public void ShouldBeZeroWhenTimeFrameIs1() { var covar = new CovarianceIndicator(_close, _volume, 1); TaTestsUtils.AssertDecimalEquals(covar.GetValue(3), 0); TaTestsUtils.AssertDecimalEquals(covar.GetValue(8), 0); }
public void shouldBeZeroWhenTimeFrameIs1() { CovarianceIndicator covar = new CovarianceIndicator(close, volume, 1); Assert.AreEqual(covar.GetValue(3), 0); Assert.AreEqual(covar.GetValue(8), 0); }
protected override Decimal Calculate(int index) { var cov = _covariance.GetValue(index); var var1 = _variance1.GetValue(index); var var2 = _variance2.GetValue(index); return(cov.DividedBy(var1.MultipliedBy(var2).Sqrt())); }
public void FirstValueShouldBeZero() { var covar = new CovarianceIndicator(_close, _volume, 5); TaTestsUtils.AssertDecimalEquals(covar.GetValue(0), 0); }
public void UsingTimeFrame5UsingClosePriceAndVolume() { var covar = new CovarianceIndicator(_close, _volume, 5); TaTestsUtils.AssertDecimalEquals(covar.GetValue(0), 0); TaTestsUtils.AssertDecimalEquals(covar.GetValue(1), 26.25); TaTestsUtils.AssertDecimalEquals(covar.GetValue(2), 63.3333); TaTestsUtils.AssertDecimalEquals(covar.GetValue(3), 143.75); TaTestsUtils.AssertDecimalEquals(covar.GetValue(4), 156); TaTestsUtils.AssertDecimalEquals(covar.GetValue(5), 60.8); TaTestsUtils.AssertDecimalEquals(covar.GetValue(6), 15.2); TaTestsUtils.AssertDecimalEquals(covar.GetValue(7), -17.6); TaTestsUtils.AssertDecimalEquals(covar.GetValue(8), 4); TaTestsUtils.AssertDecimalEquals(covar.GetValue(9), 11.6); TaTestsUtils.AssertDecimalEquals(covar.GetValue(10), -14.4); TaTestsUtils.AssertDecimalEquals(covar.GetValue(11), -100.2); TaTestsUtils.AssertDecimalEquals(covar.GetValue(12), -70.0); TaTestsUtils.AssertDecimalEquals(covar.GetValue(13), 24.6); TaTestsUtils.AssertDecimalEquals(covar.GetValue(14), 35.0); TaTestsUtils.AssertDecimalEquals(covar.GetValue(15), -19.0); TaTestsUtils.AssertDecimalEquals(covar.GetValue(16), -47.8); TaTestsUtils.AssertDecimalEquals(covar.GetValue(17), 11.4); TaTestsUtils.AssertDecimalEquals(covar.GetValue(18), 55.8); TaTestsUtils.AssertDecimalEquals(covar.GetValue(19), 33.4); }
public void firstValueShouldBeZero() { CovarianceIndicator covar = new CovarianceIndicator(close, volume, 5); Assert.AreEqual(covar.GetValue(0), 0); }
public void usingTimeFrame5UsingClosePriceAndVolume() { CovarianceIndicator covar = new CovarianceIndicator(close, volume, 5); Assert.AreEqual(covar.GetValue(0), 0M); Assert.AreEqual(covar.GetValue(1), 26.25M); Assert.AreEqual(covar.GetValue(2), 63.333333333333333333333333333M); Assert.AreEqual(covar.GetValue(3), 143.75M); Assert.AreEqual(covar.GetValue(4), 156M); Assert.AreEqual(covar.GetValue(5), 60.8M); Assert.AreEqual(covar.GetValue(6), 15.2M); Assert.AreEqual(covar.GetValue(7), -17.6M); Assert.AreEqual(covar.GetValue(8), 4M); Assert.AreEqual(covar.GetValue(9), 11.6M); Assert.AreEqual(covar.GetValue(10), -14.4M); Assert.AreEqual(covar.GetValue(11), -100.2M); Assert.AreEqual(covar.GetValue(12), -70.0M); Assert.AreEqual(covar.GetValue(13), 24.6M); Assert.AreEqual(covar.GetValue(14), 35.0M); Assert.AreEqual(covar.GetValue(15), -19.0M); Assert.AreEqual(covar.GetValue(16), -47.8M); Assert.AreEqual(covar.GetValue(17), 11.4M); Assert.AreEqual(covar.GetValue(18), 55.8M); Assert.AreEqual(covar.GetValue(19), 33.4M); }