public void TestGetTotalReturn()
{
var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5);
var expResult = 0.9564;
var result = gri.TotalReturn;
Assert.AreEqual(expResult, result, 0.01);
}
public void testGetTotalReturn()
{
PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5);
decimal expResult = 0.9564173504382084670954600099M;
decimal result = gri.getTotalReturn();
Assert.AreEqual(expResult, result);
}
public void TestCalculation()
{
var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5);
Assert.AreEqual(gri.GetValue(0), Decimal.NaNRenamed);
Assert.AreEqual(gri.GetValue(4), Decimal.NaNRenamed);
TaTestsUtils.AssertDecimalEquals(gri.GetValue(5), -0.0268);
TaTestsUtils.AssertDecimalEquals(gri.GetValue(6), 0.0541);
TaTestsUtils.AssertDecimalEquals(gri.GetValue(10), -0.0495);
TaTestsUtils.AssertDecimalEquals(gri.GetValue(21), 0.2009);
TaTestsUtils.AssertDecimalEquals(gri.GetValue(24), 0.0220);
Assert.AreEqual(gri.GetValue(25), Decimal.NaNRenamed);
Assert.AreEqual(gri.GetValue(26), Decimal.NaNRenamed);
}
public void testCalculation()
{
PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5);
Assert.AreEqual(gri.GetValue(0), Decimals.NaN);
Assert.AreEqual(gri.GetValue(4), Decimals.NaN);
Assert.AreEqual(gri.GetValue(5), -0.0267887419464225161071549678M);
Assert.AreEqual(gri.GetValue(6), 0.0541392592141212378648022663M);
Assert.AreEqual(gri.GetValue(10), -0.0494773519163763066202090592M);
Assert.AreEqual(gri.GetValue(21), 0.2008897443121698431008904856M);
Assert.AreEqual(gri.GetValue(24), 0.0220305258907783215778947842M);
Assert.AreEqual(gri.GetValue(25), Decimals.NaN);
Assert.AreEqual(gri.GetValue(26), Decimals.NaN);
}
public void TestStrategies()
{
var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5);
// Rules
IRule buyingRule = new CrossedUpIndicatorRule(gri, Decimal.Zero);
IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimal.Zero);
var strategy = new Strategy(buyingRule, sellingRule);
// Check trades
var result = _mockdata.Run(strategy).TradeCount;
var expResult = 3;
Assert.AreEqual(expResult, result);
}
public void testStrategies()
{
PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5);
// Rules
IRule buyingRule = new CrossedUpIndicatorRule(gri, Decimals.ZERO);
IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimals.ZERO);
IStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
// Check trades
int result = seriesManager.Run(strategy).GetTradeCount();
int expResult = 3;
Assert.AreEqual(expResult, result);
}
