/* * 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 MinimumTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new Minimum(5); } protected override string TestFileName { get { return "spy_min.txt"; } } protected override string TestColumnName { get { return "MIN_5"; } } [Test] public void ComputesCorrectly() { var min = new Minimum(3); var reference = DateTime.UtcNow; min.Update(reference, 1m); Assert.AreEqual(1m, min.Current.Value); Assert.AreEqual(0, min.PeriodsSinceMinimum); min.Update(reference.AddDays(1), 2m); Assert.AreEqual(1m, min.Current.Value); Assert.AreEqual(1, min.PeriodsSinceMinimum); min.Update(reference.AddDays(2), -1m); Assert.AreEqual(-1m, min.Current.Value); Assert.AreEqual(0, min.PeriodsSinceMinimum); min.Update(reference.AddDays(3), 2m); Assert.AreEqual(-1m, min.Current.Value); Assert.AreEqual(1, min.PeriodsSinceMinimum); min.Update(reference.AddDays(4), 0m); Assert.AreEqual(-1m, min.Current.Value); Assert.AreEqual(2, min.PeriodsSinceMinimum); min.Update(reference.AddDays(5), 3m); Assert.AreEqual(0m, min.Current.Value); Assert.AreEqual(1, min.PeriodsSinceMinimum); min.Update(reference.AddDays(6), 2m); Assert.AreEqual(0m, min.Current.Value); Assert.AreEqual(2, min.PeriodsSinceMinimum); } [Test] public void ResetsProperlyMinimum() { var min = new Minimum(3); min.Update(DateTime.Today, 1m); min.Update(DateTime.Today.AddSeconds(1), 2m); min.Update(DateTime.Today.AddSeconds(2), 1m); Assert.IsTrue(min.IsReady); min.Reset(); Assert.AreEqual(0, min.PeriodsSinceMinimum); TestHelper.AssertIndicatorIsInDefaultState(min); } } }