/* * 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 System.Linq; using NUnit.Framework; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class DelayTests { [Test] public void DelayZeroThrowsArgumentException() { Assert.Throws(() => { new Delay(0); }, "size of at least 1"); } [Test] public void DelayOneRepeatsFirstInputValue() { var delay = new Delay(1); var data = new IndicatorDataPoint(DateTime.UtcNow, 1m); delay.Update(data); Assert.AreEqual(1m, delay.Current.Value); data = new IndicatorDataPoint(DateTime.UtcNow.AddSeconds(1), 2m); delay.Update(data); Assert.AreEqual(1m, delay.Current.Value); data = new IndicatorDataPoint(DateTime.UtcNow.AddSeconds(1), 2m); delay.Update(data); Assert.AreEqual(2m, delay.Current.Value); } [Test] public void DelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint() { const int start = 1; const int count = 10; for (var i = start; i < count+start; i++) { TestDelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint(i); } } private void TestDelayTakesPeriodPlus2UpdatesToEmitNonInitialPoint(int period) { var delay = new Delay(period); for (var i = 0; i < period + 2; i++) { Assert.AreEqual(0m, delay.Current.Value); delay.Update(new IndicatorDataPoint(DateTime.Today.AddSeconds(i), i)); } Assert.AreEqual(1m, delay.Current.Value); } [Test] public void ResetsProperly() { var delay = new Delay(2); foreach (var data in TestHelper.GetDataStream(3)) { delay.Update(data); } Assert.IsTrue(delay.IsReady); Assert.AreEqual(3, delay.Samples); delay.Reset(); TestHelper.AssertIndicatorIsInDefaultState(delay); } [Test] public void WarmsUpProperly() { var delay = new Delay(20); var count = ((IIndicatorWarmUpPeriodProvider) delay).WarmUpPeriod; var dataArray = TestHelper.GetDataStream(count).ToArray(); for (var i = 0; i < count; i++) { delay.Update(dataArray[i]); Assert.AreEqual(i == count - 1, delay.IsReady); } } } }