public void BetterThan()
{
AbstractAnalysisCriterion criterion = new NumberOfBarsCriterion();
Assert.IsTrue(criterion.BetterThan(3, 6));
Assert.IsFalse(criterion.BetterThan(6, 2));
}
public void CalculateWithOneTrade()
{
MockTimeSeries series = new MockTimeSeries(100, 95, 100, 80, 85, 70);
Trade t = new Trade(Order.buyAt(2, series), Order.sellAt(5, series));
AbstractAnalysisCriterion numberOfBars = new NumberOfBarsCriterion();
Assert.AreEqual(4, numberOfBars.Calculate(series, t));
}
public void CalculateWithNoTrades()
{
MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105);
AbstractAnalysisCriterion numberOfBars = new NumberOfBarsCriterion();
Assert.AreEqual(0, (int)numberOfBars.Calculate(series, new BaseTradingRecord()));
}
public void CalculateWithTwoTrades()
{
MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105);
ITradingRecord tradingRecord = new BaseTradingRecord(
Order.buyAt(0, series), Order.sellAt(2, series),
Order.buyAt(3, series), Order.sellAt(5, series));
AbstractAnalysisCriterion numberOfBars = new NumberOfBarsCriterion();
Assert.AreEqual(6, numberOfBars.Calculate(series, tradingRecord));
}