/* * 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.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class ConnorsRelativeStrengthIndexTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new ConnorsRelativeStrengthIndex(3, 2, 100); } protected override string TestFileName => "spy_crsi.csv"; protected override string TestColumnName => "crsi"; [Test] public void DoesNotThrowDivisionByZero() { var crsi = new ConnorsRelativeStrengthIndex(2, 2, 2); for (var i = 0; i < 10; i++) { Assert.DoesNotThrow(() => crsi.Update(DateTime.UtcNow, 0m)); } } [Test] public void IsReadyAfterPeriodUpdates() { var rsiPeriod = 2; var rsiPeriodStreak = 3; var lookBackPeriod = 4; var crsi = new ConnorsRelativeStrengthIndex(rsiPeriod, rsiPeriodStreak, lookBackPeriod); int minInputValues = Math.Max(rsiPeriod, Math.Max(rsiPeriodStreak, lookBackPeriod)); for (int i = 0; i < minInputValues; i++) { Assert.IsFalse(crsi.IsReady); crsi.Update(DateTime.Now, i + 1); } Assert.IsTrue(crsi.IsReady); } } }