public void BetaOfFloatList_SourceIsNull_ArgumentNullExceptionThrown()
{
IEnumerable <BetaSampleItem <float> > source = DataGenerator.CreateBetaSampleItemsList <float>();
IEnumerable <float> measure1 = null;
IEnumerable <float> measure2 = source.Select(x => x.AssetReturn);
Action comparison = () =>
{
measure1.Beta(measure2);
};
comparison.ShouldThrow <ArgumentNullException>();
measure1 = source.Select(x => x.MarketReturn);
measure2 = null;
comparison = () =>
{
measure1.Beta(measure2);
};
comparison.ShouldThrow <ArgumentNullException>();
}
public void BetaOfFloatList_SourceIsNotEmptyAndTheSameLength_BetaReturned()
{
IEnumerable <BetaSampleItem <float> > source = DataGenerator.CreateBetaSampleItemsList <float>();
var marketReturns = source.Select(x => x.MarketReturn);
var assetReturns = source.Select(x => x.AssetReturn);
marketReturns.Beta(assetReturns).Should().Be(0.7275786672584273763846257811F);
}
public void BetaOfFloatProperty_SelectorIsNull_ArgumentNullExceptionThrown()
{
IEnumerable <BetaSampleItem <float> > source = DataGenerator.CreateBetaSampleItemsList <float>();
Func <BetaSampleItem <float>, float> selector = null;
Action comparison = () =>
{
source
.OrderBy(x => x.ReferenceDate)
.Beta(selector, x => x.AssetReturn);
};
comparison.ShouldThrow <ArgumentNullException>();
comparison = () =>
{
source
.OrderBy(x => x.ReferenceDate)
.Beta(x => x.MarketReturn, selector);
};
comparison.ShouldThrow <ArgumentNullException>();
}
public void BetaOfFloat_SourceIsNotEmpty_BetaReturned()
{
IEnumerable <BetaSampleItem <float> > source = DataGenerator.CreateBetaSampleItemsList <float>();
source.Beta(x => x.MarketReturn, x => x.AssetReturn).Should().Be(0.7275786672584273763846257811F);
}
public void BetaOfDouble_SourceIsNotEmpty_BetaReturned()
{
IEnumerable <BetaSampleItem <double> > source = DataGenerator.CreateBetaSampleItemsList <double>();
source.Beta(x => x.MarketReturn, x => x.AssetReturn).Should().Be(0.72757866725842668);
}
