/* * 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.Indicators; namespace QuantConnect.Tests.Indicators { [TestFixture] public class ZeroLagExponentialMovingAverageTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new ZeroLagExponentialMovingAverage(5); } protected override string TestFileName => "spy_with_zlema.csv"; protected override string TestColumnName => "ZLEMA5"; [Test] public void IsReadyAfterPeriodUpdates() { var zlema = new ZeroLagExponentialMovingAverage(5); zlema.Update(new DateTime(2024, 07, 05, 0, 0, 0), 1m); zlema.Update(new DateTime(2024, 07, 05, 0, 1, 0), 1m); zlema.Update(new DateTime(2024, 07, 05, 0, 2, 0), 1m); zlema.Update(new DateTime(2024, 07, 05, 0, 3, 0), 1m); zlema.Update(new DateTime(2024, 07, 05, 0, 4, 0), 1m); zlema.Update(new DateTime(2024, 07, 05, 0, 5, 0), 1m); Assert.IsFalse(zlema.IsReady); zlema.Update(new DateTime(2024, 07, 05, 0, 6, 0), 1m); Assert.IsTrue(zlema.IsReady); Assert.AreEqual(zlema.WarmUpPeriod, 7); } [Test] public override void ResetsProperly() { var zlema = new ZeroLagExponentialMovingAverage(3); foreach (var data in TestHelper.GetDataStream(4)) { zlema.Update(data); } Assert.IsTrue(zlema.IsReady); zlema.Reset(); TestHelper.AssertIndicatorIsInDefaultState(zlema); zlema.Update(new DateTime(2024, 07, 05, 0, 0, 0), 2.0m); zlema.Update(new DateTime(2024, 07, 05, 0, 1, 0), 2.0m); zlema.Update(new DateTime(2024, 07, 05, 0, 2, 0), 2.0m); zlema.Update(new DateTime(2024, 07, 05, 0, 3, 0), 2.0m); Assert.AreEqual(zlema.Current.Value, 2.0m); } } }