/*
* Encog(tm) Unit Tests v2.5 - Java Version
* http://www.heatonresearch.com/encog/
* http://code.google.com/p/encog-java/
* Copyright 2008-2010 Heaton Research, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
* For more information on Heaton Research copyrights, licenses
* and trademarks visit:
* http://www.heatonresearch.com/copyright
*/
package org.encog.neural.data.market;
import java.util.Date;
import java.util.Iterator;
import junit.framework.TestCase;
import org.encog.neural.data.NeuralDataPair;
import org.encog.neural.data.market.loader.MarketLoader;
import org.encog.neural.data.market.loader.YahooFinanceLoader;
import org.encog.neural.data.temporal.TemporalPoint;
import org.encog.util.time.DateUtil;
public class TestMarketData extends TestCase {
public void testMarketData() throws Exception
{
MarketLoader loader = new YahooFinanceLoader();
TickerSymbol tickerAAPL = new TickerSymbol("AAPL",null);
TickerSymbol tickerMSFT = new TickerSymbol("MSFT",null);
MarketNeuralDataSet marketData = new MarketNeuralDataSet(loader, 5,1);
marketData.addDescription(new MarketDataDescription(tickerAAPL,MarketDataType.CLOSE, true, true));
marketData.addDescription(new MarketDataDescription(tickerMSFT,MarketDataType.CLOSE, true, false));
marketData.addDescription(new MarketDataDescription(tickerAAPL,MarketDataType.VOLUME, true, false));
marketData.addDescription(new MarketDataDescription(tickerMSFT,MarketDataType.VOLUME, true, false));
Date begin = DateUtil.createDate(7, 1, 2008);
Date end = DateUtil.createDate(7, 31, 2008);
marketData.load(begin, end);
marketData.generate();
TestCase.assertEquals(22,marketData.getPoints().size());
// first test the points
Iterator<TemporalPoint> itr = marketData.getPoints().iterator();
TemporalPoint point = itr.next();
TestCase.assertEquals(0, point.getSequence());
TestCase.assertEquals(4, point.getData().length);
TestCase.assertEquals(174.68,point.getData(0));
TestCase.assertEquals(26.87,point.getData(1));
TestCase.assertEquals(39,(int)(point.getData(2)/1000000));
TestCase.assertEquals(100,(int)(point.getData(3)/1000000));
point = itr.next();
TestCase.assertEquals(1, point.getSequence());
TestCase.assertEquals(4, point.getData().length);
TestCase.assertEquals(168.18,point.getData(0));
TestCase.assertEquals(25.88,point.getData(1));
TestCase.assertEquals(29,(int)(point.getData(2)/1000000));
TestCase.assertEquals(84,(int)(point.getData(3)/1000000));
point = itr.next();
TestCase.assertEquals(2, point.getSequence());
TestCase.assertEquals(4, point.getData().length);
TestCase.assertEquals(170.12,point.getData(0));
TestCase.assertEquals(25.98,point.getData(1));
TestCase.assertEquals(18,(int)(point.getData(2)/1000000));
TestCase.assertEquals(37,(int)(point.getData(3)/1000000));
// now check the actual data
TestCase.assertEquals(16,marketData.getData().size());
TestCase.assertEquals(20, marketData.getInputNeuronCount());
TestCase.assertEquals(1, marketData.getOutputNeuronCount());
Iterator<NeuralDataPair> itr2 = marketData.getData().iterator();
NeuralDataPair pair = itr2.next();
TestCase.assertEquals(20, pair.getInput().size());
TestCase.assertEquals(1, pair.getIdeal().size());
TestCase.assertEquals(-0.037, Math.round(pair.getInput().getData(0)*1000.0)/1000.0);
TestCase.assertEquals(-0.037, Math.round(pair.getInput().getData(1)*1000.0)/1000.0);
TestCase.assertEquals(-0.246, Math.round(pair.getInput().getData(2)*1000.0)/1000.0);
TestCase.assertEquals(-0.156, Math.round(pair.getInput().getData(3)*1000.0)/1000.0);
TestCase.assertEquals(0.012, Math.round(pair.getInput().getData(4)*1000.0)/1000.0);
TestCase.assertEquals(0.0040, Math.round(pair.getInput().getData(5)*1000.0)/1000.0);
TestCase.assertEquals(-0.375, Math.round(pair.getInput().getData(6)*1000.0)/1000.0);
TestCase.assertEquals(-0.562, Math.round(pair.getInput().getData(7)*1000.0)/1000.0);
TestCase.assertEquals(0.03, Math.round(pair.getInput().getData(8)*1000.0)/1000.0);
TestCase.assertEquals(0.0020, Math.round(pair.getInput().getData(9)*1000.0)/1000.0);
TestCase.assertEquals(0.57, Math.round(pair.getInput().getData(10)*100.0)/100.0);
TestCase.assertEquals(0.929, Math.round(pair.getInput().getData(11)*1000.0)/1000.0);
TestCase.assertEquals(0.025, Math.round(pair.getInput().getData(12)*1000.0)/1000.0);
TestCase.assertEquals(-0.0070, Math.round(pair.getInput().getData(13)*1000.0)/1000.0);
// for some reason, Yahoo likes to vary the volume numbers slightly, sometimes!
TestCase.assertEquals(0.1, Math.round(pair.getInput().getData(14)*10.0)/10.0);
TestCase.assertEquals(-0.084, Math.round(pair.getInput().getData(15)*1000.0)/1000.0);
TestCase.assertEquals(-0.03, Math.round(pair.getInput().getData(16)*1000.0)/1000.0);
TestCase.assertEquals(-0.024, Math.round(pair.getInput().getData(17)*1000.0)/1000.0);
TestCase.assertEquals(0.008, Math.round(pair.getInput().getData(18)*1000.0)/1000.0);
TestCase.assertEquals(-0.172, Math.round(pair.getInput().getData(19)*1000.0)/1000.0);
pair = itr2.next();
TestCase.assertEquals(20, pair.getInput().size());
TestCase.assertEquals(1, pair.getIdeal().size());
TestCase.assertEquals(0.012, Math.round(pair.getInput().getData(0)*1000.0)/1000.0);
TestCase.assertEquals(0.0040, Math.round(pair.getInput().getData(1)*1000.0)/1000.0);
TestCase.assertEquals(-0.375, Math.round(pair.getInput().getData(2)*1000.0)/1000.0);
TestCase.assertEquals(-0.562, Math.round(pair.getInput().getData(3)*1000.0)/1000.0);
TestCase.assertEquals(0.03, Math.round(pair.getInput().getData(4)*1000.0)/1000.0);
TestCase.assertEquals(0.0020, Math.round(pair.getInput().getData(5)*1000.0)/1000.0);
TestCase.assertEquals(0.6, Math.round(pair.getInput().getData(6)*10.0)/10.0);
TestCase.assertEquals(0.929, Math.round(pair.getInput().getData(7)*1000.0)/1000.0);
TestCase.assertEquals(0.025, Math.round(pair.getInput().getData(8)*1000.0)/1000.0);
TestCase.assertEquals(-0.0070, Math.round(pair.getInput().getData(9)*1000.0)/1000.0);
TestCase.assertEquals(0.1, Math.round(pair.getInput().getData(10)*10.0)/10.0);
TestCase.assertEquals(-0.084, Math.round(pair.getInput().getData(11)*1000.0)/1000.0);
TestCase.assertEquals(-0.03, Math.round(pair.getInput().getData(12)*1000.0)/1000.0);
TestCase.assertEquals(-0.024, Math.round(pair.getInput().getData(13)*1000.0)/1000.0);
TestCase.assertEquals(0.0080, Math.round(pair.getInput().getData(14)*1000.0)/1000.0);
TestCase.assertEquals(-0.172, Math.round(pair.getInput().getData(15)*1000.0)/1000.0);
TestCase.assertEquals(0.014, Math.round(pair.getInput().getData(16)*1000.0)/1000.0);
TestCase.assertEquals(0.0090, Math.round(pair.getInput().getData(17)*1000.0)/1000.0);
TestCase.assertEquals(-0.1, Math.round(pair.getInput().getData(18)*10.0)/10.0);
TestCase.assertEquals(0.066, Math.round(pair.getInput().getData(19)*1000.0)/1000.0);
}
}