chore: more tests (#835)

DaveSkender · Jun 26, 2022 · 4c8e83e · 4c8e83e
1 parent 869e8fe
commit 4c8e83e
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Showing 70 changed files with 699 additions and 216 deletions.
diff --git a/src/m-r/PivotPoints/PivotPoints.Series.cs b/src/m-r/PivotPoints/PivotPoints.Series.cs
@@ -26,15 +26,6 @@ internal static List<PivotPointsResult> CalcPivotPoints<TQuote>(
 
         int windowId = GetWindowNumber(h0.Date, windowSize);
 
-        if (windowId == 0)
-        {
-            throw new ArgumentOutOfRangeException(nameof(windowSize), windowSize,
-                string.Format(
-                    EnglishCulture,
-                    "Pivot Points does not support PeriodSize of {0}.  See documentation for valid options.",
-                    Enum.GetName(typeof(PeriodSize), windowSize)));
-        }
-
         int windowEval;
         bool firstWindow = true;
 
@@ -215,7 +206,7 @@ internal static TPivotPoint GetPivotPointWoodie<TPivotPoint>(
             PivotPointType.Demark => GetPivotPointDemark<TPivotPoint>(open, high, low, close),
             PivotPointType.Fibonacci => GetPivotPointFibonacci<TPivotPoint>(high, low, close),
             PivotPointType.Woodie => GetPivotPointWoodie<TPivotPoint>(open, high, low),
-            _ => default
+            _ => throw new ArgumentOutOfRangeException(nameof(pointType), pointType, "Invalid pointType provided.")
         };
 
     // window size lookup
@@ -226,6 +217,10 @@ private static int GetWindowNumber(DateTime d, PeriodSize windowSize)
             PeriodSize.Week => EnglishCalendar.GetWeekOfYear(d, EnglishCalendarWeekRule, EnglishFirstDayOfWeek),
             PeriodSize.Day => d.Day,
             PeriodSize.OneHour => d.Hour,
-            _ => 0
+            _ => throw new ArgumentOutOfRangeException(nameof(windowSize), windowSize,
+                string.Format(
+                    EnglishCulture,
+                    "Pivot Points does not support PeriodSize of {0}.  See documentation for valid options.",
+                    Enum.GetName(typeof(PeriodSize), windowSize)))
         };
 }
diff --git a/tests/indicators/_common/Test.QuoteUtility.cs b/tests/indicators/_common/Test.QuoteUtility.cs
@@ -10,13 +10,12 @@ public class QuoteUtility : TestBase
     public void QuoteToBasicTuple()
     {
         DateTime d = DateTime.Parse("5/5/2055", EnglishCulture);
-        Random rand = new();
 
-        decimal o = 10000m * (decimal)rand.NextDouble();
-        decimal h = 10000m * (decimal)rand.NextDouble();
-        decimal l = 10000m * (decimal)rand.NextDouble();
-        decimal c = 10000m * (decimal)rand.NextDouble();
-        decimal v = 10000m * (decimal)rand.NextDouble();
+        decimal l = 111111111111111m;
+        decimal o = 222222222222222m;
+        decimal c = 333333333333333m;
+        decimal h = 444444444444444m;
+        decimal v = 555555555555555m;
         decimal hl2 = (h + l) / 2m;
         decimal hlc3 = (h + l + c) / 3m;
         decimal oc2 = (o + c) / 2m;
@@ -63,19 +62,88 @@ public void QuoteToBasicTuple()
         Assert.AreEqual(
             NullMath.Round((double)ohlc4, 10),
             NullMath.Round(q.ToBasicTuple(CandlePart.OHLC4).Item2, 10));
+
+        // bad argument
+        Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+            q.ToBasicTuple((CandlePart)999));
+
+        // bad argument
+        Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+            q.ToBasicData((CandlePart)999));
+    }
+
+    [TestMethod]
+    public void QuoteToBasicData()
+    {
+        DateTime d = DateTime.Parse("5/5/2055", EnglishCulture);
+
+        decimal l = 111111111111111m;
+        decimal o = 222222222222222m;
+        decimal c = 333333333333333m;
+        decimal h = 444444444444444m;
+        decimal v = 555555555555555m;
+        decimal hl2 = (h + l) / 2m;
+        decimal hlc3 = (h + l + c) / 3m;
+        decimal oc2 = (o + c) / 2m;
+        decimal ohl3 = (o + h + l) / 3m;
+        decimal ohlc4 = (o + h + l + c) / 4m;
+
+        Quote q = new()
+        {
+            Date = d,
+            Open = o,
+            High = h,
+            Low = l,
+            Close = c,
+            Volume = v
+        };
+
+        Assert.AreEqual(
+            NullMath.Round((double)o, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.Open).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)h, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.High).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)l, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.Low).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)c, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.Close).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)v, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.Volume).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)hl2, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.HL2).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)hlc3, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.HLC3).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)oc2, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.OC2).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)ohl3, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.OHL3).Value, 10));
+        Assert.AreEqual(
+            NullMath.Round((double)ohlc4, 10),
+            NullMath.Round(q.ToBasicData(CandlePart.OHLC4).Value, 10));
+
+        // bad argument
+        Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+            q.ToBasicData((CandlePart)999));
     }
 
     [TestMethod]
     public void QuoteDToBasicTuple()
     {
         DateTime d = DateTime.Parse("5/5/2055", EnglishCulture);
-        Random rand = new();
 
-        double o = 10000 * rand.NextDouble();
-        double h = 10000 * rand.NextDouble();
-        double l = 10000 * rand.NextDouble();
-        double c = 10000 * rand.NextDouble();
-        double v = 10000 * rand.NextDouble();
+        double l = 111111111111111;
+        double o = 222222222222222;
+        double c = 333333333333333;
+        double h = 444444444444444;
+        double v = 555555555555555;
         double hl2 = (h + l) / 2;
         double hlc3 = (h + l + c) / 3;
         double oc2 = (o + c) / 2;
@@ -122,5 +190,9 @@ public void QuoteDToBasicTuple()
         Assert.AreEqual(
             NullMath.Round((double)ohlc4, 10),
             NullMath.Round(q.ToBasicTuple(CandlePart.OHLC4).Item2, 10));
+
+        // bad argument
+        Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+            q.ToBasicTuple((CandlePart)999));
     }
 }
diff --git a/tests/indicators/a-d/Adl/Adl.Tests.cs b/tests/indicators/a-d/Adl/Adl.Tests.cs
@@ -51,7 +51,7 @@ public void WithSma()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetAdl()

diff --git a/tests/indicators/a-d/Adx/Adx.Tests.cs b/tests/indicators/a-d/Adx/Adx.Tests.cs
@@ -50,7 +50,7 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetAdx(14)

diff --git a/tests/indicators/a-d/Alligator/Alligator.Tests.cs b/tests/indicators/a-d/Alligator/Alligator.Tests.cs
@@ -48,10 +48,24 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Use()
+    public void UseTuple()
     {
         IEnumerable<AlligatorResult> results = quotes
-            .Use(CandlePart.Close)
+            .Use(CandlePart.HL2)
+            .GetAlligator();
+
+        Assert.AreEqual(502, results.Count());
+        Assert.AreEqual(482, results.Where(x => x.Jaw != null).Count());
+
+        AlligatorResult last = results.LastOrDefault();
+        Assert.AreEqual(244.29591, NullMath.Round(last.Lips, 5));
+    }
+
+    [TestMethod]
+    public void Chainee()
+    {
+        IEnumerable<AlligatorResult> results = quotes
+            .GetSma(1)
             .GetAlligator();
 
         Assert.AreEqual(502, results.Count());

diff --git a/tests/indicators/a-d/Alma/Alma.Tests.cs b/tests/indicators/a-d/Alma/Alma.Tests.cs
@@ -44,44 +44,44 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Use()
+    public void UseTuple()
     {
         IEnumerable<AlmaResult> results = quotes
             .Use(CandlePart.Close)
-            .GetAlma(10, 0.86, 6);
+            .GetAlma(10, 0.85, 6);
+
+        Assert.AreEqual(502, results.Count());
+        Assert.AreEqual(493, results.Where(x => x.Alma != null).Count());
+
+        AlmaResult last = results.LastOrDefault();
+        Assert.AreEqual(242.1871, NullMath.Round(last.Alma, 4));
+    }
+
+    [TestMethod]
+    public void Chainee()
+    {
+        IEnumerable<AlmaResult> results = quotes
+            .GetSma(1)
+            .GetAlma(10, 0.85, 6);
 
         Assert.AreEqual(502, results.Count());
         Assert.AreEqual(493, results.Where(x => x.Alma != null).Count());
     }
 
     [TestMethod]
-    public void Chaining()
+    public void Chainor()
     {
         int lookbackPeriods = 10;
         double offset = 0.85;
         double sigma = 6;
 
-        List<AlmaResult> standard = quotes
-            .GetAlma(lookbackPeriods, offset, sigma)
-            .ToList();
-
-        List<AlmaResult> results = quotes
-            .Use(CandlePart.Close)
+        List<SmaResult> results = quotes
             .GetAlma(lookbackPeriods, offset, sigma)
+            .GetSma(10)
             .ToList();
 
-        // assertions
-        Assert.AreEqual(502, results.Count);
-        Assert.AreEqual(493, results.Where(x => x.Alma != null).Count());
-
-        for (int i = 0; i < results.Count; i++)
-        {
-            AlmaResult s = standard[i];
-            AlmaResult c = results[i];
-
-            Assert.AreEqual(s.Date, c.Date);
-            Assert.AreEqual(s.Alma, c.Alma);
-        }
+        Assert.AreEqual(493, results.Count);
+        Assert.AreEqual(484, results.Where(x => x.Sma != null).Count());
     }
 
     [TestMethod]

diff --git a/tests/indicators/a-d/Aroon/Aroon.Tests.cs b/tests/indicators/a-d/Aroon/Aroon.Tests.cs
@@ -48,7 +48,7 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetAroon(25)

diff --git a/tests/indicators/a-d/Atr/Atr.Tests.cs b/tests/indicators/a-d/Atr/Atr.Tests.cs
@@ -46,7 +46,7 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetAtr(10)

diff --git a/tests/indicators/a-d/Awesome/Awesome.Tests.cs b/tests/indicators/a-d/Awesome/Awesome.Tests.cs
@@ -37,7 +37,7 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Use()
+    public void UseTuple()
     {
         IEnumerable<AwesomeResult> results = quotes
             .Use(CandlePart.Close)
@@ -48,7 +48,18 @@ public void Use()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainee()
+    {
+        IEnumerable<AwesomeResult> results = quotes
+            .GetSma(1)
+            .GetAwesome();
+
+        Assert.AreEqual(502, results.Count());
+        Assert.AreEqual(469, results.Where(x => x.Oscillator != null).Count());
+    }
+
+    [TestMethod]
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetAwesome()

diff --git a/tests/indicators/a-d/BasicQuote/BasicQuote.Tests.cs b/tests/indicators/a-d/BasicQuote/BasicQuote.Tests.cs
@@ -56,16 +56,16 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Use()
+    public void UseTuple()
     {
-        var results = quotes
+        IEnumerable<(DateTime Date, double Value)> results = quotes
             .Use(CandlePart.Close);
 
         Assert.AreEqual(502, results.Count());
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetBaseQuote(CandlePart.Close)

diff --git a/tests/indicators/a-d/Beta/Beta.Tests.cs b/tests/indicators/a-d/Beta/Beta.Tests.cs
@@ -112,7 +112,7 @@ public void Down()
     }
 
     [TestMethod]
-    public void Use()
+    public void UseTuple()
     {
         IEnumerable<BetaResult> results = otherQuotes
             .Use(CandlePart.Close)
@@ -123,7 +123,7 @@ public void Use()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = otherQuotes
             .GetBeta(quotes, 20)

diff --git a/tests/indicators/a-d/BollingerBands/BollingerBands.Tests.cs b/tests/indicators/a-d/BollingerBands/BollingerBands.Tests.cs
@@ -44,7 +44,7 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Use()
+    public void UseTuple()
     {
         IEnumerable<BollingerBandsResult> results = quotes
             .Use(CandlePart.Close)
@@ -55,7 +55,18 @@ public void Use()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainee()
+    {
+        IEnumerable<BollingerBandsResult> results = quotes
+            .GetSma(1)
+            .GetBollingerBands();
+
+        Assert.AreEqual(502, results.Count());
+        Assert.AreEqual(483, results.Where(x => x.UpperBand != null).Count());
+    }
+
+    [TestMethod]
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetBollingerBands()

diff --git a/tests/indicators/a-d/Bop/Bop.Tests.cs b/tests/indicators/a-d/Bop/Bop.Tests.cs
@@ -36,7 +36,7 @@ public void Standard()
     }
 
     [TestMethod]
-    public void Chained()
+    public void Chainor()
     {
         IEnumerable<SmaResult> results = quotes
             .GetBop(14)