/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2017 Marc de Verdelhan & respective authors (see AUTHORS)
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j.indicators.helpers;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator;
import eu.verdelhan.ta4j.mocks.MockTimeSeries;
import org.junit.Before;
import org.junit.Test;
import static eu.verdelhan.ta4j.TATestsUtils.assertDecimalEquals;
import static eu.verdelhan.ta4j.TATestsUtils.assertDecimalNotEquals;
public class SmoothedAverageLossIndicatorTest {
private TimeSeries data;
@Before
public void setUp() {
data = new MockTimeSeries(1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2);
}
@Test
public void smoothedAverageLossUsingTimeFrame5UsingClosePrice() {
SmoothedAverageLossIndicator averageLoss = new SmoothedAverageLossIndicator(new ClosePriceIndicator(data), 5);
assertDecimalEquals(averageLoss.getValue(5), "0.2");
assertDecimalEquals(averageLoss.getValue(6), "0.16");
assertDecimalEquals(averageLoss.getValue(7), "0.328");
assertDecimalEquals(averageLoss.getValue(8), "0.4624");
assertDecimalEquals(averageLoss.getValue(9), "0.36992");
assertDecimalEquals(averageLoss.getValue(10), "0.295936");
assertDecimalEquals(averageLoss.getValue(11), "0.4367488");
assertDecimalEquals(averageLoss.getValue(12), "0.54939904");
}
@Test
public void smoothedAverageLossMustReturnZeroWhenPrecedingDataOnlyGain() {
SmoothedAverageLossIndicator averageLoss = new SmoothedAverageLossIndicator(new ClosePriceIndicator(data), 4);
assertDecimalEquals(averageLoss.getValue(3), 0);
}
@Test
public void smoothedAverageLossMustReturnNonZeroWhenDataLossAtLeastOnce() {
SmoothedAverageLossIndicator averageLoss = new SmoothedAverageLossIndicator(new ClosePriceIndicator(data), 2);
assertDecimalNotEquals(averageLoss.getValue(6), 0);
}
@Test
public void smoothedAverageLossWhenTimeFrameIsGreaterThanIndex() {
SmoothedAverageLossIndicator averageLoss = new SmoothedAverageLossIndicator(new ClosePriceIndicator(data), 1000);
assertDecimalEquals(averageLoss.getValue(12), 5d / data.getTickCount());
}
@Test
public void smoothedAverageLossWhenIndexIsZeroMustBeZero() {
AverageLossIndicator averageLoss = new AverageLossIndicator(new ClosePriceIndicator(data), 10);
assertDecimalEquals(averageLoss.getValue(0), 0);
}
}