예제 #1
0
        public void TAGenerator_Test01()
        {
            var dict = new Dictionary <string, List <object> >
            {
                { "col1", new List <object>()
                  {
                      1, 2, 3, 4, 5, 6, 7, 8, 9, 10
                  } },
            };

            //
            DataFrame.qsAlgo = true;
            var df = new DataFrame(dict);

            var dict1 = new Dictionary <string, List <object> >
            {
                { "col1_lag3", new List <object>()
                  {
                      1, 2, 3, 4, 5, 6, 7
                  } },
                { "col1_lag2", new List <object>()
                  {
                      2, 3, 4, 5, 6, 7, 8
                  } },
                { "col1_lag1", new List <object>()
                  {
                      3, 4, 5, 6, 7, 8, 9
                  } },
                { "col1", new List <object>()
                  {
                      4, 5, 6, 7, 8, 9, 10
                  } },
            };
            var df1 = new DataFrame(dict1);

            var tsDf = DataFrame.CreateTimeSeries(df, 3, 1);

            //
            Assert.Equal(tsDf.Values, df1.Values);
        }
예제 #2
0
        public void TAGenerator_Test09()
        {
            var dict = new Dictionary <string, List <object> >
            {
                { "col1", new List <object>()
                  {
                      1, 2, 3, 4, 5, 6, 7, 8, 9, 10
                  } },
                { "col2", new List <object>()
                  {
                      11, 12, 13, 14, 15, 16, 17, 18, 19, 20
                  } },
                { "col3", new List <object>()
                  {
                      21, 22, 23, 24, 25, 26, 27, 28, 29, 30
                  } },
            };

            //
            DataFrame.qsAlgo = true;
            var df = new DataFrame(dict);

            var dict1 = new Dictionary <string, List <object> >
            {
                { "col1_lag3", new List <object>()
                  {
                      1, 2, 3, 4, 5
                  } },
                { "col1_lag2", new List <object>()
                  {
                      2, 3, 4, 5, 6
                  } },
                { "col1_lag1", new List <object>()
                  {
                      3, 4, 5, 6, 7
                  } },
                { "col1_t1", new List <object>()
                  {
                      4, 5, 6, 7, 8
                  } },
                { "col1_t2", new List <object>()
                  {
                      5, 6, 7, 8, 9
                  } },
                { "col1_t3", new List <object>()
                  {
                      6, 7, 8, 9, 10
                  } },

                { "col2_lag3", new List <object>()
                  {
                      11, 12, 13, 14, 15
                  } },
                { "col2_lag2", new List <object>()
                  {
                      12, 13, 14, 15, 16
                  } },
                { "col2_lag1", new List <object>()
                  {
                      13, 14, 15, 16, 17
                  } },
                { "col2_t1", new List <object>()
                  {
                      14, 15, 16, 17, 18
                  } },
                { "col2_t2", new List <object>()
                  {
                      15, 16, 17, 18, 19
                  } },
                { "col2_t3", new List <object>()
                  {
                      16, 17, 18, 19, 20
                  } },

                { "col3_lag3", new List <object>()
                  {
                      21, 22, 23, 24, 25
                  } },
                { "col3_lag2", new List <object>()
                  {
                      22, 23, 24, 25, 26
                  } },
                { "col3_lag1", new List <object>()
                  {
                      23, 24, 25, 26, 27
                  } },
                { "col3_t1", new List <object>()
                  {
                      24, 25, 26, 27, 28
                  } },
                { "col3_t2", new List <object>()
                  {
                      25, 26, 27, 28, 29
                  } },
                { "col3_t3", new List <object>()
                  {
                      26, 27, 28, 29, 30
                  } },
            };
            var df1 = new DataFrame(dict1);

            var tsDf = DataFrame.CreateTimeSeries(df, 3, 3);

            //
            Assert.Equal(tsDf.Values, df1.Values);
        }