public void ComparesWithExternalData()
{
var aroon = new AroonOscillator(14, 14);
TestHelper.TestIndicator(aroon, "spy_aroon_oscillator.txt", "Aroon Oscillator 14",
(i, expected) => Assert.AreEqual(expected, (double)aroon.Current.Value, 1e-3));
}
public void ComparesWithExternalData()
{
var aroon = new AroonOscillator(14, 14);
TestHelper.TestIndicator(aroon, "spy_aroon_oscillator.txt", "Aroon Oscillator 14",
(i, expected) => ((double)aroon.Current.Price).Should().BeApproximately(expected, 1e-3));
}
public void ComparesWithExternalData()
{
// this test currently fails 57 points
const int maxFailures = 57;
int totalFailures = 0;
var aroon = new AroonOscillator(14, 14);
TestHelper.TestIndicator(aroon, "spy_aroon_oscillator.txt", "Aroon Oscillator 14", (i, expected) =>
{
try
{
Assert.AreEqual(expected, (double)aroon.Current.Value, 1e-3);
}
catch
{
totalFailures++;
}
});
if (totalFailures > maxFailures)
{
Assert.Fail("Aroon did worse than previously expected. Failed: {0} Expected: {1}", totalFailures, maxFailures);
}
else
{
Console.WriteLine("Aroon failed {0} data points against an expected of {1}", totalFailures, maxFailures);
}
}
/// <summary>
/// Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
/// </summary>
/// <param name="symbol">The symbol whose Aroon we seek</param>
/// <param name="upPeriod">The look back period for computing number of periods since maximum</param>
/// <param name="downPeriod">The look back period for computing number of periods since minimum</param>
/// <param name="resolution">The resolution</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
/// <returns>An AroonOscillator configured with the specied periods</returns>
public AroonOscillator AROON(string symbol, int upPeriod, int downPeriod, Resolution?resolution = null, Func <BaseData, TradeBar> selector = null)
{
var name = CreateIndicatorName(symbol, string.Format("AROON({0},{1})", upPeriod, downPeriod), resolution);
var aroon = new AroonOscillator(name, upPeriod, downPeriod);
RegisterIndicator(symbol, aroon, resolution, selector);
return(aroon);
}
public async Task TestAroonOscAsync()
{
var candles = await ImportCandlesAsync();
var indicator = new AroonOscillator(candles, 25);
var result = indicator[candles.Count - 1];
Assert.IsTrue(88.0m.IsApproximatelyEquals(result.Value));
}
public async Task TestAroonOscAsync()
{
var equity = await ImportEquityAsync();
var indicator = new AroonOscillator(equity, 25);
var result = indicator.ComputeByIndex(equity.Count - 1);
Assert.IsTrue(88.0m.IsApproximatelyEquals(result.Osc.Value));
}
public void ResetsProperly()
{
var aroon = new AroonOscillator(3, 3);
aroon.Update(new TradeBar
{
Ticker = Props.TickerSymbol,
Occured = DateTime.Today,
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10,
TimeZone = TimeZone.Utc
});
aroon.Update(new TradeBar
{
Ticker = Props.TickerSymbol,
Occured = DateTime.Today.AddSeconds(1),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10,
TimeZone = TimeZone.Utc
});
aroon.Update(new TradeBar
{
Ticker = Props.TickerSymbol,
Occured = DateTime.Today.AddSeconds(2),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10,
TimeZone = TimeZone.Utc
});
Assert.False(aroon.IsReady);
aroon.Update(new TradeBar
{
Ticker = Props.TickerSymbol,
Occured = DateTime.Today.AddSeconds(3),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10,
TimeZone = TimeZone.Utc
});
Assert.True(aroon.IsReady);
aroon.Reset();
TestHelper.AssertIndicatorIsInDefaultState(aroon);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
}
public void ResetsProperly()
{
var aroon = new AroonOscillator(3, 3);
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today,
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(1),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(2),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
Assert.IsFalse(aroon.IsReady);
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(3),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
Assert.IsTrue(aroon.IsReady);
aroon.Reset();
TestHelper.AssertIndicatorIsInDefaultState(aroon);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
}
public void ResetsProperly()
{
var aroon = new AroonOscillator(3, 3);
aroon.Update(DateTime.Today.ToEpochTime(), new TradeBarValue {
Open = 3d,
High = 7d,
Low = 2d,
Close = 5d,
Volume = 10
});
aroon.Update(DateTime.Today.AddSeconds(1).ToEpochTime(), new TradeBarValue {
Open = 3d,
High = 7d,
Low = 2d,
Close = 5d,
Volume = 10
});
aroon.Update(DateTime.Today.AddSeconds(2).ToEpochTime(), new TradeBarValue {
Open = 3d,
High = 7d,
Low = 2d,
Close = 5d,
Volume = 10
});
Assert.IsFalse(aroon.IsReady);
aroon.Update(DateTime.Today.AddSeconds(3).ToEpochTime(), new TradeBarValue {
Open = 3d,
High = 7d,
Low = 2d,
Close = 5d,
Volume = 10
});
Assert.IsTrue(aroon.IsReady);
aroon.Reset();
TestHelper.AssertIndicatorIsInDefaultState(aroon);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
}
/// <summary>
/// Initialize test
/// </summary>
public TestIndicatorAroonOscillator()
{
DataStream stream = new OHLCBarStream(new ForexSecurity("EURUSD"), BarInterval.FiveMin);
_sut = new AroonOscillator(Period, stream.DefaultInterval, stream);
}
