public void HandlesAssetWithValidZeroPrice()
{
var bar = new Bar();
bar.Update(10);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(10, bar.Close);
bar.Update(0);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(0, bar.Low);
Assert.AreEqual(0, bar.Close);
bar.Update(-5);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(-5, bar.Close);
bar.Update(5);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(5, bar.Close);
bar.Update(50);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(50, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(50, bar.Close);
}
public void UpdatesProperly()
{
var bar = new Bar();
bar.Update(10);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(10, bar.Close);
bar.Update(20);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(20, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(20, bar.Close);
bar.Update(5);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(20, bar.High);
Assert.AreEqual(5, bar.Low);
Assert.AreEqual(5, bar.Close);
bar.Update(11);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(20, bar.High);
Assert.AreEqual(5, bar.Low);
Assert.AreEqual(11, bar.Close);
}
public void DoesNotHandleAssetsWithZeroPrice()
{
var bar = new Bar();
bar.Update(10);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(10, bar.Close);
// no update performed
bar.Update(0);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(10, bar.Low);
Assert.AreEqual(10, bar.Close);
bar.Update(-5);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(-5, bar.Close);
bar.Update(5);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(10, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(5, bar.Close);
bar.Update(50);
Assert.AreEqual(10, bar.Open);
Assert.AreEqual(50, bar.High);
Assert.AreEqual(-5, bar.Low);
Assert.AreEqual(50, bar.Close);
}