MVWAPIndicatorTest.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.volume;

import static eu.verdelhan.ta4j.TATestsUtils.assertDecimalEquals;

import java.util.ArrayList;
import java.util.List;

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

import eu.verdelhan.ta4j.Tick;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.mocks.MockTick;
import eu.verdelhan.ta4j.mocks.MockTimeSeries;

public class MVWAPIndicatorTest {
protected TimeSeries data;
    
    @Before
    public void setUp() {
        
        List<Tick> ticks = new ArrayList<Tick>();
        ticks.add(new MockTick(44.98, 45.05, 45.17, 44.96, 1));
        ticks.add(new MockTick(45.05, 45.10, 45.15, 44.99, 2));
        ticks.add(new MockTick(45.11, 45.19, 45.32, 45.11, 1));
        ticks.add(new MockTick(45.19, 45.14, 45.25, 45.04, 3));
        ticks.add(new MockTick(45.12, 45.15, 45.20, 45.10, 1));
        ticks.add(new MockTick(45.15, 45.14, 45.20, 45.10, 2));
        ticks.add(new MockTick(45.13, 45.10, 45.16, 45.07, 1));
        ticks.add(new MockTick(45.12, 45.15, 45.22, 45.10, 5));
        ticks.add(new MockTick(45.15, 45.22, 45.27, 45.14, 1));
        ticks.add(new MockTick(45.24, 45.43, 45.45, 45.20, 1));
        ticks.add(new MockTick(45.43, 45.44, 45.50, 45.39, 1));
        ticks.add(new MockTick(45.43, 45.55, 45.60, 45.35, 5));
        ticks.add(new MockTick(45.58, 45.55, 45.61, 45.39, 7));
        ticks.add(new MockTick(45.45, 45.01, 45.55, 44.80, 6));
        ticks.add(new MockTick(45.03, 44.23, 45.04, 44.17, 1));
        ticks.add(new MockTick(44.23, 43.95, 44.29, 43.81, 2));
        ticks.add(new MockTick(43.91, 43.08, 43.99, 43.08, 1));
        ticks.add(new MockTick(43.07, 43.55, 43.65, 43.06, 7));
        ticks.add(new MockTick(43.56, 43.95, 43.99, 43.53, 6));
        ticks.add(new MockTick(43.93, 44.47, 44.58, 43.93, 1));
        data = new MockTimeSeries(ticks);
    }
    
    @Test
    public void mvwap() {
        VWAPIndicator vwap = new VWAPIndicator(data, 5);
        MVWAPIndicator mvwap = new MVWAPIndicator(vwap, 8);
        
        assertDecimalEquals(mvwap.getValue(8), 45.1271);
        assertDecimalEquals(mvwap.getValue(9), 45.1399);
        assertDecimalEquals(mvwap.getValue(10), 45.1530);
        assertDecimalEquals(mvwap.getValue(11), 45.1790);
        assertDecimalEquals(mvwap.getValue(12), 45.2227);
        assertDecimalEquals(mvwap.getValue(13), 45.2533);
        assertDecimalEquals(mvwap.getValue(14), 45.2769);
        assertDecimalEquals(mvwap.getValue(15), 45.2844);
        assertDecimalEquals(mvwap.getValue(16), 45.2668);
        assertDecimalEquals(mvwap.getValue(17), 45.1386);
        assertDecimalEquals(mvwap.getValue(18), 44.9487);
    }
}