/* * 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 ZigZagTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { return new ZigZag("ZigZag", 0.05m, 10); } protected override string TestFileName => "spy_zigzag.csv"; protected override string TestColumnName => "zigzag"; [Test] public void HighPivotShouldBeZeroWhenAllValuesAreEqual() { var zigzag = new ZigZag("ZigZag", 0.05m, 5); var date = new DateTime(2024, 12, 2, 12, 0, 0); for (int i = 0; i < 10; i++) { var data = new TradeBar { Symbol = Symbol.Empty, Time = date, Open = 5, Low = 5, High = 5, }; zigzag.Update(data); } Assert.AreEqual(0m, zigzag.HighPivot.Current.Value); } [Test] public void LowPivotReflectsInputWhenValuesAreEqual() { var zigzag = new ZigZag("ZigZag", 0.05m, 5); var date = new DateTime(2024, 12, 2, 12, 0, 0); var value = 5m; for (int i = 0; i < 10; i++) { var data = new TradeBar { Symbol = Symbol.Empty, Time = date, Open = value, Low = value, High = value, }; zigzag.Update(data); } Assert.AreEqual(value, zigzag.LowPivot.Current.Value); } } }