public void CalculateWithOneTrade() { var trade = new Trade(); var tradesCriterion = new NumberOfTradesCriterion(); Assert.AreEqual(1d, tradesCriterion.Calculate(null, trade), TaTestsUtils.TaOffset); }
public void BetterThan() { IAnalysisCriterion criterion = new NumberOfTradesCriterion(); Assert.IsTrue(criterion.BetterThan(3, 6)); Assert.IsFalse(criterion.BetterThan(7, 4)); }
public void CalculateWithOneTrade() { Trade trade = new Trade(); NumberOfTradesCriterion tradesCriterion = new NumberOfTradesCriterion(); Assert.AreEqual(1M, tradesCriterion.Calculate(null, trade)); }
public void CalculateWithNoTrades() { var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105); IAnalysisCriterion buyAndHold = new NumberOfTradesCriterion(); Assert.AreEqual(0d, buyAndHold.Calculate(series, new TradingRecord()), TaTestsUtils.TaOffset); }
public void CalculateWithNoTrades() { MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105); AbstractAnalysisCriterion buyAndHold = new NumberOfTradesCriterion(); Assert.AreEqual(0M, buyAndHold.Calculate(series, new BaseTradingRecord())); }
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 buyAndHold = new NumberOfTradesCriterion(); Assert.AreEqual(2d, buyAndHold.Calculate(series, tradingRecord), TaTestsUtils.TaOffset); }
public void CalculateWithTwoTrades() { MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105); ITradingRecord tradingRecord = new BaseTradingRecord( Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AbstractAnalysisCriterion buyAndHold = new NumberOfTradesCriterion(); Assert.AreEqual(2M, buyAndHold.Calculate(series, tradingRecord)); }