/* * 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 RelativeMovingAverageTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new RelativeMovingAverage(5); } protected override string TestFileName => "spy_with_rma.csv"; protected override string TestColumnName => "RMA5"; protected override Action, double> Assertion { get { return (indicator, expected) => Assert.AreEqual(expected, (double)indicator.Current.Value, 1e-2); } } [Test] public override void ResetsProperly() { var rma = new RelativeMovingAverage(5); foreach (var data in TestHelper.GetDataStream(5 * 3)) { Assert.IsFalse(rma.IsReady); rma.Update(data); } Assert.IsTrue(rma.IsReady); rma.Reset(); TestHelper.AssertIndicatorIsInDefaultState(rma); TestHelper.AssertIndicatorIsInDefaultState(rma.ShortAverage); TestHelper.AssertIndicatorIsInDefaultState(rma.MediumAverage); TestHelper.AssertIndicatorIsInDefaultState(rma.LongAverage); rma.Update(DateTime.UtcNow, 2.0m); Assert.AreEqual(rma.Current.Value, 2.0m); } } }