public static TickValue GetElwTick(double price) { double upTickSize = GetElwUpTickSize_Raw(price); double downTickSize = GetElwDownTickSize_Raw(price); TickValue tv = new TickValue(upTickSize, downTickSize); return tv; }
public void GetOptionTickTest() { { double price = 1.00F; TickValue expected = new TickValue(0.01F, 0.01F); TickValue actual; actual = OptionUtil.GetOptionTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 2.99F; TickValue expected = new TickValue(0.01F, 0.01F); TickValue actual; actual = OptionUtil.GetOptionTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 3.00F; TickValue expected = new TickValue(0.05F, 0.01F); TickValue actual; actual = OptionUtil.GetOptionTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 3.05F; TickValue expected = new TickValue(0.05F, 0.05F); TickValue actual; actual = OptionUtil.GetOptionTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 10.75F; TickValue expected = new TickValue(0.05F, 0.05F); TickValue actual; actual = OptionUtil.GetOptionTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } }
public void GetElwTickTest() { { double price = 1F; TickValue expected = new TickValue(5, 0); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 4F; TickValue expected = new TickValue(5, 0); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 5F; TickValue expected = new TickValue(5, 0); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 6F; TickValue expected = new TickValue(5, 5); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 10F; TickValue expected = new TickValue(5, 5); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 5000F; TickValue expected = new TickValue(10, 5); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 4995F; TickValue expected = new TickValue(5, 5); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 5010F; TickValue expected = new TickValue(10, 10); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 9990F; TickValue expected = new TickValue(10, 10); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 10000F; TickValue expected = new TickValue(50, 10); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } { double price = 10050F; TickValue expected = new TickValue(50, 50); TickValue actual; actual = ElwUtil.GetElwTick(price); Assert.AreEqual(expected.UpTickValue, actual.UpTickValue); Assert.AreEqual(expected.DownTickValue, actual.DownTickValue); } }