public void PrepareInputSeries_TwoSeries_FirstOne_EndsSooner()
{
TripletAnalyser tripletAnalyser = new TripletAnalyser();
IList<string> symbolList = new List<string>();
DateTime minDate = new DateTime(2000, 1, 1);
DateTime maxDate = new DateTime(2001, 1, 1);
string exchange = "Exchange";
string symbol = "Symbol_1";
IStoreOHLCVIntervals intervalRepository = MockRepository.GenerateStub<IStoreOHLCVIntervals>();
intervalRepository.Stub(r => r.GetByTimeSpan(exchange,symbol, minDate, maxDate))
.Return(GenerateInputSeriesList(symbol, minDate, maxDate.Subtract(minDate).Days));
symbol = "Symbol_2";
intervalRepository.Stub(r => r.GetByTimeSpan(exchange, symbol, minDate, maxDate))
.Return(GenerateInputSeriesList(symbol, minDate, maxDate.AddDays(10).Subtract(minDate).Days));
List<double[]> intersection = tripletAnalyser.PrepareInputSeries(new List<string>() { "Exchange:Symbol_1", "Exchange:Symbol_2" }, minDate, maxDate, intervalRepository);
Assert.AreEqual(2, intersection.Count);
Assert.AreEqual(366, intersection[0].Length);
Assert.AreEqual(366, intersection[1].Length);
Assert.LessOrEqual(Double.Epsilon, Math.Abs(minDate.Ticks - intersection[0][0]));
Assert.LessOrEqual(Double.Epsilon, Math.Abs(maxDate.Ticks - intersection[0][355]));
}
public void PerformAnalysis()
{
TripletAnalyser tripletAnalyser = new TripletAnalyser();
MaxEigenResults result = tripletAnalyser.PerformAnalysis(GetJohnsenSeries());
}
public void SplitSeriesTest()
{
TripletAnalyser tripletAnalyser = new TripletAnalyser();
List<double[]> seriesList = new List<double[]>();
seriesList.Add(new double[52]);
seriesList.Add(new double[52]);
seriesList.Add(new double[52]);
for (int i = 0; i < 52; i++)
{
seriesList[0][i] = i;
seriesList[1][i] = i * 100;
seriesList[2][i] = i * 1000;
}
List<List<double[]>> splitseries = tripletAnalyser.SplitSeries(seriesList, 10);
Assert.AreEqual(6, splitseries.Count);
}