public void BetterThan() { IAnalysisCriterion criterion = new NumberOfTicksCriterion(); Assert.IsTrue(criterion.BetterThan(3, 6)); Assert.IsFalse(criterion.BetterThan(6, 2)); }
public void CalculateWithOneTrade() { var series = GenerateTimeSeries.From(100, 95, 100, 80, 85, 70); var t = new Trade(Order.BuyAt(2), Order.SellAt(5)); IAnalysisCriterion numberOfTicks = new NumberOfTicksCriterion(); Assert.AreEqual(4, numberOfTicks.Calculate(series, t), TaTestsUtils.TaOffset); }
public void CalculateWithNoTrades() { var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105); IAnalysisCriterion numberOfTicks = new NumberOfTicksCriterion(); Assert.AreEqual(0, (int)numberOfTicks.Calculate(series, new TradingRecord())); }
public void CalculateWithTwoTrades() { var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105); var tradingRecord = new TradingRecord(Order.BuyAt(0), Order.SellAt(2), Order.BuyAt(3), Order.SellAt(5)); IAnalysisCriterion numberOfTicks = new NumberOfTicksCriterion(); Assert.AreEqual(6, numberOfTicks.Calculate(series, tradingRecord), TaTestsUtils.TaOffset); }