public void Add_WhenOneValueAdded_LastEmaValueIsTheSameAsOriginalValue()
{
var target = new Ema(10);
target.Add(10m);
target.Values.LastOrDefault().ShouldBeEquivalentTo(10m);
}
public void AddRange_WhenTwoDifferentValueAdded_LastEmaValueIsTheAverage()
{
var target = new Ema(10);
target.AddRange(new[] { 0m, 10m });
target.Values.LastOrDefault().Should().BeApproximately((180m) / 99m, 0.000000001m);
target.Values.FirstOrDefault().Should().Be(0);
}
public void AddRange_OnlyTakesElementsInThePeriodForCalculation()
{
var target = new Ema(2);
target.AddRange(new[] { 0, 10m, 10m });
target.Values.LastOrDefault().Should().Be(80m / 9m);
target.Values.FirstOrDefault().Should().Be(0);
}
public void AddRange_OnlyStoresNbOfElementsDefinedInmaxBuffer()
{
var target = new Ema(2);
var elements = Enumerable.Range(1, 10000).Select(x => (decimal)x);
target.AddRange(elements);
target.Values.Count().Should().Be(5000);
}
public void Add_WhenTwoValueAddedWithDifferentValue_LastEmaValueIsTheAverage()
{
var target = new Ema(10);
target.Add(0m);
target.Add(10m);
target.Values.LastOrDefault().Should().BeApproximately((180m) / 99m, 0.000000001m);
target.Values.FirstOrDefault().ShouldBeEquivalentTo(0);
}
public void AddRange_TestWithKnownValues_Succeed()
{
var target = new Ema(10);
var elements = (new[]
{
22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95,
23.63, 23.82, 23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10, 22.40, 22.17
}).Select(x => (decimal)x);
target.AddRange(elements);
target.Values.LastOrDefault().Should().BeApproximately(22.915536m, 0.000001m);
}
public Cobra(Adx adx,
Ema fastEmaHigh,
Ema fastEmaLow,
Sma slowSmaHigh,
Sma slowSmaLow,
IDateProvider dateProvider,
string instrument,
int periodInMinutes,
ITradingAdapter tradingAdapter,
IRateProvider rateProvider,
int accountId,
bool isbacktesting = false,
IEnumerable<Candle> initialCandles = null)
{
if (adx == null)
{
throw new ArgumentNullException(nameof(adx));
}
if (fastEmaHigh == null)
{
throw new ArgumentNullException(nameof(fastEmaHigh));
}
if (fastEmaLow == null)
{
throw new ArgumentNullException(nameof(fastEmaLow));
}
if (slowSmaHigh == null)
{
throw new ArgumentNullException(nameof(slowSmaHigh));
}
if (slowSmaLow == null)
{
throw new ArgumentNullException(nameof(slowSmaLow));
}
if (dateProvider == null)
{
throw new ArgumentNullException(nameof(dateProvider));
}
if (tradingAdapter == null)
{
throw new ArgumentNullException(nameof(tradingAdapter));
}
if (string.IsNullOrWhiteSpace(instrument))
{
throw new ArgumentNullException(nameof(instrument));
}
this.adx = adx;
this.fastEmaHigh = fastEmaHigh;
this.fastEmaLow = fastEmaLow;
this.slowSmaHigh = slowSmaHigh;
this.slowSmaLow = slowSmaLow;
this.dateProvider = dateProvider;
this.Instrument = instrument;
this.tradingAdapter = tradingAdapter;
this.rateProvider = rateProvider;
this.AccountId = accountId;
this.isbacktesting = isbacktesting;
this.PeriodInMinutes = periodInMinutes;
this.candles = new List<Candle>();
if (!(initialCandles?.Any()).GetValueOrDefault(false) && rateProvider != null)
{
var _initialCandles = rateProvider.GetLastCandles(instrument, periodInMinutes, MinNbOfCandles).ToList();
try
{
this.AddCandles(initialCandles);
}
catch (Exception ex)
{
Trace.TraceError(ex.ToString());
}
}
else if ((initialCandles?.Any()).GetValueOrDefault(false))
{
this.AddCandles(initialCandles);
}
else if (rateProvider == null)
{
throw new ArgumentNullException(nameof(rateProvider));
}
this.Id = Guid.NewGuid().ToString();
candleBuilder = new CandleBuilder(TimeSpan.FromMinutes(periodInMinutes));
candleBuilder.NewCandleCreated += (o, e) => {
try
{
this.AddCandle(e.NewCandle);
}
catch(Exception ex)
{
validations.AddErrorMessage(ex.Message);
}
};
}