/* * 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; using QuantConnect.Data.Market; namespace QuantConnect.Tests.Indicators { [TestFixture] public class FractalAdaptiveMovingAverageTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new FractalAdaptiveMovingAverage(16); } protected override string TestFileName => "frama.txt"; protected override string TestColumnName => "Filt"; protected override Action, double> Assertion => (indicator, expected) => Assert.AreEqual(expected, (double) indicator.Current.Value, 0.006); [Test] public override void ResetsProperly() { var frama = new FractalAdaptiveMovingAverage(6); foreach (var data in TestHelper.GetDataStream(7)) { frama.Update(new TradeBar { High = data.Value, Low = data.Value }); } Assert.IsTrue(frama.IsReady); Assert.AreNotEqual(0m, frama.Current.Value); Assert.AreNotEqual(0, frama.Samples); frama.Reset(); TestHelper.AssertIndicatorIsInDefaultState(frama); } } }