static void OldMain(string[] args)
{
FileDataBaseProvider dbProvider = new FileDataBaseProvider("../../../../../Data/EURUSD.csv");
DataBase inputDb = dbProvider.GetDataBase();
inputDb.PrintDBProperties();
DataBase indicatorsDb = new DataBase("indicators DB");
indicatorsDb["openChangeInd"] = IndicatorsCalculator.CalcChangeIndicator(inputDb["open"]);
indicatorsDb["openChangeIndMAvg20"] = IndicatorsCalculator.CalcMovingMean(indicatorsDb["openChangeInd"], 20);
indicatorsDb["openChangeIndMAvg50"] = IndicatorsCalculator.CalcMovingMean(indicatorsDb["openChangeInd"], 50);
indicatorsDb["%RInd10"] = IndicatorsCalculator.CalcPercentRIndicator(inputDb["high"],inputDb["low"], inputDb["close"], 10);
indicatorsDb["%RInd20"] = IndicatorsCalculator.CalcPercentRIndicator(inputDb["high"], inputDb["low"], inputDb["close"], 20);
indicatorsDb["%RInd10Mod"] = IndicatorsCalculator.CalcPercentRIndicatorModified(inputDb["high"], inputDb["low"], inputDb["close"], 10);
indicatorsDb["%RInd20Mod"] = IndicatorsCalculator.CalcPercentRIndicatorModified(inputDb["high"], inputDb["low"], inputDb["close"], 20);
indicatorsDb["WilliamsAccDistr"] = IndicatorsCalculator.CalcWilliamsAccumulationDistributionIndicator(inputDb["high"], inputDb["low"], inputDb["close"]);
indicatorsDb.PrintDBProperties();
var plotter = Plotter.GetInstance();
plotter.AddPlot(inputDb["close"].GetRange(1000, 200), "close");
//plotter.AddPlot(indicatorsDb["openChangeInd"].GetRange(1000, 500), "openChangeInd");
//plotter.AddPlot(indicatorsDb["openChangeIndMAvg20"].GetRange(1000, 500), "openChangeIndMAvg20");
//plotter.AddPlot(indicatorsDb["openChangeIndMAvg50"].GetRange(1000, 500), "openChangeIndMAvg50");
//plotter.AddPlot(indicatorsDb["%RInd10"].GetRange(1000, 500), "RInd10");
//plotter.AddPlot(indicatorsDb["%RInd20"].GetRange(1000, 500), "RInd20");
plotter.AddPlot(indicatorsDb["WilliamsAccDistr"].GetRange(1000, 200), "WilliamsAccDistr");
Console.WriteLine("Press any button");
Console.ReadKey();
}
public DataPoint Cut(DataBase db, int offset)
{
int dataSize = db.CountVectorElements;
if (dataSize < offset + forwardStepsToPredict_)
throw new ArgumentOutOfRangeException();
if (offset < Helpers.ModifiedFibbonacci(backTicksPerIndicator_ - 1))
throw new ArgumentOutOfRangeException(String.Format(
"offset should be > {0}",
Helpers.ModifiedFibbonacci(backTicksPerIndicator_ - 1).ToString()));
DataPoint outputPoint = new DataPoint();
//changing loops with their places would speed it up, but this possition will make output more understandable
foreach(string currIndicator in indicatorsToUseNames_)
{
for (int i = 0; i < backTicksPerIndicator_; i++)
{
int currIndex = offset - Helpers.ModifiedFibbonacci(i);
outputPoint.input.Add(db[currIndicator][currIndex]);
}
}
outputPoint.output = db[outputName_][offset + forwardStepsToPredict_];
return outputPoint;
}
public DataBase GetDataBase()
{
if (db != null)
return db;
db = new DataBase("DB from File");
using (StreamReader sr = new StreamReader(filePath))
{
string line = sr.ReadLine(); //1st line is not needed (for now)
while ((line = sr.ReadLine()) != null)
{
string[] splittedLine = line.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
if (splittedLine[0] == "5") //just take 5 - min data
{
db["open"].Add(Convert.ToDouble(splittedLine[4], doubleFormatProvider));
db["high"].Add(Convert.ToDouble(splittedLine[2], doubleFormatProvider));
db["low"].Add(Convert.ToDouble(splittedLine[3], doubleFormatProvider));
db["close"].Add(Convert.ToDouble(splittedLine[5], doubleFormatProvider));
}
}
}
return db;
}
public void DataPointCutterCutMethodShouldThrowTest()
{
DataBase db = new DataBase(new List<double> { 1.0d, 2.0d, 3.0d, 4.0d, 5.0d }, "test");
DataPointCutter cutter = new DataPointCutter(2, new HashSet<string>() { "test" }, 2, "test");
DataPoint dataPoint = cutter.Cut(db, 0);
}
public void DataBasePlusOperatorShouldFailIfKeysAreSame()
{
DataBase db1 = new DataBase();
db1["a"].Add(1.0d);
DataBase db2 = new DataBase();
db2["a"].Add(2.0d);
db1 += db2;
}
public void DataBasePlusOperatorTest()
{
DataBase db1 = new DataBase();
db1["a"].Add(1.0d);
DataBase db2 = new DataBase();
db2["b"].Add(2.0d);
db1 += db2;
Assert.AreEqual(1.0d, db1["a"][0]);
Assert.AreEqual(2.0d, db1["b"][0]);
}
public void DataPointCutterCutMethodTest()
{
DataBase db = new DataBase(new List<double> { 1.0d, 2.0d, 3.0d, 4.0d, 5.0d }, "test");
DataPointCutter cutter = new DataPointCutter(2, new HashSet<string>() { "test" }, 2, "test");
DataPoint dataPoint = cutter.Cut(db, 2);
Assert.AreEqual(2, dataPoint.input.Count);
Assert.AreEqual(3.0d, dataPoint.input[0]);
Assert.AreEqual(2.0d, dataPoint.input[1]);
Assert.AreEqual(5.0d, dataPoint.output);
}
public void DataBaseAccessTest()
{
DataBase db = new DataBase();
const double val1 = 2.0d;
const double val2 = 3.0d;
const string key = "Dupa";
db[key].Add(val1);
db[key].Add(val2);
Assert.AreEqual(2, db[key].Count);
Assert.AreEqual(val1, db[key][0]);
Assert.AreEqual(val2, db[key][1]);
}
/// <summary>
/// joins databases
/// </summary>
/// <param name="database">databases cannot contain same keys!</param>
/// <returns></returns>
public static DataBase operator +(DataBase db1, DataBase db2)
{
DataBase newDb = new DataBase();
foreach (var item in db1.db)
{
if (db2.db.ContainsKey(item.Key))
throw new ArgumentException("databases you want to add contains same key");
newDb[item.Key].AddRange(item.Value);
}
foreach (var item in db2.db)
{
newDb[item.Key].AddRange(item.Value);
}
return newDb;
}
public void DataBaseCloneRangeTest()
{
DataBase db = new DataBase();
db["a"].Add(1.0d);
db["a"].Add(2.0d);
db["a"].Add(3.0d);
db["b"].Add(11.0d);
db["b"].Add(12.0d);
db["b"].Add(13.0d);
const int beginIndex = 1;
const int count = 2;
DataBase dbClone = db.CloneDbRange(beginIndex, count);
Assert.AreEqual(2, dbClone.CountVectorElements);
Assert.AreEqual(2.0d, dbClone["a"][0]);
Assert.AreEqual(3.0d, dbClone["a"][1]);
Assert.AreEqual(12.0d, dbClone["b"][0]);
Assert.AreEqual(13.0d, dbClone["b"][1]);
}
public DataBase CloneDbRange(int beginIndex, int count)
{
int dataVectorSize = CountVectorElements;
if (beginIndex < 0 || beginIndex >= dataVectorSize)
throw new ArgumentOutOfRangeException("beginIndex");
if(count < 1)
throw new ArgumentOutOfRangeException("count");
if (beginIndex + count > dataVectorSize)
throw new ArgumentOutOfRangeException("beginIndex + count");
DataBase dataBase = new DataBase();
foreach (var item in db)
{
dataBase[item.Key] = item.Value.GetRange(beginIndex, count);
}
return dataBase;
}
public void DataBaseValidationShouldFailOnFDiffNoOfParameters()
{
DataBase db = new DataBase();
db["a"].Add(1.0d);
db["b"].Add(1.0d);
db["b"].Add(2.0d);
db.ValidateDB(); //expect exception
}
public void DataBaseValidationShouldCountVectorElementsCorrectly()
{
DataBase db = new DataBase();
db["b"].Add(1.0d);
db["b"].Add(1.0d);
Assert.AreEqual(2, db.CountVectorElements);
}
public void DataBaseValidationShouldFailOnMinusInfValueInsideDb()
{
DataBase db = new DataBase();
db["a"].Add(Double.NegativeInfinity);
db.ValidateDB(); //expect exception
}
public void DataBaseValidationShouldFailOnNaNValueInsideDb()
{
DataBase db = new DataBase();
db["a"].Add(Double.NaN);
db.ValidateDB(); //expect exception
}
public void DataBaseConstructionTest()
{
DataBase db = new DataBase(new List<double>() { 1.0d, 2.0d }, "test5g");
Assert.AreEqual(2.0d, db["test5g"][1]);
}
public void DataBaseValidationShouldPasslOnCorrectNoOfParametes()
{
DataBase db = new DataBase();
db["a"].Add(1.0d);
db["a"].Add(2.0d);
db["b"].Add(1.0d);
db["b"].Add(2.0d);
db.ValidateDB(); //expect no exception
}