wehub-resource-sync
47 lines
1.9 KiB
C#
47 lines
1.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Statistics;
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using Newtonsoft.Json;
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using NUnit.Framework;
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namespace QuantConnect.Tests.Common.Util
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{
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[TestFixture]
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public class JsonRoundingConverterTests
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{
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[Test]
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public void MinMaxValueDeserializesSuccessfuly()
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{
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var portfolioStatistics = new PortfolioStatistics
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{
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AverageWinRate = decimal.MaxValue,
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AverageLossRate = decimal.MinValue,
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CompoundingAnnualReturn = decimal.MaxValue
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};
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var serializedValue = JsonConvert.SerializeObject(portfolioStatistics);
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var deserializedValue = JsonConvert.DeserializeObject<PortfolioStatistics>(serializedValue);
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Assert.AreEqual(portfolioStatistics.AverageWinRate, deserializedValue.AverageWinRate);
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Assert.AreEqual(portfolioStatistics.AverageLossRate, deserializedValue.AverageLossRate);
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Assert.AreEqual(portfolioStatistics.CompoundingAnnualReturn, deserializedValue.CompoundingAnnualReturn);
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Assert.AreEqual(portfolioStatistics.AnnualStandardDeviation, deserializedValue.AnnualStandardDeviation);
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Assert.AreEqual(portfolioStatistics.Expectancy, deserializedValue.Expectancy);
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}
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}
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}
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