public void ShouldConvertRetrievedDataToUppercase()
{
// given
var storageBrokerMock = new Mock <IStorageBroker>();
var returnedDataFiller =
new Filler <string>();
List <string> returnedData =
returnedDataFiller.Create(10).ToList();
List <string> expectedResult =
returnedData.Select(item => item.ToUpper())
.ToList();
storageBrokerMock.Setup(broker => broker.GetAllData())
.Returns(returnedData);
// when
var dataProcessorService =
new DataProcessorService(storageBrokerMock.Object);
List <string> actualResult = dataProcessorService.ProcessData();
// then
storageBrokerMock.Verify(broker =>
broker.GetAllData(),
Times.Once,
"Storage broker should be called at least once for data processing.");
actualResult.Should().BeEquivalentTo(
expectedResult,
because: "Returned lists should be both uppercase.");
}
public void ShouldReturnUpperCaseData()
{
// given
var storageBrokerMock = new Mock <IStorageBroker>();
var storageDataFiller = new Filler <string>();
List <string> storageData = storageDataFiller.Create(10).ToList();
storageBrokerMock.Setup(broker => broker.GetAllData())
.Returns(storageData);
List <string> expectedResult = storageData.Select(data => data.ToUpper()).ToList();
// when
var dataProcessorService = new DataProcessorService(storageBrokerMock.Object);
List <string> actualResult = dataProcessorService.ProcessData();
// then
// Verify broker was called Only once during test
storageBrokerMock.Verify(broker =>
broker.GetAllData(),
Times.Once,
"Storage broker should be called at least once for data processing");
actualResult.Should().BeEquivalentTo(
expectedResult,
because: "Returned items in list should be uppercase.");
}
private List <AnnDataPoint> Normalize(IList <AnnDataPoint> data)
{
var result = new List <AnnDataPoint>();
var numberOfInputs = data.First().Inputs.Length;
var numberOfOutputs = data.First().Outputs.Length;
foreach (var annPoint in data)
{
result.Add(new AnnDataPoint
{
Date = annPoint.Date,
Inputs = Enumerable.Range(0, numberOfInputs).Select(i => DataProcessorService.Normalize(annPoint.Inputs[i], TrainingMeansInput[i], TrainingStdDevsInput[i])).ToArray(),
Outputs = Enumerable.Range(0, numberOfOutputs).Select(i => DataProcessorService.Normalize(annPoint.Outputs[i], TrainingMeansOutput[i], TrainingStdDevsOutput[i])).ToArray()
});
}
return(result);
}
protected override IList <AnnDataPoint> GetRawAnnDataPoints(Stock stock, HistoricalData historicalData)
{
var result = new List <AnnDataPoint>();
lock (Locker)
{
if (!data.ContainsKey(historicalData))
{
data.Add(historicalData, Data.GetData(stock, DownloaderService, historicalData));
}
}
var movingAverageFast = DataProcessorService.CalculateMovingAverage(data[historicalData].Quotes, Settings.MovingAverageCloseFast);
var cci = DataProcessorService.CalculateCci(data[historicalData].Quotes, Settings.CCI);
var rsi = DataProcessorService.CalculateRsi(data[historicalData].Quotes, Settings.RSI);
var macD = DataProcessorService.CalculateMacd(data[historicalData].Quotes, Settings.MacdFast, Settings.MacdSlow, Settings.MacdSignal);
var atr = DataProcessorService.CalculateAtr(data[historicalData].Quotes, Settings.Atr);
var ema = DataProcessorService.CalculateEMA(data[historicalData].Quotes, Settings.Ema);
var obv = DataProcessorService.CalculateObv(data[historicalData].Quotes, Settings.Obv);
var crsi = DataProcessorService.CalculateConnorsRsi(data[historicalData].Quotes, Settings.ConnorsRsi);
var pmo = DataProcessorService.CalculatePmo(data[historicalData].Quotes, Settings.Pmo);
var roc = DataProcessorService.CalculateRoc(data[historicalData].Quotes, Settings.Roc);
int fwdDays = Settings.FwdDays;
int yesterdayStep = 1;
for (int i = 0; i < historicalData.Quotes.Values.Count; i++)
{
var fwdDate = i + fwdDays >= historicalData.Quotes.Values.Count
? historicalData.Quotes.Values.Count - 1
: i + fwdDays;
var yesterdayIndex = i - yesterdayStep >= 0 ? i - yesterdayStep : 0;
var yesterday = historicalData.Quotes.Values[yesterdayIndex];
var today = historicalData.Quotes.Values[i];
var future = historicalData.Quotes.Values[fwdDate];
var percentageChange = (future.Close - today.Close) / today.Close * 100d;
var annDataPoint = new AnnDataPoint
{
Date = today.Date,
Inputs = new[]
{
today.Close,
today.High,
today.Volume,
Compare(today.Close, yesterday.Close),
Compare(today.High, yesterday.High),
Compare(today.Volume, yesterday.Volume),
(double)movingAverageFast.Single(x => x.Date.Date == today.Date.Date).Sma.GetValueOrDefault(),
(double)ema.Single(x => x.Date.Date == today.Date.Date).Ema.GetValueOrDefault(),
(double)cci.Single(x => x.Date.Date == today.Date.Date).Cci.GetValueOrDefault(),
(double)rsi.Single(x => x.Date.Date == today.Date.Date).Rsi.GetValueOrDefault(),
(double)atr.Single(x => x.Date.Date == today.Date.Date).Atrp.GetValueOrDefault(),
(double)macD.Single(x => x.Date.Date == today.Date.Date).Macd.GetValueOrDefault(),
(double)obv.Single(x => x.Date.Date == today.Date.Date).Obv,
(double)crsi.Single(x => x.Date.Date == today.Date.Date).ConnorsRsi.GetValueOrDefault(),
(double)pmo.Single(x => x.Date.Date == today.Date.Date).Pmo.GetValueOrDefault(),
(double)roc.Single(x => x.Date.Date == today.Date.Date).Roc.GetValueOrDefault()
},
Outputs = new[]
{
percentageChange > Settings.PercentageChangeHigh ? 1d :
percentageChange < Settings.PercentageChangeLow ? -1d : 0d
}
};
result.Add(annDataPoint);
}
return(result);
}
