54 lines
1.8 KiB
C#
54 lines
1.8 KiB
C#
using KLHZ.Trader.Core.Math.Declisions.Utils;
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using MathNet.Numerics;
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using MathNet.Numerics.IntegralTransforms;
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using System.Security.Cryptography;
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namespace KLHZ.Trader.Core.Tests
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{
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public class FFTTests
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{
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[Test]
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public static void Test()
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{
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var da = new List<float>();
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for (int i = 0; i < 100; i++)
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{
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da.Add((float)System.Math.Sin(0.5 * i)+(float)System.Math.Cos(0.5 * i));
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}
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var start = da.ToArray();
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var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
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Fourier.Forward(arrv);
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var tem = arrv.Select(a => Complex32.Abs(a)).ToArray();
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var s = tem.Sum();
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Fourier.Inverse(arrv);
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var res = arrv.Select(a => a.Real).ToArray();
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for (int i = 0; i < 1000; i++)
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{
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var d = res[i] - start[i];
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}
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}
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[Test]
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public static void CalcHarmonyPeriodTest1()
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{
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var period1 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 1);
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var period2 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 2);
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var period3 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 3);
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var period4 = FFT.CaclHarmonycPeriod(TimeSpan.FromHours(1), 1000, 4);
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}
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[Test]
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public static void CalcPhaseRange()
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{
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var res = FFT.CalcPhaseRange(1, 0, 0, 0.001);
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Assert.IsTrue(res.min < System.Math.PI / 2);
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Assert.IsTrue(res.min > System.Math.PI / 2 * 0.9);
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Assert.IsTrue(res.max > System.Math.PI / 2);
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Assert.IsTrue(res.max < System.Math.PI / 2 * 1.1);
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}
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}
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}
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