public void Calculate_NonEmptyState__CorrectCummary()
{
_state.PositionsClosed.AddRange(Enumerable.Range(1, 3).Select(_ => new Position()
{
Direction = PositionDir.Long,
Open = 10,
Close = 9,
Volume = 1,
}));
_state.PositionsClosed.Add(new Position()
{
Direction = PositionDir.Long,
Open = 10,
Close = 20,
Volume = 1,
});
_state.Equity.AddRange(Enumerable.Range(1, 10).Select(i => new SystemValue()
{
TS = DateTime.Now.AddDays(i),
Value = i
}));
WinsLossesCalculator.Calculate(_summary, _state);
_summary.StartTS.ShouldBe(DateTime.MinValue);
_summary.StopTS.ShouldBe(DateTime.MinValue);
_summary.ProcessedTicks.ShouldBe(10);
_summary.InitialValue.ShouldBe(0);
_summary.FinalValueOnLastTick.ShouldBe(0);
_summary.FinalValueOnClosedPositions.ShouldBe(0);
_summary.ClosedPositionsCount.ShouldBe(4);
_summary.Wins.ShouldBe(1);
_summary.Losses.ShouldBe(3);
_summary.WinProbability.ShouldBe(0.25f);
_summary.LossProbability.ShouldBe(0.75f);
_summary.SumWins.ShouldBe(10);
_summary.SumLosses.ShouldBe(3);
_summary.AvgWin.ShouldBe(10f);
_summary.AvgPcntWin.ShouldBe(1f);
_summary.AvgLoss.ShouldBe(1f);
_summary.AvgPcntLoss.ShouldBe(-0.1f);
_summary.AvgWinLossRatio.ShouldBe(10f);
_summary.ExpectedPositionValue.ShouldBe(1.75f);
}
public void Calculate_EmptyState__EmptySummary()
{
WinsLossesCalculator.Calculate(_summary, _state);
_summary.StartTS.ShouldBe(DateTime.MinValue);
_summary.StopTS.ShouldBe(DateTime.MinValue);
_summary.ProcessedTicks.ShouldBe(0);
_summary.InitialValue.ShouldBe(0);
_summary.FinalValueOnLastTick.ShouldBe(0);
_summary.FinalValueOnClosedPositions.ShouldBe(0);
_summary.ClosedPositionsCount.ShouldBe(0);
_summary.Wins.ShouldBe(0);
_summary.Losses.ShouldBe(0);
_summary.WinProbability.ShouldBe(0);
_summary.LossProbability.ShouldBe(0);
_summary.SumWins.ShouldBe(0);
_summary.SumLosses.ShouldBe(0);
_summary.AvgWin.ShouldBe(0);
_summary.AvgPcntWin.ShouldBe(0);
_summary.AvgLoss.ShouldBe(0);
_summary.AvgPcntLoss.ShouldBe(0);
_summary.AvgWinLossRatio.ShouldBe(0);
_summary.ExpectedPositionValue.ShouldBe(0);
}