/* * 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 System; using NUnit.Framework; using QuantConnect.Data.Market; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class AroonOscillatorTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new AroonOscillator(14, 14); } protected override string TestFileName => "spy_aroon_oscillator.txt"; protected override string TestColumnName => "Aroon Oscillator 14"; [Test] public override void ResetsProperly() { var aroon = new AroonOscillator(3, 3); aroon.Update(new TradeBar { Symbol = Symbols.SPY, Time = DateTime.Today, Open = 3m, High = 7m, Low = 2m, Close = 5m, Volume = 10 }); aroon.Update(new TradeBar { Symbol = Symbols.SPY, Time = DateTime.Today.AddSeconds(1), Open = 3m, High = 7m, Low = 2m, Close = 5m, Volume = 10 }); aroon.Update(new TradeBar { Symbol = Symbols.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 = Symbols.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); } } }