public void CouldCalculateMovingStDevIncomlete()
{
var sm = new SortedMap <DateTime, double>();
var count = 1000000;
for (int i = 0; i < count; i++)
{
sm.Add(DateTime.UtcNow.Date.AddSeconds(i), i);
}
// slow implementation
var sw = new Stopwatch();
sw.Start();
var ma = sm.StDev(20, true); //.ToSortedMap();
var c = 1;
foreach (var m in ma)
{
if (c < 30)
{
Console.WriteLine(m.Value);
}
else
// TODO on c = 9490618 we have a different value: 5.91740018927231
// Excel value 5.91607978309962
if (Math.Abs(m.Value - 5.9160797830996161) > 0.0000001)
{
Console.WriteLine(m.Value);
Console.WriteLine($"Error c: {c}");
throw new ApplicationException("Invalid value");
}
c++;
}
sw.Stop();
Console.WriteLine($"Final c: {c}");
Console.WriteLine("SMA, elapsed: {0}, ops: {1}", sw.ElapsedMilliseconds, (int)((double)count / (sw.ElapsedMilliseconds / 1000.0)));
//
}
public void CouldGenerateRandomWalk()
{
var sw = new Stopwatch();
sw.Restart();
var acc = new SortedMap <int, double>();
SortedMap <DateTime, double> sm = null;
for (int i = 0; i < 10000; i++)
{
sm = RandomWalk.Generate(DateTime.Today.AddYears(-1), DateTime.Today, TimeSpan.FromDays(1), 0.5, 3.65, 365.0);
acc.Add(i, sm.Last.Value);
}
sw.Stop();
Console.WriteLine($"Elapsed: {sw.ElapsedMilliseconds}");
// NB internalsvisibleto make it so easy to use values instead of Values
// hopefully not an issue outside tests
Console.WriteLine($"Average: {acc.Values.Average()}");
Console.WriteLine($"StDev: {acc.StDev(int.MaxValue, true).Last.Value}");
Console.WriteLine("Generated number of values: {0}", sm.Count);
//gen = null;
}
public void CouldCalculateMovingStDevIncomlete() {
var sm = new SortedMap<DateTime, double>();
var count = 1000000;
for (int i = 0; i < count; i++) {
sm.Add(DateTime.UtcNow.Date.AddSeconds(i), i);
}
// slow implementation
var sw = new Stopwatch();
sw.Start();
var ma = sm.StDev(20, true); //.ToSortedMap();
var c = 1;
foreach (var m in ma) {
if (c < 30) {
Console.WriteLine(m.Value);
} else
// TODO on c = 9490618 we have a different value: 5.91740018927231
// Excel value 5.91607978309962
if (Math.Abs(m.Value - 5.9160797830996161) > 0.0000001) {
Console.WriteLine(m.Value);
Console.WriteLine($"Error c: {c}");
throw new ApplicationException("Invalid value");
}
c++;
}
sw.Stop();
Console.WriteLine($"Final c: {c}");
Console.WriteLine("SMA, elapsed: {0}, ops: {1}", sw.ElapsedMilliseconds, (int)((double)count / (sw.ElapsedMilliseconds / 1000.0)));
//
}
