public void CouldCalculateSMAWithWidthEQ()
{
Assert.Throws <NotImplementedException>(() =>
{
var count = 20;
var sm = new SortedMap <int, double>();
sm.Add(0, 0);
for (int i = 2; i <= count; i++)
{
sm.Add(i, i);
}
sm.Remove(11);
sm.Remove(12);
var onlineOp = new SumAvgOnlineOp <int, double, SortedMapCursor <int, double> >();
var smaOp = new SpanOpWidth <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >
(2, Lookup.EQ, onlineOp);
var smaSeries =
new SpanOpImpl <int,
double,
double,
SpanOpWidth <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp).Source;
foreach (var keyValuePair in smaSeries)
{
Trace.WriteLine($"{keyValuePair.Key} - {keyValuePair.Value}");
}
});
}
public void CouldCalculateSMAWithWidth()
{
var count = 20;
var sm = new SortedMap <int, double>();
for (int i = 1; i <= count; i++)
{
sm.Add(i, i);
}
DoTest(Lookup.EQ);
DoTest(Lookup.GE);
DoTest(Lookup.GT);
DoTest(Lookup.LE);
DoTest(Lookup.LT);
DoTestViaSpanOpWidth(Lookup.EQ);
DoTestViaSpanOpWidth(Lookup.GE);
DoTestViaSpanOpWidth(Lookup.GT);
DoTestViaSpanOpWidth(Lookup.LE);
DoTestViaSpanOpWidth(Lookup.LT);
void DoTest(Lookup lookup)
{
// width 9 is the same as count = 10 for the regular int series
var smaOp = new MAvgWidth <int, double, SortedMapCursor <int, double> >(9, lookup);
var smaCursor =
new SpanOpImpl <int,
double,
double,
MAvgWidth <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp);
// this monster type must be hidden in the same way Lag hides its implementation
Series <int, double, SpanOpImpl <int, double, double, MAvgWidth <int, double, SortedMapCursor <int, double> >, SortedMapCursor <int, double> > > smaSeries;
smaSeries = smaCursor.Source;
var sm2 = smaSeries.ToSortedMap();
Assert.AreEqual(sm2.First, smaSeries.First);
Assert.AreEqual(sm2.Last, smaSeries.Last);
Assert.True(SeriesContract.MoveAtShouldWorkOnLazySeries(smaSeries));
Assert.True(SeriesContract.ClonedCursorsAreIndependent(smaSeries));
if (lookup == Lookup.EQ || lookup == Lookup.GE)
{
var trueSma = sm.Window(10).Map(x => x.Values.Average());
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
if (lookup == Lookup.GT)
{
var trueSma = sm.Window(11).Map(x => x.Values.Average());
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
if (lookup == Lookup.LE)
{
var smaOp1 = new MAvgCount <int, double, SortedMapCursor <int, double> >(10, true);
var trueSma =
new SpanOpImpl <int,
double,
double,
MAvgCount <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp1).Source;
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
if (lookup == Lookup.LT)
{
var smaOp1 = new MAvgCount <int, double, SortedMapCursor <int, double> >(9, true);
var trueSma =
new SpanOpImpl <int,
double,
double,
MAvgCount <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp1).Source;
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
Debug.WriteLine("SMA");
foreach (var keyValuePair in smaSeries)
{
Debug.WriteLine($"{keyValuePair.Key} - {keyValuePair.Value}");
}
}
void DoTestViaSpanOpWidth(Lookup lookup)
{
// width 9 is the same as count = 10 for the regular int series
var onlineOp = new SumAvgOnlineOp <int, double, SortedMapCursor <int, double> >();
var smaOp = new SpanOpWidth <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >(9, lookup, onlineOp);
var smaCursor =
new SpanOpImpl <int,
double,
double,
SpanOpWidth <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp);
// this monster type must be hidden in the same way Lag hides its implementation
Series <int, double, SpanOpImpl <int, double, double, SpanOpWidth <int, double, double, SortedMapCursor <int, double>, SumAvgOnlineOp <int, double, SortedMapCursor <int, double> > >, SortedMapCursor <int, double> > > smaSeries;
smaSeries = smaCursor.Source;
var sm2 = smaSeries.ToSortedMap();
Assert.AreEqual(sm2.First, smaSeries.First);
Assert.AreEqual(sm2.Last, smaSeries.Last);
Assert.True(SeriesContract.MoveAtShouldWorkOnLazySeries(smaSeries));
Assert.True(SeriesContract.ClonedCursorsAreIndependent(smaSeries));
if (lookup == Lookup.EQ || lookup == Lookup.GE)
{
var trueSma = sm.Window(10).Map(x => x.Values.Average());
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
if (lookup == Lookup.GT)
{
var trueSma = sm.Window(11).Map(x => x.Values.Average());
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
if (lookup == Lookup.LE)
{
var smaOp1 = new MAvgCount <int, double, SortedMapCursor <int, double> >(10, true);
var trueSma =
new SpanOpImpl <int,
double,
double,
MAvgCount <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp1).Source;
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
if (lookup == Lookup.LT)
{
var smaOp1 = new MAvgCount <int, double, SortedMapCursor <int, double> >(9, true);
var trueSma =
new SpanOpImpl <int,
double,
double,
MAvgCount <int, double, SortedMapCursor <int, double> >,
SortedMapCursor <int, double>
>(sm.GetEnumerator(), smaOp1).Source;
Assert.True(trueSma.Keys.SequenceEqual(smaSeries.Keys));
Assert.True(trueSma.Values.SequenceEqual(smaSeries.Values));
}
Debug.WriteLine("SMA");
foreach (var keyValuePair in smaSeries)
{
Debug.WriteLine($"{keyValuePair.Key} - {keyValuePair.Value}");
}
}
}
