public void PrepareInputSeries_TwoSeries_FirstOne_EndsSooner() { TripletAnalyser tripletAnalyser = new TripletAnalyser(); IList<string> symbolList = new List<string>(); DateTime minDate = new DateTime(2000, 1, 1); DateTime maxDate = new DateTime(2001, 1, 1); string exchange = "Exchange"; string symbol = "Symbol_1"; IStoreOHLCVIntervals intervalRepository = MockRepository.GenerateStub<IStoreOHLCVIntervals>(); intervalRepository.Stub(r => r.GetByTimeSpan(exchange,symbol, minDate, maxDate)) .Return(GenerateInputSeriesList(symbol, minDate, maxDate.Subtract(minDate).Days)); symbol = "Symbol_2"; intervalRepository.Stub(r => r.GetByTimeSpan(exchange, symbol, minDate, maxDate)) .Return(GenerateInputSeriesList(symbol, minDate, maxDate.AddDays(10).Subtract(minDate).Days)); List<double[]> intersection = tripletAnalyser.PrepareInputSeries(new List<string>() { "Exchange:Symbol_1", "Exchange:Symbol_2" }, minDate, maxDate, intervalRepository); Assert.AreEqual(2, intersection.Count); Assert.AreEqual(366, intersection[0].Length); Assert.AreEqual(366, intersection[1].Length); Assert.LessOrEqual(Double.Epsilon, Math.Abs(minDate.Ticks - intersection[0][0])); Assert.LessOrEqual(Double.Epsilon, Math.Abs(maxDate.Ticks - intersection[0][355])); }
public void PerformAnalysis() { TripletAnalyser tripletAnalyser = new TripletAnalyser(); MaxEigenResults result = tripletAnalyser.PerformAnalysis(GetJohnsenSeries()); }
public void SplitSeriesTest() { TripletAnalyser tripletAnalyser = new TripletAnalyser(); List<double[]> seriesList = new List<double[]>(); seriesList.Add(new double[52]); seriesList.Add(new double[52]); seriesList.Add(new double[52]); for (int i = 0; i < 52; i++) { seriesList[0][i] = i; seriesList[1][i] = i * 100; seriesList[2][i] = i * 1000; } List<List<double[]>> splitseries = tripletAnalyser.SplitSeries(seriesList, 10); Assert.AreEqual(6, splitseries.Count); }