/*
 * 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 EaseOfMovementValueTests : CommonIndicatorTests<TradeBar>
    {
        protected override IndicatorBase<TradeBar> CreateIndicator()
        {
            // Even if the indicator is ready, there may be zero values
            ValueCanBeZero = true;
            RenkoBarSize = 0.5m;
            return new EaseOfMovementValue();
        }

        protected override string TestFileName => "spy_emv.txt";

        protected override string TestColumnName => "EMV";
        
        [Test]
        public void TestTradeBarsWithVolume()
        {
            var emv = new EaseOfMovementValue();
            foreach (var data in TestHelper.GetDataStream(4))
            {
                var tradeBar = new TradeBar
                {
                    Open = data.Value,
                    Close = data.Value,
                    High = data.Value,
                    Low = data.Value,
                    Volume = data.Value
                };
                emv.Update(tradeBar);
            }
        }

        protected override Action<IndicatorBase<TradeBar>, double> Assertion
        {
            get { return (indicator, expected) => Assert.AreEqual(expected, (double)indicator.Current.Value, 1); }
        }

        [Test]
        public virtual void PeriodSet()
        {
            var emv = new EaseOfMovementValue(period: 3, scale: 1);
            var reference = System.DateTime.Today;

            emv.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 1, High = 2, Volume = 100, Time = reference.AddMinutes(1) });
            Assert.AreEqual(0, emv.Current.Value);
            Assert.IsFalse(emv.IsReady);

            emv.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 3, High = 4, Volume = 200, Time = reference.AddMinutes(2) });
            Assert.AreEqual(0.005, (double)emv.Current.Value, 0.00001);
            Assert.IsFalse(emv.IsReady);

            emv.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 5, High = 6, Volume = 300, Time = reference.AddMinutes(3) });
            Assert.AreEqual(0.00556, (double)emv.Current.Value, 0.00001);
            Assert.IsTrue(emv.IsReady);

            emv.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 6, High = 7, Volume = 400, Time = reference.AddMinutes(4) });
            Assert.AreEqual(0.00639, (double)emv.Current.Value, 0.00001);
            Assert.IsTrue(emv.IsReady);
        }

        /// <summary>
        /// The final value of this indicator is zero because it uses the Volume of the bars it receives.
        /// Since RenkoBar's don't always have Volume, the final current value is zero. Therefore we
        /// skip this test
        /// </summary>
        /// <param name="indicator"></param>
        protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(IndicatorBase indicator)
        {
        }

        /// <summary>
        /// The final value of this indicator is zero because the bars it's receiving are the same.
        /// Therefore we skip this test
        /// </summary>
        /// <param name="indicator"></param>
        protected override void IndicatorValueIsNotZeroAfterReceiveVolumeRenkoBars(IndicatorBase indicator)
        {
        }
    }
}