testmarketdata.java

VHDL制作的ann的code

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);
		TestCase.assertEquals(0.084, Math.round(pair.getInput().getData(14)*1000.0)/1000.0);
		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(0.566, Math.round(pair.getInput().getData(6)*1000.0)/1000.0);
		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(0.084, Math.round(pair.getInput().getData(10)*1000.0)/1000.0);
		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(-0.062, Math.round(pair.getInput().getData(18)*1000.0)/1000.0);
		TestCase.assertEquals(0.066, Math.round(pair.getInput().getData(19)*1000.0)/1000.0);
		

		
	}
}