/*
* Encog(tm) Core Unit Tests v3.0 - Java Version
* http://www.heatonresearch.com/encog/
* http://code.google.com/p/encog-java/
* Copyright 2008-2011 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.
*
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* and trademarks visit:
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*/
package org.encog.app.quant;
import java.io.BufferedReader;
import java.io.File;
import java.io.FileNotFoundException;
import java.io.FileReader;
import java.io.FileWriter;
import java.io.IOException;
import java.io.PrintWriter;
import org.encog.app.quant.indicators.MovingAverage;
import org.encog.app.quant.indicators.ProcessIndicators;
import org.encog.app.quant.indicators.predictive.BestClose;
import org.encog.util.csv.CSVFormat;
import junit.framework.Assert;
import junit.framework.TestCase;
public class TestProcessIndicators extends TestCase {
public final static File INPUT_NAME = new File("test.csv");
public final static File OUTPUT_NAME = new File("test2.csv");
public void generateTestFileHeadings(boolean header) throws IOException
{
PrintWriter tw = new PrintWriter(new FileWriter(INPUT_NAME));
if (header)
{
tw.println("date,close");
}
tw.println("20100101,1");
tw.println("20100102,2");
tw.println("20100103,3");
tw.println("20100104,4");
tw.println("20100105,5");
tw.println("20100106,6");
tw.println("20100107,7");
tw.println("20100108,8");
tw.println("20100109,9");
tw.println("20100110,10");
// close the stream
tw.close();
}
public void testIndicatorsHeaders() throws IOException
{
generateTestFileHeadings(true);
ProcessIndicators norm = new ProcessIndicators();
norm.analyze(INPUT_NAME, true, CSVFormat.ENGLISH);
norm.addColumn(new MovingAverage(3, true));
norm.addColumn(new BestClose(3,true));
norm.getColumns().get(0).setOutput(true);
norm.process(OUTPUT_NAME);
BufferedReader tr = new BufferedReader(new FileReader(OUTPUT_NAME));
Assert.assertEquals("\"date\",\"close\",\"MovAvg\",\"PredictBestClose\"", tr.readLine());
Assert.assertEquals("20100103,3,2,6", tr.readLine());
Assert.assertEquals("20100104,4,3,7", tr.readLine());
Assert.assertEquals("20100105,5,4,8", tr.readLine());
Assert.assertEquals("20100106,6,5,9", tr.readLine());
Assert.assertEquals("20100107,7,6,10", tr.readLine());
tr.close();
INPUT_NAME.delete();
OUTPUT_NAME.delete();
}
public void TestIndicatorsNoHeaders() throws IOException
{
generateTestFileHeadings(false);
ProcessIndicators norm = new ProcessIndicators();
norm.analyze(INPUT_NAME, false, CSVFormat.ENGLISH);
norm.addColumn(new MovingAverage(3, true));
norm.addColumn(new BestClose(3, true));
norm.getColumns().get(0).setOutput( true );
norm.renameColumn(1, "close");
norm.process(OUTPUT_NAME);
BufferedReader tr = new BufferedReader(new FileReader(OUTPUT_NAME));
Assert.assertEquals("20100103,3,2,6", tr.readLine());
Assert.assertEquals("20100104,4,3,7", tr.readLine());
Assert.assertEquals("20100105,5,4,8", tr.readLine());
Assert.assertEquals("20100106,6,5,9", tr.readLine());
Assert.assertEquals("20100107,7,6,10", tr.readLine());
tr.close();
INPUT_NAME.delete();
OUTPUT_NAME.delete();
}
}