/* * 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 HilbertTransformTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new HilbertTransform(); } protected override string TestFileName => "spy_with_hilbert.csv"; protected override string TestColumnName => "Close"; [Test] public void ComparesAgainstExternalDataInPhase() { var hilbertTransform = new HilbertTransform(); TestHelper.TestIndicator( hilbertTransform, TestFileName, "InPhase", (_, expected) => Assert.AreEqual(expected, (double)hilbertTransform.InPhase.Current.Value, 1e-3)); } [Test] public void ComparesAgainstExternalDataQuadrature() { var hilbertTransform = new HilbertTransform(); TestHelper.TestIndicator( hilbertTransform, TestFileName, "Quadrature", (actual, expected) => Assert.AreEqual(expected, (double)hilbertTransform.Quadrature.Current.Value, 1e-3)); } [Test] public override void ResetsProperly() { var hti = new HilbertTransform(length: 2); TestHelper.AssertIndicatorIsInDefaultState(hti); TestHelper.AssertIndicatorIsInDefaultState(hti.Quadrature); TestHelper.AssertIndicatorIsInDefaultState(hti.InPhase); hti.Update(DateTime.Today, 1m); hti.Update(DateTime.Today.AddSeconds(1), 2m); hti.Update(DateTime.Today.AddSeconds(2), 3m); hti.Update(DateTime.Today.AddSeconds(3), 1m); hti.Update(DateTime.Today.AddSeconds(4), 2m); hti.Update(DateTime.Today.AddSeconds(5), 3m); hti.Update(DateTime.Today.AddSeconds(6), 1m); hti.Update(DateTime.Today.AddSeconds(7), 2m); hti.Update(DateTime.Today.AddSeconds(8), 3m); Assert.IsTrue(hti.IsReady); hti.Reset(); TestHelper.AssertIndicatorIsInDefaultState(hti); TestHelper.AssertIndicatorIsInDefaultState(hti.Quadrature); TestHelper.AssertIndicatorIsInDefaultState(hti.InPhase); } }