Beispiel #1
0
        public void AverageLossUsingTimeFrame5UsingClosePrice()
        {
            var averageLoss = new AverageLossIndicator(new ClosePriceIndicator(_data), 5);

            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(5), "0.2");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(6), "0.2");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(7), "0.4");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(8), "0.6");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(9), "0.4");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(10), "0.4");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(11), "0.6");
            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(12), "0.6");
        }
Beispiel #2
0
        public void AverageGainWhenIndexIsZeroMustBeZero()
        {
            var averageLoss = new AverageLossIndicator(new ClosePriceIndicator(_data), 10);

            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(0), 0);
        }
Beispiel #3
0
        public void AverageLossWhenTimeFrameIsGreaterThanIndex()
        {
            var averageLoss = new AverageLossIndicator(new ClosePriceIndicator(_data), 1000);

            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(12), 5d / _data.TickCount);
        }
Beispiel #4
0
        public void AverageLossMustReturnZeroWhenTheDataDoesntGain()
        {
            var averageLoss = new AverageLossIndicator(new ClosePriceIndicator(_data), 4);

            TaTestsUtils.AssertDecimalEquals(averageLoss.GetValue(3), 0);
        }