public void PolynomialRatingEquationListTimeConstraints()
{
//equation to test ( y = 2*x )
PolynomialEquation eq1 = new PolynomialEquation(
new double[] { 0, 2.0 }, 10, 50, "test equation");
//equation to test ( y = 1*x )
PolynomialEquation eq2 = new PolynomialEquation(
new double[] { 0, 1.0 }, 10, 50, "test equation");
Series s = new Series(null, "cfs", TimeInterval.Daily);
s.Add(DateTime.Parse("2005-01-01"), 10);
s.Add(DateTime.Parse("2005-01-02"), 20);
s.Add(DateTime.Parse("2005-01-03"), 50);
s.Add(DateTime.Parse("2005-01-04"), 60);
s.Add(DateTime.Parse("2005-01-05"), 2);
Console.WriteLine("--- input series ----");
s.WriteToConsole(true);
DateTime[] t1 = { new DateTime(2005, 1, 1), new DateTime(2005, 1, 2) };
DateTime[] t2 = { new DateTime(2005, 1, 1), new DateTime(2005, 2, 2) };
Series sp = Math.Polynomial(s, new PolynomialEquation[] { eq1, eq2 },
t1, t2,
DateTime.Parse("2005-01-01"),
DateTime.Parse("2006-01-01"));
Console.WriteLine(eq1.ToString());
Console.WriteLine(eq2.ToString());
Console.WriteLine("--- polynomial computed series ----");
sp.WriteToConsole(true);
Assert.AreEqual(5, sp.Count); // should have 4 return values
double v = sp.Lookup(DateTime.Parse("2005-01-01"));
Assert.AreEqual(20, v, 0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-02"));
Assert.AreEqual(20, v, 0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-03"));
Assert.AreEqual(sp[sp.LookupIndex(DateTime.Parse("2005-01-03"))].Flag, PointFlag.Computed);
Assert.AreEqual(50, v, 0.00001);
// should return missing (null) for jan 4 and jan 6
v = sp.Lookup(DateTime.Parse("2005-01-04"));
Assert.AreEqual(Point.MissingValueFlag, v, 0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-05"));
Assert.AreEqual(Point.MissingValueFlag, v, 0.00001);
}
public void PolynomialRatingEquation()
{
//simple equation to test ( y = 2*x )
PolynomialEquation eq = new PolynomialEquation(
new double[] { 0, 2.0 }, 10, 50, "test equation");
Series s = new Series(null, "cfs", TimeInterval.Daily);
s.Add(DateTime.Parse("2005-01-01"), 10);
s.Add(DateTime.Parse("2005-01-02"), 20);
s.Add(DateTime.Parse("2005-01-03"), 50);
s.Add(DateTime.Parse("2005-01-04"), 60);
s.Add(DateTime.Parse("2005-01-05"), 2);
Console.WriteLine("--- input series ----");
s.WriteToConsole(true);
Series sp = Math.Polynomial(s, eq,
DateTime.Parse("2005-01-02"),
DateTime.Parse("2006-01-01"));
Console.WriteLine(eq.ToString());
Console.WriteLine("--- polynomial computed series ----");
sp.WriteToConsole(true);
Assert.AreEqual(4, sp.Count); // should have 4 return values
double v = sp.Lookup(DateTime.Parse("2005-01-02"));
Assert.AreEqual(40, v, 0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-03"));
Assert.AreEqual(sp[sp.LookupIndex(DateTime.Parse("2005-01-03"))].Flag, PointFlag.Computed);
Assert.AreEqual(100, v, 0.00001);
// should return missing (null) for jan 4 and jan 6
v = sp.Lookup(DateTime.Parse("2005-01-04"));
Assert.AreEqual(Point.MissingValueFlag, v, 0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-05"));
Assert.AreEqual(Point.MissingValueFlag, v, 0.00001);
}
public void PolynomialRatingEquation()
{
//simple equation to test ( y = 2*x )
PolynomialEquation eq = new PolynomialEquation(
new double[]{0, 2.0},10, 50,"test equation");
Series s = new Series(null,"cfs",TimeInterval.Daily);
s.Add(DateTime.Parse("2005-01-01"),10);
s.Add(DateTime.Parse("2005-01-02"),20);
s.Add(DateTime.Parse("2005-01-03"),50);
s.Add(DateTime.Parse("2005-01-04"),60);
s.Add(DateTime.Parse("2005-01-05"),2);
Console.WriteLine("--- input series ----");
s.WriteToConsole(true);
Series sp = Math.Polynomial(s,eq,
DateTime.Parse("2005-01-02"),
DateTime.Parse("2006-01-01"));
Console.WriteLine(eq.ToString());
Console.WriteLine("--- polynomial computed series ----");
sp.WriteToConsole(true);
Assert.AreEqual(4,sp.Count); // should have 4 return values
double v = sp.Lookup(DateTime.Parse("2005-01-02"));
Assert.AreEqual(40,v,0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-03"));
Assert.AreEqual(sp[sp.LookupIndex(DateTime.Parse("2005-01-03"))].Flag,PointFlag.Computed);
Assert.AreEqual(100,v,0.00001);
// should return missing (null) for jan 4 and jan 6
v = sp.Lookup(DateTime.Parse("2005-01-04"));
Assert.AreEqual(Point.MissingValueFlag,v,0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-05"));
Assert.AreEqual(Point.MissingValueFlag,v,0.00001);
}
public void PolynomialRatingEquationListTimeConstraints()
{
//equation to test ( y = 2*x )
PolynomialEquation eq1 = new PolynomialEquation(
new double[]{0, 2.0},10, 50,"test equation");
//equation to test ( y = 1*x )
PolynomialEquation eq2 = new PolynomialEquation(
new double[]{0, 1.0},10, 50,"test equation");
Series s = new Series(null,"cfs",TimeInterval.Daily);
s.Add(DateTime.Parse("2005-01-01"),10);
s.Add(DateTime.Parse("2005-01-02"),20);
s.Add(DateTime.Parse("2005-01-03"),50);
s.Add(DateTime.Parse("2005-01-04"),60);
s.Add(DateTime.Parse("2005-01-05"),2);
Console.WriteLine("--- input series ----");
s.WriteToConsole(true);
DateTime[] t1 = { new DateTime(2005,1,1), new DateTime(2005,1,2)};
DateTime[] t2 = { new DateTime(2005,1,1), new DateTime(2005,2,2)};
Series sp = Math.Polynomial(s,new PolynomialEquation[] {eq1,eq2},
t1,t2,
DateTime.Parse("2005-01-01"),
DateTime.Parse("2006-01-01"));
Console.WriteLine(eq1.ToString());
Console.WriteLine(eq2.ToString());
Console.WriteLine("--- polynomial computed series ----");
sp.WriteToConsole(true);
Assert.AreEqual(5,sp.Count); // should have 4 return values
double v = sp.Lookup(DateTime.Parse("2005-01-01"));
Assert.AreEqual(20,v,0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-02"));
Assert.AreEqual(20,v,0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-03"));
Assert.AreEqual(sp[sp.LookupIndex(DateTime.Parse("2005-01-03"))].Flag,PointFlag.Computed);
Assert.AreEqual(50,v,0.00001);
// should return missing (null) for jan 4 and jan 6
v = sp.Lookup(DateTime.Parse("2005-01-04"));
Assert.AreEqual(Point.MissingValueFlag,v,0.00001);
v = sp.Lookup(DateTime.Parse("2005-01-05"));
Assert.AreEqual(Point.MissingValueFlag,v,0.00001);
}