/* * 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.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class MovingAverageTypeExtensionsTests { [Test] public void CreatesCorrectAveragingIndicator() { var indicator = MovingAverageType.Simple.AsIndicator(1); Assert.IsInstanceOf(typeof(SimpleMovingAverage), indicator); indicator = MovingAverageType.Exponential.AsIndicator(1); Assert.IsInstanceOf(typeof(ExponentialMovingAverage), indicator); indicator = MovingAverageType.Wilders.AsIndicator(1); Assert.IsInstanceOf(typeof(WilderMovingAverage), indicator); indicator = MovingAverageType.LinearWeightedMovingAverage.AsIndicator(1); Assert.IsInstanceOf(typeof(LinearWeightedMovingAverage), indicator); indicator = MovingAverageType.DoubleExponential.AsIndicator(1); Assert.IsInstanceOf(typeof(DoubleExponentialMovingAverage), indicator); indicator = MovingAverageType.TripleExponential.AsIndicator(1); Assert.IsInstanceOf(typeof(TripleExponentialMovingAverage), indicator); indicator = MovingAverageType.Triangular.AsIndicator(1); Assert.IsInstanceOf(typeof(TriangularMovingAverage), indicator); indicator = MovingAverageType.T3.AsIndicator(1); Assert.IsInstanceOf(typeof(T3MovingAverage), indicator); indicator = MovingAverageType.Kama.AsIndicator(1); Assert.IsInstanceOf(typeof(KaufmanAdaptiveMovingAverage), indicator); indicator = MovingAverageType.Hull.AsIndicator(4); Assert.IsInstanceOf(typeof(HullMovingAverage), indicator); indicator = MovingAverageType.Alma.AsIndicator(9); Assert.IsInstanceOf(typeof(ArnaudLegouxMovingAverage), indicator); string name = string.Empty; indicator = MovingAverageType.Simple.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(SimpleMovingAverage), indicator); indicator = MovingAverageType.Exponential.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(ExponentialMovingAverage), indicator); indicator = MovingAverageType.Wilders.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(WilderMovingAverage), indicator); indicator = MovingAverageType.LinearWeightedMovingAverage.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(LinearWeightedMovingAverage), indicator); indicator = MovingAverageType.DoubleExponential.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(DoubleExponentialMovingAverage), indicator); indicator = MovingAverageType.TripleExponential.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(TripleExponentialMovingAverage), indicator); indicator = MovingAverageType.Triangular.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(TriangularMovingAverage), indicator); indicator = MovingAverageType.T3.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(T3MovingAverage), indicator); indicator = MovingAverageType.Kama.AsIndicator(name, 1); Assert.IsInstanceOf(typeof(KaufmanAdaptiveMovingAverage), indicator); indicator = MovingAverageType.Hull.AsIndicator(name, 4); Assert.IsInstanceOf(typeof(HullMovingAverage), indicator); indicator = MovingAverageType.Alma.AsIndicator(name, 9); Assert.IsInstanceOf(typeof(ArnaudLegouxMovingAverage), indicator); indicator = MovingAverageType.Zlema.AsIndicator(name, 9); Assert.IsInstanceOf(typeof(ZeroLagExponentialMovingAverage), indicator); indicator = MovingAverageType.MGD.AsIndicator(name, 9); Assert.IsInstanceOf(typeof(McGinleyDynamic), indicator); } } }