public void CouldCalculateSMAInRealTime()
{
var totalCount = 10000;
var sm = new SortedChunkedMap <int, double>();
var tcs = new TaskCompletionSource <bool>();
Task.Run(async() => {
for (int i = 0; i < 20; i++)
{
sm.Add(i, i);
if (i == 0)
{
tcs.SetResult(true);
}
}
await Task.Delay(100);
for (int i = 20; i < totalCount; i++)
{
//await Task.Delay(1); // 15 msec
sm.Add(i, i);
}
sm.Complete();
});
var sma = sm.SMA(10, true);
var c = sma.GetCursor();
//Thread.Sleep(200);
Assert.IsTrue(tcs.Task.Result);
Assert.IsTrue(c.MoveNext(CancellationToken.None).Result);
Assert.IsTrue(c.MoveNext());
var ii = 2;
while (c.MoveNext(CancellationToken.None).Result) //
//Console.WriteLine("Key: {0}, value: {1}", c.CurrentKey, c.CurrentValue);
{
ii++;
}
Assert.AreEqual(totalCount, ii);
Console.WriteLine("finished");
}
public void SmaDeviationTest()
{
var count = 8193;
var data = new SortedChunkedMap <int, double>();
for (int i = 0; i < count; i++)
{
data.Add(i, i);
}
var dc = data.GetCursor();
dc.MoveFirst();
var dc2 = dc.Clone();
Assert.IsFalse(dc.MovePrevious());
Assert.IsFalse(dc2.MovePrevious());
//Assert.AreEqual(8192, dc.CurrentKey);
var sma = data.SMA(2, true);
var sma2 = data.Window(2, 1, true).Map(w => w.Values.Average());
var ii = 0;
foreach (var kvp in sma2)
{
//Assert.AreEqual(kvp.Value, ii);
ii++;
}
Assert.AreEqual(count, ii);
//var smaSm = sma.ToSortedMap();
//Assert.AreEqual(count, smaSm.Count());
//var deviation = (data/sma - 1);
//var deviationSm = deviation;
//var smaDirection = deviation.Map(Math.Sign);
//Assert.AreEqual(count, smaDirection.Count());
//Assert.AreEqual(count, deviation.Count());
}
public void AsyncCoursorOnEmptyMapWaitsForValues()
{
var scm = new SortedChunkedMap <int, double>();
var scmSma = scm.SMA(20, true);
var c = scmSma.GetCursor();
var task = c.MoveNext(CancellationToken.None);
var moved = task.Wait(100);
// timeout
Assert.IsFalse(moved);
scm.Add(1, 1.0);
Assert.IsTrue(task.Result);
Console.WriteLine("moved " + task.Result);
task = c.MoveNext(CancellationToken.None);
moved = task.Wait(100);
// timeout
Assert.IsFalse(moved);
scm.Complete();
Assert.IsFalse(task.Result);
Console.WriteLine("moved " + task.Result);
}
