public void Fisher()
{
var indicator = new MedianPriceIndicator(_data);
var fisher = new FisherIndicator(indicator);
TaTestsUtils.AssertDecimalEquals(fisher.GetValue(10), 0.6448642008177138);
TaTestsUtils.AssertDecimalEquals(fisher.GetValue(11), 0.8361770425706673);
TaTestsUtils.AssertDecimalEquals(fisher.GetValue(12), 0.9936697984965788);
TaTestsUtils.AssertDecimalEquals(fisher.GetValue(13), 0.8324807235379169);
TaTestsUtils.AssertDecimalEquals(fisher.GetValue(14), 0.5026313552592737);
TaTestsUtils.AssertDecimalEquals(fisher.GetValue(15), 0.06492516204615063);
}
public void SetUp()
{
IList <Tick> ticks = new List <Tick>();
ticks.Add(GenerateTick.From(0, 0, 16, 8));
ticks.Add(GenerateTick.From(0, 0, 12, 6));
ticks.Add(GenerateTick.From(0, 0, 18, 14));
ticks.Add(GenerateTick.From(0, 0, 10, 6));
ticks.Add(GenerateTick.From(0, 0, 32, 6));
ticks.Add(GenerateTick.From(0, 0, 2, 2));
ticks.Add(GenerateTick.From(0, 0, 0, 0));
ticks.Add(GenerateTick.From(0, 0, 8, 1));
ticks.Add(GenerateTick.From(0, 0, 83, 32));
ticks.Add(GenerateTick.From(0, 0, 9, 3));
_timeSeries = GenerateTimeSeries.From(ticks);
_average = new MedianPriceIndicator(_timeSeries);
}
public void setUp()
{
List <IBar> bars = new List <IBar>();
bars.Add(new MockBar(0, 0, 16, 8));
bars.Add(new MockBar(0, 0, 12, 6));
bars.Add(new MockBar(0, 0, 18, 14));
bars.Add(new MockBar(0, 0, 10, 6));
bars.Add(new MockBar(0, 0, 32, 6));
bars.Add(new MockBar(0, 0, 2, 2));
bars.Add(new MockBar(0, 0, 0, 0));
bars.Add(new MockBar(0, 0, 8, 1));
bars.Add(new MockBar(0, 0, 83, 32));
bars.Add(new MockBar(0, 0, 9, 3));
this.timeSeries = new MockTimeSeries(bars);
average = new MedianPriceIndicator(timeSeries);
}