public void ThrowsOnPastTimes()
{
var target = new TestIndicator();
var time = DateTime.UtcNow;
target.Update(new IndicatorDataPoint(time, 1m));
target.Update(new IndicatorDataPoint(time.AddMilliseconds(-1), 2m));
}
public void ThrowsOnPastTimes()
{
var target = new TestIndicator();
var time = DateTime.UtcNow;
target.Update(new IndicatorDataPoint(time, 1m));
target.Update(new IndicatorDataPoint(time.AddMilliseconds(-1), 2m));
}
public void ThrowsOnPastTimes()
{
var target = new TestIndicator();
var time = DateTime.UtcNow;
target.Update(new IndicatorDataPoint(time, TimeZone.Utc, 1m));
Action act = () => target.Update(new IndicatorDataPoint(time.AddMilliseconds(-1), TimeZone.Utc, 2m));
act.ShouldThrow <ArgumentException>()
.Where(x => x.Message.StartsWith("This is a forward only indicator:"));
}
public void PassesOnDuplicateTimes()
{
var target = new TestIndicator();
var time = DateTime.UtcNow;
const decimal value1 = 1m;
var data = new IndicatorDataPoint(time, value1);
target.Update(data);
Assert.AreEqual(value1, target.Current.Value);
// this won't update because we told it to ignore duplicate
// data based on time
target.Update(data);
Assert.AreEqual(value1, target.Current.Value);
}
public void PassesOnDuplicateTimes()
{
var target = new TestIndicator();
var time = DateTime.UtcNow;
const decimal value1 = 1m;
var data = new IndicatorDataPoint(time, value1);
target.Update(data);
Assert.AreEqual(value1, target.Current.Value);
// this won't update because we told it to ignore duplicate
// data based on time
target.Update(data);
Assert.AreEqual(value1, target.Current.Value);
}
public void ThrowsOnDifferentDataType()
{
var target = new TestIndicator();
Assert.Throws <ArgumentException>(() =>
{
target.Update(new Tick());
}, "expected to be of type");
}
public void UpdatesProperly()
{
// we want to make sure the initialized value is the default value
// for a datapoint, and also verify the our indicator updates as we
// expect it to, in this case, it should return identity
var target = new TestIndicator();
Assert.AreEqual(DateTime.MinValue, target.Current.Time);
Assert.AreEqual(0m, target.Current.Value);
var time = DateTime.UtcNow;
var data = new IndicatorDataPoint(time, 1m);
target.Update(data);
Assert.AreEqual(1m, target.Current.Value);
target.Update(new IndicatorDataPoint(time.AddMilliseconds(1), 2m));
Assert.AreEqual(2m, target.Current.Value);
}
public void UpdatesProperly()
{
// we want to make sure the initialized value is the default value
// for a datapoint, and also verify the our indicator updates as we
// expect it to, in this case, it should return identity
var target = new TestIndicator();
Assert.AreEqual(DateTime.MinValue, target.Current.Time);
Assert.AreEqual(0m, target.Current.Value);
var time = DateTime.UtcNow;
var data = new IndicatorDataPoint(time, 1m);
target.Update(data);
Assert.AreEqual(1m, target.Current.Value);
target.Update(new IndicatorDataPoint(time.AddMilliseconds(1), 2m));
Assert.AreEqual(2m, target.Current.Value);
}
public void ThrowsOnDifferentDataType()
{
var target = new TestIndicator();
target.Update(new Tick());
}