public void RemoveTrendlines_SignalIsSentToRepositoryToRemoveAllItems()
{
//Arrange
IEnumerable <TrendlineDto> trendlineDtos = null;
Trendline trendline1 = getDefaultTrendline();
Trendline trendline2 = getDefaultTrendline();
trendline2.Id = 2;
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
mockedRepository.
Setup(r => r.RemoveTrendlines(It.IsAny <IEnumerable <TrendlineDto> >())).
Callback <IEnumerable <TrendlineDto> >((col) => trendlineDtos = col).Verifiable();
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
service.RemoveTrendlines(new Trendline [] { trendline1, trendline2 });
//Assert
IEnumerable <TrendlineDto> expectedTrendlineDtos = new TrendlineDto[] { trendline1.ToDto(), trendline2.ToDto() };
mockedRepository.Verify(r => r.RemoveTrendlines(It.IsAny <IEnumerable <TrendlineDto> >()), Times.Exactly(1));
Assert.IsTrue(trendlineDtos.HasEqualItems(expectedTrendlineDtos));
}
public static void Run()
{
// ExStart:1
// The path to the documents directory.
string dataDir = RunExamples.GetDataDir(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
// Create workbook object from source Excel file
Workbook workbook = new Workbook(dataDir + "source.xlsx");
// Access the first worksheet
Worksheet worksheet = workbook.Worksheets[0];
// Access the first chart inside the worksheet
Chart chart = worksheet.Charts[0];
// Calculate the Chart first to get the Equation Text of Trendline
chart.Calculate();
// Access the Trendline
Trendline trendLine = chart.NSeries[0].TrendLines[0];
// Read the Equation Text of Trendline
Console.WriteLine("Equation Text: " + trendLine.DataLabels.Text);
// ExEnd:1
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double currentEMALong = EMA(mALongLen)[0];
double currentEMAMed = EMA(mAMedLen)[0];
double currentEMAShort = EMA(mAShortLen)[0];
if (((currentEMAMed > currentEMALong) || (currentEMAShort > currentEMALong)))
{
Trendline.Set(currentEMALong);
PlotColors[0][0] = uptick;
//if(CrossBelow(EMA(mAShortLen),currentEMALong,7))
if (currentEMAShort < currentEMALong)
{
PlotColors[0][0] = downtick;
}
}
else if ((currentEMAMed < currentEMALong) || (currentEMAShort < currentEMALong))
{
Trendline.Set(currentEMALong);
PlotColors[0][0] = downtick;
}
else
{
Trendline.Set(currentEMALong);
PlotColors[0][0] = Color.Green;
}
}
private static object GetTimeRemaining(ModelBase model)
{
var viewModel = (ProgressFieldViewModel)model;
if (viewModel.Target == 0)
{
return(TimeSpan.MaxValue);
}
if (viewModel._progressStart == null)
{
viewModel._progressStart = DateTime.UtcNow;
return(TimeSpan.MaxValue);
}
var elapsed = DateTime.UtcNow - viewModel._progressStart.GetValueOrDefault();
var elapsedMilliseconds = elapsed.TotalMilliseconds;
lock (viewModel._elapsedSample)
{
if (elapsedMilliseconds - viewModel._elapsedSample[viewModel._sampleIndex] > (1000 / SampleCount))
{
viewModel._elapsedSample[viewModel._sampleIndex] = elapsedMilliseconds;
viewModel._progressSample[viewModel._sampleIndex] = (double)viewModel.Current;
viewModel._sampleIndex = (viewModel._sampleIndex + 1) % SampleCount;
var trendline = new Trendline(viewModel._progressSample, viewModel._elapsedSample);
viewModel._estimatedMilliseconds = trendline.GetY(viewModel.Target);
}
}
var remainingMilliseconds = viewModel._estimatedMilliseconds - elapsedMilliseconds;
return(TimeSpan.FromMilliseconds(remainingMilliseconds));
}
static void TrendlineLabel(Workbook workbook)
{
#region #TrendlineLabel
Worksheet worksheet = workbook.Worksheets["chartTask3"];
workbook.Worksheets.ActiveWorksheet = worksheet;
// Create a chart and specify its location.
Chart chart = worksheet.Charts.Add(ChartType.ScatterMarkers);
chart.SelectData(worksheet["C2:F3"], ChartDataDirection.Row);
chart.TopLeftCell = worksheet.Cells["H2"];
chart.BottomRightCell = worksheet.Cells["N14"];
// Display a polynomial trendline.
chart.Series[0].Trendlines.Add(ChartTrendlineType.Polynomial);
// Customize the trendline.
Trendline tline = chart.Series[0].Trendlines[0];
tline.DisplayEquation = true;
tline.CustomName = "Trend";
tline.DisplayRSquare = true;
tline.Outline.SetSolidFill(Color.Red);
// Format the trend label.
TrendlineLabel tlabel = tline.Label;
tlabel.Font.Name = "Tahoma";
tlabel.Font.Italic = true;
tlabel.Fill.SetGradientFill(ShapeGradientType.Linear, Color.Orange, Color.White);
// Position the label in the right quarter of the chart area.
tlabel.Layout.Left.SetPosition(LayoutMode.Edge, 0.75);
#endregion #TrendlineLabel
}
static void TrendlineCustomization(Workbook workbook)
{
#region #TrendlineCustomization
Worksheet worksheet = workbook.Worksheets["chartTask3"];
workbook.Worksheets.ActiveWorksheet = worksheet;
// Create a chart and specify its location.
Chart chart = worksheet.Charts.Add(ChartType.ScatterMarkers);
chart.SelectData(worksheet["C2:F3"], ChartDataDirection.Row);
chart.TopLeftCell = worksheet.Cells["H2"];
chart.BottomRightCell = worksheet.Cells["N14"];
// Set the minimum and maximum values for the chart value axis.
Axis axis = chart.PrimaryAxes[1];
axis.Scaling.AutoMax = false;
axis.Scaling.AutoMin = false;
axis.Scaling.Min = 0.6;
axis.Scaling.Max = 1.0;
chart.PrimaryAxes[1].MajorGridlines.Visible = false;
// Display a polynomial trendline.
chart.Series[0].Trendlines.Add(ChartTrendlineType.Polynomial);
// Customize the trendline.
Trendline tline = chart.Series[0].Trendlines[0];
tline.DisplayEquation = true;
tline.CustomName = "Trend";
tline.DisplayRSquare = true;
tline.Backward = 1;
tline.Forward = 2;
tline.Outline.SetSolidFill(Color.Red);
#endregion #TrendlineCustomization
}
private IEnumerable <Trendline> GetTrendlines(int assetId, int timeframeId, IEnumerable <TrendlineDto> dtos)
{
IEnumerable <Trendline> trendlines = dtos.Select(dto => Trendline.FromDto(dto));
IEnumerable <TrendRange> trendRanges = GetTrendRanges(assetId, timeframeId);
Dictionary <int, ExtremumGroup> extremumGroupsMap = GetExtremumGroupsMap(assetId, timeframeId);
Dictionary <int, Trendline> trendlinesMap = new Dictionary <int, Trendline>();
foreach (var trendline in trendlines)
{
ExtremumGroup baseEG;
ExtremumGroup counterEG;
extremumGroupsMap.TryGetValue(trendline.BaseExtremumGroupId, out baseEG);
extremumGroupsMap.TryGetValue(trendline.CounterExtremumGroupId, out counterEG);
trendline.BaseExtremumGroup = baseEG;
trendline.CounterExtremumGroup = counterEG;
trendlinesMap.Add(trendline.Id, trendline);
}
foreach (var trendRange in trendRanges)
{
Trendline trendline;
trendlinesMap.TryGetValue(trendRange.TrendlineId, out trendline);
if (trendline != null)
{
trendline.AddTrendRange(trendRange);
}
}
return(trendlinesMap.Values);
}
public Trendline GetTrendlineById(int id)
{
_repository = new EFTrendlineRepository();
var dto = _repository.GetTrendlineById(id);
return(Trendline.FromDto(dto));
}
public static void Run()
{
//Source directory
string sourceDir = RunExamples.Get_SourceDirectory();
// Create workbook object from source Excel file
Workbook workbook = new Workbook(sourceDir + "sampleGetEquationTextOfChartTrendLine.xlsx");
// Access the first worksheet
Worksheet worksheet = workbook.Worksheets[0];
// Access the first chart inside the worksheet
Chart chart = worksheet.Charts[0];
// Calculate the Chart first to get the Equation Text of Trendline
chart.Calculate();
// Access the Trendline
Trendline trendLine = chart.NSeries[0].TrendLines[0];
// Read the Equation Text of Trendline
Console.WriteLine("Equation Text: " + trendLine.DataLabels.Text);
Console.WriteLine("GetEquationTextOfChartTrendLine executed successfully.");
}
public void RemoveTrendline_ThisItemIsRemovedFromCache()
{
//Arrange
IEnumerable <TrendlineDto> trendlineDtos = null;
TrendlineDto trendlineDto = getDefaultTrendlineDto();
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
mockedRepository.Setup(r => r.GetTrendlineById(1)).Returns(trendlineDto);
mockedRepository.
Setup(r => r.RemoveTrendlines(It.IsAny <IEnumerable <TrendlineDto> >())).
Callback <IEnumerable <TrendlineDto> >((col) => trendlineDtos = col).Verifiable();
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
Trendline trendline = service.GetTrendlineById(1);
TrendlineDto nullTrendline = null;
service.RemoveTrendline(trendline);
mockedRepository.Setup(r => r.GetTrendlineById(1)).Returns(nullTrendline);
//Assert
Trendline actualTrendline = service.GetTrendlineById(1);
Assert.IsNull(actualTrendline);
}
public void TestExample()
{
double[] x = new[] { 1.0, 2.0, 3.0 };
double[] y = new[] { 3.0, 5.0, 6.5 };
var trendline = new Trendline(x, y);
Assert.That(Math.Round(trendline.GetY(0.0), 3), Is.EqualTo(1.333));
Assert.That(Math.Round(trendline.GetY(3.14), 3), Is.EqualTo(6.828));
}
public void TestLinear()
{
// y = 2x + 1
double[] x = new[] { 1.0, 2.0, 3.0 };
double[] y = new[] { 3.0, 5.0, 7.0 };
var trendline = new Trendline(x, y);
Assert.That(trendline.GetX(0.0), Is.EqualTo(-0.5));
Assert.That(trendline.GetY(0.0), Is.EqualTo(1.0));
Assert.That(trendline.GetY(137.23), Is.EqualTo(275.46));
}
/// <summary>
/// Initializes the ChartControl's data and sets the Chart type.
/// </summary>
protected void InitializeChartData()
{
ChartSeries series1 = new ChartSeries(" Rupees ");
series1.Type = ChartSeriesType.Scatter;
series1.Text = series1.Name;
double[] yValue = new double[] { 7.66, 8.03, 8.41, 8.97, 8.77, 8.20, 8.16, 7.89, 8.68, 9.48, 10.11, 11.36, 12.34, 12.60, 12.95, 13.91, 16.21, 17.50, 22.72, 28.14, 31.26, 31.39, 32.43, 35.52, 36.36,
41.33, 43.12, 45.00, 47.23, 48.62, 46.60, 45.28, 44.01, 45.17, 41.20, 43.41, 48.32, 45.65, 46.61, 53.34, 58.53 };
int j = 0;
for (int i = 1973; i <= 2013; i++)
{
series1.Points.Add(i, yValue[j]);
j += 1;
}
series1.Style.Font.Facename = "Segoe UI";
series1.Style.Font.Size = 10;
Trendline trendline = new Trendline();
trendline.Name = "Linear";
trendline.Style = DashStyle.Solid;
series1.Trendlines.Add(trendline);
this.chartControl1.Series.Add(series1);
this.chartControl1.PrimaryXAxis.TickSize = new Size(1, 1);
this.chartControl1.PrimaryYAxis.TickSize = new Size(1, 1);
this.chartControl1.PrimaryXAxis.Font = new Font("Segoe UI", 10, FontStyle.Regular);
this.chartControl1.Anchor = ((System.Windows.Forms.AnchorStyles)((((System.Windows.Forms.AnchorStyles.Top | System.Windows.Forms.AnchorStyles.Bottom)
| System.Windows.Forms.AnchorStyles.Left)
| System.Windows.Forms.AnchorStyles.Right)));
this.panel5.Dock = System.Windows.Forms.DockStyle.Right;
this.comboBox1.DataSource = Enum.GetValues(typeof(TrendlineType));
this.comboBox2.Items.AddRange(new object[] { "2", "3", "4", "5", "6" });
foreach (string line in Enum.GetNames(typeof(DashStyle)))
{
this.comboBox3.Items.Add(line);
}
this.checkBox1.Checked = true;
}
// Function that creates the plot
public static void plotChart(string columnTitle)
{
Range chartRange;
object misValue = System.Reflection.Missing.Value;
// Creates the chart
ChartObjects xlCharts = (ChartObjects)ExcelExecutions.xlWorksheet.ChartObjects(Type.Missing);
ChartObject myChart = xlCharts.Add(250, 50, 600, 350);
Chart xlChart = myChart.Chart;
xlChart.ChartType = XlChartType.xlXYScatter;
// Gets the range for the column title
Range XcolumnTitleLocation = findCell(ExcelExecutions.xTitle);
Range YcolumnTitleLocation = findCell(columnTitle);
// The title for the x- and y-axis
Axis xAxis = xlChart.Axes(XlAxisType.xlCategory, XlAxisGroup.xlPrimary) as Axis;
Axis yAxis = xlChart.Axes(XlAxisType.xlValue, XlAxisGroup.xlPrimary) as Axis;
xAxis.HasTitle = true;
yAxis.HasTitle = true;
xAxis.AxisTitle.Text = XcolumnTitleLocation.Value;
yAxis.AxisTitle.Text = YcolumnTitleLocation.Value;
// The values for the chart
string xColumnPrefix = ExcelExecutions.columnNames[XcolumnTitleLocation.Column - 1];
string yColumnPrefix = ExcelExecutions.columnNames[YcolumnTitleLocation.Column - 1];
Range xValues = ExcelExecutions.xlWorksheet.Range[xColumnPrefix + "2", (xColumnPrefix + ExcelExecutions.xlRange.Rows.Count.ToString())];
Range yvalues = ExcelExecutions.xlWorksheet.Range[yColumnPrefix + "2", (yColumnPrefix + ExcelExecutions.xlRange.Rows.Count.ToString())];
// Assigns the value to the chart
SeriesCollection seriesCollection = xlChart.SeriesCollection();
Series pointPlot = seriesCollection.NewSeries();
pointPlot.XValues = xValues;
pointPlot.Name = columnTitle;
pointPlot.Values = yvalues;
// Creates trendline(regression)
Trendlines trendlines = (Trendlines)pointPlot.Trendlines(Type.Missing);
Trendline linearRegression = trendlines.Add(XlTrendlineType.xlLinear);
linearRegression.DisplayEquation = true;
linearRegression.DisplayRSquared = true;
saveChart(xlChart, pointPlot.Name);
}
public void GetTrendlineById_ReturnsNull_IfThereIsNoItemWithGivenCombination()
{
//Arrange
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
TrendlineDto returnedDto = null;
mockedRepository.Setup(r => r.GetTrendlineById(1)).Returns(returnedDto);
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
//Assert
Trendline baseTrendline = service.GetTrendlineById(1);
Assert.IsNull(baseTrendline);
}
public void Process_IfNewTrendlineAndStartIndexLaterThanGivenItem_NothingHappens()
{
//Arrange
Mock <IProcessManager> mockManager = null; // getDefaultMockManager(4);
//Extremum baseMaster = new Extremum(getDefaultAtsSettings(), ExtremumType.PeakByClose, 4);
//Extremum secondMaster = new Extremum(getDefaultAtsSettings(), ExtremumType.PeakByClose, 10);
//Act
Trendline trendline = new Trendline(null);
TrendlineProcessor processor = new TrendlineProcessor(mockManager.Object);
//processor.Process(trendline,
//Assert
Assert.Fail("Not implemented yet");
}
public void GetTrendlineById_ReturnsProperItem_IfItemExists()
{
//Arrange
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
TrendlineDto trendlineDto = new TrendlineDto()
{
Id = 1, AssetId = DEFAULT_ASSET_ID, TimeframeId = DEFAULT_TIMEFRAME_ID, SimulationId = DEFAULT_SIMULATION_ID, StartIndex = 50, StartLevel = 1.1234, FootholdLevel = 1.1412, FootholdIndex = 72, LastUpdateIndex = 77, Value = 1.23
};
mockedRepository.Setup(r => r.GetTrendlineById(1)).Returns(trendlineDto);
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
var actualTrendline = service.GetTrendlineById(1);
//Assert
Trendline expectedTrendline = new Trendline(trendlineDto);
bool areEqual = expectedTrendline.Equals(actualTrendline);
Assert.IsTrue(areEqual);
}
public SlopeInfo(List <ExtractedValue> extractedValues)
{
var calculus = new MathCalculus();
var trendline = new Trendline();
if (extractedValues.Count != 0)
{
NominalValues = extractedValues;
NominalTrendline = trendline.GetTrendline(extractedValues);
Growth = calculus.CalculateGrowth(extractedValues);
GrowthTrendline = trendline.GetTrendline(Growth);
NominalMedian = calculus.CalculateMedian(extractedValues);
GrowthMedian = calculus.CalculateMedian(Growth);
NominalDeviation = calculus.CalculateDeviation(extractedValues);
GrowthDeviation = calculus.CalculateDeviation(Growth);
LastThreeYearsGrowth = calculus.CalculateLastThreeYearsGrowth(Growth);
LastThreeYearsTrendLine = trendline.GetTrendline(LastThreeYearsGrowth);
LastFiveYearsGrowth = calculus.CalculateLastFiveYearsGrowth(extractedValues);
LastTenYearsGrowth = calculus.CalculateLastTenYearsGrowth(extractedValues);
}
}
public void UpdateTrendlines_AllItemsPassedToMethodArePassedToRepository()
{
//Arrange
IEnumerable <TrendlineDto> trendlineDtos = null;
Trendline trendline = getDefaultTrendline();
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
mockedRepository.
Setup(r => r.UpdateTrendlines(It.IsAny <IEnumerable <TrendlineDto> >())).
Callback <IEnumerable <TrendlineDto> >((col) => trendlineDtos = col).Verifiable();
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
service.UpdateTrendline(trendline);
//Assert
IEnumerable <TrendlineDto> expectedTrendlineDtos = new TrendlineDto[] { trendline.ToDto() };
mockedRepository.Verify(r => r.UpdateTrendlines(It.IsAny <IEnumerable <TrendlineDto> >()), Times.Exactly(1));
Assert.IsTrue(trendlineDtos.HasEqualItems(expectedTrendlineDtos));
}
public void GetTrendlines_ReturnsProperCollectionOfTrendlines()
{
//Arrange
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
List <TrendlineDto> dtos = new List <TrendlineDto>();
TrendlineDto trendlineDto1 = new TrendlineDto()
{
Id = 1, AssetId = DEFAULT_ASSET_ID, TimeframeId = DEFAULT_TIMEFRAME_ID, SimulationId = DEFAULT_SIMULATION_ID, StartIndex = 50, StartLevel = 1.1234, FootholdLevel = 1.1412, FootholdIndex = 72, LastUpdateIndex = 77, Value = 1.23
};
TrendlineDto trendlineDto2 = new TrendlineDto()
{
Id = 2, AssetId = DEFAULT_ASSET_ID, TimeframeId = DEFAULT_TIMEFRAME_ID, SimulationId = DEFAULT_SIMULATION_ID, StartIndex = 64, StartLevel = 1.1276, FootholdLevel = 1.1412, FootholdIndex = 72, LastUpdateIndex = 77, Value = 1.49
};
TrendlineDto trendlineDto3 = new TrendlineDto()
{
Id = 3, AssetId = DEFAULT_ASSET_ID, TimeframeId = DEFAULT_TIMEFRAME_ID, SimulationId = DEFAULT_SIMULATION_ID, StartIndex = 81, StartLevel = 1.1315, FootholdLevel = 1.1412, FootholdIndex = 72, LastUpdateIndex = 77, Value = 2.16
};
dtos.AddRange(new TrendlineDto[] { trendlineDto1, trendlineDto2, trendlineDto3 });
mockedRepository.Setup(r => r.GetTrendlines(DEFAULT_ASSET_ID, DEFAULT_TIMEFRAME_ID, DEFAULT_SIMULATION_ID)).Returns(dtos);
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
var actualSimultations = service.GetTrendlines(DEFAULT_ASSET_ID, DEFAULT_TIMEFRAME_ID, DEFAULT_SIMULATION_ID);
//Assert
List <Trendline> expectedTrendlines = new List <Trendline>();
Trendline trendline1 = new Trendline(trendlineDto1);
Trendline trendline2 = new Trendline(trendlineDto2);
Trendline trendline3 = new Trendline(trendlineDto3);;
expectedTrendlines.AddRange(new Trendline[] { trendline1, trendline2, trendline3 });
bool areEqual = expectedTrendlines.HasEqualItems(actualSimultations);
Assert.IsTrue(areEqual);
}
public void Constructor_fromDto_hasCorrectProperties()
{
//Act.
var trendlineDto = new TrendlineDto()
{
Id = UTDefaulter.DEFAULT_ID,
AssetId = UTDefaulter.DEFAULT_ASSET_ID,
TimeframeId = UTDefaulter.DEFAULT_TIMEFRAME_ID,
SimulationId = UTDefaulter.DEFAULT_SIMULATION_ID,
StartIndex = UTDefaulter.DEFAULT_START_INDEX,
StartLevel = UTDefaulter.DEFAULT_START_LEVEL,
FootholdIndex = UTDefaulter.DEFAULT_FOOTHOLD_INDEX,
FootholdLevel = UTDefaulter.DEFAULT_FOOTHOLD_LEVEL,
FootholdSlaveIndex = UTDefaulter.DEFAULT_FOOTHOLD_SLAVE_INDEX,
FootholdIsPeak = UTDefaulter.DEFAULT_FOOTHOLD_IS_PEAK,
EndIndex = null,
Value = UTDefaulter.DEFAULT_VALUE,
LastUpdateIndex = UTDefaulter.DEFAULT_LAST_UPDATE_INDEX
};
var trendline = new Trendline(trendlineDto);
//Assert.
Assert.AreEqual(UTDefaulter.DEFAULT_ID, trendline.Id);
Assert.AreEqual(UTDefaulter.DEFAULT_ASSET_ID, trendline.AssetId);
Assert.AreEqual(UTDefaulter.DEFAULT_TIMEFRAME_ID, trendline.TimeframeId);
Assert.AreEqual(UTDefaulter.DEFAULT_SIMULATION_ID, trendline.SimulationId);
Assert.AreEqual(UTDefaulter.DEFAULT_START_INDEX, trendline.StartIndex);
Assert.AreEqual(UTDefaulter.DEFAULT_START_LEVEL, trendline.StartLevel);
Assert.AreEqual(UTDefaulter.DEFAULT_FOOTHOLD_INDEX, trendline.FootholdIndex);
Assert.AreEqual(UTDefaulter.DEFAULT_FOOTHOLD_LEVEL, trendline.FootholdLevel);
Assert.AreEqual(UTDefaulter.DEFAULT_FOOTHOLD_SLAVE_INDEX, trendlineDto.FootholdSlaveIndex);
Assert.AreEqual(UTDefaulter.DEFAULT_FOOTHOLD_IS_PEAK, trendlineDto.FootholdIsPeak);
Assert.AreEqual(UTDefaulter.DEFAULT_VALUE, trendline.Value);
Assert.IsNull(trendline.EndIndex);
Assert.AreEqual(UTDefaulter.DEFAULT_LAST_UPDATE_INDEX, trendline.LastUpdateIndex);
}
private Trendline getDefaultTrendline()
{
AtsSettings settings = new AtsSettings(DEFAULT_ASSET_ID, DEFAULT_TIMEFRAME_ID, DEFAULT_SIMULATION_ID);
Price basePrice = getPrice(DEFAULT_START_INDEX);
Extremum baseMaster = new Extremum(basePrice, ExtremumType.PeakByClose);
ExtremumGroup baseGroup = new ExtremumGroup(baseMaster, null);
TrendlinePoint basePoint = new TrendlinePoint(baseGroup, DEFAULT_START_LEVEL);
Price secondPrice = getPrice(DEFAULT_FOOTHOLD_INDEX);
Extremum secondMaster = new Extremum(secondPrice, ExtremumType.PeakByClose);
ExtremumGroup secondGroup = new ExtremumGroup(secondMaster, null);
TrendlinePoint footholdPoint = new TrendlinePoint(secondGroup, DEFAULT_FOOTHOLD_LEVEL);
Trendline trendline = new Trendline(settings, basePoint, footholdPoint);
trendline.Id = DEFAULT_ID;
trendline.Value = DEFAULT_VALUE;
trendline.LastUpdateIndex = DEFAULT_LAST_UPDATE_INDEX;
trendline.FootholdSlaveIndex = DEFAULT_FOOTHOLD_SLAVE_INDEX;
trendline.CurrentIsPeak = DEFAULT_CURRENT_IS_PEAK;
return(trendline);
}
public void GetTrendlineById_ReturnsAlwaysTheSameInstance()
{
//Arrange
Mock <ITrendlineRepository> mockedRepository = new Mock <ITrendlineRepository>();
List <TrendlineDto> dtos = new List <TrendlineDto>();
TrendlineDto trendlineDto1 = new TrendlineDto()
{
Id = 1, AssetId = DEFAULT_ASSET_ID, TimeframeId = DEFAULT_TIMEFRAME_ID, SimulationId = DEFAULT_SIMULATION_ID, StartIndex = 50, StartLevel = 1.1234, FootholdLevel = 1.1412, FootholdIndex = 72, LastUpdateIndex = 77, Value = 1.23
};
dtos.AddRange(new TrendlineDto[] { trendlineDto1 });
mockedRepository.Setup(r => r.GetTrendlines(DEFAULT_ASSET_ID, DEFAULT_TIMEFRAME_ID, DEFAULT_SIMULATION_ID)).Returns(dtos);
//Act
TrendlineService service = new TrendlineService(mockedRepository.Object);
//Assert
Trendline baseTrendline = service.GetTrendlineById(1);
Trendline comparedTrendline = service.GetTrendlineById(1);
bool areTheSame = (baseTrendline == comparedTrendline);
Assert.IsTrue(areTheSame);
}
public CompanyGrowthPrediction GetFutureValues(Guid companyId)
{
var companyInfo = _dao.GetCompanyInfo(companyId);
var valuesList = new List <ExtractedValue>();
var valuesFiveYearsList = new List <ExtractedValue>();
var valuesThreeYearsList = new List <ExtractedValue>();
var incomeStatements = companyInfo.IncomeStatements.OrderBy(x => x.Year);
var cashFlowStatements = companyInfo.CashFlowStatements.OrderBy(x => x.Year);
var balanceSheets = companyInfo.BalanceSheets.OrderBy(x => x.Year);
var KeyRatios = companyInfo.KeyRatios.OrderBy(x => x.Year);
//(Net Income -Dividends - Depreciation & Amortization) / (Shareholders' Equity + Long-Term Debt)
foreach (var item in incomeStatements)
{
var values = new ExtractedValue();
values.CompanyId = companyId;
values.Year = item.Year;
var netIncome = item.NetIncome;
if (netIncome == null)
{
netIncome = 0;
}
var dividends = KeyRatios.Where(x => x.Year == item.Year).SingleOrDefault().DividendsPerShare;
if (dividends == null)
{
dividends = 0;
}
var depreciationAndAmortization = cashFlowStatements.Where(x => x.Year == item.Year).SingleOrDefault().DepreciationAmortization;
if (depreciationAndAmortization == null)
{
depreciationAndAmortization = 0;
}
var shareholdersEquity = balanceSheets.Where(x => x.Year == item.Year).SingleOrDefault().ShareholdersEquity;
if (shareholdersEquity == null)
{
shareholdersEquity = 0;
}
var longTermDebt = balanceSheets.Where(x => x.Year == item.Year).SingleOrDefault().LongTermDebt;
if (longTermDebt == null)
{
longTermDebt = 0;
}
var growthValue = (netIncome - (decimal)dividends - depreciationAndAmortization) / (shareholdersEquity + longTermDebt);
values.Value = (double)growthValue;
valuesList.Add(values);
if (item.Year < incomeStatements.ToList()[(incomeStatements.ToList().Count - 5)].Year)
{
valuesFiveYearsList.Add(values);
}
if (item.Year < incomeStatements.ToList()[(incomeStatements.ToList().Count - 3)].Year)
{
valuesThreeYearsList.Add(values);
}
}
var trendline = new Trendline();
var other = new OtherTrendlines();
var valuesTrendline = trendline.GetTrendline(valuesList);
var slope = valuesTrendline.Slope;
var intercept = valuesTrendline.Intercept;
var estimatedValue = (DateTime.Now.Year + 1) * slope + intercept;
var valuesTrendline5Years = trendline.GetTrendline(valuesFiveYearsList);
var slope5Years = valuesTrendline.Slope;
var intercept5Years = valuesTrendline.Intercept;
var estimatedValue5Years = (DateTime.Now.Year + 1) * slope + intercept;
var valuesTrendline3Years = trendline.GetTrendline(valuesThreeYearsList);
var slope3Years = valuesTrendline.Slope;
var intercept3Years = valuesTrendline.Intercept;
var estimatedValue3Years = (DateTime.Now.Year + 1) * slope + intercept;
var estimatedValues = new CompanyGrowthPrediction();
estimatedValues.CompanyId = companyId;
estimatedValues.Year = DateTime.Now.Year + 1;
if (other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1) < other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1))
{
estimatedValues.MinValue = other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1);
estimatedValues.EspectedValue = estimatedValue;
estimatedValues.MaxValue = other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1);
}
else if (other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1) == other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1))
{
estimatedValues.MinValue = estimatedValue - estimatedValue * 0.1;
estimatedValues.EspectedValue = estimatedValue;
estimatedValues.MaxValue = estimatedValue + estimatedValue * 0.1;
}
else
{
estimatedValues.MinValue = other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1);
estimatedValues.EspectedValue = estimatedValue;
estimatedValues.MaxValue = other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1);
}
if (other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1) < other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueFiveYears = other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueFiveYears = estimatedValue5Years;
estimatedValues.MaxValueFiveYears = other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
}
else if (other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1) == other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueFiveYears = estimatedValue - estimatedValue * 0.1;
estimatedValues.EspectedValueFiveYears = estimatedValue5Years;
estimatedValues.MaxValueFiveYears = estimatedValue + estimatedValue * 0.1;
}
else
{
estimatedValues.MinValueFiveYears = other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueFiveYears = estimatedValue5Years;
estimatedValues.MaxValueFiveYears = other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
}
if (other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1) < other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueThreeYears = other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueThreeYears = estimatedValue3Years;
estimatedValues.MaxValueThreeYears = other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
}
else if (other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1) == other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueThreeYears = estimatedValue - estimatedValue * 0.1;
estimatedValues.EspectedValueThreeYears = estimatedValue3Years;
estimatedValues.MaxValueThreeYears = estimatedValue + estimatedValue * 0.1;
}
else
{
estimatedValues.MinValueThreeYears = other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueThreeYears = estimatedValue3Years;
estimatedValues.MaxValueThreeYears = other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
}
return(estimatedValues);
}
public static void AnalizeFeaturesUse(RawDataSet dataSet)
{
var subFeaturesUseFrequencies = FeatureMetadata.AllFeatures.SelectMany(f => f.SubFeatures.Values).ToDictionary(
sf => sf, sf => new UseFrequencyInfo());
foreach (var dateGroup in
dataSet
.Sessions
.Select(s => new { Session = s, Date = s.Started.Date })
.OrderBy(x => x.Date)
.GroupBy(x => x.Date))
{
var totalNrOfLogs = dateGroup.Sum(x => x.Session.TotalNrOfLogs);
if (totalNrOfLogs == 0)
{
continue; // no logs were open this day, ignore this day
}
var date = dateGroup.First().Date;
foreach (var featureGroup in dateGroup.SelectMany(d => d.Session.Features).GroupBy(f => f.Meta))
{
var featureMeta = featureGroup.First().Meta;
// Feature with meta featureMeta was used this day (date).
// Let's count how often each sub-feature was used this day.
var counters = featureMeta.SubFeatures.ToDictionary(sf => sf.Key, sf => 0);
foreach (var sf in featureGroup.SelectMany(f => f.SubFeatures))
{
counters[sf.Meta.Id] += sf.UseCount;
}
foreach (var sf in featureMeta.SubFeatures)
{
subFeaturesUseFrequencies[sf.Value].AddDataPoint(date,
(double)counters[sf.Key] / (double)totalNrOfLogs);
}
}
}
var frequencesXmlDoc = new XDocument(new XElement("root"));
foreach (var sf in subFeaturesUseFrequencies)
{
DateTime firstDate = new DateTime();
Trendline trend = null;
var isDeadSubFeature = false;
if (sf.Value.weeklyAverageUseFrequencies.Count == 0)
{
isDeadSubFeature = true;
}
else
{
firstDate = sf.Value.weeklyAverageUseFrequencies.First().date;
trend = CalcTend(sf.Value.weeklyAverageUseFrequencies.Select(
f => new DataPoint()
{
X = (f.date - firstDate).Days, Y = f.value
}).ToArray());
}
if (trend != null && Math.Abs(trend.slope) < 1e-6 && Math.Abs(trend.offset) < 1e-6)
{
isDeadSubFeature = true;
}
else if (trend != null && trend.slope < 0)
{
var predictedUnuseDate = firstDate.AddDays(-trend.offset / trend.slope);
if (predictedUnuseDate < DateTime.Now)
{
isDeadSubFeature = true;
}
}
if (isDeadSubFeature)
{
var prefix = "";
if (sf.Key.IsKnownObsoleteCodepath)
{
prefix += "Known ";
}
if (sf.Key.IsRareCodepath)
{
prefix += "Rare ";
}
if (prefix == "")
{
prefix = " ";
}
Console.Write(prefix);
Console.Write("dead feature: {0} trend: ", sf.Key.Name);
if (trend != null)
{
Console.WriteLine("{0}*x + {1}", trend.slope, trend.offset);
}
else
{
Console.WriteLine("N/A");
}
}
foreach (var freq in sf.Value.weeklyAverageUseFrequencies)
{
frequencesXmlDoc.Root.Add(new XElement(
"subFeatureUseFrequency",
new XElement("featureId", sf.Key.Feature.Id),
new XElement("subFeatureId", sf.Key.Id),
new XElement("subFeatureName", sf.Key.Name),
new XElement("year", freq.date.Year),
new XElement("month", freq.date.Month),
new XElement("dayOfYear", freq.date.DayOfYear),
new XElement("week", freq.date.DayOfYear / 7),
new XElement("freq", freq.value)
));
}
}
frequencesXmlDoc.Save(Environment.ExpandEnvironmentVariables("%USERPROFILE%\\lj.telem.sub-features.freqs.xml"));
}