public void TestGeometricMeanOfVWSP()
{
CommonStock commonStock1 = new CommonStock("Test", 8, 100);
CommonStock commonStock2 = new CommonStock("Second Test", 10, 60);
var now = DateTime.Now;
var oneMinsBeforeNow = now.AddMinutes(-1);
var twoMinsBeforeNow = now.AddMinutes(-2);
var threeMinsBeforeNow = now.AddMinutes(-3);
var fourMinsBeforeNow = now.AddMinutes(-4);
var firstTrade = new Trade(1, TradeIndicator.Buy, 10, oneMinsBeforeNow);
var secondTrade = new Trade(2, TradeIndicator.Buy, 10, twoMinsBeforeNow);
var thirdTrade = new Trade(3, TradeIndicator.Buy, 10, threeMinsBeforeNow);
var fourthTrade = new Trade(4, TradeIndicator.Buy, 10, fourMinsBeforeNow);
var fifthTrade = new Trade(6, TradeIndicator.Buy, 20, fourMinsBeforeNow);
commonStock1.AddNewTrade(firstTrade);
commonStock1.AddNewTrade(secondTrade);
commonStock1.AddNewTrade(thirdTrade);
commonStock2.AddNewTrade(fourthTrade);
commonStock2.AddNewTrade(fifthTrade);
StockMarket market = new StockMarket(new List <CommonStock> {
commonStock1, commonStock2
});
Assert.AreEqual(market.CalculateGBCEWeightedStockPrice(), Math.Sqrt(160), 0.001);
}
public void TestVWSPNoTradesInLastFiveMinutes()
{
CommonStock commonStock = new CommonStock("Test", 8, 100);
var now = DateTime.Now;
var sixMinsFromNow = now.AddMinutes(6);
var sevenMinsFromNow = now.AddMinutes(7);
var sixMinsBeforeNow = now.AddMinutes(-6);
var firstTrade = new Trade(1, TradeIndicator.Buy, 10, sixMinsFromNow);
var secondTrade = new Trade(1, TradeIndicator.Buy, 10, sevenMinsFromNow);
var thirdTrade = new Trade(1, TradeIndicator.Buy, 10, sixMinsBeforeNow);
commonStock.AddNewTrade(firstTrade);
commonStock.AddNewTrade(secondTrade);
commonStock.AddNewTrade(thirdTrade);
Assert.AreEqual(commonStock.CalculateVolumeWeightedStockPrice(), 0);
}
public void TestVolumeWeightedStockPrice()
{
CommonStock commonStock = new CommonStock("Test", 8, 100);
var now = DateTime.Now;
var oneMinsBeforeNow = now.AddMinutes(-1);
var twoMinsBeforeNow = now.AddMinutes(-2);
var threeMinsBeforeNow = now.AddMinutes(-3);
var firstTrade = new Trade(1, TradeIndicator.Buy, 10, oneMinsBeforeNow);
var secondTrade = new Trade(2, TradeIndicator.Buy, 10, twoMinsBeforeNow);
var thirdTrade = new Trade(3, TradeIndicator.Buy, 10, threeMinsBeforeNow);
commonStock.AddNewTrade(firstTrade);
commonStock.AddNewTrade(secondTrade);
commonStock.AddNewTrade(thirdTrade);
Assert.AreEqual(commonStock.CalculateVolumeWeightedStockPrice(), 10);
}
