public void BuildYahooNormalized_ShouldBuildCorrectYahooNormalized()
{
var date = new DateTime(2015, 01, 01);
var record = new YahooRecord
{
Date = date,
Open = 1.1230004,
High = 2.1230004,
Low = 0.1230004,
Close = 2.0230004,
Volume = 123456789012
};
var yahooNormalized = YahooHelper.BuildYahooNormalized(record, 0.11, 0.13, 0.1234567890123);
Assert.AreEqual(date, yahooNormalized.Date);
Assert.AreEqual(1.1230004, yahooNormalized.Open);
Assert.AreEqual(2.1230004, yahooNormalized.High);
Assert.AreEqual(0.1230004, yahooNormalized.Low);
Assert.AreEqual(2.0230004, yahooNormalized.Close);
Assert.AreEqual(123456789012, yahooNormalized.Volume);
Assert.AreEqual(0.11, yahooNormalized.Change);
Assert.AreEqual(0.13, yahooNormalized.MovingAverage);
Assert.AreEqual(0.1234567890123, yahooNormalized.Volatility);
}
public static YahooNormalized BuildYahooNormalized(YahooRecord record, double change, double movingAverage, double volatility)
{
return(new YahooNormalized
{
Date = record.Date,
Open = record.Open,
High = record.High,
Low = record.Low,
Close = record.Close,
Volume = record.Volume,
Change = change,
MovingAverage = movingAverage,
Volatility = volatility
});
}
public void NormalizeData_ShouldNormalizeDataCorrectly()
{
_dataRepository.LoadData(_dataFilePath);
_dataRepository.NormalizeData();
YahooRecord record = _dataRepository.CsvLinesNormalized[0];
Assert.AreEqual("05/04/2015 00:00:00", record.Date.ToString(CultureInfo.InvariantCulture));
Assert.AreEqual(2110.22998, record.Open);
Assert.AreEqual(2120.94995, record.High);
Assert.AreEqual(2110.22998, record.Low);
Assert.AreEqual(2114.48999, record.Close);
Assert.AreEqual(3091580000, record.Volume);
Assert.AreEqual(2114.48999, record.AdjClose);
}
