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 ResetsProperly()
{
var mfi = new MoneyFlowIndex(3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = Decimal.ToInt64(data.Value)
};
mfi.Update(tradeBar);
}
Assert.IsTrue(mfi.IsReady);
Assert.IsTrue(mfi.PositiveMoneyFlow.IsReady);
Assert.IsTrue(mfi.NegativeMoneyFlow.IsReady);
Assert.AreNotEqual(mfi.PreviousTypicalPrice, 0.0m);
mfi.Reset();
Assert.AreEqual(mfi.PreviousTypicalPrice, 0.0m);
TestHelper.AssertIndicatorIsInDefaultState(mfi);
TestHelper.AssertIndicatorIsInDefaultState(mfi.PositiveMoneyFlow);
TestHelper.AssertIndicatorIsInDefaultState(mfi.NegativeMoneyFlow);
}
public override void ResetsProperly()
{
var aps = new AugenPriceSpike(10);
var reference = DateTime.Today;
aps.Update(reference.AddMinutes(1), 5);
aps.Update(reference.AddMinutes(2), 10);
aps.Update(reference.AddMinutes(3), 8);
aps.Update(reference.AddMinutes(4), 12);
aps.Update(reference.AddMinutes(5), 103);
aps.Update(reference.AddMinutes(6), 82);
aps.Update(reference.AddMinutes(7), 55);
aps.Update(reference.AddMinutes(8), 10);
aps.Update(reference.AddMinutes(9), 878);
aps.Update(reference.AddMinutes(10), 84);
aps.Update(reference.AddMinutes(11), 832);
aps.Update(reference.AddMinutes(12), 81);
aps.Update(reference.AddMinutes(13), 867);
aps.Update(reference.AddMinutes(14), 89);
Assert.IsTrue(aps.IsReady);
Assert.AreNotEqual(0m, aps.Current.Value);
aps.Reset();
TestHelper.AssertIndicatorIsInDefaultState(aps);
}
public override void ResetsProperly()
{
var bb = new BollingerBands(2, 2m);
bb.Update(DateTime.Today, 1m);
Assert.IsFalse(bb.IsReady);
bb.Update(DateTime.Today.AddSeconds(1), 2m);
Assert.IsTrue(bb.IsReady);
Assert.IsTrue(bb.StandardDeviation.IsReady);
Assert.IsTrue(bb.LowerBand.IsReady);
Assert.IsTrue(bb.MiddleBand.IsReady);
Assert.IsTrue(bb.UpperBand.IsReady);
Assert.IsTrue(bb.BandWidth.IsReady);
Assert.IsTrue(bb.PercentB.IsReady);
bb.Reset();
TestHelper.AssertIndicatorIsInDefaultState(bb);
TestHelper.AssertIndicatorIsInDefaultState(bb.StandardDeviation);
TestHelper.AssertIndicatorIsInDefaultState(bb.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.MiddleBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.BandWidth);
TestHelper.AssertIndicatorIsInDefaultState(bb.PercentB);
}
public void ResetsProperlyStandardDeviation()
{
var std = new StandardDeviation(3);
std.Update(DateTime.Today, 1m);
std.Update(DateTime.Today.AddSeconds(1), 5m);
std.Update(DateTime.Today.AddSeconds(2), 1m);
Assert.IsTrue(std.IsReady);
std.Reset();
TestHelper.AssertIndicatorIsInDefaultState(std);
}
public void ResetsProperly()
{
var momersion = new MomersionIndicator(7, 20);
RunTestIndicator(momersion, _expectedMinPeriod);
Assert.IsTrue(momersion.IsReady);
momersion.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momersion);
}
public void ResetsProperly()
{
var aroon = new AroonOscillator(3, 3);
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today,
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(1),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(2),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
Assert.IsFalse(aroon.IsReady);
aroon.Update(new TradeBar
{
Symbol = "SPY",
Time = DateTime.Today.AddSeconds(3),
Open = 3m,
High = 7m,
Low = 2m,
Close = 5m,
Volume = 10
});
Assert.IsTrue(aroon.IsReady);
aroon.Reset();
TestHelper.AssertIndicatorIsInDefaultState(aroon);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonUp);
TestHelper.AssertIndicatorIsInDefaultState(aroon.AroonDown);
}
public void ResetsProperly()
{
var fisher = new FisherTransform(10);
//fisher.Update(DateTime.Today, 1m);
//fisher.Update(DateTime.Today.AddSeconds(1), 2m);
Assert.IsFalse(fisher.IsReady);
fisher.Reset();
TestHelper.AssertIndicatorIsInDefaultState(fisher);
//TestHelper.AssertIndicatorIsInDefaultState(fisher.AverageGain);
//TestHelper.AssertIndicatorIsInDefaultState(fisher.AverageLoss);
}
public override void ResetsProperly()
{
var rsi = new RelativeStrengthIndex(2);
rsi.Update(DateTime.Today, 1m);
rsi.Update(DateTime.Today.AddSeconds(1), 2m);
Assert.IsFalse(rsi.IsReady);
rsi.Reset();
TestHelper.AssertIndicatorIsInDefaultState(rsi);
TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageGain);
TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageLoss);
}
public void ResetsProperly(int?minPeriod, int fullPeriod)
{
var momersion = new MomersionIndicator(minPeriod, fullPeriod);
var expected = minPeriod.HasValue ? _expectedMinPeriod : _expectedFullPeriod;
RunTestIndicator(momersion, expected);
Assert.IsTrue(momersion.IsReady);
momersion.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momersion);
}
public void ResetsProperlyMaximum()
{
var max = new Maximum(3);
max.Update(DateTime.Today, 1m);
max.Update(DateTime.Today.AddSeconds(1), 2m);
max.Update(DateTime.Today.AddSeconds(2), 1m);
Assert.IsTrue(max.IsReady);
max.Reset();
Assert.AreEqual(0, max.PeriodsSinceMaximum);
TestHelper.AssertIndicatorIsInDefaultState(max);
}
public void ResetsProperly()
{
var min = new Minimum(3);
min.Update(DateTime.Today, 1m);
min.Update(DateTime.Today.AddSeconds(1), 2m);
min.Update(DateTime.Today.AddSeconds(2), 1m);
Assert.IsTrue(min.IsReady);
min.Reset();
Assert.AreEqual(0, min.PeriodsSinceMinimum);
TestHelper.AssertIndicatorIsInDefaultState(min);
}
public void ResetsProperly()
{
var wilr = new WilliamsPercentR(14);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_williamsR14.txt", false))
{
wilr.Update(data);
}
Assert.IsTrue(wilr.IsReady);
wilr.Reset();
TestHelper.AssertIndicatorIsInDefaultState(wilr);
}
public void ResetsProperly()
{
var momp = new MomentumPercent(50);
foreach (var data in TestHelper.GetDataStream(51))
{
momp.Update(data);
}
Assert.IsTrue(momp.IsReady);
momp.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momp);
}
public void ResetsProperly()
{
var mad = new MeanAbsoluteDeviation(3);
mad.Update(DateTime.Today, 1m);
mad.Update(DateTime.Today.AddSeconds(1), 2m);
mad.Update(DateTime.Today.AddSeconds(1), 1m);
Assert.IsTrue(mad.IsReady);
mad.Reset();
TestHelper.AssertIndicatorIsInDefaultState(mad);
TestHelper.AssertIndicatorIsInDefaultState(mad.Mean);
}
public void ResetsProperly()
{
var roc = new RateOfChange(50);
foreach (var data in TestHelper.GetDataStream(51))
{
roc.Update(data);
}
Assert.IsTrue(roc.IsReady);
roc.Reset();
TestHelper.AssertIndicatorIsInDefaultState(roc);
}
public void ResetsProperly()
{
const int period = 10;
var indicator = new RegressionChannel(period, 2);
var time = DateTime.Now;
for (var i = 0; i < period + 1; i++)
{
indicator.Update(time.AddMinutes(i), 1m);
}
Assert.IsTrue(indicator.IsReady, "Regression Channel ready");
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
}
public void ResetsProperly()
{
var sma = new SimpleMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(4))
{
sma.Update(data);
}
Assert.IsTrue(sma.IsReady);
sma.Reset();
TestHelper.AssertIndicatorIsInDefaultState(sma);
}
public void ResetsProperly()
{
var onBalanceVolumeIndicator = new OnBalanceVolume("OBV");
foreach (var data in TestHelper.GetTradeBarStream("spy_with_obv.txt", false))
{
onBalanceVolumeIndicator.Update(data);
}
Assert.IsTrue(onBalanceVolumeIndicator.IsReady);
onBalanceVolumeIndicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(onBalanceVolumeIndicator);
}
public void ResetsProperly()
{
var delay = new Delay(2);
foreach (var data in TestHelper.GetDataStream(3))
{
delay.Update(data);
}
Assert.IsTrue(delay.IsReady);
Assert.AreEqual(3, delay.Samples);
delay.Reset();
TestHelper.AssertIndicatorIsInDefaultState(delay);
}
public override void ResetsProperly()
{
var indicator = CreateIndicator();
var time = DateTime.Now;
for (var i = 0; i < 20; i++)
{
indicator.Update(time.AddMinutes(i), Prices[i]);
Assert.AreEqual(Expected[i], Math.Round(indicator.Current.Value, 4));
}
Assert.IsTrue(indicator.IsReady, "LeastSquaresMovingAverage Ready");
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
}
public override void ResetsProperly()
{
var sum = (Sum)CreateIndicator();
RunTestIndicator(sum);
Assert.IsTrue(sum.IsReady);
sum.Reset();
TestHelper.AssertIndicatorIsInDefaultState(sum);
Assert.AreEqual(sum.Current.Value, 0m);
sum.Update(DateTime.UtcNow, 1);
Assert.AreEqual(sum.Current.Value, 1m);
}
public void ResetsProperly()
{
var bop = new BalanceOfPower("BOP");
foreach (var data in TestHelper.GetTradeBarStream("spy_bop.txt", false))
{
bop.Update(data);
}
Assert.IsTrue(bop.IsReady);
bop.Reset();
TestHelper.AssertIndicatorIsInDefaultState(bop);
}
public override void ResetsProperly()
{
var ind = CreateIndicator();
foreach (var data in TestHelper.GetTradeBarStream(TestFileName))
{
ind.Update(data);
}
Assert.IsTrue(ind.IsReady);
ind.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ind);
ind.Update(new TradeBar(DateTime.UtcNow, Symbols.SPY, 2m, 2m, 2m, 2m, 1));
Assert.AreEqual(ind.Current.Value, 2m);
}
public void ResetsProperly()
{
var ind = new VolumeWeightedAveragePriceIndicator(50);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_vwap.txt"))
{
ind.Update(data);
}
Assert.IsTrue(ind.IsReady);
ind.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ind);
ind.Update(new TradeBar(DateTime.UtcNow, Symbols.SPY, 2m, 2m, 2m, 2m, 1));
Assert.AreEqual(ind.Current.Value, 2m);
}
public void ResetsProperly()
{
var date = DateTime.Today;
var variance = new Variance("VAR", 10);
foreach (var data in TestHelper.GetTradeBarStream("spy_var.txt"))
{
variance.Update(date, data.Close);
}
Assert.IsTrue(variance.IsReady);
variance.Reset();
TestHelper.AssertIndicatorIsInDefaultState(variance);
}
public void ResetsProperly()
{
int LSMAPeriod = 10;
DateTime time = DateTime.Now;
LeastSquaresMovingAverage LSMA = new LeastSquaresMovingAverage(LSMAPeriod);
for (int i = 0; i < LSMAPeriod + 1; i++)
{
LSMA.Update(new IndicatorDataPoint(time, 1m));
time = time.AddMinutes(1);
}
Assert.IsTrue(LSMA.IsReady, "LSMA ready");
LSMA.Reset();
TestHelper.AssertIndicatorIsInDefaultState(LSMA);
}
public void ResetsProperly()
{
var indicator = new WindowIdentity(3);
foreach (var data in TestHelper.GetDataStream(4))
{
indicator.Update(data);
}
Assert.IsTrue(indicator.IsReady);
indicator.Reset();
TestHelper.AssertIndicatorIsInDefaultState(indicator);
indicator.Update(DateTime.UtcNow, 2.0m);
Assert.AreEqual(indicator.Current.Value, 2.0m);
}
public void ResetsProperly()
{
var sak = new SwissArmyKnife(4, 0.1, SwissArmyKnifeTool.BandPass);
foreach (var data in TestHelper.GetDataStream(5))
{
sak.Update(data);
}
Assert.IsTrue(sak.IsReady);
Assert.AreNotEqual(0m, sak.Current.Value);
Assert.AreNotEqual(0, sak.Samples);
sak.Reset();
TestHelper.AssertIndicatorIsInDefaultState(sak);
}
public override void ResetsProperly()
{
// ema reset is just setting the value and samples back to 0
var ema = new ExponentialMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(5))
{
ema.Update(data);
}
Assert.IsTrue(ema.IsReady);
Assert.AreNotEqual(0m, ema.Current.Value);
Assert.AreNotEqual(0, ema.Samples);
ema.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ema);
}