/* * 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.Data.Market; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class SuperTrendTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 1m; VolumeRenkoBarSize = 0.5m; return new SuperTrend(10,3); } protected override string TestFileName => "dwac_supertrend.txt"; protected override string TestColumnName => "Super"; protected override Action, double> Assertion { get { return (indicator, expected) => Assert.AreEqual(expected, (double)indicator.Current.Value, 0.05); } } [Test] public void Getters() { var STR = new SuperTrend(10, 3); foreach (var data in TestHelper.GetDataStream(100)) { var tradeBar = new TradeBar { Open = data.Value, Close = data.Value, High = data.Value, Low = data.Value, Volume = data.Value }; STR.Update(tradeBar); } Assert.IsTrue(STR.IsReady); Assert.AreNotEqual(0, STR.BasicUpperBand); Assert.AreNotEqual(0, STR.BasicLowerBand); Assert.AreNotEqual(0, STR.CurrentTrailingUpperBand); Assert.AreNotEqual(0, STR.CurrentTrailingLowerBand); } [Test] public override void ResetsProperly() { var STR = new SuperTrend(10, 3); foreach (var data in TestHelper.GetDataStream(100)) { var tradeBar = new TradeBar { Open = data.Value, Close = data.Value, High = data.Value, Low = data.Value, Volume = data.Value }; STR.Update(tradeBar); } Assert.IsTrue(STR.IsReady); STR.Reset(); TestHelper.AssertIndicatorIsInDefaultState(STR); } } }