/* * 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 RelativeStrengthIndexTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new RelativeStrengthIndex(14); } protected override string TestFileName => "spy_with_indicators.txt"; protected override string TestColumnName => "RSI 14 Wilder"; [Test] public void ComparesAgainstExternalDataSma() { var rsiSimple = new RelativeStrengthIndex("rsi", 14, MovingAverageType.Simple); TestHelper.TestIndicator(rsiSimple, "RSI 14"); } [Test] public override void ResetsProperly() { var rsi = new RelativeStrengthIndex(2); rsi.Update(DateTime.Today, 1m); rsi.Update(DateTime.Today.AddSeconds(1), 2m); Assert.IsFalse(rsi.IsReady); rsi.Reset(); TestHelper.AssertIndicatorIsInDefaultState(rsi); TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageGain); TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageLoss); } [Test] public void DoesNotThrowDivisionByZero() { var rsi = new RelativeStrengthIndex(14, MovingAverageType.DoubleExponential); rsi.Update(DateTime.UtcNow, 101m); rsi.Update(DateTime.UtcNow, 103m); for (var i = 0; i < 500; i++) { rsi.Update(DateTime.UtcNow, 102m); // validate the expected range Assert.That(rsi >= 0 && rsi <= 100); } } } }