@Test
@UsingDataSet("datasets/it_test_dataset_28.xml")
public void testMacdPositiveChange() {
// Arrange
final TradingSite tradingSite = new TradingSite("KRAKEN", "Kraken", "www.kraken.com");
final Currency currency = new Currency("EUR", "Euro", "&euro");
final CryptoCurrency cryptoCurrency = new CryptoCurrency("BTC", "Bitcoin", "BTC");
final TradePair tradePair = new TradePair(1, tradingSite, currency, cryptoCurrency, 0.01F);
final Trading trading = new Trading();
trading.setTradePair(tradePair);
final TradeRule tradeRule = new TradeRule();
final Trend trend = new Trend(1, TrendType.MA, 2, null);
final Macd macd = new Macd(1, trend, trend);
final TradeCondition tradeCondition =
new TradeCondition(
1,
tradeRule,
TradeConditionType.POS_MACD_CHANGE,
macd,
null,
null,
null,
0F,
0F,
0F,
1,
LogicalOperator.AND,
true);
signalBulkDataHandler.setMacd(macd);
signalBulkDataHandler.setTrading(trading);
final MacdPosChange macdPosChange = new MacdPosChange(signalBulkDataHandler);
macdPosChange.setTrading(trading);
macdPosChange.setTradeCondition(tradeCondition);
// Index = 1, period = 1
macdPosChange.setIndex(1);
tradeCondition.setPeriod(1);
// Act
assertFalse(macdPosChange.evaluate());
// Index = 3, period = 1
macdPosChange.setIndex(3);
tradeCondition.setPeriod(1);
// Act
assertTrue(macdPosChange.evaluate());
// Index = 4, period = 1
macdPosChange.setIndex(4);
tradeCondition.setPeriod(1);
// Act
assertFalse(macdPosChange.evaluate());
// Index = 3, period = 3
macdPosChange.setIndex(3);
tradeCondition.setPeriod(3);
// Act
assertTrue(macdPosChange.evaluate());
}
