public void WickedOneRisingRenko()
{
var consolidator = new TestRenkoConsolidator(1.0m);
var renkos = new List <RenkoBar>();
consolidator.DataConsolidated += (sender, renko) =>
renkos.Add(renko);
var tickOn1 = new DateTime(2016, 1, 1, 17, 0, 0, 0);
var tickOn2 = new DateTime(2016, 1, 1, 17, 0, 0, 1);
consolidator.Update(new IndicatorDataPoint(tickOn1, 9.0m));
consolidator.Update(new IndicatorDataPoint(tickOn2, 10.1m));
Assert.AreEqual(renkos.Count, 1);
Assert.AreEqual(renkos[0].Open, 9.0m);
Assert.AreEqual(renkos[0].High, 10.0m);
Assert.AreEqual(renkos[0].Low, 9.0m);
Assert.AreEqual(renkos[0].Close, 10.0m);
Assert.AreEqual(renkos[0].Direction, BarDirection.Rising);
Assert.AreEqual(renkos[0].Spread, 1.0m);
Assert.AreEqual(renkos[0].Start, tickOn1);
Assert.AreEqual(renkos[0].EndTime, tickOn2);
var openRenko = consolidator.OpenRenko();
Assert.AreEqual(openRenko.Start, tickOn2);
Assert.AreEqual(openRenko.EndTime, tickOn2);
Assert.AreEqual(openRenko.Open, 10.0m);
Assert.AreEqual(openRenko.High, 10.1m);
Assert.AreEqual(openRenko.Low, 10.0m);
Assert.AreEqual(openRenko.Close, 10.1m);
}
public void WickedNoFallingRenkoKissLimit()
{
var consolidator = new TestRenkoConsolidator(1.0m);
var renkos = new List <RenkoBar>();
consolidator.DataConsolidated += (sender, renko) =>
renkos.Add(renko);
var tickOn1 = new DateTime(2016, 1, 1, 17, 0, 0, 0);
var tickOn2 = new DateTime(2016, 1, 1, 17, 0, 0, 1);
consolidator.Update(new IndicatorDataPoint(tickOn1, 10.0m));
consolidator.Update(new IndicatorDataPoint(tickOn2, 9.0m));
Assert.AreEqual(renkos.Count, 0);
var openRenko = consolidator.OpenRenko();
Assert.AreEqual(openRenko.Open, 10.0m);
Assert.AreEqual(openRenko.High, 10.0m);
Assert.AreEqual(openRenko.Low, 9.0m);
Assert.AreEqual(openRenko.Close, 9.0m);
}
public void WickedTwoRisingThenThreeFallingGapRenkos()
{
var consolidator = new TestRenkoConsolidator(1.0m);
var renkos = new List <RenkoBar>();
consolidator.DataConsolidated += (sender, renko) =>
renkos.Add(renko);
var tickOn1 = new DateTime(2016, 1, 1, 17, 0, 0, 0);
var tickOn2 = new DateTime(2016, 1, 1, 17, 0, 0, 1);
consolidator.Update(new IndicatorDataPoint(tickOn1, 10.0m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 9.6m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 10.5m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 11.1m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 11.0m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 10.7m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 11.6m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 12.3m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 12.3m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 12.4m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 11.5m));
consolidator.Update(new IndicatorDataPoint(tickOn1, 7.9m));
Assert.AreEqual(renkos.Count, 5);
Assert.AreEqual(renkos[0].Open, 10.0);
Assert.AreEqual(renkos[0].High, 11.0);
Assert.AreEqual(renkos[0].Low, 9.6);
Assert.AreEqual(renkos[0].Close, 11.0);
Assert.AreEqual(renkos[0].Direction, BarDirection.Rising);
Assert.AreEqual(renkos[0].Spread, 1.0);
Assert.AreEqual(renkos[1].Open, 11.0);
Assert.AreEqual(renkos[1].High, 12.0);
Assert.AreEqual(renkos[1].Low, 10.7);
Assert.AreEqual(renkos[1].Close, 12.0);
Assert.AreEqual(renkos[1].Direction, BarDirection.Rising);
Assert.AreEqual(renkos[1].Spread, 1.0);
Assert.AreEqual(renkos[2].Open, 11.0);
Assert.AreEqual(renkos[2].High, 12.4);
Assert.AreEqual(renkos[2].Low, 10.0);
Assert.AreEqual(renkos[2].Close, 10.0);
Assert.AreEqual(renkos[2].Direction, BarDirection.Falling);
Assert.AreEqual(renkos[2].Spread, 1.0);
Assert.AreEqual(renkos[3].Open, 10.0);
Assert.AreEqual(renkos[3].High, 10.0);
Assert.AreEqual(renkos[3].Low, 9.0);
Assert.AreEqual(renkos[3].Close, 9.0);
Assert.AreEqual(renkos[3].Direction, BarDirection.Falling);
Assert.AreEqual(renkos[3].Spread, 1.0);
Assert.AreEqual(renkos[4].Open, 9.0);
Assert.AreEqual(renkos[4].High, 9.0);
Assert.AreEqual(renkos[4].Low, 8.0);
Assert.AreEqual(renkos[4].Close, 8.0);
Assert.AreEqual(renkos[4].Direction, BarDirection.Falling);
Assert.AreEqual(renkos[4].Spread, 1.0);
var openRenko = consolidator.OpenRenko();
Assert.AreEqual(openRenko.Open, 8.0);
Assert.AreEqual(openRenko.High, 8.0);
Assert.AreEqual(openRenko.Low, 7.9);
Assert.AreEqual(openRenko.Close, 7.9);
}
