/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.timeseries.analysis;
import static org.testng.AssertJUnit.assertFalse;
import static org.testng.AssertJUnit.assertTrue;
import org.testng.annotations.Test;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class DifferenceSignIIDHypothesisTest extends IIDHypothesisTestCase {
private static final IIDHypothesis DIFFERENCE_SIGN = new DifferenceSignIIDHypothesis(0.05);
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeLevel() {
new DifferenceSignIIDHypothesis(-0.1);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testHighLevel() {
new DifferenceSignIIDHypothesis(1.5);
}
@Test
public void test() {
super.assertNullTS(DIFFERENCE_SIGN);
super.assertEmptyTS(DIFFERENCE_SIGN);
assertTrue(DIFFERENCE_SIGN.evaluate(RANDOM));
assertTrue(DIFFERENCE_SIGN.evaluate(SIGNAL));
assertFalse(DIFFERENCE_SIGN.evaluate(INCREASING));
}
}