public void Ctor_ValidWeight_WeigthPropertyIsSet( [Values( 0.1, 0.5, 1 )] double weight )
{
var innerIndicator = Mockery.NewMock<IIndicator>();
var indicator = new WeightedIndicator( innerIndicator, weight );
Assert.That( indicator.Weight, Is.EqualTo( weight ) );
}
public WeightedIndicatorResult( WeightedIndicator indicator, IndicatorResult result )
: base(indicator.Name, result.Stock)
{
Signal = result.Signal.Weight( indicator.Weight );
ExpectedGain = result.ExpectedGain * indicator.Weight;
GainRiskRatio = result.GainRiskRatio * indicator.Weight;
Report = result.Report;
Signals = result.Signals.Derive( new ObjectDescriptor( "Weighted" ), s => s.Weight( indicator.Weight ) );
}
public WeightedIndicatorResult(WeightedIndicator indicator, IndicatorResult result)
: base(indicator.Name, result.Stock)
{
Signal = result.Signal.Weight(indicator.Weight);
ExpectedGain = result.ExpectedGain * indicator.Weight;
GainRiskRatio = result.GainRiskRatio * indicator.Weight;
Report = result.Report;
Signals = result.Signals.Derive(new ObjectDescriptor("Weighted"), s => s.Weight(indicator.Weight));
}