/* * 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 { /// /// Test class for QuantConnect.Indicators.Identity /// [TestFixture] public class IdentityTests { [Test] public void TestIdentityInvariants() { // the invariants of the identity indicator is to be ready after // a single sample has been added, and always produce the same value // as the last ingested value var identity = new Identity("test"); Assert.IsFalse(identity.IsReady); const decimal value = 1m; identity.Update(new IndicatorDataPoint(DateTime.UtcNow, value)); Assert.IsTrue(identity.IsReady); Assert.AreEqual(value, identity.Current.Value); } [Test] public void ResetsProperly() { var identity = new Identity("test"); Assert.IsFalse(identity.IsReady); Assert.AreEqual(0m, identity.Current.Value); foreach (var data in TestHelper.GetDataStream(2)) { identity.Update(data); } Assert.IsTrue(identity.IsReady); Assert.AreEqual(2, identity.Samples); identity.Reset(); Assert.IsFalse(identity.IsReady); Assert.AreEqual(0, identity.Samples); } [Test] public void WarmsUpProperly() { var identityIndicator = new Identity("Example"); var time = new DateTime(2020, 8, 1); var period = ((IIndicatorWarmUpPeriodProvider)identityIndicator).WarmUpPeriod; Assert.IsFalse(identityIndicator.IsReady); for (var i = 0; i < period; i++) { identityIndicator.Update(time.AddDays(i), i); Assert.AreEqual(i == period - 1, identityIndicator.IsReady); } } } }