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

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

namespace MathNet.Numerics.UnitTests.FinancialTests
{
    [TestFixture, Category("Financial")]
    public class SemiDeviationTests
    {
        [Test]
        public void returns_undefined_with_no_input_data()
        {
            //arrange
            var inputData = new List<double>();
            //act
            var semiDeviation = inputData.SemiDeviation();
            //assert
            Assert.AreEqual(double.NaN, semiDeviation);
        }

        [Test]
        public void returns_undefined_with_single_positive_input()
        {
            //arrange
            var inputData = new[] { 1.0 };
            //act
            var semiDeviation = inputData.SemiDeviation();
            //assert
            Assert.AreEqual(double.NaN, semiDeviation);
        }

        [Test]
        public void returns_undefined_with_single_negative_input()
        {
            //arrange
            var inputData = new[] { -1.0 };
            //act
            var semiDeviation = inputData.SemiDeviation();
            //assert
            Assert.AreEqual(double.NaN, semiDeviation);
        }

        [Test]
        public void only_uses_data_points_below_the_mean_of_all_data()
        {
            //arrange
            var inputData = new[] { 1.0, 2.0, 3.0, 4.0 };
            var mean = inputData.Mean();
            var expectedSemiDeviation = inputData.Where(x => x < mean).StandardDeviation();
            //act
            var semiDeviation = inputData.SemiDeviation();
            //assert
            Assert.AreEqual(expectedSemiDeviation, semiDeviation);
        }

        [Test]
        public void handles_negative_values()
        {
            //arrange
            var inputData = new[] { -1.0, 2.0, 3.0, 4.0 };
            var mean = inputData.Mean();
            var expectedSemiDeviation = inputData.Where(x => x < mean).StandardDeviation();
            //act
            var semiDeviation = inputData.SemiDeviation();
            //assert
            Assert.AreEqual(expectedSemiDeviation, semiDeviation);
        }

        [Test]
        public void throws_when_input_data_is_null()
        {
            //arrange
            List<double> inputData = null;
            //act
// ReSharper disable ExpressionIsAlwaysNull
            Assert.Throws<ArgumentNullException>(() => AbsoluteRiskMeasures.SemiDeviation(inputData));
// ReSharper restore ExpressionIsAlwaysNull
        }
    }
}