public void CalculateWithOneTrade()
{
var trade = new Trade();
var tradesCriterion = new NumberOfTradesCriterion();
Assert.AreEqual(1d, tradesCriterion.Calculate(null, trade), TaTestsUtils.TaOffset);
}
public void BetterThan()
{
IAnalysisCriterion criterion = new NumberOfTradesCriterion();
Assert.IsTrue(criterion.BetterThan(3, 6));
Assert.IsFalse(criterion.BetterThan(7, 4));
}
public void CalculateWithOneTrade()
{
Trade trade = new Trade();
NumberOfTradesCriterion tradesCriterion = new NumberOfTradesCriterion();
Assert.AreEqual(1M, tradesCriterion.Calculate(null, trade));
}
public void CalculateWithNoTrades()
{
var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105);
IAnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
Assert.AreEqual(0d, buyAndHold.Calculate(series, new TradingRecord()), TaTestsUtils.TaOffset);
}
public void CalculateWithNoTrades()
{
MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105);
AbstractAnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
Assert.AreEqual(0M, buyAndHold.Calculate(series, new BaseTradingRecord()));
}
public void CalculateWithTwoTrades()
{
var series = GenerateTimeSeries.From(100, 105, 110, 100, 95, 105);
var tradingRecord = new TradingRecord(Order.BuyAt(0), Order.SellAt(2), Order.BuyAt(3), Order.SellAt(5));
IAnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
Assert.AreEqual(2d, buyAndHold.Calculate(series, tradingRecord), TaTestsUtils.TaOffset);
}
public void CalculateWithTwoTrades()
{
MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105);
ITradingRecord tradingRecord = new BaseTradingRecord(
Order.buyAt(0, series), Order.sellAt(2, series),
Order.buyAt(3, series), Order.sellAt(5, series));
AbstractAnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
Assert.AreEqual(2M, buyAndHold.Calculate(series, tradingRecord));
}
