public void testCorrel() {
// further math tests can be found in the view unit test
EPAdministrator admin = epService.getEPAdministrator();
admin.getConfiguration().addEventType("Market", SupportMarketDataBean.class);
EPStatement statement =
admin.createEPL(
"select * from Market.std:groupwin(symbol).win:length(1000000).stat:correl(price, volume, feed)");
SupportUpdateListener listener = new SupportUpdateListener();
statement.addListener(listener);
assertEquals(Double.class, statement.getEventType().getPropertyType("correlation"));
String[] fields = new String[] {"symbol", "correlation", "feed"};
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("ABC", 10.0, 1000L, "f1"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(), fields, new Object[] {"ABC", Double.NaN, "f1"});
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("DEF", 1.0, 2L, "f2"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(), fields, new Object[] {"DEF", Double.NaN, "f2"});
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("DEF", 2.0, 4L, "f3"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(), fields, new Object[] {"DEF", 1.0, "f3"});
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("ABC", 20.0, 2000L, "f4"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(), fields, new Object[] {"ABC", 1.0, "f4"});
}
public void testLinest() {
// further math tests can be found in the view unit test
EPAdministrator admin = epService.getEPAdministrator();
admin.getConfiguration().addEventType("Market", SupportMarketDataBean.class);
EPStatement statement =
admin.createEPL(
"select * from Market.std:groupwin(symbol).win:length(1000000).stat:linest(price, volume, feed)");
SupportUpdateListener listener = new SupportUpdateListener();
statement.addListener(listener);
assertEquals(Double.class, statement.getEventType().getPropertyType("slope"));
assertEquals(Double.class, statement.getEventType().getPropertyType("YIntercept"));
assertEquals(Double.class, statement.getEventType().getPropertyType("XAverage"));
assertEquals(Double.class, statement.getEventType().getPropertyType("XStandardDeviationPop"));
assertEquals(
Double.class, statement.getEventType().getPropertyType("XStandardDeviationSample"));
assertEquals(Double.class, statement.getEventType().getPropertyType("XSum"));
assertEquals(Double.class, statement.getEventType().getPropertyType("XVariance"));
assertEquals(Double.class, statement.getEventType().getPropertyType("YAverage"));
assertEquals(Double.class, statement.getEventType().getPropertyType("YStandardDeviationPop"));
assertEquals(
Double.class, statement.getEventType().getPropertyType("YStandardDeviationSample"));
assertEquals(Double.class, statement.getEventType().getPropertyType("YSum"));
assertEquals(Double.class, statement.getEventType().getPropertyType("YVariance"));
assertEquals(Long.class, statement.getEventType().getPropertyType("dataPoints"));
assertEquals(Long.class, statement.getEventType().getPropertyType("n"));
assertEquals(Double.class, statement.getEventType().getPropertyType("sumX"));
assertEquals(Double.class, statement.getEventType().getPropertyType("sumXSq"));
assertEquals(Double.class, statement.getEventType().getPropertyType("sumXY"));
assertEquals(Double.class, statement.getEventType().getPropertyType("sumY"));
assertEquals(Double.class, statement.getEventType().getPropertyType("sumYSq"));
String[] fields = new String[] {"symbol", "slope", "YIntercept", "feed"};
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("ABC", 10.0, 50000L, "f1"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(),
fields,
new Object[] {"ABC", Double.NaN, Double.NaN, "f1"});
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("DEF", 1.0, 1L, "f2"));
EventBean theEvent = listener.assertOneGetNewAndReset();
EPAssertionUtil.assertProps(
theEvent, fields, new Object[] {"DEF", Double.NaN, Double.NaN, "f2"});
assertEquals(1d, theEvent.get("XAverage"));
assertEquals(0d, theEvent.get("XStandardDeviationPop"));
assertEquals(Double.NaN, theEvent.get("XStandardDeviationSample"));
assertEquals(1d, theEvent.get("XSum"));
assertEquals(Double.NaN, theEvent.get("XVariance"));
assertEquals(1d, theEvent.get("YAverage"));
assertEquals(0d, theEvent.get("YStandardDeviationPop"));
assertEquals(Double.NaN, theEvent.get("YStandardDeviationSample"));
assertEquals(1d, theEvent.get("YSum"));
assertEquals(Double.NaN, theEvent.get("YVariance"));
assertEquals(1L, theEvent.get("dataPoints"));
assertEquals(1L, theEvent.get("n"));
assertEquals(1d, theEvent.get("sumX"));
assertEquals(1d, theEvent.get("sumXSq"));
assertEquals(1d, theEvent.get("sumXY"));
assertEquals(1d, theEvent.get("sumY"));
assertEquals(1d, theEvent.get("sumYSq"));
// above computed values tested in more detail in RegressionBean test
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("DEF", 2.0, 2L, "f3"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(), fields, new Object[] {"DEF", 1.0, 0.0, "f3"});
epService.getEPRuntime().sendEvent(new SupportMarketDataBean("ABC", 11.0, 50100L, "f4"));
EPAssertionUtil.assertProps(
listener.assertOneGetNewAndReset(), fields, new Object[] {"ABC", 100.0, 49000.0, "f4"});
}
