/* * 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.Indicators; using System; namespace QuantConnect.Tests.Indicators; [TestFixture] public class DerivativeOscillatorIndicatorTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new DerivativeOscillator("D014", 14, 5, 3, 9); } protected override string TestFileName => "spy_do.csv"; protected override string TestColumnName => "DO"; [Test] public override void ResetsProperly() { var derivativeOscillator = new DerivativeOscillator("D014", 14, 5, 3, 9); var period = derivativeOscillator.WarmUpPeriod; // Generate a stream of random data and calculate the derivative oscillator var seed = 14; Random rand = new Random(seed); var reference = DateTime.Today; for(int i = 0; i < period; i++) { var data = new IndicatorDataPoint(reference.AddSeconds(i), rand.Next()); derivativeOscillator.Update(data); } var expected = derivativeOscillator.Current.Value; Assert.IsTrue(derivativeOscillator.IsReady); Assert.AreNotEqual(0m, derivativeOscillator.Current.Value); Assert.AreNotEqual(0, derivativeOscillator.Samples); // Now do some partial updates for(int i = 0; i < 5; i++) { var data = new IndicatorDataPoint(reference.AddSeconds(i), rand.Next()); derivativeOscillator.Update(data); } // Check if reset functionality works derivativeOscillator.Reset(); TestHelper.AssertIndicatorIsInDefaultState(derivativeOscillator); // Update using the exact same random data stream again to verify if internals were reset properly // But now insert data until it is ready. rand = new Random(seed); reference = DateTime.Today; int j = 0; while (!derivativeOscillator.IsReady) { var data = new IndicatorDataPoint(reference.AddSeconds(j), rand.Next()); derivativeOscillator.Update(data); j++; } Assert.IsTrue(derivativeOscillator.IsReady); Assert.AreNotEqual(0m, derivativeOscillator.Current.Value); Assert.AreNotEqual(0, derivativeOscillator.Samples); // If they are not equal, the internal indicators were not reset properly Assert.AreEqual(expected, derivativeOscillator.Current.Value); } [Test] public void ComparesWithExternalData() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, TestColumnName, (ind, expected) => Assert.AreEqual(expected, (double)((DerivativeOscillator)ind).Current.Value, 1e-9) ); } }