/* * 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 System.Collections.Generic; using System.Linq; using NUnit.Framework; using QuantConnect.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class WindowIdentityTests { [Test] public void WindowIdentityComputesCorrectly() { var indicator = new WindowIdentity(4); var data = new[] {1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m}; var seen = new List(); for (int i = 0; i < data.Length; i++) { var datum = data[i]; seen.Add(datum); indicator.Update(new IndicatorDataPoint(DateTime.Now.AddSeconds(i), datum)); Assert.AreEqual(seen.LastOrDefault(), indicator.Current.Value); } } [Test] public void IsReadyAfterPeriodUpdates() { var indicator = new WindowIdentity(3); indicator.Update(DateTime.UtcNow, 1m); indicator.Update(DateTime.UtcNow, 1m); Assert.IsFalse(indicator.IsReady); indicator.Update(DateTime.UtcNow, 1m); Assert.IsTrue(indicator.IsReady); } [Test] public void ResetsProperly() { var indicator = new WindowIdentity(3); foreach (var data in TestHelper.GetDataStream(4)) { indicator.Update(data); } Assert.IsTrue(indicator.IsReady); indicator.Reset(); TestHelper.AssertIndicatorIsInDefaultState(indicator); indicator.Update(DateTime.UtcNow, 2.0m); Assert.AreEqual(indicator.Current.Value, 2.0m); } [Test] public void CompareAgainstExternalData() { var indicator = new WindowIdentity(14); TestHelper.TestIndicator(indicator, "Close", 1e-2); // test file only has } [Test] public void WarmsUpProperly() { var windowIdentityIndicator = new WindowIdentity("Example", 13); var time = new DateTime(2020, 8, 1); var period = ((IIndicatorWarmUpPeriodProvider)windowIdentityIndicator).WarmUpPeriod; for (var i = 0; i < period; i++) { windowIdentityIndicator.Update(time.AddDays(i), i); Assert.AreEqual(i == period - 1, windowIdentityIndicator.IsReady); } } } }