public void WindowDirectAndIndirectSpanOpBenchmark()
{
Settings.DoAdditionalCorrectnessChecks = false;
var count = 100000;
var width = 20;
var sm = new SortedMap <int, double>();
sm.Add(0, 0); // make irregular, it's faster but more memory
for (int i = 2; i <= count; i++)
{
sm.Add(i, i);
}
var op = new WindowOnlineOp <int, double, SortedMapCursor <int, double> >();
var spanOp =
new SpanOpCount <int, double, Range <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>, WindowOnlineOp <int, double, SortedMapCursor <int, double> > >(20, false,
op);
var window =
new SpanOpImpl <int,
double,
Range <int, double, SortedMapCursor <int, double> >,
SpanOpCount <int, double, Range <int, double, SortedMapCursor <int, double> >, SortedMapCursor <int, double>, WindowOnlineOp <int, double, SortedMapCursor <int, double> > >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), spanOp).Source
.Map(x =>
{
var sum = 0.0;
var c = 0;
foreach (var keyValuePair in x.Source)
{
sum += keyValuePair.Value;
c++;
}
return(sum / c); // x.CursorDefinition.Count TODO
});
var spanOpCombined =
new SpanOp <int, double, Range <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>, WindowOnlineOp <int, double, SortedMapCursor <int, double> > >(20, false,
op, sm.comparer);
var windowCombined =
new SpanOpImpl <int,
double,
Range <int, double, SortedMapCursor <int, double> >,
SpanOp <int, double, Range <int, double, SortedMapCursor <int, double> >, SortedMapCursor <int, double>, WindowOnlineOp <int, double, SortedMapCursor <int, double> > >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), spanOpCombined).Source
.Map(x =>
{
var sum = 0.0;
var c = 0;
foreach (var keyValuePair in x.Source)
{
sum += keyValuePair.Value;
c++;
}
return(sum / c); // x.CursorDefinition.Count TODO
});
var windowExtension = sm.Window(width).Map(x =>
{
var sum = 0.0;
var c = 0;
foreach (var keyValuePair in x)
{
sum += keyValuePair.Value;
c++;
}
return(sum / c); // x.CursorDefinition.Count TODO
});
for (int round = 0; round < 20; round++)
{
double sum1 = 0.0;
using (Benchmark.Run("Window SpanOpCount", count * width))
{
foreach (var keyValuePair in window)
{
sum1 += keyValuePair.Value;
}
}
double sum2 = 0.0;
using (Benchmark.Run("Window SpanOp", count * width))
{
foreach (var keyValuePair in windowCombined)
{
sum2 += keyValuePair.Value;
}
}
double sum3 = 0.0;
using (Benchmark.Run("Window Extension", count * width))
{
foreach (var keyValuePair in windowExtension)
{
sum3 += keyValuePair.Value;
}
}
Assert.AreEqual(sum1, sum2);
Assert.AreEqual(sum1, sum3);
}
Benchmark.Dump($"The window width is {width}.");
}
public void CouldCalculateSMAWithCount()
{
var count = 20;
var sm = new SortedMap <int, double>();
for (int i = 1; i <= count; i++)
{
sm.Add(i, i);
}
DoTest(true);
DoTest(false);
DoTestViaSpanOpCount(true);
DoTestViaSpanOpCount(false);
void DoTest(bool allowIncomplete)
{
// TODO separate tests/cases for true/false
var smaOp = new MAvgCount <int, double, SortedMapCursor <int, double> >(10, allowIncomplete);
var smaCursor =
new SpanOpImpl <int,
double,
double,
MAvgCount <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp);
// this monster type must be hidden in the same way Lag hides its implementation
Series <int, double, SpanOpImpl <int, double, double, MAvgCount <int, double, SortedMapCursor <int, double> >, SortedMapCursor <int, double> > > smaSeries;
smaSeries = smaCursor.Source;
var sm2 = smaSeries.ToSortedMap();
Assert.AreEqual(sm2.First, smaSeries.First);
Assert.AreEqual(sm2.Last, smaSeries.Last);
Assert.True(SeriesContract.MoveAtShouldWorkOnLazySeries(smaSeries));
Assert.True(SeriesContract.ClonedCursorsAreIndependent(smaSeries));
if (!allowIncomplete)
{
var trueSma = sm.Window(10).Map(x => x.Values.Average());
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
Debug.WriteLine("SMA");
foreach (var keyValuePair in smaSeries)
{
Debug.WriteLine($"{keyValuePair.Key} - {keyValuePair.Value}");
}
}
void DoTestViaSpanOpCount(bool allowIncomplete)
{
// TODO separate tests/cases for true/false
var onlineOp = new SumAvgOnlineOp <int, double, SortedMapCursor <int, double> >();
var smaOp = new SpanOpCount <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >(10, allowIncomplete, onlineOp);
var smaCursor =
new SpanOpImpl <int,
double,
double,
SpanOpCount <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp);
// this monster type must be hidden in the same way Lag hides its implementation
Series <int, double, SpanOpImpl <int, double, double, SpanOpCount <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >, SortedMapCursor <int, double> > > smaSeries;
smaSeries = smaCursor.Source;
var sm2 = smaSeries.ToSortedMap();
Assert.AreEqual(sm2.First, smaSeries.First);
Assert.AreEqual(sm2.Last, smaSeries.Last);
Assert.True(SeriesContract.MoveAtShouldWorkOnLazySeries(smaSeries));
Assert.True(SeriesContract.ClonedCursorsAreIndependent(smaSeries));
if (!allowIncomplete)
{
var trueSma = sm.Window(10).Map(x => x.Values.Average());
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
Debug.WriteLine("SMA");
foreach (var keyValuePair in smaSeries)
{
Debug.WriteLine($"{keyValuePair.Key} - {keyValuePair.Value}");
}
}
}
