public void TestSetup()
{
df = new TimeSeriesDataFrame(4, 3);
df.ColumnNames = new List<string>{"APPL", "GOOG", "SPY"};
df.TimeSeries = new List<DateTime>
{ new DateTime(2013, 1, 1), new DateTime(2013, 1, 2), new DateTime(2013, 1, 3), new DateTime(2013, 1, 4) };
df.SetRow(0, new[] { 0.1d, 0.5d, 0.9d });
df.SetRow(1, new[] { 0.2d, 0.6d, 1.0d });
df.SetRow(2, new[] { 0.3d, 0.7d, 1.1d });
df.SetRow(3, new[] { 0.4d, 0.8d, 1.2d });
df2 = new TimeSeriesDataFrame(4, 3);
df2.ColumnNames = new List<string> { "DELL", "CSX", "VAR" };
df2.TimeSeries = new List<DateTime> { new DateTime(2013, 5, 1), new DateTime(2013, 5, 2), new DateTime(2013, 5, 3), new DateTime(2013, 5, 4) };
df2.SetRow(0, new[] { 1.0d, 5.0d, 9.0d });
df2.SetRow(1, new[] { 2.0d, 6.0d, 10.0d });
df2.SetRow(2, new[] { 3.0d, 7.0d, 11.0d });
df2.SetRow(3, new[] { 4.0d, 8.0d, 12.0d });
}
public void FillForwardTest()
{
var ldf = new TimeSeriesDataFrame(4, 3);
ldf.ColumnNames = new List<string> { "APPL", "GOOG", "SPY" };
ldf.TimeSeries = new List<DateTime> { new DateTime(2013, 1, 1), new DateTime(2013, 1, 2), new DateTime(2013, 1, 3), new DateTime(2013, 1, 4) };
ldf.SetRow(0, new[] { 0.1d, double.NaN, 0.9d });
ldf.SetRow(1, new[] { double.NaN, double.NaN, 1.0d });
ldf.SetRow(2, new[] { double.NaN, 0.7d, double.NaN });
ldf.SetRow(3, new[] { 0.4d, 0.8d, double.NaN });
ldf.ReplaceNanFill(FillDirection.Forward);
var expected = new[]
{
0.1, double.NaN, 0.9,
0.1, double.NaN, 1.0,
0.1, 0.7, 1.0,
0.4, 0.8, 1.0,
};
CollectionAssert.AreEqual(expected, ldf.ToList());
}
