public void randomWalkIndexLow()
{
RandomWalkIndexLowIndicator rwil = new RandomWalkIndexLowIndicator(data, 5);
Assert.AreEqual(rwil.GetValue(6), 0.2355888464820563559020980749M);
Assert.AreEqual(rwil.GetValue(7), 0.6762461001421318167059521473M);
Assert.AreEqual(rwil.GetValue(8), 0.3454795045766873576394229284M);
Assert.AreEqual(rwil.GetValue(9), 0.0000M);
Assert.AreEqual(rwil.GetValue(10), -0.5548887714433306122342565818M);
Assert.AreEqual(rwil.GetValue(11), -0.4925697521008913780435649751M);
Assert.AreEqual(rwil.GetValue(12), -0.4177184078424059762621387867M);
Assert.AreEqual(rwil.GetValue(13), 0.7110563738803661980608200975M);
Assert.AreEqual(rwil.GetValue(14), 1.3945382648692284751837452284M);
Assert.AreEqual(rwil.GetValue(15), 1.7809049561817756861328874028M);
Assert.AreEqual(rwil.GetValue(16), 2.1609959611098659975768740505M);
Assert.AreEqual(rwil.GetValue(17), 2.1307544585105761209601444773M);
Assert.AreEqual(rwil.GetValue(18), 1.7366997825226263947042190399M);
}
public void RandomWalkIndexLow()
{
var rwil = new RandomWalkIndexLowIndicator(_data, 5);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(6), 0.0997);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(7), 0.3162);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(8), 0.1789);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(9), 0.0000);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(10), -0.3571);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(11), -0.3535);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(12), -0.3217);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(13), 0.6200);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(14), 1.2857);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(15), 1.6714);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(16), 2.0726);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(17), 2.0622);
TaTestsUtils.AssertDecimalEquals(rwil.GetValue(18), 1.6905);
}
