# 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. from AlgorithmImports import * class IndicatorTest(): def __init__(self, start_date, security_type, symbol): self.qb = QuantBook() self.qb.SetStartDate(start_date) self.symbol = self.qb.AddSecurity(security_type, symbol).Symbol def __str__(self): return "{} on {}".format(self.symbol.ID, self.qb.StartDate) def test_bollinger_bands(self, symbol, start, end, resolution): ind = BollingerBands(10, 2) return self.qb.IndicatorHistory(ind, symbol, start, end, resolution) def test_average_true_range(self, symbol, start, end, resolution): ind = AverageTrueRange(14) return self.qb.IndicatorHistory(ind, symbol, start, end, resolution) def test_on_balance_volume(self, symbol, start, end, resolution): ind = OnBalanceVolume(symbol) return self.qb.IndicatorHistory(ind, symbol, start, end, resolution) def test_bollinger_bands_backwards_compatibility(self, symbol, start, end, resolution): ind = BollingerBands(10, 2) return self.qb.Indicator(ind, symbol, start, end, resolution) def test_average_true_range_backwards_compatibility(self, symbol, start, end, resolution): ind = AverageTrueRange(14) return self.qb.Indicator(ind, symbol, start, end, resolution) def test_on_balance_volume_backwards_compatibility(self, symbol, start, end, resolution): ind = OnBalanceVolume(symbol) return self.qb.Indicator(ind, symbol, start, end, resolution)