/* * 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; namespace QuantConnect.Tests.Indicators { [TestFixture] public class TriangularMovingAverageTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new TriangularMovingAverage(5); } protected override string TestFileName => "spy_trima.txt"; protected override string TestColumnName => "TRIMA"; [Test] public override void ComparesAgainstExternalData() { foreach (var period in new[] {5, 6}) { RunTestIndicator(new TriangularMovingAverage(period), period); } } [Test] public override void ComparesAgainstExternalDataAfterReset() { foreach (var period in new[] { 5, 6 }) { var indicator = new TriangularMovingAverage(period); RunTestIndicator(indicator, period); indicator.Reset(); RunTestIndicator(indicator, period); } } private void RunTestIndicator(TriangularMovingAverage trima, int period) { TestHelper.TestIndicator(trima, TestFileName, TestColumnName + "_" + period, Assertion); } } }