public void CalculateDeflatedSharpeRatioTest()
{
var unit = new DeflatedSharpeRatioFitnessWrapper(null);
unit.Initialize();
var actual = unit.CalculateDeflatedSharpeRatio(0.1132);
Assert.AreEqual(0.9004, actual, 0.0002);
}
public void CalculateExpectedMaximumTest()
{
var unit = new DeflatedSharpeRatioFitnessWrapper(null);
unit.Initialize();
var actual = unit.CalculateExpectedMaximum();
Assert.AreEqual(0.1132, actual, 0.0002);
}