Add new unit test to CommonIndicatorTests

QuantConnect · Dec 31, 2024 · 1ad35dd · 1ad35dd
1 parent 7f666b6
commit 1ad35dd
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Showing 3 changed files with 67 additions and 1 deletion.
diff --git a/Tests/Indicators/AlphaIndicatorTests.cs b/Tests/Indicators/AlphaIndicatorTests.cs
@@ -393,5 +393,27 @@ public void NullRiskFreeRate()
 
             }
         }
+
+        [Test]
+        public override void TracksPreviousState()
+        {
+            var period = 5;
+            var indicator = new Alpha(Symbols.AAPL, Symbols.SPX, period);
+            var previousValue = indicator.Current.Value;
+
+            // Update the indicator and verify the previous values
+            for (var i = 1; i < 2 * period; i++)
+            {
+                var startTime = _reference.AddDays(1 + i);
+                var endTime = startTime.AddDays(1);
+                indicator.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 1, High = 2, Volume = 100, Close = 1000 + i * 10, Time = startTime, EndTime = endTime });
+                indicator.Update(new TradeBar() { Symbol = Symbols.SPX, Low = 1, High = 2, Volume = 100, Close = 1000 + (i * 15), Time = startTime, EndTime = endTime });
+                // Verify the previous value matches the indicator's previous value
+                Assert.AreEqual(previousValue, indicator.Previous.Value);
+
+                // Update previousValue to the current value for the next iteration
+                previousValue = indicator.Current.Value;
+            }
+        }
     }
 }
diff --git a/Tests/Indicators/BetaIndicatorTests.cs b/Tests/Indicators/BetaIndicatorTests.cs
@@ -258,5 +258,27 @@ public void BetaWithDifferentTimeZones()
             }
             Assert.AreEqual(1, (double)indicator.Current.Value);
         }
+
+        [Test]
+        public override void TracksPreviousState()
+        {
+            var period = 5;
+            var indicator = new Beta(Symbols.SPY, Symbols.AAPL, period);
+            var previousValue = indicator.Current.Value;
+
+            // Update the indicator and verify the previous values
+            for (var i = 1; i < 2 * period; i++)
+            {
+                var startTime = _reference.AddDays(1 + i);
+                var endTime = startTime.AddDays(1);
+                indicator.Update(new TradeBar() { Symbol = Symbols.SPY, Low = 1, High = 2, Volume = 100, Close = 1000 + i * 10, Time = startTime, EndTime = endTime });
+                indicator.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 1, High = 2, Volume = 100, Close = 1000 + (i * 15), Time = startTime, EndTime = endTime });
+                // Verify the previous value matches the indicator's previous value
+                Assert.AreEqual(previousValue, indicator.Previous.Value);
+
+                // Update previousValue to the current value for the next iteration
+                previousValue = indicator.Current.Value;
+            }
+        }
     }
 }
diff --git a/Tests/Indicators/CommonIndicatorTests.cs b/Tests/Indicators/CommonIndicatorTests.cs
@@ -92,7 +92,7 @@ public virtual void TimeMovesForward()
                 var input = GetInput(startDate, i);
                 indicator.Update(input);
             }
-            
+
             Assert.AreEqual(1, indicator.Samples);
         }
 
@@ -142,6 +142,28 @@ indicator is BarIndicator ||
             }
         }
 
+        [Test]
+        public virtual void TracksPreviousState()
+        {
+            var indicator = CreateIndicator();
+            var period = (indicator as IIndicatorWarmUpPeriodProvider)?.WarmUpPeriod;
+
+            var startDate = new DateTime(2024, 1, 1);
+            var previousValue = indicator.Current.Value;
+
+            // Update the indicator and verify the previous values
+            for (var i = 0; i < 2 * period; i++)
+            {
+                indicator.Update(GetInput(startDate, i));
+
+                // Verify the previous value matches the indicator's previous value
+                Assert.AreEqual(previousValue, indicator.Previous.Value);
+
+                // Update previousValue to the current value for the next iteration
+                previousValue = indicator.Current.Value;
+            }
+        }
+
         [Test]
         public virtual void WorksWithLowValues()
         {