/* * 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 FunctionalIndicatorTests { [Test] public void ComputesDelegateCorrectly() { var func = new FunctionalIndicator("f", data => data.Value, @this => @this.Samples > 1, () => {/*no reset action required*/}); func.Update(DateTime.Today, 1m); Assert.IsFalse(func.IsReady); Assert.AreEqual(1m, func.Current.Value); func.Update(DateTime.Today.AddSeconds(1), 2m); Assert.IsTrue(func.IsReady); Assert.AreEqual(2m, func.Current.Value); } [Test] public void ResetsProperly() { var inner = new SimpleMovingAverage(2); var func = new FunctionalIndicator("f", data => { inner.Update(data); return inner.Current.Value*2; }, @this => inner.IsReady, () => inner.Reset() ); func.Update(DateTime.Today, 1m); func.Update(DateTime.Today.AddSeconds(1), 2m); Assert.IsTrue(func.IsReady); func.Reset(); TestHelper.AssertIndicatorIsInDefaultState(inner); TestHelper.AssertIndicatorIsInDefaultState(func); } } }