public void Standard()
{
List <VwapResult> results = Indicator.GetVwap(intraday)
.ToList();
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(391, results.Count);
Assert.AreEqual(391, results.Where(x => x.Vwap != null).Count());
// sample values
VwapResult r1 = results[0];
Assert.AreEqual(367.4800m, Math.Round((decimal)r1.Vwap, 4));
VwapResult r2 = results[1];
Assert.AreEqual(367.4223m, Math.Round((decimal)r2.Vwap, 4));
VwapResult r3 = results[369];
Assert.AreEqual(367.9494m, Math.Round((decimal)r3.Vwap, 4));
VwapResult r4 = results[390];
Assert.AreEqual(368.1804m, Math.Round((decimal)r4.Vwap, 4));
}
public void WithStartDate()
{
DateTime startDate =
DateTime.ParseExact("2020-12-15 10:00", "yyyy-MM-dd h:mm", englishCulture);
List <VwapResult> results = Indicator.GetVwap(intraday, startDate)
.ToList();
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(391, results.Count);
Assert.AreEqual(361, results.Where(x => x.Vwap != null).Count());
// sample values
VwapResult r1 = results[29];
Assert.AreEqual(null, r1.Vwap);
VwapResult r2 = results[30];
Assert.AreEqual(366.8100m, Math.Round((decimal)r2.Vwap, 4));
VwapResult r3 = results[369];
Assert.AreEqual(368.0511m, Math.Round((decimal)r3.Vwap, 4));
VwapResult r4 = results[390];
Assert.AreEqual(368.2908m, Math.Round((decimal)r4.Vwap, 4));
}
public void Removed()
{
// no start date
List <VwapResult> results = intraday.GetVwap()
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(391, results.Count);
VwapResult last = results.LastOrDefault();
Assert.AreEqual(368.1804m, Math.Round((decimal)last.Vwap, 4));
// with start date
DateTime startDate =
DateTime.ParseExact("2020-12-15 10:00", "yyyy-MM-dd h:mm", EnglishCulture);
List <VwapResult> sdResults = Indicator.GetVwap(intraday, startDate)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(361, sdResults.Count);
VwapResult sdLast = sdResults.LastOrDefault();
Assert.AreEqual(368.2908m, Math.Round((decimal)sdLast.Vwap, 4));
}
