106 lines
3.8 KiB
MQL5
106 lines
3.8 KiB
MQL5
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//+------------------------------------------------------------------+
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//| UnitTestATR.mq5 |
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//| Unit Tests for Package calc |
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//| Organization: douglasrechia |
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//+------------------------------------------------------------------+
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#property copyright "Douglas Rechia"
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#property link "https://knitpkg.dev"
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#property description "Description: Unit tests for package calc"
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#property description "Organization: douglasrechia"
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#property description "Author: Doug"
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#property description "License: MIT"
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#property description ""
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#property description "Powered by KnitPkg for MetaTrader"
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#property description "https://knitpkg.dev"
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// Include the headers under test
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#include "../knitpkg/include/douglasrechia/calc/Calc.mqh"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool TestATR1()
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{
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douglasrechia::BarMqlRates bar(_Symbol, PERIOD_CURRENT);
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if(!bar.Refresh(15))
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return false;
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double atr0 = douglasrechia::ATR(bar, 5, 0);
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double atr1 = douglasrechia::ATR(bar, 5, 1);
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double atr2 = douglasrechia::ATR(bar, 5, 2);
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double atr0Expected = 0.0;
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for(int i = 0; i < 5; i++)
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{
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double tr = MathMax(bar.High(i) - bar.Low(i),
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MathMax(MathAbs(bar.High(i) - bar.Close(i+1)),
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MathAbs(bar.Low(i) - bar.Close(i+1))));
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atr0Expected += tr;
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}
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atr0Expected /= 5.0;
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double atr1Expected = 0.0;
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for(int i = 1; i < 6; i++)
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{
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double tr = MathMax(bar.High(i) - bar.Low(i),
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MathMax(MathAbs(bar.High(i) - bar.Close(i+1)),
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MathAbs(bar.Low(i) - bar.Close(i+1))));
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atr1Expected += tr;
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}
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atr1Expected /= 5.0;
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double atr2Expected = 0.0;
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for(int i = 2; i < 7; i++)
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{
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double tr = MathMax(bar.High(i) - bar.Low(i),
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MathMax(MathAbs(bar.High(i) - bar.Close(i+1)),
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MathAbs(bar.Low(i) - bar.Close(i+1))));
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atr2Expected += tr;
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}
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atr2Expected /= 5.0;
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return atr0 == atr0Expected && atr1 == atr1Expected && atr2 == atr2Expected;
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}
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//+------------------------------------------------------------------+
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//| DoTests |
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//+------------------------------------------------------------------+
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void DoTests(int &testsPerformed,int &testsPassed)
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{
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string testName="";
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//--- TestATR1
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testsPerformed++;
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testName="TestATR1";
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if(TestATR1())
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{
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testsPassed++;
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PrintFormat("%s pass",testName);
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}
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else
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PrintFormat("%s failed",testName);
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//---
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// Add more tests here as needed
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}
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//+------------------------------------------------------------------+
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//| UnitTests() |
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//+------------------------------------------------------------------+
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void UnitTests(const string packageName)
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{
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PrintFormat("Unit tests for Package %s\n",packageName);
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//--- initial values
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int testsPerformed=0;
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int testsPassed=0;
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//--- test distributions
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DoTests(testsPerformed,testsPassed);
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//--- print statistics
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PrintFormat("\n%d of %d passed",testsPassed,testsPerformed);
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}
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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UnitTests("autoctest");
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}
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//+------------------------------------------------------------------+
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