@Test
public void getMaximumNumberOfTradingDaysRequired() {
final int daysGradient = 7;
final SimpleMovingAverageGradientSignals smaGradient =
new SimpleMovingAverageGradientSignals(
lookback, daysGradient, GradientType.NEGATIVE, MATH_CONTEXT);
assertEquals(lookback + daysGradient, smaGradient.getRequiredNumberOfTradingDays());
}
@Test
public void signalsFlat() {
final TradingDayPrices[] data = createTradingPrices();
final int daysGradient = data.length - lookback;
final SimpleMovingAverageGradientSignals smaGradient =
new SimpleMovingAverageGradientSignals(1, daysGradient, GradientType.FLAT, MATH_CONTEXT);
final List<IndicatorSignal> signals = smaGradient.calculateSignals(data);
assertNotNull(signals);
assertEquals(2, signals.size());
assertEquals(data[11].getDate(), signals.get(0).getDate());
assertEquals(data[13].getDate(), signals.get(1).getDate());
}
@Test
public void signalsNegative() {
final TradingDayPrices[] data = createTradingPrices();
final int daysGradient = data.length - 1 - lookback;
final SimpleMovingAverageGradientSignals smaGradient =
new SimpleMovingAverageGradientSignals(
lookback, daysGradient, GradientType.NEGATIVE, MATH_CONTEXT);
final List<IndicatorSignal> signals = smaGradient.calculateSignals(data);
assertNotNull(signals);
assertEquals(5, signals.size());
assertEquals(data[15].getDate(), signals.get(0).getDate());
assertEquals(data[16].getDate(), signals.get(1).getDate());
assertEquals(data[17].getDate(), signals.get(2).getDate());
assertEquals(data[18].getDate(), signals.get(3).getDate());
assertEquals(data[19].getDate(), signals.get(4).getDate());
}
