/* * 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.Data.Market; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture, Parallelizable(ParallelScope.Fixtures)] public class HeikinAshiTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new HeikinAshi(); } protected override string TestFileName => "spy_heikin_ashi.txt"; protected override string TestColumnName => ""; [Test] public override void ComparesAgainstExternalData() { TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_Open", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Open.Current.Value, 1e-3)); TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_High", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).High.Current.Value, 1e-3)); TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_Low", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Low.Current.Value, 1e-3)); TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "HA_Close", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Close.Current.Value, 1e-3)); TestHelper.TestIndicator(new HeikinAshi(), TestFileName, "Volume", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Volume.Current.Value, 1e-3)); } [Test] public override void ComparesAgainstExternalDataAfterReset() { var indicator = CreateIndicator(); for (var i = 1; i <= 2; i++) { TestHelper.TestIndicator(indicator, TestFileName, "HA_Open", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Open.Current.Value, 1e-3)); indicator.Reset(); TestHelper.TestIndicator(indicator, TestFileName, "HA_High", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).High.Current.Value, 1e-3)); indicator.Reset(); TestHelper.TestIndicator(indicator, TestFileName, "HA_Low", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Low.Current.Value, 1e-3)); indicator.Reset(); TestHelper.TestIndicator(indicator, TestFileName, "HA_Close", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Close.Current.Value, 1e-3)); indicator.Reset(); TestHelper.TestIndicator(indicator, TestFileName, "Volume", (ind, expected) => Assert.AreEqual(expected, (double)((HeikinAshi)ind).Volume.Current.Value, 1e-3)); indicator.Reset(); } } } }