public void TestOutlierData()
{
var processor = new EnrichDataProcessor(new[] { new IntradayPriceReturn5PercentValidator() });
var enrichedDataSet = processor.Process(dataSet);
Assert.That(Statistics.Instance.OutliersCount, Is.EqualTo(1));
Assert.That(enrichedDataSet.Count, Is.EqualTo(1));
Assert.That(((EnrichedData)enrichedDataSet[0]).Date, Is.EqualTo(DateTime.Today));
}
public void TestSimpleEnrichData()
{
var processor = new EnrichDataProcessor(new[] { alwaysMatchValidator });
var enrichedDataSet = processor.Process(dataSet);
Assert.That(enrichedDataSet.Count, Is.EqualTo(2));
// We use date as identifier for testing because of precision issue on Price value
Assert.That(((EnrichedData)enrichedDataSet[0]).Date, Is.EqualTo(DateTime.Today));
Assert.That(((EnrichedData)enrichedDataSet[1]).Date, Is.EqualTo(DateTime.Today.AddDays(1)));
}
public static void Main(string[] args)
{
// note: we assume input args are valid full paths and does not include error handling here.
if (args.Length < 1)
{
Console.WriteLine("Please specfiy an input path and retry...");
Console.ReadLine();
return;
}
// Data input
var inputPath = Path.GetFullPath(args[0]);
var loader = DataLoaderFactory.GetLoader(inputPath);
var allData = loader.Load(inputPath);
Statistics.Instance.LoadedCount = allData.Count;
// Process data set
// - Here simply define a single validator that takes away data points who have significantly changed
// over the previous date's data.
// - To add other criteria against 'outlier', implement such referenced-criteria on enriched data
// and validate against that criteria.
var proc = new EnrichDataProcessor(new[] { new IntradayPriceReturn5PercentValidator() });
var result = proc.Process(allData);
Statistics.Instance.ValidatedCount = result.Count;
// Data output
var outputPath = args.Length == 2 ? Path.GetFullPath(args[1]) : inputPath;
var dumper = DataDumperFactory.GetDumper(outputPath);
dumper.Write(result, outputPath);
// Print statistics
Console.WriteLine("[{0}] Completed. Details:\n", DateTime.Now);
Console.WriteLine(Statistics.Instance.ToString());
Console.WriteLine("Press any key to close...");
Console.ReadLine();
}
