public void HandlesEqualMinAndMax()
{
var reference = DateTime.Now;
var stochastics = new Stochastic("sto", 2, 2, 2);
for (var i = 0; i < 4; i++)
{
var bar = new TradeBar(reference.AddSeconds(i), Symbols.SPY, 1, 1, 1, 1, 1);
stochastics.Update(bar);
Assert.AreEqual(0m, stochastics.Current.Value);
}
}
public void HandlesEqualMinAndMax()
{
var reference = new DateTime(2015, 09, 01);
var stochastics = new Stochastic("sto", 2, 2, 2);
for (int i = 0; i < 4; i++)
{
var bar = new TradeBar {
Time = reference.AddSeconds(i)
};
bar.Open = bar.Close = bar.High = bar.Low = bar.Volume = 1;
stochastics.Update(bar);
Assert.AreEqual(0m, stochastics.Current.Value);
}
}
protected override decimal ComputeNextValue(TradeBar input)
{
_stochastic.Update(input);
_maximum.Update(input.Time, _stochastic);
_mininum.Update(input.Time, _stochastic);
if (IsReady)
{
Smoothed.Update(input);
}
_prevStochastic = Smoothed;
return(Smoothed * 100);
}
public void ResetsProperly()
{
var stochastics = new Stochastic("sto", 12, 3, 5);
foreach (var bar in TestHelper.GetTradeBarStream("spy_with_stoch12k3.txt", false))
{
stochastics.Update(bar);
}
Assert.IsTrue(stochastics.IsReady);
Assert.IsTrue(stochastics.FastStoch.IsReady);
Assert.IsTrue(stochastics.StochK.IsReady);
Assert.IsTrue(stochastics.StochD.IsReady);
stochastics.Reset();
TestHelper.AssertIndicatorIsInDefaultState(stochastics);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.FastStoch);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochK);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochD);
}
