public void testBaseWithoutGoldenRatio()
{
indicator = new RandomWalkKalman(values, 1, 4);
addPoints();
AlmostEqual(indicator, 139.771165, 1e-6);
addPoint(136.29);
AlmostEqual(indicator, 137.596920, 1e-6);
addPoint(136.62);
AlmostEqual(indicator, 136.998462, 1e-6);
}
public void testHigherFrequency()
{
indicator = new RandomWalkKalman(values, 3, 5, true);
addPointsLong();
AreEqual(indicator[0], values[0]);
addPoint(134.25);
AlmostEqual(indicator, 129.852016, 1e-6);
addPoint(134.42);
AlmostEqual(indicator, 129.643252, 1e-6);
addPoint(131.58);
}
public void testLowWindow()
{
indicator = new RandomWalkKalman(values, 4, 3, true);
addPoints();
addPoint(136.29);
addPoint(136.62);
addPoint(135.94);
addPoint(133.94);
AreEqual(indicator[0], values[0]);
addPoint(134.45);
AlmostEqual(indicator, 102.945855, 1e-6);
}
public void testBase()
{
indicator = new RandomWalkKalman(values, 1, 5, true);
addPoints();
AreEqual(indicator[0], values[0]);
addPoint(136.29);
AlmostEqual(indicator, 132.199920, 1e-6);
addPoint(136.62);
AlmostEqual(indicator, 131.610806, 1e-6);
addPoint(135.94);
AlmostEqual(indicator, 130.985779, 1e-6);
}
public void testHigherWindow()
{
indicator = new RandomWalkKalman(values, 4, 6, true);
addPointsLong();
addPoint(134.25);
addPoint(134.42);
addPoint(131.58);
addPoint(131.45);
addPoint(131.19);
addPoint(131.81);
addPoint(128.32);
addPoint(127.53);
addPoint(127.98);
AlmostEqual(indicator, 127.728186, 1e-6);
addPoint(128.38);
AlmostEqual(indicator, 128.187677, 1e-6);
}
