/* * 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; using QuantConnect.Data.Market; using QuantConnect.Indicators; using System; namespace QuantConnect.Tests.Indicators { [TestFixture] public class AccelerationBandsTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new AccelerationBands(period: 20, width: 4m); } protected override string TestFileName => "spy_acceleration_bands_20_4.txt"; protected override string TestColumnName => "MiddleBand"; [Test] public void ComparesWithExternalDataLowerBand() { var abands = CreateIndicator(); TestHelper.TestIndicator( abands, "spy_acceleration_bands_20_4.txt", "LowerBand", (ind, expected) => Assert.AreEqual(expected, (double) ((AccelerationBands) ind).LowerBand.Current.Value, delta: 1e-4, message: "Lower band test fail.") ); } [Test] public void ComparesWithExternalDataUpperBand() { var abands = CreateIndicator(); TestHelper.TestIndicator( abands, "spy_acceleration_bands_20_4.txt", "UpperBand", (ind, expected) => Assert.AreEqual(expected, (double) ((AccelerationBands) ind).UpperBand.Current.Value, delta: 1e-4, message: "Upper band test fail.") ); } [Test] public void WorksWithLowValues() { var abands = CreateIndicator(); var random = new Random(); var time = DateTime.UtcNow; for(int i = 0; i < 40; i++) { var value = random.NextDouble() * 0.000000000000000000000000000001; Assert.DoesNotThrow(() => abands.Update(new TradeBar { High = (decimal)value, Low = (decimal)value, Time = time.AddDays(i)})); } } } }