Michael Handschuh
591f6b2127
Refactors existing consolidators, indicators, and helper methods to depend on IBaseData instead of BaseData. These updates also defines an IBaseDataBar to act as an abstraction point between TradeBar and QuoteBar.
41 lines
1.3 KiB
C#
41 lines
1.3 KiB
C#
/*
|
|
* 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;
|
|
|
|
namespace QuantConnect.Tests.Indicators
|
|
{
|
|
[TestFixture]
|
|
public class MidPriceTests : CommonIndicatorTests<IBaseDataBar>
|
|
{
|
|
protected override IndicatorBase<IBaseDataBar> CreateIndicator()
|
|
{
|
|
return new MidPrice(5);
|
|
}
|
|
|
|
protected override string TestFileName
|
|
{
|
|
get { return "spy_midprice.txt"; }
|
|
}
|
|
|
|
protected override string TestColumnName
|
|
{
|
|
get { return "MIDPRICE_5"; }
|
|
}
|
|
}
|
|
}
|