/* * 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] public class KeltnerChannelsTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new KeltnerChannels(20, 1.5m); } protected override string TestFileName => "spy_with_keltner.csv"; protected override string TestColumnName => "Middle Band"; [Test] public void ComparesWithExternalDataUpperBand() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "Keltner Channels 20 Top", (ind, expected) => Assert.AreEqual( expected, (double) ((KeltnerChannels) ind).UpperBand.Current.Value, 1e-3 ) ); } [Test] public void ComparesWithExternalDataLowerBand() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "Keltner Channels 20 Bottom", (ind, expected) => Assert.AreEqual( expected, (double) ((KeltnerChannels) ind).LowerBand.Current.Value, 1e-3 ) ); } [Test] public void ComparesTimeStampBetweenKeltnerChannelAndMiddleBand() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "Middle Band", (ind, expected) => Assert.AreEqual( ((KeltnerChannels)ind).Current.EndTime, ((KeltnerChannels)ind).MiddleBand.Current.EndTime ) ); } [Test] public override void ResetsProperly() { var kch = CreateIndicator() as KeltnerChannels; foreach (var data in TestHelper.GetTradeBarStream(TestFileName, false)) { kch.Update(data); } Assert.IsTrue(kch.IsReady); Assert.IsTrue(kch.UpperBand.IsReady); Assert.IsTrue(kch.LowerBand.IsReady); Assert.IsTrue(kch.MiddleBand.IsReady); Assert.IsTrue(kch.AverageTrueRange.IsReady); kch.Reset(); TestHelper.AssertIndicatorIsInDefaultState(kch); TestHelper.AssertIndicatorIsInDefaultState(kch.UpperBand); TestHelper.AssertIndicatorIsInDefaultState(kch.LowerBand); TestHelper.AssertIndicatorIsInDefaultState(kch.AverageTrueRange); } } }