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Add IndexedSeries

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This commit is contained in:
Luke I. Wilson
2023-05-20 19:09:41 -05:00
parent b0ab9543a4
commit 892d3d6965
3 changed files with 372 additions and 8 deletions
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80
series_test.go
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@@ -3,10 +3,11 @@ package autotrader
import (
"math"
"testing"
"time"
)
func TestDataSeries(t *testing.T) {
series := NewSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
func TestSeries(t *testing.T) {
series := NewFloatSeries("test", 1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
if series.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", series.Len())
}
@@ -15,7 +16,7 @@ func TestDataSeries(t *testing.T) {
t.Fatalf("Expected 10 rows, got %d", series.Len())
}
for i := 0; i < 10; i++ {
if val := series.Float(i); val != float64(10-i) {
if val := series.Value(i); val != float64(10-i) {
t.Errorf("(%d)\tExpected %f, got %v", i, float64(10-i), val)
}
}
@@ -25,12 +26,12 @@ func TestDataSeries(t *testing.T) {
t.Fatalf("Expected 5 rows, got %d", last5.Len())
}
for i := 0; i < 5; i++ {
if val := last5.Float(i); val != float64(5-i) {
if val := last5.Value(i); val != float64(5-i) {
t.Errorf("(%d)\tExpected %f, got %v", i, float64(5-i), val)
}
}
last5.SetValue(-1, 0.0)
if series.Float(-1) == 0.0 {
if series.Value(-1) == 0.0 {
t.Errorf("Expected data to be copied, not referenced")
}
@@ -67,7 +68,7 @@ func TestDataSeries(t *testing.T) {
}
}
func TestDataSeriesFunctional(t *testing.T) {
func TestSeriesFunctional(t *testing.T) {
series := NewSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
doubled := series.Copy().Map(func(_ int, val any) any {
return val.(float64) * 2
@@ -120,7 +121,7 @@ func TestDataSeriesFunctional(t *testing.T) {
}
}
func TestRollingAppliedSeries(t *testing.T) {
func TestRollingSeries(t *testing.T) {
// Test rolling average.
series := NewSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
@@ -150,7 +151,70 @@ func TestRollingAppliedSeries(t *testing.T) {
}
}
func TestDataSeriesEURUSD(t *testing.T) {
func TestIndexedSeries(t *testing.T) {
intIndexed, err := NewIndexedSeries("test", map[int]any{
0: 1.0,
2: 2.0,
4: 3.0,
6: 4.0,
8: 5.0,
10: 6.0,
})
if err != nil {
t.Fatalf("Expected no error, got %s", err)
}
if intIndexed.Len() != 6 {
t.Fatalf("Expected 6 rows, got %d", intIndexed.Len())
}
if intIndexed.ValueIndex(4).(float64) != 3.0 {
t.Errorf("Expected value at index 4 to be 3.0, got %v", intIndexed.ValueIndex(4))
}
floatIndexed, err := NewIndexedSeries[float64]("test", nil)
if err != nil {
t.Fatalf("Expected no error, got %s", err)
}
floatIndexed.Push(0.0, 1.0)
floatIndexed.Push(2.0, 2.0)
floatIndexed.Push(4.0, 3.0)
if floatIndexed.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", floatIndexed.Len())
}
if floatIndexed.ValueIndex(4.0).(float64) != 3.0 {
t.Errorf("Expected value at index 4.0 to be 3.0, got %v", floatIndexed.ValueIndex(4.0))
}
timeIndexed, err := NewIndexedSeries("test", map[time.Time]any{
time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC): 1.0,
time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC): 2.0,
time.Date(2018, 1, 3, 0, 0, 0, 0, time.UTC): 3.0,
})
if err != nil {
t.Fatalf("Expected no error, got %s", err)
}
if timeIndexed.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", timeIndexed.Len())
}
if timeIndexed.ValueIndex(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC)).(float64) != 2.0 {
t.Errorf("Expected value at index 2018-01-02 to be 2.0, got %v", timeIndexed.ValueIndex(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC)))
}
doubledTimeIndexed := timeIndexed.Copy().Add(timeIndexed)
if doubledTimeIndexed.Len() != 3 {
t.Fatalf("Expected 3 rows, got %d", doubledTimeIndexed.Len())
}
if doubledTimeIndexed.ValueIndex(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC)).(float64) != 4.0 {
t.Errorf("Expected value at index 2018-01-02 to be 4.0, got %v", doubledTimeIndexed.ValueIndex(time.Date(2018, 1, 2, 0, 0, 0, 0, time.UTC)))
}
// Test that the Copy function works.
doubledTimeIndexed.SetValueIndex(time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC), 100.0)
if timeIndexed.ValueIndex(time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC)).(float64) != 1.0 {
t.Errorf("Expected value at index 2018-01-01 to be 1.0, got %v", timeIndexed.ValueIndex(time.Date(2018, 1, 1, 0, 0, 0, 0, time.UTC)))
}
}
func TestSeriesEURUSD(t *testing.T) {
data, err := EURUSD()
if err != nil {
t.Fatalf("Expected no error, got %s", err)