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IlshatGaripov c384fe0e2a
Build & Test Lean / build (push) Has been cancelled
Implements PivotPointsHighLow indicator + tests (#5352) 
* Implements PivotPointsHighLow indicator + tests

# Conflicts:
#	Tests/QuantConnect.Tests.csproj

* Some fixes

* Refactoring + Adds NewPivotPointFormed event

* Fixing tests

* Some fixes for the Get methods to not throw when points array is empty

* To address review + more fixes

* Fixing xml comments typos

* Implements separate rolling windows to calculate highs and low

* Makes the number of last stored indicator values as an input parameter

* Overrides Reset()

* Adds a helper method

* Change numerical return to Enum types

* Changes IsReady condition :

the indicator is ready and starts calculating the pivot point when any of the rollings is ready

* Address reviews

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-05-24 11:09:07 -03:00
..
CandlestickPatterns
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
AbsolutePriceOscillatorTests.cs
Adds AbsolutePriceOscillator indicator (APO)
2016-03-23 20:53:08 +01:00
AccelerationBandsTests.cs
Enable Acceleration Bands support for QuoteBars
2019-04-11 16:11:30 +00:00
AccumulationDistributionOscillatorTests.cs
Adds CommonIndicatorTests base class
2016-02-15 14:42:57 -05:00
AccumulationDistributionTests.cs
Adds CommonIndicatorTests base class
2016-02-15 14:42:57 -05:00
AdvanceDeclineRatioTests.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
AdvanceDeclineRatioVolumeTests.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
ArmsIndexTests.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
ArnaudLegouxMovingAverageTest.cs
ALMA added as MovingAverageType
2017-05-02 11:53:23 -03:00
AroonOscillatorTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
AutoregressiveIntegratedMovingAverageTests.cs
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
AverageDirectionalIndexTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
AverageDirectionalMovementIndexRatingTests.cs
Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating
2018-11-02 22:53:20 +00:00
AverageTrueRangeTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
AwesomeOscillatorTests.cs
Adds the Awesome Oscillator (#5005)
2020-12-11 20:46:07 -03:00
BalanceOfPowerTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
BollingerBandsTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
ChaikinMoneyFlowTests.cs
Adds ChaikinMoneyFlow indicator (#4986)
2020-12-11 18:04:17 -03:00
ChandeMomentumOscillatorTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
CommodityChannelIndexTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
CommonIndicatorTests.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
CompositeIndicatorTests.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
ConstantIndicatorTests.cs
Revert "Fixed a few more warnings"
2015-04-07 13:53:33 -04:00
CoppockCurveTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
DelayTests.cs
Test fixes and updates
2020-04-23 09:59:31 -03:00
DeMarkerIndicatorTests.cs
Adds DeM indicator (#5002)
2020-12-15 08:29:55 -03:00
DetrendedPriceOscillatorTests.cs
headers added.
2017-10-12 10:02:11 -03:00
DonchianChannelTest.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
DoubleExponentialMovingAverageTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
EaseOfMovementValueTests.cs
Feature emv indicator addition (#4591)
2020-08-24 09:54:58 -03:00
ExponentialMovingAverageTests.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
FisherTransformTests.cs
Fixes FishTransform Indicator
2019-05-13 17:57:08 +01:00
FractalAdaptiveMovingAverageTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
FunctionalIndicatorTests.cs
Clean up using directives
2015-09-01 22:17:35 -04:00
HeikinAshiTests.cs
Heikin-Ashi Indicator Fix for Symbol and Volume Information
2020-06-26 12:24:04 -04:00
HullMovingAverageTest.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
IchimokuKinkoHyoTests.cs
Implements IIndicatorWarmUpPeriodProvider in IchimokuKinkoHyo
2019-05-13 21:28:19 +01:00
IdentityTests.cs
Revert "Fixed a few more warnings"
2015-04-07 13:53:33 -04:00
IndicatorExtensionsTests.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
IndicatorTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
KaufmanAdaptiveMovingAverageTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
KeltnerChannelsTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
LeastSquaresMovingAverageTest.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
LinearWeightedMovingAverageTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
LogReturnTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MassIndexTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MaximumTests.cs
Renamed a few test methods
2016-08-19 22:51:17 +02:00
MeanAbsoluteDeviationTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MidPointTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MidPriceTests.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
MinimumTests.cs
Renamed a few test methods
2016-08-19 22:51:17 +02:00
MomentumPercentTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MomentumTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MomersionTests.cs
Reduce Travis Log (#5039)
2020-12-17 12:59:13 -03:00
MoneyFlowIndexTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MovingAverageConvergenceDivergenceTests.cs
Fix MACD WarmUpPeriod and Updating (#5110)
2021-01-08 16:58:53 -03:00
MovingAverageTypeExtensionsTests.cs
Implements WilderMovingAverage indicator
2018-03-21 00:13:37 +00:00
NormalizedAverageTrueRangeTests.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
OnBalanceVolumeTest.cs
Update Tests to respect CA1304 and CA1305
2019-09-12 15:30:46 -04:00
ParabolicStopAndReverseTests.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
PercentagePriceOscillatorTests.cs
Extends PercentagePriceOscillator and UltimateOscillator Indicators With IIndicatorWarmUpPeriodProvider
2019-05-17 15:36:23 +01:00
PivotPointsHighLowTests.cs
Implements PivotPointsHighLow indicator + tests (#5352)
2021-05-24 11:09:07 -03:00
PythonIndicatorNoinheritanceTests.cs
Implements Backward Compatibility for Python Custom Indicator
2019-10-04 19:12:11 +01:00
PythonIndicatorNoinheritanceTestsLegacy.cs
Implements Backward Compatibility for Python Custom Indicator
2019-10-04 19:12:11 +01:00
PythonIndicatorTests.cs
Unit test for RegisterIndicator in Python (#4676)
2020-08-31 19:11:24 -03:00
RateOfChangePercentTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeRatioTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeTests.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
RegressionChannelTest.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
RelativeStrengthIndexTests.cs
Update RSI to handle negative averages
2020-03-17 20:12:34 +01:00
RelativeVigorIndexTests.cs
Feature 4999 -- Adds RVI (#5041)
2021-01-08 11:11:00 -03:00
RollingWindowTests.cs
Update check in RollingWindow.MostRecentlyRemoved
2017-01-25 19:07:31 +01:00
SchaffTrendCycleTests.cs
Overwriting assertion to allow a greater variance
2020-07-28 14:34:08 -07:00
SharpeRatioTests.cs
Adds SharpeRatio indicator (#5348)
2021-03-11 13:35:08 -08:00
SimpleMovingAverageTests.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
StandardDeviationTests.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
StochasticTests.cs
Addresses Peer-Review
2019-05-23 09:59:03 +01:00
SumTests.cs
SumTests Inherits From CommonIndicatorTests
2019-05-17 12:21:53 +01:00
SwissArmyKnifeTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
T3MovingAverageTests.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TestHelper.cs
[tmp] generate equity, but need generic method to parse symbol
2020-07-31 17:53:55 +03:00
TimeSeriesIndicatorTests.cs
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
TriangularMovingAverageTests.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TripleExponentialMovingAverageTests.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TrixTests.cs
Extends SwissArmyKnife, Trix and WilderMovingAverage Indicators With IIndicatorWarmUpPeriodProvider
2019-06-05 18:10:22 +01:00
TrueRangeTests.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
UltimateOscillatorTests.cs
Extends PercentagePriceOscillator and UltimateOscillator Indicators With IIndicatorWarmUpPeriodProvider
2019-05-17 15:36:23 +01:00
VarianceTests.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
VolumeWeightedAveragePriceIndicatorTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
WilderAccumulativeSwingIndexTests.cs
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
WilderSwingIndexTests.cs
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
WilliamsPercentRTests.cs
Extends RelativeStrengthIndex, Stochastic and WilliamsPercentR Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 09:54:02 +01:00
WindowIdentityTests.cs
Adds VWAP indicator via WeightedBy indicator extension
2016-04-21 19:34:52 -03:00