public void HandlesAssetWithValidZeroPrice() { var bar = new Bar(); bar.Update(10); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); bar.Update(0); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(0, bar.Low); Assert.AreEqual(0, bar.Close); bar.Update(-5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(-5, bar.Close); bar.Update(5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(5, bar.Close); bar.Update(50); Assert.AreEqual(10, bar.Open); Assert.AreEqual(50, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(50, bar.Close); }
public void UpdatesProperly() { var bar = new Bar(); bar.Update(10); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); bar.Update(20); Assert.AreEqual(10, bar.Open); Assert.AreEqual(20, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(20, bar.Close); bar.Update(5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(20, bar.High); Assert.AreEqual(5, bar.Low); Assert.AreEqual(5, bar.Close); bar.Update(11); Assert.AreEqual(10, bar.Open); Assert.AreEqual(20, bar.High); Assert.AreEqual(5, bar.Low); Assert.AreEqual(11, bar.Close); }
public void DoesNotHandleAssetsWithZeroPrice() { var bar = new Bar(); bar.Update(10); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); // no update performed bar.Update(0); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(10, bar.Low); Assert.AreEqual(10, bar.Close); bar.Update(-5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(-5, bar.Close); bar.Update(5); Assert.AreEqual(10, bar.Open); Assert.AreEqual(10, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(5, bar.Close); bar.Update(50); Assert.AreEqual(10, bar.Open); Assert.AreEqual(50, bar.High); Assert.AreEqual(-5, bar.Low); Assert.AreEqual(50, bar.Close); }