/* * 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 CommodityChannelIndexTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new CommodityChannelIndex(14); } protected override string TestFileName => "spy_with_cci.txt"; protected override string TestColumnName => "Commodity Channel Index (CCI) 14"; protected override Action, double> Assertion => (indicator, expected) => Assert.AreEqual(expected, (double) indicator.Current.Value, 1e-2); [Test] public override void ResetsProperly() { var cci = new CommodityChannelIndex(2); cci.Update(new TradeBar { Symbol = Symbols.SPY, Time = DateTime.Today, Open = 3m, High = 7m, Low = 2m, Close = 5m, Volume = 10 }); Assert.IsFalse(cci.IsReady); cci.Update(new TradeBar { Symbol = Symbols.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); } } }