public decimal Predict(PredictorOption option)
{
// step 0: create a value table of X(ordinal month value) and Y(rate value for given month)
int[] xValues = Enumerable.Range(option.FromDate.Month, option.ToDate.Month).ToArray();
decimal[] yValues = GetY(option.FromDate, option.ToDate, xValues, option.FromCurrency, option.ToCurrency);
// step 1: number of values
int n = xValues.Length;
// step 2: X*X, X*Y
decimal[] xx = CalXX(xValues);
decimal[] xy = CalXY(xValues, yValues);
// step 3: ΣX, ΣY, Σ(X*X) and Σ(X*Y)
int sumX = xValues.Sum();
decimal sumY = yValues.Sum();
decimal sumXX = xx.Sum();
decimal sumXY = xy.Sum();
// step 4
decimal slope = CalSlope(n, sumX, sumY, sumXX, sumXY);
// step 5
decimal intercept = CalIntercept(sumY, slope, sumX, n);
// step 6
// 15/1/2017 => x = 13
decimal rate = CalRate(intercept, slope, xValues.Length + 1);
return(rate);
}
public void Test1()
{
Random randNum = new Random();
int[] yValues = Enumerable.Repeat(0, 12).Select(i => randNum.Next(1, 30)).ToArray();
Queue <ExchangeRate> rateQueue = new Queue <ExchangeRate>();
foreach (int yValue in yValues)
{
ExchangeRate r = new ExchangeRate();
r.rates = new JObject(new JProperty("VND", yValue));
rateQueue.Enqueue(r);
}
Mock <IExchangeRateDataReader> readerMock = new Mock <IExchangeRateDataReader>();
readerMock.Setup(reader => reader.Read(It.IsAny <DateTime>(), It.IsAny <string>())).Returns(rateQueue.Dequeue);
PredictorOption predictorOption = new PredictorOption
{
FromCurrency = "USD",
ToCurrency = "VND",
FromDate = new DateTime(year: 2016, month: 1, day: 15),
ToDate = new DateTime(year: 2016, month: 12, day: 15),
PredictDate = new DateTime(year: 2017, month: 1, day: 15)
};
IPredictor predictor = new Predictor(readerMock.Object);
decimal rate = predictor.Predict(predictorOption);
Assert.True(rate > 0);
}
private string HandlePredictCommand(PredictOption opts)
{
JObject currencies = _reader.ReadCurrencies();
StringBuilder stringBuilder = new StringBuilder();
if (!currencies.ContainsKey(opts.From))
{
stringBuilder.AppendLine($"Currency code {opts.From} is invalid.");
}
if (!currencies.ContainsKey(opts.To))
{
stringBuilder.AppendLine($"Currency code {opts.To} is invalid.");
}
if (stringBuilder.Length > 0)
{
throw new ArgumentException(stringBuilder.ToString());
}
PredictorOption option = new PredictorOption
{
FromDate = DateTime.ParseExact("15/01/2016", "dd/MM/yyyy", CultureInfo.InvariantCulture),
ToDate = DateTime.ParseExact("15/12/2016", "dd/MM/yyyy", CultureInfo.InvariantCulture),
PredictDate = DateTime.ParseExact("15/01/2017", "dd/MM/yyyy", CultureInfo.InvariantCulture),
FromCurrency = opts.From,
ToCurrency = opts.To
};
decimal rate = _predictor.Predict(option);
string result = $"The predicted currency exchange from {opts.From} to {opts.To} for 15/1/2017 is {rate}";
return(result);
}