/* * 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 { public class ResetCompositeIndicatorTests : CompositeIndicatorTests { [Test] public override void ResetsProperly() { var left = new Maximum("left", 2); var right = new Minimum("right", 2); var resetActionExectuted = false; var resetAction = () => { resetActionExectuted = true; }; var composite = new ResetCompositeIndicator(left, right, (l, r) => l.Current.Value + r.Current.Value, resetAction); left.Update(DateTime.Today, 1m); right.Update(DateTime.Today, -1m); left.Update(DateTime.Today.AddDays(1), -1m); right.Update(DateTime.Today.AddDays(1), 1m); Assert.AreEqual(left.PeriodsSinceMaximum, 1); Assert.AreEqual(right.PeriodsSinceMinimum, 1); composite.Reset(); TestHelper.AssertIndicatorIsInDefaultState(composite); TestHelper.AssertIndicatorIsInDefaultState(left); TestHelper.AssertIndicatorIsInDefaultState(right); Assert.AreEqual(left.PeriodsSinceMaximum, 0); Assert.AreEqual(right.PeriodsSinceMinimum, 0); Assert.IsTrue(resetActionExectuted); } protected override CompositeIndicator CreateCompositeIndicator(IndicatorBase left, IndicatorBase right, CompositeIndicator.IndicatorComposer composer) { return new ResetCompositeIndicator(left, right, composer, () => { }); } } }