static void checkMetric(string rMetricName, Metrics.MetricCalculator metric, List values, Csv csv)
{
LogC.info("checking metric " + rMetricName);
checkOne(metric, double.Parse(csv.value("tol1", values)), CURVE_FILE, double.Parse(csv.value("value1", values)));
checkOne(metric, double.Parse(csv.value("tol2", values)), ANOTHER_FILE, double.Parse(csv.value("value2", values)));
checkOne(metric, double.Parse(csv.value("tol3", values)), INTRADAY_FILE, double.Parse(csv.value("value3", values)));
}
static void checkOne(Metrics.MetricCalculator metric, double tol, string file, double rValue)
{
var statisticsCollector = collector(file);
statisticsCollector.cacheAllDrawdowns(Metrics.allDrawdowns(statisticsCollector));
var ours = metric(statisticsCollector);
AlmostEqual(rValue, ours, tol);
}
