public void TestInitial()
{
var ema = new ExponentialMovingAverage(10);
ema.Add(3);
Assert.That(ema.Value, Is.EqualTo(3));
Assert.That(ema.Var, Is.EqualTo(0));
}
public void TestVar()
{
var ema = new ExponentialMovingAverage(10);
ema.Add(5);
ema.Add(6);
ema.Add(7);
Assert.That(ema.Var, Is.EqualTo(0.6134).Within(0.0001f));
}
public void TestMovingAverage()
{
var ema = new ExponentialMovingAverage(10);
ema.Add(5);
ema.Add(6);
Assert.That(ema.Value, Is.EqualTo(5.1818).Within(0.0001f));
Assert.That(ema.Var, Is.EqualTo(0.1487).Within(0.0001f));
}