public void CheckDrawDown()
{
var data = new List <BalancesRow>();
var flows = new FlowRow[] { };
for (var i = 0; i < 1000; i++)
{
data.Add(new BalancesRow()
{
Balance = i % 2 == 0 ? i : -i, DateTimeStamp = new DateTime(i)
});
}
var info = new GeneralInvestingInfo(data, flows);
Assert.AreEqual(info.DrawDown, 1997);
}
private GeneralInvestingInfo getInvestingInfo()
{
var data = new[]
{
new BalancesRow()
{
Balance = 5,
DateTimeStamp = new DateTime(2017, 12, 30)
},
new BalancesRow()
{
Balance = 3,
DateTimeStamp = new DateTime(2018, 1, 5)
},
new BalancesRow()
{
Balance = -5,
DateTimeStamp = new DateTime(2018, 1, 10)
},
new BalancesRow()
{
Balance = -7,
DateTimeStamp = new DateTime(2018, 1, 20)
},
new BalancesRow()
{
Balance = 9,
DateTimeStamp = new DateTime(2018, 2, 15)
},
new BalancesRow()
{
Balance = 20,
DateTimeStamp = new DateTime(2018, 2, 27)
},
new BalancesRow()
{
Balance = 27,
DateTimeStamp = new DateTime(2018, 3, 1)
}
};
var flows = new[] {
new FlowRow()
{
DateTimeStamp = new DateTime(2017, 12, 30),
Payment = 5
},
new FlowRow()
{
DateTimeStamp = new DateTime(2018, 1, 10),
Payment = -3
},
new FlowRow()
{
DateTimeStamp = new DateTime(2018, 2, 15),
Payment = 10
},
};
var ret = new GeneralInvestingInfo(data, flows);
return(ret);
}