public static TickValue GetElwTick(double price)
{
double upTickSize = GetElwUpTickSize_Raw(price);
double downTickSize = GetElwDownTickSize_Raw(price);
TickValue tv = new TickValue(upTickSize, downTickSize);
return tv;
}
public void GetOptionTickTest()
{
{
double price = 1.00F;
TickValue expected = new TickValue(0.01F, 0.01F);
TickValue actual;
actual = OptionUtil.GetOptionTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 2.99F;
TickValue expected = new TickValue(0.01F, 0.01F);
TickValue actual;
actual = OptionUtil.GetOptionTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 3.00F;
TickValue expected = new TickValue(0.05F, 0.01F);
TickValue actual;
actual = OptionUtil.GetOptionTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 3.05F;
TickValue expected = new TickValue(0.05F, 0.05F);
TickValue actual;
actual = OptionUtil.GetOptionTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 10.75F;
TickValue expected = new TickValue(0.05F, 0.05F);
TickValue actual;
actual = OptionUtil.GetOptionTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
}
public void GetElwTickTest()
{
{
double price = 1F;
TickValue expected = new TickValue(5, 0);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 4F;
TickValue expected = new TickValue(5, 0);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 5F;
TickValue expected = new TickValue(5, 0);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 6F;
TickValue expected = new TickValue(5, 5);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 10F;
TickValue expected = new TickValue(5, 5);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 5000F;
TickValue expected = new TickValue(10, 5);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 4995F;
TickValue expected = new TickValue(5, 5);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 5010F;
TickValue expected = new TickValue(10, 10);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 9990F;
TickValue expected = new TickValue(10, 10);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 10000F;
TickValue expected = new TickValue(50, 10);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
{
double price = 10050F;
TickValue expected = new TickValue(50, 50);
TickValue actual;
actual = ElwUtil.GetElwTick(price);
Assert.AreEqual(expected.UpTickValue, actual.UpTickValue);
Assert.AreEqual(expected.DownTickValue, actual.DownTickValue);
}
}