public void AverageGainUsingTimeFrame5UsingClosePrice() { var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 5); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(5), "0.8"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(6), "0.8"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(7), "0.6"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(8), "0.4"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(9), "0.4"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(10), "0.4"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(11), "0.2"); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(12), "0.2"); }
public void AverageGainWhenIndexIsZeroMustBeZero() { var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 10); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(0), 0); }
public void AverageGainWhenTimeFrameIsGreaterThanIndicatorDataShouldBeCalculatedWithDataSize() { var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 1000); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(12), 6d / _data.TickCount); }
public void AverageGainMustReturnZeroWhenTheDataDoesntGain() { var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 3); TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(9), 0); }