void addBar(StatisticsCollector collector, IEnumerable <Position> positions, double close, double fxRate)
{
var weightedPositions = O.convert(positions, p => new WeightedPosition(p));
collector.addBar(weightedPositions, O.dictionaryOne(symbol(), new Bar(close, close, close, close, currentDate)), O.dictionaryOne(symbol(), fxRate));
currentDate = currentDate.AddDays(1);
}
void bar(double?aValue, double?bValue)
{
var bars = new Dictionary <Symbol, Bar>();
if (aValue.HasValue)
{
bars.Add(A, new Bar(aValue.Value));
a.processBar(O.dictionaryOne(A, new Bar(aValue.Value)));
}
if (bValue.HasValue)
{
bars.Add(B, new Bar(bValue.Value));
b.processBar(O.dictionaryOne(B, new Bar(bValue.Value)));
}
combined.processBar(bars);
var aCount = ewma(a, A).count();
var bCount = ewma(b, B).count();
AreEqual(ewma(combined, A).count(), aCount);
AreEqual(ewma(combined, B).count(), bCount);
if (aCount > 0)
{
AreEqual(ewma(combined, A)[0], ewma(a, A)[0]);
}
if (bCount > 0)
{
AreEqual(ewma(combined, B)[0], ewma(b, B)[0]);
}
}
[Test] public void testBombMissing()
{
var d = Objects.dictionaryOne(5, "hello");
AreEqual("hello", Bomb.missing(d, 5));
Bombs(() => Bomb.missing(d, 4), "no value for 4 in ");
}
protected void processBar(Bar bar)
{
processBar(O.dictionaryOne(symbol(), bar));
}
