public void AverageGainUsingTimeFrame5UsingClosePrice()
{
var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 5);
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(5), "0.8");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(6), "0.8");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(7), "0.6");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(8), "0.4");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(9), "0.4");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(10), "0.4");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(11), "0.2");
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(12), "0.2");
}
public void AverageGainWhenIndexIsZeroMustBeZero()
{
var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 10);
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(0), 0);
}
public void AverageGainWhenTimeFrameIsGreaterThanIndicatorDataShouldBeCalculatedWithDataSize()
{
var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 1000);
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(12), 6d / _data.TickCount);
}
public void AverageGainMustReturnZeroWhenTheDataDoesntGain()
{
var averageGain = new AverageGainIndicator(new ClosePriceIndicator(_data), 3);
TaTestsUtils.AssertDecimalEquals(averageGain.GetValue(9), 0);
}
