public void testEvaluateTrendsCharacteristics()
{
double[] data = new double[3793];
int segmentsNumber;
SegmentType[] timeSeriesTrends;
TimeSeriesTrends instance = new TimeSeriesTrends();
using (System.IO.StreamReader sr = new System.IO.StreamReader("TimeSeriesData.dat"))
{
System.Globalization.NumberFormatInfo provider = new System.Globalization.NumberFormatInfo();
provider.NumberDecimalSeparator = ".";
string dataLine;
int i = 0;
while ((dataLine = sr.ReadLine()) != null)
{
data[i++] = Convert.ToDouble(dataLine, provider);
}
}
segmentsNumber = 20;
timeSeriesTrends = instance.makeTrendsAlghoritm(data, segmentsNumber);
TrendsCharacteristics instanceTrends = new TrendsCharacteristics();
TrendDataType[] result = instanceTrends.evaluateTrendsCharacteristics(timeSeriesTrends, data);
}
private void FindTrendsButton_Click(object sender, EventArgs e)
{
TimeSeriesTrends trends = new TimeSeriesTrends();
double[] data = (from d in fxData select d.close).ToArray();
SegmentType[] segments = trends.makeTrendsAlghoritm(data, Convert.ToInt32(NrSegmentsTextBox.Text));
GraphPane myPane = zedGraphControl1.GraphPane;
myPane.Title.Text = fxData[0].ticker + " " + fxData[0].datetime + " - " + fxData.Last().datetime + " [" + fxData.Count + "]";
myPane.XAxis.Title.Text = "Points";
myPane.YAxis.Title.Text = "Value";
PointPairList realData = new PointPairList();
PointPairList trendsData = new PointPairList();
for(int i = 0; i < fxData.Count; i++)
{
realData.Add(i, fxData[i].close);
}
for (int i = 0; i < segments.Length; i++)
{
trendsData.Add(segments[i].lx, segments[i].ly);
trendsData.Add(segments[i].rx, segments[i].ry);
}
LineItem myCurve1 = myPane.AddCurve(fxData[0].ticker, realData, Color.Blue, SymbolType.None);
LineItem myCurve2 = myPane.AddCurve("Trends", trendsData, Color.Red, SymbolType.None);
zedGraphControl1.AxisChange();
TrendsCharacteristics trendsCharacteristics = new TrendsCharacteristics();
TrendDataType[] trendData = trendsCharacteristics.evaluateTrendsCharacteristics(segments, data);
for (int i = 0; i < trendData.Length; i++)
{
TrendsOutputTextBox.Text += String.Format("Trend {1}:{0}\tDuration: {2}{0}\tDynamicsOfChange: {3}{0}\tVariability: {4}{0}",
Environment.NewLine, i, trendData[i].duration, trendData[i].dynamicsOfChange, trendData[i].variability);
}
}
public void testMakeTrendsAlghoritm()
{
double[] data = new double[3793];
int segmentsNumber;
SegmentType[] actualResult;
TimeSeriesTrends instance = new TimeSeriesTrends();
using (System.IO.StreamReader sr = new System.IO.StreamReader("TimeSeriesData.dat"))
{
System.Globalization.NumberFormatInfo provider = new System.Globalization.NumberFormatInfo( );
provider.NumberDecimalSeparator = ".";
string dataLine;
int i = 0;
while ((dataLine = sr.ReadLine()) != null)
{
data[i++] = Convert.ToDouble(dataLine, provider);
}
}
segmentsNumber = 20;
actualResult = instance.makeTrendsAlghoritm(data, segmentsNumber);
SegmentType[] expResult = new SegmentType[20];
for (int i = 0; i < 20; i++)
{
expResult[i] = new SegmentType();
}
expResult[0].lx = 1;
expResult[1].lx = 211;
expResult[2].lx = 429;
expResult[3].lx = 675;
expResult[4].lx = 851;
expResult[5].lx = 939;
expResult[6].lx = 1101;
expResult[7].lx = 1363;
expResult[8].lx = 1441;
expResult[9].lx = 1825;
expResult[10].lx = 1893;
expResult[11].lx = 2223;
expResult[12].lx = 2481;
expResult[13].lx = 2739;
expResult[14].lx = 2987;
expResult[15].lx = 3013;
expResult[16].lx = 3289;
expResult[17].lx = 3407;
expResult[18].lx = 3589;
expResult[19].lx = 3681;
expResult[0].rx = 210;
expResult[1].rx = 428;
expResult[2].rx = 674;
expResult[3].rx = 850;
expResult[4].rx = 938;
expResult[5].rx = 1100;
expResult[6].rx = 1362;
expResult[7].rx = 1440;
expResult[8].rx = 1824;
expResult[9].rx = 1892;
expResult[10].rx = 2222;
expResult[11].rx = 2480;
expResult[12].rx = 2738;
expResult[13].rx = 2986;
expResult[14].rx = 3012;
expResult[15].rx = 3288;
expResult[16].rx = 3406;
expResult[17].rx = 3588;
expResult[18].rx = 3680;
expResult[19].rx = 3793;
expResult[0].ly = 1137.9;
expResult[1].ly = 759.6;
expResult[2].ly = 1194.6;
expResult[3].ly = 1652.8;
expResult[4].ly = 1363.9;
expResult[5].ly = 1987.8;
expResult[6].ly = 1234.6;
expResult[7].ly = 1444.1;
expResult[8].ly = 2224.2;
expResult[9].ly = 1082.3;
expResult[10].ly = 1371.5;
expResult[11].ly = 1210.7;
expResult[12].ly = 1642.3;
expResult[13].ly = 1909.4;
expResult[14].ly = 3197.0;
expResult[15].ly = 2824.5;
expResult[16].ly = 3692.4;
expResult[17].ly = 3101.6;
expResult[18].ly = 1945.2;
expResult[19].ly = 1436.9;
expResult[0].ry = 551.6;
expResult[1].ry = 946.5;
expResult[2].ry = 1594.6;
expResult[3].ry = 1650.4;
expResult[4].ry = 1682.7;
expResult[5].ry = 1119.6;
expResult[6].ry = 1601.1;
expResult[7].ry = 2410.1;
expResult[8].ry = 1097.1;
expResult[9].ry = 1302.4;
expResult[10].ry = 1054.8;
expResult[11].ry = 1849.3;
expResult[12].ry = 2010.5;
expResult[13].ry = 3116.6;
expResult[14].ry = 2581.5;
expResult[15].ry = 3788.0;
expResult[16].ry = 3543.1;
expResult[17].ry = 2455.1;
expResult[18].ry = 1547.9;
expResult[19].ry = 2063.5;
orginalDataTrendsEquals(expResult, actualResult, 1.1, 3);
}
public TrendsGenerator()
{
trends = new TimeSeriesTrends();
trendsCharacteristics = new TrendsCharacteristics();
}
