public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = HistoryTestData.GetLong(100 + qty);
IEnumerable <HtlResult> r = Indicator.GetHtTrendline(h);
HtlResult l = r.LastOrDefault();
Console.WriteLine("HTL on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Trendline);
}
}
public void HtTrendline()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(qty);
IEnumerable <HtlResult> r = quotes.GetHtTrendline();
HtlResult l = r.LastOrDefault();
Console.WriteLine(
"HTL on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.Trendline);
}
}
public void Removed()
{
List <HtlResult> results = quotes.GetHtTrendline()
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - 100, results.Count);
HtlResult last = results.LastOrDefault();
Assert.AreEqual(252.2172m, Math.Round((decimal)last.Trendline, 4));
Assert.AreEqual(242.3435m, Math.Round((decimal)last.SmoothPrice, 4));
}
public void Standard()
{
List <HtlResult> results = Indicator.GetHtTrendline(history)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(502, results.Where(x => x.Trendline != null).Count());
Assert.AreEqual(496, results.Where(x => x.SmoothPrice != null).Count());
// sample values
HtlResult r1 = results[5];
Assert.AreEqual(214.205m, r1.Trendline);
Assert.AreEqual(null, r1.SmoothPrice);
HtlResult r2 = results[6];
Assert.AreEqual(213.84m, r2.Trendline);
Assert.AreEqual(214.071m, r2.SmoothPrice);
HtlResult r3 = results[11];
Assert.AreEqual(213.9502m, Math.Round((decimal)r3.Trendline, 4));
Assert.AreEqual(213.8460m, Math.Round((decimal)r3.SmoothPrice, 4));
HtlResult r4 = results[25];
Assert.AreEqual(215.3948m, Math.Round((decimal)r4.Trendline, 4));
Assert.AreEqual(216.3365m, Math.Round((decimal)r4.SmoothPrice, 4));
HtlResult r5 = results[149];
Assert.AreEqual(233.9410m, Math.Round((decimal)r5.Trendline, 4));
Assert.AreEqual(235.8570m, Math.Round((decimal)r5.SmoothPrice, 4));
HtlResult r6 = results[249];
Assert.AreEqual(253.8788m, Math.Round((decimal)r6.Trendline, 4));
Assert.AreEqual(257.5825m, Math.Round((decimal)r6.SmoothPrice, 4));
HtlResult r7 = results[501];
Assert.AreEqual(252.2172m, Math.Round((decimal)r7.Trendline, 4));
Assert.AreEqual(242.3435m, Math.Round((decimal)r7.SmoothPrice, 4));
}
