示例#1
0
        public void stackOverflowError()
        {
            List <IBar> bigListOfBars = new List <IBar>();

            for (int i = 0; i < 10000; i++)
            {
                bigListOfBars.Add(new MockBar(i, i, i, i, i));
            }
            MockTimeSeries           bigSeries = new MockTimeSeries(bigListOfBars);
            OnBalanceVolumeIndicator obv       = new OnBalanceVolumeIndicator(bigSeries);

            // If a StackOverflowError is thrown here, then the RecursiveCachedIndicator
            // does not work as intended.
            Assert.AreEqual(obv.GetValue(9999), 49995000);
        }
        public void StackOverflowError()
        {
            IList <Tick> bigListOfTicks = new List <Tick>();

            for (var i = 0; i < 10000; i++)
            {
                bigListOfTicks.Add(GenerateTick.From(i));
            }
            var bigSeries = GenerateTimeSeries.From(bigListOfTicks);
            var obv       = new OnBalanceVolumeIndicator(bigSeries);

            // If a StackOverflowError is thrown here, then the RecursiveCachedIndicator
            // does not work as intended.
            TaTestsUtils.AssertDecimalEquals(obv.GetValue(9999), 0);
        }
示例#3
0
        public void getValue()
        {
            DateTime    now  = DateTime.Now;
            List <IBar> bars = new List <IBar>();

            bars.Add(new MockBar(now, 0, 10, 0, 0, 0, 4, 0));
            bars.Add(new MockBar(now, 0, 5, 0, 0, 0, 2, 0));
            bars.Add(new MockBar(now, 0, 6, 0, 0, 0, 3, 0));
            bars.Add(new MockBar(now, 0, 7, 0, 0, 0, 8, 0));
            bars.Add(new MockBar(now, 0, 7, 0, 0, 0, 6, 0));
            bars.Add(new MockBar(now, 0, 6, 0, 0, 0, 10, 0));

            OnBalanceVolumeIndicator obv = new OnBalanceVolumeIndicator(new MockTimeSeries(bars));

            Assert.AreEqual(obv.GetValue(0), 0);
            Assert.AreEqual(obv.GetValue(1), -2);
            Assert.AreEqual(obv.GetValue(2), 1);
            Assert.AreEqual(obv.GetValue(3), 9);
            Assert.AreEqual(obv.GetValue(4), 9);
            Assert.AreEqual(obv.GetValue(5), -1);
        }
        public void GetValue()
        {
            var          now   = new LocalDateTime();
            IList <Tick> ticks = new List <Tick>();

            ticks.Add(GenerateTick.From(now, 0, 10, 0, 0, 0, 4, 0));
            ticks.Add(GenerateTick.From(now, 0, 5, 0, 0, 0, 2, 0));
            ticks.Add(GenerateTick.From(now, 0, 6, 0, 0, 0, 3, 0));
            ticks.Add(GenerateTick.From(now, 0, 7, 0, 0, 0, 8, 0));
            ticks.Add(GenerateTick.From(now, 0, 7, 0, 0, 0, 6, 0));
            ticks.Add(GenerateTick.From(now, 0, 6, 0, 0, 0, 10, 0));

            var obv = new OnBalanceVolumeIndicator(GenerateTimeSeries.From(ticks));

            TaTestsUtils.AssertDecimalEquals(obv.GetValue(0), 0);
            TaTestsUtils.AssertDecimalEquals(obv.GetValue(1), -2);
            TaTestsUtils.AssertDecimalEquals(obv.GetValue(2), 1);
            TaTestsUtils.AssertDecimalEquals(obv.GetValue(3), 9);
            TaTestsUtils.AssertDecimalEquals(obv.GetValue(4), 9);
            TaTestsUtils.AssertDecimalEquals(obv.GetValue(5), -1);
        }