/*
***************************************************************************************
* Copyright (C) 2006 EsperTech, Inc. All rights reserved. *
* http://www.espertech.com/esper *
* http://www.espertech.com *
* ---------------------------------------------------------------------------------- *
* The software in this package is published under the terms of the GPL license *
* a copy of which has been included with this distribution in the license.txt file. *
***************************************************************************************
*/
package com.espertech.esper.view.stat;
import com.espertech.esper.client.EventBean;
import com.espertech.esper.client.EventType;
import com.espertech.esper.core.support.SupportStatementContextFactory;
import com.espertech.esper.supportunit.bean.SupportMarketDataBean;
import com.espertech.esper.supportunit.epl.SupportExprNodeFactory;
import com.espertech.esper.supportunit.event.SupportEventBeanFactory;
import com.espertech.esper.supportunit.util.DoubleValueAssertionUtil;
import com.espertech.esper.supportunit.view.SupportBeanClassView;
import com.espertech.esper.supportunit.view.SupportStreamImpl;
import com.espertech.esper.view.ViewFieldEnum;
import junit.framework.TestCase;
import java.util.Iterator;
public class TestUnivariateStatisticsView extends TestCase {
UnivariateStatisticsView myView;
SupportBeanClassView childView;
public void setUp() throws Exception {
// Set up sum view and a test child view
EventType type = UnivariateStatisticsView.createEventType(SupportStatementContextFactory.makeContext(), null, 1);
UnivariateStatisticsViewFactory factory = new UnivariateStatisticsViewFactory();
factory.setEventType(type);
factory.setFieldExpression(SupportExprNodeFactory.makeIdentNodeMD("price"));
myView = new UnivariateStatisticsView(factory, SupportStatementContextFactory.makeAgentInstanceViewFactoryContext());
childView = new SupportBeanClassView(SupportMarketDataBean.class);
myView.addView(childView);
}
// Check values against Microsoft Excel computed values
public void testViewComputedValues() {
// Set up feed for sum view
SupportStreamImpl stream = new SupportStreamImpl(SupportMarketDataBean.class, 3);
stream.addView(myView);
// Send two events to the stream
assertTrue(childView.getLastNewData() == null);
// Send a first event, checkNew values
EventBean marketData = makeBean("IBM", 10, 0);
stream.insert(marketData);
checkOld(0, 0, Double.NaN, Double.NaN, Double.NaN, Double.NaN);
checkNew(1, 10, 10, 0, Double.NaN, Double.NaN);
// Send a second event, checkNew values
marketData = makeBean("IBM", 12, 0);
stream.insert(marketData);
checkOld(1, 10, 10, 0, Double.NaN, Double.NaN);
checkNew(2, 22, 11, 1, Math.sqrt(2.0), 2);
// Send a third event, checkNew values
marketData = makeBean("IBM", 9.5, 0);
stream.insert(marketData);
checkOld(2, 22, 11, 1, Math.sqrt(2.0), 2);
checkNew(3, 31.5, 10.5, 1.08012345, 1.322875656, 1.75);
// Send a 4th event, this time the first event should be gone, checkNew values
marketData = makeBean("IBM", 9, 0);
stream.insert(marketData);
checkOld(3, 31.5, 10.5, 1.08012345, 1.322875656, 1.75);
checkNew(3, 30.5, 10.16666667, 1.312334646, 1.607275127, 2.583333333);
}
public void testGetSchema() {
assertTrue(myView.getEventType().getPropertyType(ViewFieldEnum.UNIVARIATE_STATISTICS__DATAPOINTS.getName()) == Long.class);
assertTrue(myView.getEventType().getPropertyType(ViewFieldEnum.UNIVARIATE_STATISTICS__AVERAGE.getName()) == Double.class);
assertTrue(myView.getEventType().getPropertyType(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEV.getName()) == Double.class);
assertTrue(myView.getEventType().getPropertyType(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEVPA.getName()) == Double.class);
assertTrue(myView.getEventType().getPropertyType(ViewFieldEnum.UNIVARIATE_STATISTICS__VARIANCE.getName()) == Double.class);
assertTrue(myView.getEventType().getPropertyType(ViewFieldEnum.UNIVARIATE_STATISTICS__TOTAL.getName()) == Double.class);
}
public void testCopyView() throws Exception {
UnivariateStatisticsView copied = (UnivariateStatisticsView) myView.cloneView();
assertTrue(myView.getFieldExpression().equals(copied.getFieldExpression()));
}
private void checkNew(long countE, double sumE, double avgE, double stdevpaE, double stdevE, double varianceE) {
Iterator<EventBean> iterator = myView.iterator();
checkValues(iterator.next(), countE, sumE, avgE, stdevpaE, stdevE, varianceE);
assertTrue(iterator.hasNext() == false);
assertTrue(childView.getLastNewData().length == 1);
EventBean childViewValues = childView.getLastNewData()[0];
checkValues(childViewValues, countE, sumE, avgE, stdevpaE, stdevE, varianceE);
}
private void checkOld(long countE, double sumE, double avgE, double stdevpaE, double stdevE, double varianceE) {
assertTrue(childView.getLastOldData().length == 1);
EventBean childViewValues = childView.getLastOldData()[0];
checkValues(childViewValues, countE, sumE, avgE, stdevpaE, stdevE, varianceE);
}
private void checkValues(EventBean values, long countE, double sumE, double avgE, double stdevpaE, double stdevE, double varianceE) {
long count = getLongValue(ViewFieldEnum.UNIVARIATE_STATISTICS__DATAPOINTS, values);
double sum = getDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__TOTAL, values);
double avg = getDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__AVERAGE, values);
double stdevpa = getDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEVPA, values);
double stdev = getDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEV, values);
double variance = getDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__VARIANCE, values);
assertEquals(count, countE);
assertEquals(sum, sumE);
assertTrue(DoubleValueAssertionUtil.equals(avg, avgE, 6));
assertTrue(DoubleValueAssertionUtil.equals(stdevpa, stdevpaE, 6));
assertTrue(DoubleValueAssertionUtil.equals(stdev, stdevE, 6));
assertTrue(DoubleValueAssertionUtil.equals(variance, varianceE, 6));
}
private double getDoubleValue(ViewFieldEnum field, EventBean eventBean) {
return (Double) eventBean.get(field.getName());
}
private long getLongValue(ViewFieldEnum field, EventBean eventBean) {
return (Long) eventBean.get(field.getName());
}
private EventBean makeBean(String symbol, double price, long volume) {
SupportMarketDataBean bean = new SupportMarketDataBean(symbol, price, volume, "");
return SupportEventBeanFactory.createObject(bean);
}
}