/* * 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.Data.Market; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class RelativeVigorIndexTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 10000000m; return new RelativeVigorIndex("RVI", 10); } protected override string TestFileName => "spy_rvi.txt"; protected override string TestColumnName => "RVI"; [Test] public void ComparesWithExternalDataRviSignal() { var rvi = CreateIndicator(); TestHelper.TestIndicator(rvi, TestFileName, "RVI_S", (ind, expected) => Assert.AreEqual(expected, (double) ((RelativeVigorIndex) ind).Signal.Current.Value, 0.06)); } [Test] public void TestDivByZero() // Should give 0 (default) to avoid div by zero errors. { var rvi = CreateIndicator(); for (int i = 0; i < 13; i++) { var tradeBar = new TradeBar { Open = 0m, Close = 0m, High = 0m, Low = 0m, Volume = 1 }; rvi.Update(tradeBar); } Assert.AreEqual(rvi.Current.Value, 0m); Assert.AreEqual(((RelativeVigorIndex) rvi).Signal.Current.Value, 0m); } } }