public void TestVar()
{
var ema = new ExponentialMovingAverage(10);
ema.Add(5);
ema.Add(6);
ema.Add(7);
Assert.That(ema.Var, Is.EqualTo(0.6134).Within(0.0001f));
}
public void TestMovingAverage()
{
var ema = new ExponentialMovingAverage(10);
ema.Add(5);
ema.Add(6);
Assert.That(ema.Value, Is.EqualTo(5.1818).Within(0.0001f));
Assert.That(ema.Var, Is.EqualTo(0.1487).Within(0.0001f));
}
public void Example1()
{
var stats = new ExponentialMovingAverage();
stats.Add(4);
stats.Add(7);
stats.Add(13);
stats.Add(16);
Assert.Equal(4, stats.Count);
Assert.Equal(7.885800150262959, stats.Average, 15);
}
public void Example4()
{
var stats = new ExponentialMovingAverage();
stats.Add(6);
stats.Add(2);
stats.Add(3);
stats.Add(1);
Assert.Equal(4, stats.Count);
Assert.Equal(4.157776108189332, stats.Average, 15);
}
public void Example34()
{
var stats = new ExponentialMovingAverage(0.9);
stats.Add(6);
stats.Add(2);
stats.Add(3);
stats.Add(1);
Assert.Equal(4, stats.Count);
Assert.Equal(1.194, stats.Average, 15);
}
public void Example33()
{
var stats = new ExponentialMovingAverage(0.9);
stats.Add(1000000004);
stats.Add(1000000007);
stats.Add(1000000013);
stats.Add(1000000016);
Assert.Equal(4, stats.Count);
Assert.Equal(1000000015.637, stats.Average, 15);
}
public void Example22()
{
var stats = new ExponentialMovingAverage(0.1);
stats.Add(100000004);
stats.Add(100000007);
stats.Add(100000013);
stats.Add(100000016);
Assert.Equal(4, stats.Count);
Assert.Equal(100000006.253, stats.Average, 15);
}
public void Example11()
{
var stats = new ExponentialMovingAverage(3);
stats.Add(4);
stats.Add(7);
stats.Add(13);
stats.Add(16);
Assert.Equal(4, stats.Count);
Assert.Equal(12.625, stats.Average, 15);
}
public void NoInfinity()
{
var stats = new ExponentialMovingAverage();
Assert.Throws <ArgumentOutOfRangeException>(delegate {
stats.Add(double.NegativeInfinity);
});
Assert.Throws <ArgumentOutOfRangeException>(delegate {
stats.Add(double.PositiveInfinity);
});
Assert.Throws <ArgumentOutOfRangeException>(delegate {
stats.Add(double.NaN);
});
}
public void OneValue()
{
var stats = new ExponentialMovingAverage();
stats.Add(1);
Assert.Equal(1, stats.Count);
Assert.Equal(1, stats.Average);
}
public void TestInitial()
{
var ema = new ExponentialMovingAverage(10);
ema.Add(3);
Assert.That(ema.Value, Is.EqualTo(3));
Assert.That(ema.Var, Is.EqualTo(0));
}