public void BestProfitPeriod2Data()
{
PureData pureData = new PureData(new List <DataElement>
{
new DataElement(new DateTime(2018, 2, 19), new[] { 1.1D, 2.1D, 3.1D, 4.1D, 5.1D }),
new DataElement(new DateTime(2018, 2, 20), new[] { 1.2D, 2.2D, 3.2D, 4.2D, 5.2D }),
new DataElement(new DateTime(2018, 2, 21), new[] { 1.3D, 2.3D, 3.3D, 4.3D, 5.3D }),
new DataElement(new DateTime(2018, 2, 21), new[] { 1.4D, 2.4D, 3.4D, 4.4D, 5.4D })
});
var sut = new BestProfit(2, pureData, StockIndex.High);
DataElement[] inputData = sut.CreateData().ToArray();
Assert.NotNull(inputData);
Assert.AreEqual(2, inputData.Length);
Assert.IsTrue(Math.Abs(0.083333333333D - inputData[0].Values[0]) < 0.0001, $"{inputData[0].Values[0]}");
Assert.IsTrue(Math.Abs(0.076923D - inputData[1].Values[0]) < 0.001, $"{inputData[1].Values[0]}");
Assert.AreEqual(pureData.GetData()[0].Key, inputData[0].Key);
Assert.AreEqual(pureData.GetData()[1].Key, inputData[1].Key);
}
public void MovingAverageData2()
{
PureData pureData = new PureData(new List <DataElement>
{
new DataElement(new DateTime(2018, 2, 19), new[] { 1.1D, 2.1D, 3.1D, 4.1D, 5.1D }),
new DataElement(new DateTime(2018, 2, 20), new[] { 1.2D, 2.2D, 3.2D, 4.2D, 5.2D }),
new DataElement(new DateTime(2018, 2, 21), new[] { 1.3D, 2.3D, 3.3D, 4.3D, 5.3D }),
new DataElement(new DateTime(2018, 2, 21), new[] { 1.4D, 2.4D, 3.4D, 4.4D, 5.4D })
});
var sut = new MovingAverage(2, pureData, StockIndex.Close);
DataElement[] inputData = sut.CreateData().ToArray();
Assert.NotNull(inputData);
Assert.AreEqual(3, inputData.Length);
Assert.IsTrue(Math.Abs(2.15D - inputData[0].Values[0]) < 0.00000001);
Assert.IsTrue(Math.Abs(2.25D - inputData[1].Values[0]) < 0.00000001);
Assert.AreEqual(pureData.GetData()[1].Key, inputData[0].Key);
Assert.AreEqual(pureData.GetData()[2].Key, inputData[1].Key);
Assert.AreEqual(pureData.GetData()[3].Key, inputData[2].Key);
}
private IEnumerable <DataSet> CollateData()
{
if (_inputs.Count == 0)
{
return(Enumerable.Empty <DataSet>());
}
if (_targets.Count == 0)
{
return(Enumerable.Empty <DataSet>());
}
IList <DataElement> source = _pureData.GetData();
DateTime today = source.Last().Key.Date;
DateTime first = _inputs.Select(i => i.Min(x => x.Key)).Max(y => y).Date;
DateTime last = _targets.Select(t => t.Max(x => x.Key)).Min(y => y).Date;
var targeted = new List <DataSet>();
while (first <= last)
{
var sourceData = source.First(s => s.Key.Date == first);
double close = sourceData.Values[(int)StockIndex.Close];
IList <double> inputs = new List <double>();
foreach (var input in _inputs)
{
foreach (var d in input.First(i => i.Key.Date == first).Values)
{
inputs.Add(d / close);
}
}
IList <double> targets = new List <double>();
foreach (var target in _targets)
{
foreach (var d in target.First(i => i.Key.Date == first).Values)
{
targets.Add(d);
}
}
targeted.Add(new DataSet(inputs.ToArray(), targets.ToArray()));
first = first.AddDays(1).Date;
while (source.FirstOrDefault(d => d.Key.Date == first) == null && first <= last)
{
first = first.AddDays(1).Date;
}
}
_unTargeted = new List <DataSet>();
while (first <= today)
{
var sourceData = source.First(s => s.Key.Date == first);
double close = sourceData.Values[(int)StockIndex.Close];
IList <double> inputs = new List <double>();
foreach (var input in _inputs)
{
foreach (var d in input.First(i => i.Key.Date == first).Values)
{
inputs.Add(d / close);
}
}
UnTargeted.Add(new DataSet(inputs.ToArray(), Enumerable.Empty <double>().ToArray()));
first = first.AddDays(1).Date;
while (source.FirstOrDefault(d => d.Key.Date == first) == null && first <= today)
{
first = first.AddDays(1).Date;
}
}
return(FixTargets(targeted));
}
public BestProfit(int period, PureData pureData, StockIndex index)
{
_period = period;
_index = index;
_elements = pureData.GetData();
}
public MovingAverage(int periods, PureData pureData, StockIndex stockIndex)
{
_periods = periods;
_elements = pureData.GetData();
_stockIndex = stockIndex;
}