public void Pe_Ratio_Throws_Exception_When_Dividend_Is_Zero_And_Double()
{
ArgumentException ex = Assert.Throws <ArgumentException>(() =>
{ MathFormulaCalculations.PeRatio(10, 0.0); });
Assert.Equal("Price or Divident cannot be zero!", ex.Message);
}
public void Pe_Ratio_Returns_Result_When_Params_Are_Valid()
{
//Result should be 10/1 = 10
Assert.Equal(10, MathFormulaCalculations.PeRatio(10, 1));
//Result should be 10/2 = 5
Assert.Equal(5, MathFormulaCalculations.PeRatio(10, 2));
}
public void Geometric_Mean_Of_List_With_Three_Values()
{
var values = new List <double> {
2.0, 4.0, 6.0
};
Assert.Equal(3.63, Math.Round(MathFormulaCalculations.GeometricMean(values), 2));
}
public void Geometric_Mean_Of_List_With_One_Value()
{
var values = new List <double> {
2.0
};
Assert.Equal(2, MathFormulaCalculations.GeometricMean(values));
}
public void Geometric_Mean_Of_List_With_Two_Values()
{
var values = new List <double> {
2.0, 4.5
};
Assert.Equal(3, MathFormulaCalculations.GeometricMean(values));
}
public void Fixed_Dividend_Yield_Throws_When_Price_Is_Zero_And_Double()
{
ArgumentException ex = Assert.Throws <ArgumentException>(() =>
{
MathFormulaCalculations.FixedDividend(5, 2, 0.0);
});
Assert.Equal("Price cannot be zero!", ex.Message);
}
public void Geometric_Mean_Of_Empty_List_Throws_Exception()
{
var values = new List <double>();
ArgumentException ex = Assert.Throws <ArgumentException>(testCode: () =>
{
MathFormulaCalculations.GeometricMean(values: values);
});
Assert.Equal(expected: "Values must be not zero", actual: ex.Message);
}
public void Volume_Weighted_Stock_Price_Single_Trade_Sum_Is_Correct()
{
const double manualCalculation = (5.0 * 1.0) / 1.0;
var trades = new List <Trade>
{
new Trade(new CommonStock("NewYork", 5, 5), TradeIndicators.Buy, 5, 1)
};
Assert.Equal(manualCalculation, MathFormulaCalculations.VolumeWeightedStockPrice(trades));
}
public double CalculateVolumeWeightedStockPrice(string stockSymbol, int timeFilter = 5) => DoCalculate(
stockSymbol,
stock =>
{
var fromDateTime = DateTime.UtcNow.Subtract(new TimeSpan(0, timeFilter, 0));
var stockTrades = _trade.GetAllTradesByStockAndDate(stock.Symbol, fromDateTime).ToList();
return(stockTrades.Any()
? MathFormulaCalculations.VolumeWeightedStockPrice(stockTrades)
: 0);
});
public void Volume_Weighted_Stock_Price_Two_Trades_Sum_Is_Correct()
{
const double manualCalculation = ((5.0 * 1.0) + (7.0 * 2.0)) / (1.0 + 2.0);
var trades = new List <Trade>
{
new Trade(new CommonStock("NewYork1", 5, 5), TradeIndicators.Buy, 5, 1),
new Trade(new CommonStock("NewYork2", 10, 5), TradeIndicators.Buy, 7, 2)
};
Assert.Equal(manualCalculation, MathFormulaCalculations.VolumeWeightedStockPrice(trades));
}
public double CalculateSharedIndex()
{
var stockPrices = _tradeablesStocks.Select(s => CalculateVolumeWeightedStockPrice(s.Key)).ToList();
return(MathFormulaCalculations.GeometricMean(stockPrices));
}
public void Fixed_Dividend_Yield__Returns_Double_Result_When_Params_Are_Valid()
{
Assert.Equal(0.0, MathFormulaCalculations.FixedDividend(5, 0, 1));
Assert.Equal(5.0, MathFormulaCalculations.FixedDividend(5, 2, 2));
Assert.Equal(5, MathFormulaCalculations.FixedDividend(10, 1, 2));
}
public override double CalculateDividendYield(double price)
{
return(MathFormulaCalculations.DividendYield(LastDividend, price));
}
public void Last_Dividend_Yield_Throws_When_Price_Is_Zero()
{
ArgumentException ex = Assert.Throws <ArgumentException>(() => { MathFormulaCalculations.DividendYield(5, 0); });
Assert.Equal("Price cannot be zero!", ex.Message);
}
public void Last_Dividend_Yield_Returns_Double_Result_When_Params_Are_Valid()
{
Assert.Equal(10, MathFormulaCalculations.DividendYield(10, 1));
Assert.Equal(5, MathFormulaCalculations.DividendYield(10, 2));
Assert.Equal(0, MathFormulaCalculations.DividendYield(0, -1));
}
public override double CalculateDividendYield(double price)
{
return(MathFormulaCalculations.FixedDividend(_fixedDividend, ParValue, price));
}
public double CalculatePeRatio(double price)
{
return(MathFormulaCalculations.PeRatio(price, CalculateDividendYield(price)));
}
