Refactor unit tests for CNNGenerateOutputFileBollinger and CNNGenerateOutputFileBollingerWithVIX

MarketData/MarketDataLib/CNNProcessing/DataProcessor.cs

@@ -191,18 +191,19 @@ namespace MarketData.CNNProcessing
       if(null==NoiseArray)NoiseArray=new double[]{0.00};
       if(testCase.TypeGenerate.Equals(TestCase.GenerateType.BollingerBand))
       {
-        testCase.PathFileNames.Add(CreateFileName("T",testCase.Symbol,testCase.DayCount,0,0,0,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBand,testCase.PurchaseDate));
+        testCase.PathFileNames.Add(CreateFileName(testCase.HomePath,testCase.Symbol,testCase.DayCount,0,0,0,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBand,testCase.PurchaseDate));
 			  ProcessBollingerBandData(testCase,PenWidthArray[0],NoiseArray[0]);
       }
       else if(testCase.TypeGenerate.Equals(TestCase.GenerateType.BollingerBandWithVIX))
       {
-        testCase.PathFileNames.Add(CreateFileName("T",testCase.Symbol,testCase.DayCount,0,0,0,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBandWithVIX,testCase.PurchaseDate));
+        testCase.PathFileNames.Add(CreateFileName(testCase.HomePath,testCase.Symbol,testCase.DayCount,0,0,0,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBandWithVIX,testCase.PurchaseDate));
         ProcessBollingerBandDataWithVolatility(testCase,PenWidthArray[0],NoiseArray[0]);
       }
     }
 
     private String CreateFileName(String strFolderPath,String symbol,int dayCount,int index,int penIndex,int noiseIndex,TestCase.CaseType caseType,TestCase.GenerateType generateType,DateTime purchaseDate)
     {
+      if(!strFolderPath.EndsWith("/"))strFolderPath+="/";
       return String.Format("{0}{1}_{2}_{3}_{4}_{5}_{6}_{7}_{8}d.jpg",strFolderPath,symbol,index,penIndex,noiseIndex,caseType.ToString(),generateType.ToString(),Utility.DateToLong(purchaseDate),dayCount);
     }
 

MarketData/MarketDataLib/CNNProcessing/TestCase.cs

@@ -11,16 +11,25 @@ namespace MarketData.CNNProcessing
   public class TestCases : List<TestCase>
 	{
 	}
+
 	public class TestCase
 	{
     public enum CaseType{Training,Test,Validation};
+
 		public enum GenerateType{Price,BollingerBand,BollingerBandWithVIX};
+
 		public enum OutputType{OutputFile,OutputStream}
+
 		private readonly List<Stream> streams=new List<Stream>();
+
 		private readonly List<String> pathFileNames=new List<String>();
+
 		private readonly List<String> responses=new List<String>();
+
+    public String HomePath { get; set;} = Directory.GetCurrentDirectory();
+
 		/// <summary>
-		/// ProcessData item
+		/// TestCase
 		/// </summary>
 		///<param name="symbol">Symbol</param>
 		///<param name="startDate">The start datee.</param>
@@ -38,18 +47,31 @@ namespace MarketData.CNNProcessing
 		}
 
 		public String Symbol{get;set;}
+
 		public DateTime PurchaseDate{get;set;}
+
 		public DateTime HistDate{get;set;}
+
 		public CaseType TypeCase{get;set;}
+
     public int DayCount{get;private set;}
+
 		public GenerateType TypeGenerate{get;set;}
+
 		public OutputType TypeOutput{get;set;}
-		public List<Stream> Streams{get{return streams;}}						         // This will get set automatically depending on OutputType
+
+		public List<Stream> Streams{get{return streams;}}	  // This will get set automatically depending on OutputType
+    					         
 		public List<String> PathFileNames{get{return pathFileNames;}}   		 // This will get set automaticall depending on OutputType
+
 		public List<String> Responses{get{return responses;}}
+
 		public Stream LastStream{get{return Streams.Count>0?Streams[Streams.Count-1]:null;}}
+
 		public String LastPathFileName{get{return PathFileNames.Count>0?PathFileNames[PathFileNames.Count-1]:null;}}
+
 		public String LastResponse{get{return Responses.Count>0?Responses[Responses.Count-1]:null;}}
+
 		public override String ToString()
 		{
 		  StringBuilder sb=new StringBuilder();

MarketDataUnitTests/MarketDataUnitTestClass.cs

@@ -186,11 +186,16 @@ public class MarketDataUnitTestClass
     Assert.IsTrue(result);
   }  
 
+  /// <summary>
+  /// CNNGenerateOutputFileBollingerWithVIX - This generates the new bollinger band with VIX 224x224 image with 90 days of history
+  /// Note that output goes in "/home/pi/ARM64/MarketDataUnitTests/TestResults"
+  /// </summary>
   [TestMethod]
-  public void CNNGenerateOutputFileVIX()
+  public void CNNGenerateOutputFileBollingerWithVIX()
   {
     DataProcessor dataProcessor=new DataProcessor();
     int imageDimensions=224;
+    int dayCount = 90;
 		dataProcessor.Width=imageDimensions;
 		dataProcessor.Height=imageDimensions;
 		dataProcessor.PenWidth=1;    
@@ -201,21 +206,27 @@ public class MarketDataUnitTestClass
 
     cmParams.UseCNN = true;
     cmParams.UseCNNHost = "http://" + cnnHostName + ":5000";
-    cmParams.UseCNNDayCount = 90;
+    cmParams.UseCNNDayCount = dayCount;
     cmParams.UseCNNRewardPercentDecimal = 0.25;
 
     cmCandidate.Symbol = "MIDD";
     cmCandidate.TradeDate = DateTime.Parse("07-01-2024");
 
     TestCase testCase=new TestCase(cmCandidate.Symbol,cmCandidate.TradeDate,cmParams.UseCNNDayCount,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBandWithVIX,TestCase.OutputType.OutputFile);
+    testCase.HomePath="/home/pi/ARM64/MarketDataUnitTests/TestResults";    
     dataProcessor.ProcessData(testCase);
   }  
 
+  /// <summary>
+  /// CNNGenerateOutputFileBollinger - This generates the legacy bollinger band 128x128 image with 270 days of history
+  /// Note that output goes in "/home/pi/ARM64/MarketDataUnitTests/TestResults"
+  /// </summary>
   [TestMethod]
-  public void CNNGenerateOutputFileBand()
+  public void CNNGenerateOutputFileBollinger()
   {
     DataProcessor dataProcessor=new DataProcessor();
-    int imageDimensions=224;
+    int imageDimensions=128;
+    int dayCount=270;
 		dataProcessor.Width=imageDimensions;
 		dataProcessor.Height=imageDimensions;
 		dataProcessor.PenWidth=1;    
@@ -226,18 +237,18 @@ public class MarketDataUnitTestClass
 
     cmParams.UseCNN = true;
     cmParams.UseCNNHost = "http://" + cnnHostName + ":5000";
-    cmParams.UseCNNDayCount = 90;
+    cmParams.UseCNNDayCount = dayCount;
     cmParams.UseCNNRewardPercentDecimal = 0.25;
 
     cmCandidate.Symbol = "MIDD";
     cmCandidate.TradeDate = DateTime.Parse("07-01-2024");
 
     TestCase testCase=new TestCase(cmCandidate.Symbol,cmCandidate.TradeDate,cmParams.UseCNNDayCount,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBand,TestCase.OutputType.OutputFile);
+    testCase.HomePath="/home/pi/ARM64/MarketDataUnitTests/TestResults";
     dataProcessor.ProcessData(testCase);
   }  
 
 
-
   [TestMethod]
   public void PremarketRetrieval()
   {