/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using NUnit.Framework; using QuantConnect.Data.Market; namespace QuantConnect.Tests.Common.Data.Market { [TestFixture] public class BarTests { [Test] public void UpdatesProperly() { var bar = new Bar(); bar.Update(10); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); bar.Update(20); Assert.AreEqual(10, bar.Open); Assert.AreEqual(20, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(20, bar.Close); bar.Update(5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(20, bar.High); Assert.AreEqual(5, bar.Low); Assert.AreEqual(5, bar.Close); bar.Update(11); Assert.AreEqual(10, bar.Open); Assert.AreEqual(20, bar.High); Assert.AreEqual(5, bar.Low); Assert.AreEqual(11, bar.Close); } [Test] public void DoesNotHandleAssetsWithZeroPrice() { var bar = new Bar(); bar.Update(10); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); // no update performed bar.Update(0); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); bar.Update(-5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(-5, bar.Close); bar.Update(5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(5, bar.Close); bar.Update(50); Assert.AreEqual(10, bar.Open); Assert.AreEqual(50, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(50, bar.Close); } } }