/* * 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.Data.Market; using QuantConnect.Indicators; using System; namespace QuantConnect.Tests.Indicators { [TestFixture] public class IchimokuKinkoHyoTests : CommonIndicatorTests { protected override IndicatorBase CreateIndicator() { RenkoBarSize = 0.1m; VolumeRenkoBarSize = 0.5m; return new IchimokuKinkoHyo(); } protected override string TestFileName => "spy_with_ichimoku.csv"; protected override string TestColumnName => "Tenkan"; protected override Action, double> Assertion => (indicator, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)indicator).Tenkan.Current.Value, 1e-3); [Test] public void ComparesWithExternalDataTenkanMaximum() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "TenkanMaximum", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).TenkanMaximum.Current.Value) ); } [Test] public void ComparesWithExternalDataTenkanMinimum() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "TenkanMinimum", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).TenkanMinimum.Current.Value) ); } [Test] public void ComparesWithExternalDataKijunMaximum() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "KijunMaximum", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).KijunMaximum.Current.Value) ); } [Test] public void ComparesWithExternalDataKijunMinimum() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "KijunMinimum", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).KijunMinimum.Current.Value) ); } [Test] public void ComparesWithExternalDataKijun() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "Kijun", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).Kijun.Current.Value) ); } [Test] public void ComparesWithExternalDataDelayedTenkanSenkouA() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "DelayedTenkanSenkouA", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).DelayedTenkanSenkouA.Current.Value) ); } [Test] public void ComparesWithExternalDataDelayedKijunSenkouA() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "DelayedKijunSenkouA", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).DelayedKijunSenkouA.Current.Value) ); } [Test] public void ComparesWithExternalDataSenkouA() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "Senkou A", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).SenkouA.Current.Value) ); } [Test] public void ComparesWithExternalDataSenkouBMaximum() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "SenkouBMaximum", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).SenkouBMaximum.Current.Value) ); } [Test] public void ComparesWithExternalDataSenkouBMinimum() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "SenkouBMinimum", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).SenkouBMinimum.Current.Value) ); } [Test] public void ComparesWithExternalDataDelayedMaximumSenkouB() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "DelayedMaximumSenkouB", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).DelayedMaximumSenkouB.Current.Value) ); } [Test] public void ComparesWithExternalDataDelayedMinimumSenkouB() { TestHelper.TestIndicator( CreateIndicator(), TestFileName, "DelayedMinimumSenkouB", (ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).DelayedMinimumSenkouB.Current.Value) ); } [Test] public void ComponentsAreNonZeroWhenIndicatorIsReady() { var indicator = new IchimokuKinkoHyo(2, 3, 2, 4, 2, 2); var date = new DateTime(2017, 1, 1); for (int i = 1; i <= indicator.WarmUpPeriod; i++) { var tradeBar = new TradeBar(date + TimeSpan.FromDays(i), Symbols.SPY, 100 * i, 200 * i, 100 * i, 200 * i, 500 * i); indicator.Update(tradeBar); } Assert.IsTrue(indicator.IsReady); Assert.AreNotEqual(0m, indicator.Tenkan.Current.Value); Assert.AreNotEqual(0m, indicator.Kijun.Current.Value); Assert.AreNotEqual(0m, indicator.SenkouA.Current.Value); Assert.AreNotEqual(0m, indicator.SenkouB.Current.Value); } } }