public void ReturnsDoesNotThrowIndexOutOfRangeException()
{
var dateTime = new DateTime(2020, 02, 01);
var returnsSymbolData = new ReturnsSymbolData(Symbols.EURGBP, 1, 5);
returnsSymbolData.Add(dateTime, 10);
returnsSymbolData.Add(dateTime.AddDays(1), 100);
returnsSymbolData.Add(dateTime.AddDays(2), 5);
var returnsSymbolData2 = new ReturnsSymbolData(Symbols.BTCUSD, 1, 5);
returnsSymbolData2.Add(dateTime.AddDays(1), 33);
returnsSymbolData2.Add(dateTime.AddDays(2), 2);
var returnsSymbolDatas = new Dictionary <Symbol, ReturnsSymbolData>
{
{ Symbols.EURGBP, returnsSymbolData },
{ Symbols.BTCUSD, returnsSymbolData2 },
};
var result = returnsSymbolDatas.FormReturnsMatrix(new List <Symbol> {
Symbols.EURGBP, Symbols.BTCUSD
});
Assert.AreEqual(4, result.Length);
Assert.AreEqual(5m, result[0, 0]);
Assert.AreEqual(2m, result[0, 1]);
Assert.AreEqual(100m, result[1, 0]);
Assert.AreEqual(33m, result[1, 1]);
}
public void ReturnsDoesNotThrowKeyAlreadyExistsException()
{
var returnsSymbolData = new ReturnsSymbolData(Symbols.EURGBP, 1, 5);
var dateTime = new DateTime(2020, 02, 01);
returnsSymbolData.Add(dateTime, 10);
returnsSymbolData.Add(dateTime, 100);
Assert.AreEqual(1, returnsSymbolData.Returns.Count);
Assert.AreEqual(returnsSymbolData.Returns[dateTime], 10);
}