/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.collect.timeseries; import static com.opengamma.strata.collect.TestHelper.assertThrowsIllegalArg; import static com.opengamma.strata.collect.TestHelper.coverBeanEquals; import static com.opengamma.strata.collect.TestHelper.coverImmutableBean; import static java.util.stream.Collectors.toList; import static org.assertj.core.api.Assertions.assertThat; import static org.testng.Assert.assertEquals; import static org.testng.Assert.assertNotEquals; import java.time.LocalDate; import java.util.Arrays; import java.util.Collection; import java.util.HashMap; import java.util.List; import java.util.Map; import java.util.NoSuchElementException; import java.util.OptionalDouble; import java.util.concurrent.atomic.AtomicInteger; import org.joda.beans.Bean; import org.joda.beans.BeanBuilder; import org.testng.annotations.DataProvider; import org.testng.annotations.Test; import com.google.common.collect.ImmutableList; import com.google.common.primitives.Doubles; import com.opengamma.strata.collect.TestHelper; import com.opengamma.strata.collect.tuple.Pair; /** * Test LocalDateDoubleTimeSeries. */ @Test public class SparseLocalDateDoubleTimeSeriesTest { private static final LocalDate DATE_2015_06_01 = date(2015, 6, 1); private static final LocalDate DATE_2014_06_01 = date(2014, 6, 1); private static final LocalDate DATE_2012_06_01 = date(2012, 6, 1); private static final LocalDate DATE_2010_06_01 = date(2010, 6, 1); private static final LocalDate DATE_2011_06_01 = date(2011, 6, 1); private static final LocalDate DATE_2013_06_01 = date(2013, 6, 1); private static final LocalDate DATE_2010_01_01 = date(2010, 1, 1); private static final LocalDate DATE_2011_01_01 = date(2011, 1, 1); private static final LocalDate DATE_2012_01_01 = date(2012, 1, 1); private static final LocalDate DATE_2013_01_01 = date(2013, 1, 1); private static final LocalDate DATE_2014_01_01 = date(2014, 1, 1); private static final ImmutableList<LocalDate> DATES_2010_14 = dates( DATE_2010_01_01, DATE_2011_01_01, DATE_2012_01_01, DATE_2013_01_01, DATE_2014_01_01); private static final ImmutableList<Double> VALUES_10_14 = values(10, 11, 12, 13, 14); private static final ImmutableList<LocalDate> DATES_2010_12 = dates( DATE_2010_01_01, DATE_2011_01_01, DATE_2012_01_01); private static final ImmutableList<Double> VALUES_10_12 = values(10, 11, 12); private static final double TOLERANCE = 0.00001d; //------------------------------------------------------------------------- public void test_emptySeries() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty(); assertEquals(test.isEmpty(), true); assertEquals(test.size(), 0); assertEquals(test.containsDate(DATE_2010_01_01), false); assertEquals(test.containsDate(DATE_2011_01_01), false); assertEquals(test.containsDate(DATE_2012_01_01), false); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.empty()); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.empty()); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.empty()); assertEquals(test, LocalDateDoubleTimeSeries.builder().putAll(dates(), values()).build()); assertEquals(test.dates().count(), 0); assertEquals(test.values().count(), 0); } //------------------------------------------------------------------------- public void test_of_singleton() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.of(DATE_2011_01_01, 2d); assertEquals(test.isEmpty(), false); assertEquals(test.size(), 1); assertEquals(test.containsDate(DATE_2010_01_01), false); assertEquals(test.containsDate(DATE_2011_01_01), true); assertEquals(test.containsDate(DATE_2012_01_01), false); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.empty()); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.of(2d)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.empty()); assertEquals(test.dates().toArray(), new Object[] {DATE_2011_01_01}); assertEquals(test.values().toArray(), new double[] {2d}); } public void test_of_singleton_nullDateDisallowed() { assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.of(null, 1d)); } //------------------------------------------------------------------------- public void test_of_collectionCollection() { Collection<LocalDate> dates = dates(DATE_2011_01_01, DATE_2012_01_01); Collection<Double> values = values(2d, 3d); LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.builder().putAll(dates, values).build(); assertEquals(test.isEmpty(), false); assertEquals(test.size(), 2); assertEquals(test.containsDate(DATE_2010_01_01), false); assertEquals(test.containsDate(DATE_2011_01_01), true); assertEquals(test.containsDate(DATE_2012_01_01), true); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.empty()); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.of(2d)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(3d)); assertEquals(test.dates().toArray(), new Object[] {DATE_2011_01_01, DATE_2012_01_01}); assertEquals(test.values().toArray(), new double[] {2d, 3d}); } public void test_of_collectionCollection_dateCollectionNull() { Collection<Double> values = values(2d, 3d); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder() .putAll((Collection<LocalDate>) null, values) .build()); } public void test_of_collectionCollection_valueCollectionNull() { Collection<LocalDate> dates = dates(DATE_2011_01_01, DATE_2012_01_01); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(dates, (Collection<Double>) null).build()); } public void test_of_collectionCollection_dateCollectionWithNull() { Collection<LocalDate> dates = Arrays.asList(DATE_2011_01_01, null); Collection<Double> values = values(2d, 3d); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(dates, values).build()); } public void test_of_collectionCollection_valueCollectionWithNull() { Collection<LocalDate> dates = dates(DATE_2011_01_01, DATE_2012_01_01); Collection<Double> values = Arrays.asList(2d, null); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(dates, values).build()); } public void test_of_collectionCollection_collectionsOfDifferentSize() { Collection<LocalDate> dates = dates(DATE_2011_01_01); Collection<Double> values = values(2d, 3d); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(dates, values).build()); } public void test_of_collectionCollection_sparse_differentSize() { List<LocalDate> dates = ImmutableList.of(DATE_2011_01_01, DATE_2011_06_01); List<Double> values = ImmutableList.of(1d); assertThrowsIllegalArg(() -> SparseLocalDateDoubleTimeSeries.of(dates, values)); } //------------------------------------------------------------------------- public void test_of_map() { Map<LocalDate, Double> map = new HashMap<>(); map.put(DATE_2011_01_01, 2d); map.put(DATE_2012_01_01, 3d); LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.builder().putAll(map).build(); assertEquals(test.isEmpty(), false); assertEquals(test.size(), 2); assertEquals(test.containsDate(DATE_2010_01_01), false); assertEquals(test.containsDate(DATE_2011_01_01), true); assertEquals(test.containsDate(DATE_2012_01_01), true); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.empty()); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.of(2d)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(3d)); assertEquals(test.dates().toArray(), new Object[] {DATE_2011_01_01, DATE_2012_01_01}); assertEquals(test.values().toArray(), new double[] {2d, 3d}); } public void test_of_map_null() { assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll((Map<LocalDate, Double>) null).build()); } public void test_of_map_dateNull() { Map<LocalDate, Double> map = new HashMap<>(); map.put(DATE_2011_01_01, 2d); map.put(null, 3d); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(map).build()); } public void test_of_map_valueNull() { Map<LocalDate, Double> map = new HashMap<>(); map.put(DATE_2011_01_01, 2d); map.put(DATE_2012_01_01, null); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(map).build()); } //------------------------------------------------------------------------- public void test_of_collection() { Collection<LocalDateDoublePoint> points = Arrays.asList( LocalDateDoublePoint.of(DATE_2011_01_01, 2d), LocalDateDoublePoint.of(DATE_2012_01_01, 3d)); LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.builder().putAll(points.stream()).build(); assertEquals(test.isEmpty(), false); assertEquals(test.size(), 2); assertEquals(test.containsDate(DATE_2010_01_01), false); assertEquals(test.containsDate(DATE_2011_01_01), true); assertEquals(test.containsDate(DATE_2012_01_01), true); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.empty()); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.of(2d)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(3d)); assertEquals(test.dates().toArray(), new Object[] {DATE_2011_01_01, DATE_2012_01_01}); assertEquals(test.values().toArray(), new double[] {2d, 3d}); } public void test_of_collection_collectionNull() { assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder() .putAll(((List<LocalDateDoublePoint>) null)) .build()); } public void test_of_collection_collectionWithNull() { Collection<LocalDateDoublePoint> points = Arrays.asList( LocalDateDoublePoint.of(DATE_2011_01_01, 2d), null); assertThrowsIllegalArg(() -> LocalDateDoubleTimeSeries.builder().putAll(points.stream()).build()); } //------------------------------------------------------------------------- public void test_immutableViaBeanBuilder() { LocalDate[] dates = {DATE_2010_01_01, DATE_2011_01_01, DATE_2012_01_01}; double[] values = {6, 5, 4}; BeanBuilder<? extends LocalDateDoubleTimeSeries> builder = SparseLocalDateDoubleTimeSeries.meta().builder(); builder.set("dates", dates); builder.set("values", values); LocalDateDoubleTimeSeries test = builder.build(); dates[0] = DATE_2012_01_01; values[0] = -1; LocalDateDoublePoint[] points = test.stream().toArray(LocalDateDoublePoint[]::new); assertEquals(points[0], LocalDateDoublePoint.of(DATE_2010_01_01, 6d)); assertEquals(points[1], LocalDateDoublePoint.of(DATE_2011_01_01, 5d)); assertEquals(points[2], LocalDateDoublePoint.of(DATE_2012_01_01, 4d)); } public void test_immutableDatesViaBeanGet() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); LocalDate[] array = (LocalDate[]) ((Bean) test).property("dates").get(); array[0] = DATE_2012_01_01; LocalDateDoublePoint[] points = test.stream().toArray(LocalDateDoublePoint[]::new); assertEquals(points[0], LocalDateDoublePoint.of(DATE_2010_01_01, 10d)); assertEquals(points[1], LocalDateDoublePoint.of(DATE_2011_01_01, 11d)); assertEquals(points[2], LocalDateDoublePoint.of(DATE_2012_01_01, 12d)); } public void test_immutableValuesViaBeanGet() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); double[] array = (double[]) ((Bean) test).property("values").get(); array[0] = -1; LocalDateDoublePoint[] points = test.stream().toArray(LocalDateDoublePoint[]::new); assertEquals(points[0], LocalDateDoublePoint.of(DATE_2010_01_01, 10d)); assertEquals(points[1], LocalDateDoublePoint.of(DATE_2011_01_01, 11d)); assertEquals(points[2], LocalDateDoublePoint.of(DATE_2012_01_01, 12d)); } //------------------------------------------------------------------------- public void test_earliestLatest() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); assertEquals(test.getEarliestDate(), DATE_2010_01_01); assertEquals(test.getEarliestValue(), 10d, TOLERANCE); assertEquals(test.getLatestDate(), DATE_2012_01_01); assertEquals(test.getLatestValue(), 12d, TOLERANCE); } public void test_earliestLatest_whenEmpty() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty(); TestHelper.assertThrows(() -> test.getEarliestDate(), NoSuchElementException.class); TestHelper.assertThrows(() -> test.getEarliestValue(), NoSuchElementException.class); TestHelper.assertThrows(() -> test.getLatestDate(), NoSuchElementException.class); TestHelper.assertThrows(() -> test.getLatestValue(), NoSuchElementException.class); } //------------------------------------------------------------------------- @DataProvider(name = "subSeries") Object[][] data_subSeries() { return new Object[][] { // start = end -> empty {DATE_2011_01_01, DATE_2011_01_01, new int[] {}}, // no overlap {date(2006, 1, 1), date(2009, 1, 1), new int[] {}}, // single point {DATE_2011_01_01, date(2011, 1, 2), new int[] {1}}, // include when start matches base, exclude when end matches base {DATE_2011_01_01, DATE_2013_01_01, new int[] {1, 2}}, // include when start matches base {DATE_2011_01_01, date(2013, 1, 2), new int[] {1, 2, 3}}, // neither start nor end match {date(2010, 12, 31), date(2013, 1, 2), new int[] {1, 2, 3}}, // start date just after a base date {date(2011, 1, 2), date(2013, 1, 2), new int[] {2, 3}}, }; } @Test(dataProvider = "subSeries") public void test_subSeries(LocalDate start, LocalDate end, int[] expected) { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.subSeries(start, end); assertEquals(test.size(), expected.length); for (int i = 0; i < DATES_2010_14.size(); i++) { if (Arrays.binarySearch(expected, i) >= 0) { assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.of(VALUES_10_14.get(i))); } else { assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.empty()); } } } @Test(dataProvider = "subSeries") public void test_subSeries_emptySeries(LocalDate start, LocalDate end, int[] expected) { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty().subSeries(start, end); assertEquals(test.size(), 0); } public void test_subSeries_startAfterEnd() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); assertThrowsIllegalArg(() -> base.subSeries(date(2011, 1, 2), DATE_2011_01_01)); } //------------------------------------------------------------------------- @DataProvider(name = "headSeries") Object[][] data_headSeries() { return new Object[][] { {0, new int[] {}}, {1, new int[] {0}}, {2, new int[] {0, 1}}, {3, new int[] {0, 1, 2}}, {4, new int[] {0, 1, 2, 3}}, {5, new int[] {0, 1, 2, 3, 4}}, {6, new int[] {0, 1, 2, 3, 4}}, }; } @Test(dataProvider = "headSeries") public void test_headSeries(int count, int[] expected) { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.headSeries(count); assertEquals(test.size(), expected.length); for (int i = 0; i < DATES_2010_14.size(); i++) { if (Arrays.binarySearch(expected, i) >= 0) { assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.of(VALUES_10_14.get(i))); } else { assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.empty()); } } } @Test(dataProvider = "headSeries") public void test_headSeries_emptySeries(int count, int[] expected) { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty().headSeries(count); assertEquals(test.size(), 0); } public void test_headSeries_negative() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); assertThrowsIllegalArg(() -> base.headSeries(-1)); } //------------------------------------------------------------------------- @DataProvider(name = "tailSeries") Object[][] data_tailSeries() { return new Object[][] { {0, new int[] {}}, {1, new int[] {4}}, {2, new int[] {3, 4}}, {3, new int[] {2, 3, 4}}, {4, new int[] {1, 2, 3, 4}}, {5, new int[] {0, 1, 2, 3, 4}}, {6, new int[] {0, 1, 2, 3, 4}}, }; } @Test(dataProvider = "tailSeries") public void test_tailSeries(int count, int[] expected) { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.tailSeries(count); assertEquals(test.size(), expected.length); for (int i = 0; i < DATES_2010_14.size(); i++) { if (Arrays.binarySearch(expected, i) >= 0) { assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.of(VALUES_10_14.get(i))); } else { assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.empty()); } } } @Test(dataProvider = "tailSeries") public void test_tailSeries_emptySeries(int count, int[] expected) { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.empty().tailSeries(count); assertEquals(test.size(), 0); } public void test_tailSeries_negative() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); assertThrowsIllegalArg(() -> base.tailSeries(-1)); } //------------------------------------------------------------------------- public void test_stream() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); Object[] test = base.stream().toArray(); assertEquals(test[0], LocalDateDoublePoint.of(DATE_2010_01_01, 10)); assertEquals(test[1], LocalDateDoublePoint.of(DATE_2011_01_01, 11)); assertEquals(test[2], LocalDateDoublePoint.of(DATE_2012_01_01, 12)); } public void test_stream_withCollector() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); LocalDateDoubleTimeSeries test = base.stream() .map(point -> point.withValue(1.5d)) .collect(LocalDateDoubleTimeSeries.collector()); assertEquals(test.size(), 3); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.of(1.5)); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.of(1.5)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(1.5)); } //------------------------------------------------------------------------- public void test_dateStream() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); LocalDate[] test = base.dates().toArray(LocalDate[]::new); assertEquals(test[0], DATE_2010_01_01); assertEquals(test[1], DATE_2011_01_01); assertEquals(test[2], DATE_2012_01_01); } public void test_valueStream() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, VALUES_10_12).build(); double[] test = base.values().toArray(); assertEquals(test[0], 10, TOLERANCE); assertEquals(test[1], 11, TOLERANCE); assertEquals(test[2], 12, TOLERANCE); } //------------------------------------------------------------------------- public void test_forEach() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); AtomicInteger counter = new AtomicInteger(); base.forEach((date, value) -> counter.addAndGet((int) value)); assertEquals(counter.get(), 10 + 11 + 12 + 13 + 14); } //------------------------------------------------------------------------- public void test_combineWith_intersectionWithNoMatchingElements() { LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); List<LocalDate> dates2 = dates(DATE_2010_06_01, DATE_2011_06_01, DATE_2012_06_01, DATE_2013_06_01, DATE_2014_06_01); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates2, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = series1.intersection(series2, Double::sum); assertEquals(test, LocalDateDoubleTimeSeries.empty()); } public void test_combineWith_intersectionWithSomeMatchingElements() { LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); List<LocalDate> dates2 = dates(DATE_2010_01_01, DATE_2011_06_01, DATE_2012_01_01, DATE_2013_06_01, DATE_2014_01_01); List<Double> values2 = values(1.0, 1.1, 1.2, 1.3, 1.4); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates2, values2).build(); LocalDateDoubleTimeSeries test = series1.intersection(series2, Double::sum); assertEquals(test.size(), 3); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.of(11.0)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(13.2)); assertEquals(test.get(DATE_2014_01_01), OptionalDouble.of(15.4)); } public void test_combineWith_intersectionWithSomeMatchingElements2() { List<LocalDate> dates1 = dates(DATE_2010_01_01, DATE_2011_01_01, DATE_2012_01_01, DATE_2014_01_01, DATE_2015_06_01); List<Double> values1 = values(10, 11, 12, 13, 14); LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.builder().putAll(dates1, values1).build(); List<LocalDate> dates2 = dates(DATE_2010_01_01, DATE_2011_06_01, DATE_2012_01_01, DATE_2013_01_01, DATE_2014_01_01); List<Double> values2 = values(1.0, 1.1, 1.2, 1.3, 1.4); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates2, values2).build(); LocalDateDoubleTimeSeries test = series1.intersection(series2, Double::sum); assertEquals(test.size(), 3); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.of(11.0)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(13.2)); assertEquals(test.get(DATE_2014_01_01), OptionalDouble.of(14.4)); } public void test_combineWith_intersectionWithAllMatchingElements() { List<LocalDate> dates1 = DATES_2010_14; List<Double> values1 = values(10, 11, 12, 13, 14); LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.builder().putAll(dates1, values1).build(); List<LocalDate> dates2 = DATES_2010_14; List<Double> values2 = values(1.0, 1.1, 1.2, 1.3, 1.4); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates2, values2).build(); LocalDateDoubleTimeSeries combined = series1.intersection(series2, Double::sum); assertEquals(combined.size(), 5); assertEquals(combined.getEarliestDate(), DATE_2010_01_01); assertEquals(combined.getLatestDate(), DATE_2014_01_01); assertEquals(combined.get(DATE_2010_01_01), OptionalDouble.of(11.0)); assertEquals(combined.get(DATE_2011_01_01), OptionalDouble.of(12.1)); assertEquals(combined.get(DATE_2012_01_01), OptionalDouble.of(13.2)); assertEquals(combined.get(DATE_2013_01_01), OptionalDouble.of(14.3)); assertEquals(combined.get(DATE_2014_01_01), OptionalDouble.of(15.4)); } //------------------------------------------------------------------------- public void test_mapValues_addConstantToSeries() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.mapValues(d -> d + 5); List<Double> expectedValues = values(15, 16, 17, 18, 19); assertEquals(test, LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, expectedValues).build()); } public void test_mapValues_multiplySeries() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.mapValues(d -> d * 5); List<Double> expectedValues = values(50, 55, 60, 65, 70); assertEquals(test, LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, expectedValues).build()); } public void test_mapValues_invertSeries() { List<Double> values = values(1, 2, 4, 5, 8); LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, values).build(); LocalDateDoubleTimeSeries test = base.mapValues(d -> 1 / d); List<Double> expectedValues = values(1, 0.5, 0.25, 0.2, 0.125); assertEquals(test, LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, expectedValues).build()); } public void test_mapDates() { List<Double> values = values(1, 2, 4, 5, 8); LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, values).build(); LocalDateDoubleTimeSeries test = base.mapDates(date -> date.plusYears(1)); ImmutableList<LocalDate> expectedDates = ImmutableList.of(DATE_2011_01_01, DATE_2012_01_01, DATE_2013_01_01, DATE_2014_01_01, LocalDate.of(2015, 1, 1)); LocalDateDoubleTimeSeries expected = LocalDateDoubleTimeSeries.builder().putAll(expectedDates, base.values().boxed().collect(toList())).build(); assertEquals(test, expected); } public void test_mapDates_notAscending() { List<Double> values = values(1, 2, 4); LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_12, values).build(); assertThrowsIllegalArg(() -> base.mapDates(date -> date(2016, 1, 6))); } //------------------------------------------------------------------------- public void test_filter_byDate() { List<LocalDate> dates = dates(DATE_2010_01_01, DATE_2011_06_01, DATE_2012_01_01, DATE_2013_06_01, DATE_2014_01_01); LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(dates, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.filter((ld, v) -> ld.getMonthValue() != 6); assertEquals(test.size(), 3); assertEquals(test.get(DATE_2010_01_01), OptionalDouble.of(10d)); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(12d)); assertEquals(test.get(DATE_2014_01_01), OptionalDouble.of(14d)); } public void test_filter_byValue() { LocalDateDoubleTimeSeries base = LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = base.filter((ld, v) -> v % 2 == 1); assertEquals(test.size(), 2); assertEquals(test.get(DATE_2011_01_01), OptionalDouble.of(11d)); assertEquals(test.get(DATE_2013_01_01), OptionalDouble.of(13d)); } public void test_filter_byDateAndValue() { List<LocalDate> dates = dates(DATE_2010_01_01, DATE_2011_06_01, DATE_2012_01_01, DATE_2013_06_01, DATE_2014_01_01); LocalDateDoubleTimeSeries series = LocalDateDoubleTimeSeries.builder().putAll(dates, VALUES_10_14).build(); LocalDateDoubleTimeSeries test = series.filter((ld, v) -> ld.getYear() >= 2012 && v % 2 == 0); assertEquals(test.size(), 2); assertEquals(test.get(DATE_2012_01_01), OptionalDouble.of(12d)); assertEquals(test.get(DATE_2014_01_01), OptionalDouble.of(14d)); } //------------------------------------------------------------------------- public void test_equals_similarSeriesAreEqual() { LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.of(DATE_2014_01_01, 1d); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.builder().putAll(dates(DATE_2014_01_01), values(1d)).build(); assertEquals(series1.size(), 1); assertEquals(series1, series2); assertEquals(series1, series1); assertEquals(series1.hashCode(), series1.hashCode()); } public void test_equals_notEqual() { LocalDateDoubleTimeSeries series1 = LocalDateDoubleTimeSeries.of(DATE_2014_01_01, 1d); LocalDateDoubleTimeSeries series2 = LocalDateDoubleTimeSeries.of(DATE_2013_06_01, 1d); LocalDateDoubleTimeSeries series3 = LocalDateDoubleTimeSeries.of(DATE_2014_01_01, 3d); assertNotEquals(series1, series2); assertNotEquals(series1, series3); } public void test_equals_bad() { LocalDateDoubleTimeSeries test = LocalDateDoubleTimeSeries.of(DATE_2014_01_01, 1d); assertEquals(test.equals(""), false); assertEquals(test.equals(null), false); } public void partition() { List<LocalDate> dates = dates(DATE_2010_01_01, DATE_2011_06_01, DATE_2012_01_01, DATE_2013_06_01, DATE_2014_01_01); LocalDateDoubleTimeSeries series = LocalDateDoubleTimeSeries.builder().putAll(dates, VALUES_10_14).build(); Pair<LocalDateDoubleTimeSeries, LocalDateDoubleTimeSeries> partition = series.partition((ld, d) -> ld.getYear() % 2 == 0); LocalDateDoubleTimeSeries even = partition.getFirst(); LocalDateDoubleTimeSeries odd = partition.getSecond(); assertThat(even.size()).isEqualTo(3); assertThat(odd.size()).isEqualTo(2); assertThat(even.get(DATE_2010_01_01)).hasValue(10); assertThat(even.get(DATE_2012_01_01)).hasValue(12); assertThat(even.get(DATE_2014_01_01)).hasValue(14); assertThat(odd.get(DATE_2011_06_01)).hasValue(11); assertThat(odd.get(DATE_2013_06_01)).hasValue(13); } public void partitionByValue() { List<LocalDate> dates = dates(DATE_2010_01_01, DATE_2011_06_01, DATE_2012_01_01, DATE_2013_06_01, DATE_2014_01_01); LocalDateDoubleTimeSeries series = LocalDateDoubleTimeSeries.builder().putAll(dates, VALUES_10_14).build(); Pair<LocalDateDoubleTimeSeries, LocalDateDoubleTimeSeries> partition = series.partitionByValue(d -> d > 10 && d < 14); LocalDateDoubleTimeSeries mid = partition.getFirst(); LocalDateDoubleTimeSeries extreme = partition.getSecond(); assertThat(mid.size()).isEqualTo(3); assertThat(extreme.size()).isEqualTo(2); assertThat(mid.get(DATE_2011_06_01)).hasValue(11); assertThat(mid.get(DATE_2012_01_01)).hasValue(12); assertThat(mid.get(DATE_2013_06_01)).hasValue(13); assertThat(extreme.get(DATE_2010_01_01)).hasValue(10); assertThat(extreme.get(DATE_2014_01_01)).hasValue(14); } //------------------------------------------------------------------------- public void coverage() { List<LocalDate> dates = ImmutableList.of(DATE_2011_01_01, DATE_2011_06_01); List<Double> values = ImmutableList.of(1d, 2d); SparseLocalDateDoubleTimeSeries test = SparseLocalDateDoubleTimeSeries.of(dates, values); coverImmutableBean(test); List<LocalDate> dates2 = ImmutableList.of(DATE_2011_06_01, DATE_2012_01_01); List<Double> values2 = ImmutableList.of(2d, 3d); SparseLocalDateDoubleTimeSeries test2 = SparseLocalDateDoubleTimeSeries.of(dates2, values2); coverBeanEquals(test, test2); } //------------------------------------------------------------------------- private static LocalDate date(int year, int month, int day) { return LocalDate.of(year, month, day); } private static ImmutableList<LocalDate> dates(LocalDate... dates) { return ImmutableList.copyOf(dates); } private static ImmutableList<Double> values(double... values) { return ImmutableList.copyOf(Doubles.asList(values)); } }