// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using System.Collections.Generic; using MathNet.Numerics.Financial; using NUnit.Framework; namespace MathNet.Numerics.UnitTests.FinancialTests { [TestFixture] [Category("FinancialTests")] public class CompoundMonthlyReturnTests { [Test] [ExpectedException(typeof(ArgumentNullException))] //assert public void throws_when_input_data_is_null() { //arrange List inputData = null; //act inputData.CompoundMonthlyReturn(); } [Test] public void returns_undefined_with_empty_input_data() { //arrange List inputData = new List(); //act var cmpdReturn = inputData.CompoundMonthlyReturn(); //assert Assert.AreEqual(double.NaN, cmpdReturn); } [Test] public void calculates_the_compound_monthly_return() { //arrange var inputData = new[] { 0.2, 0.06, 0.01 }; //act var cmpdReturn = inputData.CompoundMonthlyReturn(); //assert AssertHelpers.AlmostEqual(0.0870999982199265, cmpdReturn, 15); } //Definitly need more tests here. Would love to find test data for these stats similar to the .dat files used for other tests. } }