public void TestGetTotalReturn() { var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5); var expResult = 0.9564; var result = gri.TotalReturn; Assert.AreEqual(expResult, result, 0.01); }
public void testGetTotalReturn() { PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5); decimal expResult = 0.9564173504382084670954600099M; decimal result = gri.getTotalReturn(); Assert.AreEqual(expResult, result); }
public void TestCalculation() { var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5); Assert.AreEqual(gri.GetValue(0), Decimal.NaNRenamed); Assert.AreEqual(gri.GetValue(4), Decimal.NaNRenamed); TaTestsUtils.AssertDecimalEquals(gri.GetValue(5), -0.0268); TaTestsUtils.AssertDecimalEquals(gri.GetValue(6), 0.0541); TaTestsUtils.AssertDecimalEquals(gri.GetValue(10), -0.0495); TaTestsUtils.AssertDecimalEquals(gri.GetValue(21), 0.2009); TaTestsUtils.AssertDecimalEquals(gri.GetValue(24), 0.0220); Assert.AreEqual(gri.GetValue(25), Decimal.NaNRenamed); Assert.AreEqual(gri.GetValue(26), Decimal.NaNRenamed); }
public void testCalculation() { PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5); Assert.AreEqual(gri.GetValue(0), Decimals.NaN); Assert.AreEqual(gri.GetValue(4), Decimals.NaN); Assert.AreEqual(gri.GetValue(5), -0.0267887419464225161071549678M); Assert.AreEqual(gri.GetValue(6), 0.0541392592141212378648022663M); Assert.AreEqual(gri.GetValue(10), -0.0494773519163763066202090592M); Assert.AreEqual(gri.GetValue(21), 0.2008897443121698431008904856M); Assert.AreEqual(gri.GetValue(24), 0.0220305258907783215778947842M); Assert.AreEqual(gri.GetValue(25), Decimals.NaN); Assert.AreEqual(gri.GetValue(26), Decimals.NaN); }
public void TestStrategies() { var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5); // Rules IRule buyingRule = new CrossedUpIndicatorRule(gri, Decimal.Zero); IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimal.Zero); var strategy = new Strategy(buyingRule, sellingRule); // Check trades var result = _mockdata.Run(strategy).TradeCount; var expResult = 3; Assert.AreEqual(expResult, result); }
public void testStrategies() { PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5); // Rules IRule buyingRule = new CrossedUpIndicatorRule(gri, Decimals.ZERO); IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimals.ZERO); IStrategy strategy = new BaseStrategy(buyingRule, sellingRule); // Check trades int result = seriesManager.Run(strategy).GetTradeCount(); int expResult = 3; Assert.AreEqual(expResult, result); }