public void GetPercentile_onePrice()
{
var percentiler = new PricePercentile(0.01, 1);
percentiler.Add(0.03);
Assert.Equal(0.03, percentiler.GetPercentilePrice(0.5));
}
public void GetPercentile_repeatElements()
{
var percentiler = new PricePercentile(0.01, 1);
percentiler.Add(0.25);
percentiler.Add(0.5);
percentiler.Add(0.5);
percentiler.Add(0.5);
percentiler.Add(0.75);
Assert.Equal(0.5, percentiler.GetPercentilePrice(0.25));
Assert.Equal(0.5, percentiler.GetPercentilePrice(0.5));
Assert.Equal(0.5, percentiler.GetPercentilePrice(0.75));
}
public void GetPercentile_threePrices()
{
var percentiler = new PricePercentile(0.01, 1);
percentiler.Add(0.25);
percentiler.Add(0.5);
percentiler.Add(0.75);
Assert.Equal(0, percentiler.GetPercentilePrice(0));
Assert.Equal(0.25, percentiler.GetPercentilePrice(0.25));
Assert.Equal(0.5, percentiler.GetPercentilePrice(0.5));
Assert.Equal(0.75, percentiler.GetPercentilePrice(0.75));
Assert.Equal(0.75, percentiler.GetPercentilePrice(0.9));
Assert.Equal(0.75, percentiler.GetPercentilePrice(1));
}
public void Add_tests()
{
var percentiler = new PricePercentile(0.01, 100);
for (var i = 0; i < 128; i++)
{
var rand = new Random();
var p = rand.NextDouble() * 100;
p = Math.Round(p, 2);
if (p < 0.01)
{
p = 0.01; // the min price
}
percentiler.Add(p);
}
Assert.Equal(128, percentiler.Count);
}
public void GetPercentile_empty()
{
var percentiler = new PricePercentile(0.01, 100);
Assert.Equal(0, percentiler.GetPercentilePrice(0.5));
}
