public void Calculate_SawShapedFall__ReturnsCorrectly()
{
CheckOutput(DrawDownsCalculator.Calculate(CreateInput(new float[] { 1, 2, 10, 9, 5, 6, 7, 8, 9, 6, 5, 4, 3 })),
new Tuple <float, float>[]
{
Tuple.Create(10f, 3f)
});
}
public void Calculate_FallingValues__ReturnsOneElement()
{
CheckOutput(DrawDownsCalculator.Calculate(CreateInput(new float[] { 4, 3, 2, 1 })),
new Tuple <float, float>[]
{
Tuple.Create(4f, 1f)
});
}
public void Calculate_SawShapedRaise__ReturnsCorrectly()
{
CheckOutput(DrawDownsCalculator.Calculate(CreateInput(new float[] { 1, 2, 3, 5, 4, 3, 4, 5, 6, 7, 10, 9, 8 })),
new Tuple <float, float>[]
{
Tuple.Create(5f, 3f),
Tuple.Create(10f, 8f),
});
}
public void Calculate_TwoDDs__ReturnsTwoDDs()
{
CheckOutput(DrawDownsCalculator.Calculate(CreateInput(new float[] { 1, 2, 3, 4, 3, 2, 6, 7, 8, 7, 5, 1, 3 })),
new Tuple <float, float>[]
{
Tuple.Create(4f, 2f),
Tuple.Create(8f, 1f),
});
}
public void Calculate_RaisingValues__ReturnsEmptyList()
{
DrawDownsCalculator.Calculate(CreateInput(new float[] { 1, 2, 3, 4 })).ShouldBeEmpty();
}
public void Calculate_EqualValues__ReturnsEmptyList()
{
DrawDownsCalculator.Calculate(CreateInput(new float[] { 1, 1, 1 })).ShouldBeEmpty();
}
public void Calculate_OneElement__ReturnsEmptyList()
{
DrawDownsCalculator.Calculate(CreateInput(new float[] { 1 })).ShouldBeEmpty();
}
public void Calculate_EmptyList__ReturnsEmptyList()
{
DrawDownsCalculator.Calculate(new List <SystemValue>()).ShouldBeEmpty();
}
private static void CalculateDrawDowns(SystemStateSummary summary, SystemState systemState)
{
summary.DDTicks = DrawDownsCalculator.Calculate(systemState.Equity);
summary.DDClosedPositions = DrawDownsCalculator.Calculate(systemState.ClosedPositionsEquity);
}
