/* * 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.Data.Market; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class PremierStochasticOscillatorTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new PremierStochasticOscillator("PSO", 8, 5); } protected override string TestFileName => "spy_pso.csv"; protected override string TestColumnName => "pso"; protected override Action, double> Assertion => (indicator, expected) => Assert.AreEqual(expected, (double)((PremierStochasticOscillator)indicator).Current.Value, 1e-3); [Test] public void IsReadyAfterPeriodUpdates() { int period = 3; int emaPeriod = 2; var pso = new PremierStochasticOscillator(period, emaPeriod); int minInputValues = period + 2 * (emaPeriod - 1); for (int i = 0; i < minInputValues; i++) { var data = new TradeBar { Symbol = Symbol.Empty, Time = DateTime.Now.AddSeconds(i), Close = i }; pso.Update(data); } Assert.IsTrue(pso.IsReady); } } }