public void CouldUseStat2Extension()
{
var count = 30;
var sm = new SortedMap <int, double>();
for (int i = 1; i <= count; i++)
{
sm.Add(i, i);
}
foreach (var keyValuePair in sm.Stat2(50, Lookup.LE))
{
Console.WriteLine($"{keyValuePair.Key} - {keyValuePair.Value.StDev}");
}
}
public void Stat2StDevBenchmark()
{
var comparer = KeyComparer <int> .Default;
var count = 1_000_000;
var width = 20;
var sm = new SortedMap <int, double>(count, comparer);
sm.Add(0, 0);
for (int i = 2; i <= count; i++)
{
sm.Add(i, i);
}
// var ds1 = new Deedle.Series<int, double>(sm.Keys.ToArray(), sm.Values.ToArray());
var sum = 0.0;
for (int r = 0; r < 10; r++)
{
var sum1 = 0.0;
using (Benchmark.Run("Stat2 Online N", count * width))
{
foreach (var stat2 in sm.Stat2(width).Values)
{
sum1 += stat2.StDev;
}
}
Assert.True(sum1 != 0);
var sum2 = 0.0;
using (Benchmark.Run("Stat2 Online Width GE", count * width))
{
foreach (var stat2 in sm.Stat2(width - 1, Lookup.GE).Values)
{
sum2 += stat2.StDev;
}
}
Assert.True(sum2 != 0);
var sum3 = 0.0;
using (Benchmark.Run("Stat2 Window N", count * width))
{
foreach (var stat2 in sm.Window(width).Map(x => x.Stat2()).Values)
{
sum3 += stat2.StDev;
}
}
Assert.True(sum3 != 0);
var sum4 = 0.0;
using (Benchmark.Run("Stat2 Window Width GE", count * width))
{
foreach (var stat2 in sm.Window(width - 1, Lookup.GE).Map(x => x.Stat2()).Values)
{
sum4 += stat2.StDev;
}
}
Assert.True(sum4 != 0);
//var sum5 = 0.0;
//using (Benchmark.Run("Deedle (online)", count * width))
//{
// var deedleStDev = Deedle.Stats.movingStdDev(width, ds1);
// foreach (var keyValuePair in deedleStDev.Values)
// {
// sum5 += keyValuePair;
// }
//}
//Assert.True(sum5 != 0);
Assert.True(Math.Abs(sum1 / sum2 - 1) < 0.000001);
Assert.True(Math.Abs(sum1 / sum3 - 1) < 0.000001);
Assert.True(Math.Abs(sum1 / sum4 - 1) < 0.000001);
// Assert.True(Math.Abs(sum1 / sum5 - 1) < 0.000001);
sum = 0.0;
using (Benchmark.Run("SortedMap enumeration", count))
{
var cursor = sm.GetEnumerator();
while (cursor.MoveNext())
{
sum += cursor.CurrentValue;
}
}
Assert.True(sum != 0);
}
Benchmark.Dump($"The window width is {width}. Stat2 MOPS are calculated as a number of calculated values multiplied by width, " +
$"which is equivalent to the total number of cursor moves for Window case. SortedMap line is for reference - it is the " +
$"speed of raw iteration over SM without Stat2/Windows overheads (and not multiplied by width).");
}
