Exemplo n.º 1
0
        public void Mvwap()
        {
            var vwap  = new VwapIndicator(_data, 5);
            var mvwap = new MvwapIndicator(vwap, 8);

            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(8), 45.1271);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(9), 45.1399);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(10), 45.1530);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(11), 45.1790);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(12), 45.2227);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(13), 45.2533);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(14), 45.2769);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(15), 45.2844);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(16), 45.2668);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(17), 45.1386);
            TaTestsUtils.AssertDecimalEquals(mvwap.GetValue(18), 44.9487);
        }
Exemplo n.º 2
0
        public void Vwap()
        {
            var vwap = new VwapIndicator(_data, 5);

            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(5), 45.1453);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(6), 45.1513);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(7), 45.1413);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(8), 45.1547);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(9), 45.1967);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(10), 45.2560);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(11), 45.3340);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(12), 45.4060);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(13), 45.3880);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(14), 45.2120);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(15), 44.9267);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(16), 44.5033);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(17), 44.0840);
            TaTestsUtils.AssertDecimalEquals(vwap.GetValue(18), 43.8247);
        }