/* * 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; using System; namespace QuantConnect.Tests.Indicators { [TestFixture] public class RateOfChangeTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new RateOfChange(50); } protected override string TestFileName => "spy_with_rocp50.txt"; protected override string TestColumnName => "Rate of Change % 50"; protected override Action, double> Assertion => (indicator, expected) => Assert.AreEqual(expected, (double) indicator.Current.Value * 100, 1e-3); /// /// Test for issue #5491 /// [Test] public void IndicatorValueIsNotZeroWhenReady() { var indicator = new RateOfChange(1); var time = DateTime.Now; for (int i = 1; i <= indicator.WarmUpPeriod; i++) { indicator.Update(time, i); time = time.AddSeconds(1); Assert.AreEqual(i == indicator.WarmUpPeriod, indicator.IsReady); } Assert.IsTrue(indicator.Current > 0); } } }