public void BetterThan()
{
IAnalysisCriterion criterion = new NumberOfTicksCriterion();
Assert.IsTrue(criterion.BetterThan(3, 6));
Assert.IsFalse(criterion.BetterThan(6, 2));
}
public void CalculateWithOneTrade()
{
var series = GenerateTimeSeries.From(100, 95, 100, 80, 85, 70);
var t = new Trade(Order.BuyAt(2), Order.SellAt(5));
IAnalysisCriterion numberOfTicks = new NumberOfTicksCriterion();
Assert.AreEqual(4, numberOfTicks.Calculate(series, t), TaTestsUtils.TaOffset);
}
public void CalculateWithNoTrades()
{
var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105);
IAnalysisCriterion numberOfTicks = new NumberOfTicksCriterion();
Assert.AreEqual(0, (int)numberOfTicks.Calculate(series, new TradingRecord()));
}
public void CalculateWithTwoTrades()
{
var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105);
var tradingRecord = new TradingRecord(Order.BuyAt(0), Order.SellAt(2), Order.BuyAt(3), Order.SellAt(5));
IAnalysisCriterion numberOfTicks = new NumberOfTicksCriterion();
Assert.AreEqual(6, numberOfTicks.Calculate(series, tradingRecord), TaTestsUtils.TaOffset);
}
