5f93f9415c1e3405275bb41006f6b842c3dd0291,ta4j/src/test/java/eu/verdelhan/ta4j/analysis/criteria/MaximumDrawdownCriterionTest.java,MaximumDrawdownCriterionTest,calculateShouldWork,#,60
Before Change
public void calculateShouldWork() {
MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 5, 20, 3);
MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
List<Trade> trades = new ArrayList<Trade>();
trades.add(new Trade(Operation.buyAt(0), Operation.sellAt(1)));
trades.add(new Trade(Operation.buyAt(3), Operation.sellAt(4)));
trades.add(new Trade(Operation.buyAt(5), Operation.sellAt(6)));
assertEquals(.875d, mdd.calculate(series, trades), TATestsUtils.TA_OFFSET);
After Change
public void calculateShouldWork() {
MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 5, 20, 3);
MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
TradingRecord tradingRecord = new TradingRecord(
Operation.buyAt(0), Operation.sellAt(1),
Operation.buyAt(3), Operation.sellAt(4),
Operation.buyAt(5), Operation.sellAt(6));
assertEquals(.875d, mdd.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);