public void RecordsPopulationAverageScoresOnInsightAnalysisCompleted()
{
var time = new DateTime(2000, 01, 01);
var stats = new StatisticsInsightManagerExtension(new TestAccountCurrencyProvider());
var insight = Insight.Price(Symbols.SPY, Time.OneDay, InsightDirection.Up);
var spySecurityValues = new SecurityValues(insight.Symbol, time, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), 100m, 1m, 125000, 1m);
var context = new InsightAnalysisContext(insight, spySecurityValues, insight.Period);
context.Score.SetScore(InsightScoreType.Direction, .55, time);
context.Score.SetScore(InsightScoreType.Magnitude, .25, time);
stats.OnInsightAnalysisCompleted(context);
Assert.AreEqual(context.Score.Direction, stats.Statistics.RollingAveragedPopulationScore.Direction);
Assert.AreEqual(context.Score.Magnitude, stats.Statistics.RollingAveragedPopulationScore.Magnitude);
}
public void IgnoresFlatInsightsWithScore(InsightScoreType scoreType, InsightType insightType, double?magnitude)
{
var time = new DateTime(2000, 01, 01);
var stats = new StatisticsInsightManagerExtension(new TestAccountCurrencyProvider());
var insight = new Insight(Symbols.SPY, TimeSpan.FromDays(1), insightType, InsightDirection.Flat, magnitude, null);
var spySecurityValues = new SecurityValues(insight.Symbol, time, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), 100m, 1m, 125000, 1m);
var context = new InsightAnalysisContext(insight, spySecurityValues, insight.Period);
context.Score.SetScore(InsightScoreType.Direction, .55, time);
context.Score.SetScore(InsightScoreType.Magnitude, .25, time);
stats.OnInsightAnalysisCompleted(context);
Assert.AreEqual(0.0, stats.Statistics.RollingAveragedPopulationScore.Direction);
Assert.AreEqual(0.0, stats.Statistics.RollingAveragedPopulationScore.Magnitude);
}
public void DefaultConstructorHasZeroWarmupPeriodForPopulationAverageScores()
{
var stats = new StatisticsInsightManagerExtension(new TestAccountCurrencyProvider());
Assert.IsTrue(stats.RollingAverageIsReady);
}