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59
MarketDataLib/CNNProcessing/TestCase.cs
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59
MarketDataLib/CNNProcessing/TestCase.cs
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using MarketData.Utils;
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using System.IO;
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namespace MarketData.CNNProcessing
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{
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public class TestCases : List<TestCase>
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{
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}
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public class TestCase
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{
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public enum CaseType{Training,Test,Validation};
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public enum GenerateType{Price,BollingerBand};
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public enum OutputType{OutputFile,OutputStream}
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private readonly List<Stream> streams=new List<Stream>();
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private readonly List<String> pathFileNames=new List<String>();
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private readonly List<String> responses=new List<String>();
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/// <summary>
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/// ProcessData item
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/// </summary>
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///<param name="symbol">Symbol</param>
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///<param name="startDate">The start datee.</param>
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///<param name="purchaseDate">The purchasedate.</param>
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public TestCase(String symbol,DateTime purchaseDate, int dayCount,TestCase.CaseType caseType,TestCase.GenerateType generateType=TestCase.GenerateType.Price,OutputType outputType=OutputType.OutputFile)
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{
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DateGenerator dateGenerator=new DateGenerator();
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this.Symbol=symbol;
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this.HistDate=dateGenerator.GenerateHistoricalDate(purchaseDate,dayCount);
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this.PurchaseDate=dateGenerator.GetNextBusinessDay(purchaseDate);
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this.TypeCase=caseType;
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TypeGenerate=generateType;
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TypeOutput=outputType;
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}
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public String Symbol{get;set;}
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public DateTime PurchaseDate{get;set;}
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public DateTime HistDate{get;set;}
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public CaseType TypeCase{get;set;}
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public GenerateType TypeGenerate{get;set;}
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public OutputType TypeOutput{get;set;}
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public List<Stream> Streams{get{return streams;}} // This will get set automatically depending on OutputType
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public List<String> PathFileNames{get{return pathFileNames;}} // This will get set automaticall depending on OutputType
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public List<String> Responses{get{return responses;}}
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public Stream LastStream{get{return Streams.Count>0?Streams[Streams.Count-1]:null;}}
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public String LastPathFileName{get{return PathFileNames.Count>0?PathFileNames[PathFileNames.Count-1]:null;}}
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public String LastResponse{get{return Responses.Count>0?Responses[Responses.Count-1]:null;}}
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public override String ToString()
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{
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StringBuilder sb=new StringBuilder();
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if(OutputType.OutputFile.Equals(TypeOutput))return LastPathFileName;
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sb.Append(String.Format("{0}:P:{1}->H:{2}",Symbol,PurchaseDate.ToShortDateString(),HistDate.ToShortDateString()));
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return sb.ToString();
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}
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}
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}
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