1 parent 3086e5e commit 1e3f74bCopy full SHA for 1e3f74b
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PairTradingView.UnitTests/RiskManagerTests.cs
@@ -32,8 +32,8 @@ public void CalculateTest()
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pairs.ForEach(i => { Assert.That(Math.Round(i.TradeVolume, 1), Is.Not.EqualTo(0)); });
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- Assert.That(Math.Round(pairs.Select(i => i.TradeVolume).Sum(), 2), Is.EqualTo(100000.00).Within(0.01));
+ Assert.That(Math.Round(pairs.Select(i => i.TradeVolume).Sum(), 2), Is.EqualTo(100000.00).Within(0.1));
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- Assert.That(Math.Round(pairs.Select(i => i.Weight).Sum(), 2), Is.EqualTo(1));
+ Assert.That(Math.Round(pairs.Select(i => i.Weight).Sum(), 2), Is.EqualTo(1).Within(0.01));
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}
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