public void GetIndexNumberForLevelForTrough_IfThereAreBothQuotationsAndLevelLowerThanMasterLowPrice_ReturnsSlaveQuotationIndexNumber() { //Arrange DataSet ds5 = utf.getDataSet(5); Price price5 = utf.getPrice(ds5); Quotation quotation5 = new Quotation(ds5) { Id = 5, Open = 1.09127, High = 1.09235, Low = 1.09015, Close = 1.09067, Volume = 1519 }; Extremum master = new Extremum(price5, ExtremumType.TroughByClose); DataSet ds6 = utf.getDataSet(6); Price price6 = utf.getPrice(ds6); Quotation quotation6 = new Quotation(ds6) { Id = 6, Open = 1.09067, High = 1.09102, Low = 1.08947, Close = 1.09087, Volume = 1819 }; Extremum slave = new Extremum(price6, ExtremumType.TroughByLow); ExtremumGroup extremumGroup = new ExtremumGroup(master, slave); //Act int indexNumber = extremumGroup.GetIndexNumberForLevel(1.0900); //Assert int expectedIndex = 6; Assert.AreEqual(expectedIndex, indexNumber); }
public void GetIndexNumberForLevelForTrough_ThrowsArgumentException_IfQuotationLevelAboveRange() { //Arrange DataSet ds5 = utf.getDataSet(5); Price price5 = utf.getPrice(ds5); Quotation quotation5 = new Quotation(ds5) { Id = 5, Open = 1.09127, High = 1.09235, Low = 1.09095, Close = 1.09157, Volume = 1519 }; Extremum slave = new Extremum(price5, ExtremumType.TroughByLow); ExtremumGroup extremumGroup = new ExtremumGroup(null, slave); //Act int indexNumber = extremumGroup.GetIndexNumberForLevel(1.0916); }
public void GetIndexNumberForLevelForPeak_ThrowsArgumentException_IfQuotationLevelAboveRange() { //Arrange DataSet ds5 = utf.getDataSet(5); Price price5 = utf.getPrice(ds5); Quotation quotation5 = new Quotation(ds5) { Id = 5, Open = 1.09127, High = 1.09235, Low = 1.09095, Close = 1.09207, Volume = 1519 }; Extremum master = new Extremum(price5, ExtremumType.PeakByClose); ExtremumGroup extremumGroup = new ExtremumGroup(master, null); //Act int indexNumber = extremumGroup.GetIndexNumberForLevel(1.0941); }
public void GetIndexNumberForLevelForTrough_IfThereIsOnlySlaveQuotation_ReturnsSlaveQuotationIndexNumber() { //Arrange DataSet ds5 = utf.getDataSet(5); Price price5 = utf.getPrice(ds5); Quotation quotation5 = new Quotation(ds5) { Id = 5, Open = 1.09127, High = 1.09235, Low = 1.09065, Close = 1.09107, Volume = 1519 }; Extremum slave = new Extremum(price5, ExtremumType.TroughByLow); ExtremumGroup extremumGroup = new ExtremumGroup(null, slave); //Act int indexNumber = extremumGroup.GetIndexNumberForLevel(1.09075); //Assert int expectedIndex = 5; Assert.AreEqual(expectedIndex, indexNumber); }
public void GetIndexNumberForLevelForPeak_IfThereIsOnlyMasterQuotation_ReturnsMasterQuotationIndexNumber() { //Arrange DataSet ds5 = utf.getDataSet(5); Price price5 = utf.getPrice(ds5); Quotation quotation5 = new Quotation(ds5) { Id = 5, Open = 1.09127, High = 1.09235, Low = 1.09095, Close = 1.09207, Volume = 1519 }; Extremum master = new Extremum(price5, ExtremumType.PeakByClose); ExtremumGroup extremumGroup = new ExtremumGroup(master, null); //Act int indexNumber = extremumGroup.GetIndexNumberForLevel(1.09208); //Assert int expectedIndex = 5; Assert.AreEqual(expectedIndex, indexNumber); }