assert.AreEqual(252.6139m, Math.Round((decimal)r7.Fama, 4));
}
public void Removed()
{
double fastLimit = 0.5;
double slowLimit = 0.05;
List <MamaResult> results = quotes.GetMama(fastLimit, slowLimit)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - 50, results.Count);
MamaResult last = results.LastOrDefault();
Assert.AreEqual(244.1092m, Math.Round((decimal)last.Mama, 4));
Assert.AreEqual(252.6139m, Math.Round((decimal)last.Fama, 4));
}
