public static void TestArcticDateTimeIndex(string lib = "net.securities", string host = "localhost", bool purge = true, bool del = true, string symbol = "S1")
{
var driver = new MongoClient("mongodb://" + host);
var arctic = new Arctic(driver, lib, purge: purge);
if (del)
{
var delcnt = arctic.DeleteAsync(symbol).Result;
Console.WriteLine("Deleted {0} versi\tons for {1}".Args(delcnt, symbol));
}
var df = new DataFrame(new Series[] {
new DateTimeSeries(new[] { new DateTime(2014, 1, 1), new DateTime(2014, 2, 1) }, name: "date"),
new Series <long>(new long[] { 1, 2 }, name: "val")
}, index: "date");
var df2 = new DataFrame(new Series[] {
new DateTimeSeries(new[] { new DateTime(2014, 3, 1), new DateTime(2014, 4, 1) }, name: "date"),
new Series <long>(new long[] { 3, 4 }, name: "val")
}, index: "date");
var df4 = new DataFrame(new Series[] {
new DateTimeSeries(new[] { new DateTime(2014, 3, 1), new DateTime(2014, 4, 1), new DateTime(2014, 5, 1) }, name: "date"),
new Series <long>(new long[] { 3, 4, 5 }, name: "val")
}, index: "date");
var df3 = new DataFrame(new Series[] {
new DateTimeSeries(new[] { new DateTime(2014, 5, 1), new DateTime(2014, 6, 1) }, name: "date"),
new Series <long>(new long[] { 5, 6 }, name: "val")
}, index: "date");
Stopwatch sw = new Stopwatch();
sw.Start();
var version = arctic.AppendAsync(symbol, df, CHUNKSIZE).Result;
var version2 = arctic.AppendAsync(symbol, df2, CHUNKSIZE).Result;
var version3 = arctic.AppendAsync(symbol, df2, CHUNKSIZE).Result;
var version4 = arctic.AppendAsync(symbol, df4, CHUNKSIZE).Result;
var read1 = arctic.Read(symbol, new DateRange(new DateTime(2014, 3, 1)));
Console.WriteLine(read1);
var read2 = arctic.Read(symbol, new DateRange(new DateTime(2014, 1, 1), new DateTime(2014, 2, 1)));
Console.WriteLine(read2);
sw.Stop();
long rows = df.Rows.Count;// + df2.Rows.Count;
Console.WriteLine("write {0} took {1}s = {2}/sec -> ver:\n {3}".Args(rows, sw.Elapsed.TotalSeconds, rows / sw.Elapsed.TotalSeconds, version));
}
public static void TestWriteArctic(string lib = "net.securities", string host = "localhost", bool purge = true, bool del = true, string symbol = "S1")
{
var driver = new MongoClient("mongodb://" + host);
var arctic = new Arctic(driver, lib, purge: purge);
if (del)
{
var delcnt = arctic.DeleteAsync(symbol).Result;
Console.WriteLine("Deleted {0} versi\tons for {1}".Args(delcnt, symbol));
}
//var df = SampleDataFrame ();
var df = RandomDataFrame();
//var df2 = SampleDataFrame (df[0].AsDateTime()[-1]);
Stopwatch sw = new Stopwatch();
sw.Start();
var version = arctic.AppendAsync(symbol, df, CHUNKSIZE).Result;
//var version2 = arctic.AppendAsync (symbol, df2, CHUNKSIZE).Result;
sw.Stop();
long rows = df.Rows.Count;// + df2.Rows.Count;
Console.WriteLine("write {0} took {1}s = {2}/sec -> ver:\n {3}".Args(rows, sw.Elapsed.TotalSeconds, rows / sw.Elapsed.TotalSeconds, version));
}