StochasticRSIIndicatorTest.java

/**
 * 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.trackers;

import org.junit.Before;
import org.junit.Test;

import eu.verdelhan.ta4j.TATestsUtils;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.mocks.MockTimeSeries;

public class StochasticRSIIndicatorTest {

    private TimeSeries data;

    @Before
    public void setUp() {
        data = new MockTimeSeries(50.45, 50.30, 50.20, 50.15, 50.05, 50.06,
                50.10, 50.08, 50.03, 50.07, 50.01, 50.14, 50.22, 50.43, 50.50,
                50.56, 50.52, 50.70, 50.55, 50.62, 50.90, 50.82, 50.86, 51.20,
                51.30, 51.10);
    }

    @Test
    public void stochasticRSI() {
        StochasticRSIIndicator srsi = new StochasticRSIIndicator(data, 14);

        TATestsUtils.assertDecimalEquals(srsi.getValue(15), 1);
        TATestsUtils.assertDecimalEquals(srsi.getValue(16), 1);
        TATestsUtils.assertDecimalEquals(srsi.getValue(17), 1);
        TATestsUtils.assertDecimalEquals(srsi.getValue(18), 0.9546);
        TATestsUtils.assertDecimalEquals(srsi.getValue(19), 0.9711);
        TATestsUtils.assertDecimalEquals(srsi.getValue(20), 1);
        TATestsUtils.assertDecimalEquals(srsi.getValue(21), 0.9543);
        TATestsUtils.assertDecimalEquals(srsi.getValue(22), 1);
        TATestsUtils.assertDecimalEquals(srsi.getValue(23), 1);
        TATestsUtils.assertDecimalEquals(srsi.getValue(24), 1);
    }
}