mathnet-numerics/src/UnitTests/FinancialTests/CompoundReturnTests.cs

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using System;
using System.Collections.Generic;
using MathNet.Numerics.Financial;
using NUnit.Framework;

namespace MathNet.Numerics.UnitTests.FinancialTests
{
    [TestFixture, Category("Financial")]
    public class CompoundReturnTests
    {
        [Test]
        public void throws_when_input_data_is_null()
        {
            //arrange
            List<double> inputData = null;
            //act
// ReSharper disable ExpressionIsAlwaysNull
            Assert.Throws<ArgumentNullException>(() => AbsoluteReturnMeasures.CompoundReturn(inputData));
// ReSharper restore ExpressionIsAlwaysNull
        }

        [Test]
        public void returns_undefined_with_empty_input_data()
        {
            //arrange
            var inputData = new List<double>();
            //act
            var cmpdReturn = inputData.CompoundReturn();
            //assert
            Assert.AreEqual(double.NaN, cmpdReturn);
        }

        [Test]
        public void calculates_the_compound_return()
        {
            //arrange
            var inputData = new[] { 0.2, 0.06, 0.01 };
            //act
            var cmpdReturn = inputData.CompoundReturn();
            //assert
            AssertHelpers.AlmostEqualRelative(0.0870999982199265, cmpdReturn, 14);
        }

        //Definitely need more tests here.  Would love to find test data for these stats similar to the .dat files used for other tests.
    }
}