public void testDavesUseCase()
{
indicator = new ZScoreSpud(values, 250, true);
addPoints(@"..\..\testdata\Spuds\testSeries1.csv");
AlmostEqual(0.470930066149, indicator[0], 1e-6);
addPoint(36.539344090000, 0.377952911928, 1e-6);
addPoint(39.180824180000, 0.615454770040, 1e-6);
}
public void testZScoreBiased()
{
indicator = new ZScoreSpud(values, true);
addPoint(3, 0.0);
addPoint(7, 1.0);
addPoint(7);
AlmostEqual((4.0 / 3.0) / Math.Sqrt(32.0 / 9.0), indicator[0], 1e-6);
addPoint(19, 10.0 / 6.0);
}
public void testStandardDeviationBiased()
{
var zScoreSpud = new ZScoreSpud(values, 250, true);
indicator = zScoreSpud;
addPoint(3);
addPoint(7);
AlmostEqual(2, zScoreSpud.standardDeviation(), 1e-6);
addPoint(7);
AlmostEqual(1.885618, zScoreSpud.standardDeviation(), 1e-6);
}
public void testStandardDeviationUnbiased()
{
var zScoreSpud = new ZScoreSpud(values, 250, false);
indicator = zScoreSpud;
addPoint(3);
addPoint(7);
AlmostEqual(2.828427, zScoreSpud.standardDeviation(), 1e-6);
addPoint(7);
AlmostEqual(2.309401, zScoreSpud.standardDeviation(), 1e-6);
}
public void testZScoreWithDefaultConstructor()
{
indicator = new ZScoreSpud(values);
testUnbiased();
}
public void testZScoreUnBiasedForWindowAlternative()
{
indicator = new ZScoreSpud(values, 3, false);
testUnbiasedThreeWindow();
}
public void testZScoreUnBiasedForWindow()
{
indicator = new ZScoreSpud(values, 3);
testUnbiasedThreeWindow();
}
public void testZScoreUnBiased()
{
indicator = new ZScoreSpud(values, false);
testUnbiased();
}