public void ResetsProperly()
{
var cci = new CommodityChannelIndex(2);
cci.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today,
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
Assert.IsFalse(cci.IsReady);
cci.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(1),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
Assert.IsTrue(cci.IsReady);
cci.Reset();
TestHelper.AssertIndicatorIsInDefaultState(cci);
TestHelper.AssertIndicatorIsInDefaultState(cci.TypicalPriceAverage);
TestHelper.AssertIndicatorIsInDefaultState(cci.TypicalPriceMeanDeviation);
}
public void ComparesAgainstExternalData()
{
var cci = new CommodityChannelIndex(14);
TestHelper.TestIndicator(cci, "spy_with_cci.txt", "Commodity Channel Index (CCI) 14", 1e-2);
}
