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Example 21 with Pair

use of suite.adt.pair.Pair in project suite by stupidsing.

the class ChrDblFunUtil method map2.

public static <K1, V1, T> Source2<K1, V1> map2(ChrDbl_Obj<K1> kf0, ChrDbl_Obj<V1> vf0, ChrDblSource source2) {
    ChrDbl_Obj<K1> kf1 = kf0.rethrow();
    ChrDbl_Obj<V1> vf1 = vf0.rethrow();
    ChrDblPair pair1 = ChrDblPair.of((char) 0, (double) 0);
    return pair -> {
        boolean b = source2.source2(pair1);
        if (b)
            pair.update(kf1.apply(pair1.t0, pair1.t1), vf1.apply(pair1.t0, pair1.t1));
        return b;
    };
}
Also used : ChrTest(suite.primitive.ChrPrimitives.ChrTest) Iterator(java.util.Iterator) LogUtil(suite.os.LogUtil) Source2(suite.util.FunUtil2.Source2) ChrDblPair(suite.primitive.adt.pair.ChrDblPair) Source(suite.util.FunUtil.Source) NullableSyncQueue(suite.util.NullableSyncQueue) Thread_(suite.util.Thread_) Fun(suite.util.FunUtil.Fun) Pair(suite.adt.pair.Pair) Sink(suite.util.FunUtil.Sink) Fail(suite.util.Fail) DblTest(suite.primitive.DblPrimitives.DblTest) ChrDblPair(suite.primitive.adt.pair.ChrDblPair)

Example 22 with Pair

use of suite.adt.pair.Pair in project suite by stupidsing.

the class ChrDblFunUtil method fold.

public static <K, V, R> R fold(Fun<Pair<R, ChrDblPair>, R> fun0, R init, ChrDblSource source2) {
    Fun<Pair<R, ChrDblPair>, R> fun1 = fun0.rethrow();
    ChrDblPair pair = ChrDblPair.of((char) 0, (double) 0);
    while (source2.source2(pair)) init = fun1.apply(Pair.of(init, pair));
    return init;
}
Also used : ChrDblPair(suite.primitive.adt.pair.ChrDblPair) ChrDblPair(suite.primitive.adt.pair.ChrDblPair) Pair(suite.adt.pair.Pair)

Example 23 with Pair

use of suite.adt.pair.Pair in project suite by stupidsing.

the class BackTestMain method run.

@Override
protected boolean run(String[] args) {
    // BEGIN
    // END
    String arg0 = 0 < args.length ? args[0] : "";
    String arg1 = 1 < args.length ? args[1] : "";
    String arg2 = 2 < args.length ? args[2] : "";
    Streamlet<String> strategyMatches = !arg0.isEmpty() ? Read.from(arg0.split(",")) : null;
    Streamlet<Integer> years = !arg1.isEmpty() ? // 
    Read.from(// 
    arg1.split(",")).concatMap(s -> {
        Pair<String, String> pair = ParseUtil.search(s, "-", Assoc.RIGHT);
        return // 
        pair != null ? // 
        Ints_.range(Integer.valueOf(pair.t0), Integer.valueOf(pair.t1)).map(i -> i) : Read.each(Integer.valueOf(s));
    }) : // 
    Ints_.range(2007, Trade_.thisYear).map(i -> i);
    Fun<Time, Streamlet<Asset>> fun = // 
    !arg2.isEmpty() ? // 
    time -> Read.from(arg2.split(",")).map(cfg::queryCompany).collect(As::streamlet) : cfg::queryCompaniesByMarketCap;
    BackAllocConfigurations bac_ = new BackAllocConfigurations(cfg, fun);
    Streamlet2<String, BackAllocConfiguration> bacByTag = bac_.bacs().bacByName;
    Streamlet2<String, Simulate> simulationByKey = // 
    bacByTag.filterKey(// 
    n -> strategyMatches == null || strategyMatches.isAny(sm -> Wildcard.match(sm, n) != null)).map(// 
    Pair::of).join2(// 
    years.sort(Object_::compare).map(TimeRange::ofYear)).map2((pair, period) -> pair.t0, (pair, period) -> {
        BackAllocConfiguration bac = pair.t1;
        Streamlet<Asset> assets = bac.assetsFun.apply(period.from);
        return runner.backTest(bac.backAllocator, period, assets);
    }).collect(As::streamlet2);
    String content0 = // 
    Read.bytes(// 
    Paths.get("src/main/java/" + getClass().getName().replace('.', '/') + ".java")).collect(// 
    As::utf8decode).map(// 
    Chars::toString).collect(As::joined);
    String content1 = ParseUtil.fit(content0, "// BEGIN", "// END")[1];
    System.out.println(content1);
    System.out.println(runner.conclude(simulationByKey));
    return true;
}
Also used : Read(suite.streamlet.Read) Streamlet2(suite.streamlet.Streamlet2) Object_(suite.util.Object_) Trade_(suite.trade.Trade_) ExecutableProgram(suite.util.RunUtil.ExecutableProgram) Chars(suite.primitive.Chars) Fun(suite.util.FunUtil.Fun) RunUtil(suite.util.RunUtil) Wildcard(suite.parser.Wildcard) ParseUtil(suite.util.ParseUtil) Pair(suite.adt.pair.Pair) ConfigurationImpl(suite.trade.data.ConfigurationImpl) BackAllocConfiguration(suite.trade.backalloc.BackAllocConfiguration) Streamlet(suite.streamlet.Streamlet) Time(suite.trade.Time) BackAllocConfigurations(suite.trade.backalloc.BackAllocConfigurations) Paths(java.nio.file.Paths) Configuration(suite.trade.data.Configuration) As(suite.streamlet.As) Simulate(suite.trade.backalloc.BackAllocTester.Simulate) Ints_(suite.primitive.Ints_) Asset(suite.trade.Asset) Assoc(suite.node.io.Operator.Assoc) TimeRange(suite.trade.TimeRange) Time(suite.trade.Time) Object_(suite.util.Object_) As(suite.streamlet.As) Simulate(suite.trade.backalloc.BackAllocTester.Simulate) BackAllocConfigurations(suite.trade.backalloc.BackAllocConfigurations) Streamlet(suite.streamlet.Streamlet) BackAllocConfiguration(suite.trade.backalloc.BackAllocConfiguration) Pair(suite.adt.pair.Pair)

Example 24 with Pair

use of suite.adt.pair.Pair in project suite by stupidsing.

the class WalkForwardAllocTester method tick.

public String tick(Time time, Map<String, Float> priceBySymbol) {
    int last = windowSize - 1;
    System.arraycopy(times, 0, times, 1, last);
    times[last] = time.epochSec();
    for (Entry<String, DataSource> e : dsBySymbol.entrySet()) {
        String symbol = e.getKey();
        float[] prices = e.getValue().prices;
        System.arraycopy(prices, 0, prices, 1, last);
        prices[last] = priceBySymbol.get(symbol);
    }
    AlignKeyDataSource<String> akds = new AlignKeyDataSource<>(times, Read.from2(dsBySymbol));
    List<Pair<String, Double>> ratioBySymbol = wfa.allocate(akds, windowSize);
    UpdatePortfolio up = Trade_.updatePortfolio(time.ymdHms(), account, ratioBySymbol, assetBySymbol, Read.from2(priceBySymbol).mapValue(Eod::of).toMap());
    float valuation_;
    valuations.append(valuation_ = up.valuation0);
    for (Pair<String, Float> e : up.val0.streamlet()) holdBySymbol.compute(e.t0, (s, h) -> e.t1 / valuation_ + (h != null ? h : 0d));
    List<Trade> trades_ = up.trades;
    String actions;
    if (windowSize <= valuations.size())
        actions = play(trades_);
    else
        actions = "wait";
    return // 
    time.ymdHms() + ", valuation = " + // 
    valuation_ + ", portfolio = " + // 
    account + ", actions = " + actions;
}
Also used : Read(suite.streamlet.Read) Statistic(suite.math.numeric.Statistic) FloatsBuilder(suite.primitive.Floats.FloatsBuilder) Trade_(suite.trade.Trade_) AlignKeyDataSource(suite.trade.data.DataSource.AlignKeyDataSource) HashMap(java.util.HashMap) To(suite.util.To) UpdatePortfolio(suite.trade.Trade_.UpdatePortfolio) ArrayList(java.util.ArrayList) Pair(suite.adt.pair.Pair) List(java.util.List) Trade(suite.trade.Trade) Streamlet(suite.streamlet.Streamlet) Time(suite.trade.Time) Configuration(suite.trade.data.Configuration) Eod(suite.trade.data.DataSource.Eod) ReturnsStat(ts.TimeSeries.ReturnsStat) Map(java.util.Map) Account(suite.trade.Account) Entry(java.util.Map.Entry) DataSource(suite.trade.data.DataSource) Sink(suite.util.FunUtil.Sink) TimeSeries(ts.TimeSeries) Asset(suite.trade.Asset) AlignKeyDataSource(suite.trade.data.DataSource.AlignKeyDataSource) AlignKeyDataSource(suite.trade.data.DataSource.AlignKeyDataSource) DataSource(suite.trade.data.DataSource) Trade(suite.trade.Trade) UpdatePortfolio(suite.trade.Trade_.UpdatePortfolio) Eod(suite.trade.data.DataSource.Eod) Pair(suite.adt.pair.Pair)

Example 25 with Pair

use of suite.adt.pair.Pair in project suite by stupidsing.

the class Nodify method newNodifier.

@SuppressWarnings("unchecked")
private Nodifier newNodifier(Type type) {
    Nodifier nodifier;
    if (type instanceof Class) {
        Class<?> clazz = (Class<?>) type;
        if (clazz == boolean.class)
            nodifier = new Nodifier(object -> Atom.of(object.toString()), node -> node == Atom.TRUE);
        else if (clazz == int.class)
            nodifier = new Nodifier(object -> Int.of((Integer) object), node -> ((Int) node).number);
        else if (clazz == Chars.class)
            nodifier = new Nodifier(object -> new Str(object.toString()), node -> To.chars(((Str) node).value));
        else if (clazz == String.class)
            nodifier = new Nodifier(object -> new Str(object.toString()), node -> ((Str) node).value);
        else if (clazz.isEnum())
            nodifier = new Nodifier(object -> Atom.of(object.toString()), Read.from(clazz.getEnumConstants()).toMap(e -> Atom.of(e.toString()))::get);
        else if (clazz.isArray()) {
            Class<?> componentType = clazz.getComponentType();
            Nodifier nodifier1 = getNodifier(componentType);
            Fun<Object, Node> forward = object -> {
                Node node = Atom.NIL;
                for (int i = Array.getLength(object) - 1; 0 <= i; i--) node = Tree.of(TermOp.OR____, apply_(nodifier1, Array.get(object, i)), node);
                return node;
            };
            nodifier = new Nodifier(forward, node -> {
                List<Object> list = // 
                Read.from(// 
                Tree.iter(node, TermOp.OR____)).map(// 
                n -> apply_(nodifier1, n)).toList();
                int size = list.size();
                Object objects = Array.newInstance(componentType, size);
                for (int i = 0; i < size; i++) Array.set(objects, i, list.get(i));
                return objects;
            });
        } else if (// polymorphism
        clazz.isInterface())
            nodifier = new Nodifier(object -> {
                Class<?> clazz1 = object.getClass();
                Node n = apply_(getNodifier(clazz1), object);
                return Tree.of(TermOp.COLON_, Atom.of(clazz1.getName()), n);
            }, node -> {
                Tree tree = Tree.decompose(node, TermOp.COLON_);
                if (tree != null) {
                    Class<?> clazz1;
                    try {
                        clazz1 = Class.forName(((Atom) tree.getLeft()).name);
                    } catch (ClassNotFoundException ex) {
                        clazz1 = Fail.t(ex);
                    }
                    return apply_(getNodifier(clazz1), tree.getRight());
                } else
                    // happens when an enum implements an interface
                    return Fail.t("cannot instantiate enum from interfaces");
            });
        else {
            List<FieldInfo> fieldInfos = // 
            Read.from(// 
            inspect.fields(clazz)).map(field -> {
                Type type1 = field.getGenericType();
                return new FieldInfo(field, field.getName(), getNodifier(type1));
            }).toList();
            List<Pair<Atom, FieldInfo>> pairs = Read.from(fieldInfos).map(f -> Pair.of(Atom.of(f.name), f)).toList();
            nodifier = new Nodifier(object -> Rethrow.ex(() -> {
                Dict dict = new Dict();
                for (Pair<Atom, FieldInfo> pair : pairs) {
                    FieldInfo fieldInfo = pair.t1;
                    Node value = apply_(fieldInfo.nodifier, fieldInfo.field.get(object));
                    dict.map.put(pair.t0, Reference.of(value));
                }
                return dict;
            }), node -> Rethrow.ex(() -> {
                Map<Node, Reference> map = ((Dict) node).map;
                Object object1 = Object_.new_(clazz);
                for (Pair<Atom, FieldInfo> pair : pairs) {
                    FieldInfo fieldInfo = pair.t1;
                    Node value = map.get(pair.t0).finalNode();
                    fieldInfo.field.set(object1, apply_(fieldInfo.nodifier, value));
                }
                return object1;
            }));
        }
    } else if (type instanceof ParameterizedType) {
        ParameterizedType pt = (ParameterizedType) type;
        Type rawType = pt.getRawType();
        Type[] typeArgs = pt.getActualTypeArguments();
        Class<?> clazz = rawType instanceof Class ? (Class<?>) rawType : null;
        if (collectionClasses.contains(clazz)) {
            Nodifier nodifier1 = getNodifier(typeArgs[0]);
            nodifier = new Nodifier(object -> {
                Tree start = Tree.of(null, null, null), tree = start;
                for (Object o : (Collection<?>) object) {
                    Tree tree0 = tree;
                    Tree.forceSetRight(tree0, tree = Tree.of(TermOp.OR____, apply_(nodifier1, o), null));
                }
                Tree.forceSetRight(tree, Atom.NIL);
                return start.getRight();
            }, node -> {
                List<Object> list = Read.from(Tree.iter(node, TermOp.OR____)).map(n -> apply_(nodifier1, n)).toList();
                Collection<Object> object1 = (Collection<Object>) instantiate(clazz);
                object1.addAll(list);
                return object1;
            });
        } else if (mapClasses.contains(clazz)) {
            Nodifier kn = getNodifier(typeArgs[0]);
            Nodifier vn = getNodifier(typeArgs[1]);
            nodifier = new Nodifier(object -> {
                Dict dict = new Dict();
                for (Entry<?, ?> e : ((Map<?, ?>) object).entrySet()) dict.map.put(apply_(kn, e.getKey()), Reference.of(apply_(vn, e.getValue())));
                return dict;
            }, node -> {
                Map<Node, Reference> map = ((Dict) node).map;
                Map<Object, Object> object1 = (Map<Object, Object>) instantiate(clazz);
                for (Entry<Node, Reference> e : map.entrySet()) object1.put(apply_(kn, e.getKey()), apply_(vn, e.getValue().finalNode()));
                return object1;
            });
        } else
            nodifier = getNodifier(rawType);
    } else
        nodifier = Fail.t("unrecognized type " + type);
    return nodifier;
}
Also used : Read(suite.streamlet.Read) Array(java.lang.reflect.Array) HashMap(java.util.HashMap) Fun(suite.util.FunUtil.Fun) ArrayList(java.util.ArrayList) Node(suite.node.Node) HashSet(java.util.HashSet) Map(java.util.Map) Dict(suite.node.Dict) Reference(suite.node.Reference) Inspect(suite.inspect.Inspect) Collection(java.util.Collection) ConcurrentHashMap(java.util.concurrent.ConcurrentHashMap) Set(java.util.Set) TermOp(suite.node.io.TermOp) Field(java.lang.reflect.Field) Chars(suite.primitive.Chars) Tree(suite.node.Tree) Pair(suite.adt.pair.Pair) List(java.util.List) ParameterizedType(java.lang.reflect.ParameterizedType) Type(java.lang.reflect.Type) Atom(suite.node.Atom) Entry(java.util.Map.Entry) Int(suite.node.Int) Str(suite.node.Str) Node(suite.node.Node) Int(suite.node.Int) Str(suite.node.Str) ParameterizedType(java.lang.reflect.ParameterizedType) Entry(java.util.Map.Entry) Tree(suite.node.Tree) Fun(suite.util.FunUtil.Fun) Pair(suite.adt.pair.Pair) Reference(suite.node.Reference) Atom(suite.node.Atom) ParameterizedType(java.lang.reflect.ParameterizedType) Type(java.lang.reflect.Type) Dict(suite.node.Dict) Collection(java.util.Collection) HashMap(java.util.HashMap) Map(java.util.Map) ConcurrentHashMap(java.util.concurrent.ConcurrentHashMap)

Aggregations

Pair (suite.adt.pair.Pair)36 ArrayList (java.util.ArrayList)22 List (java.util.List)22 Read (suite.streamlet.Read)22 HashMap (java.util.HashMap)16 Map (java.util.Map)16 Node (suite.node.Node)14 Fail (suite.util.Fail)13 Fun (suite.util.FunUtil.Fun)12 Reference (suite.node.Reference)11 Tree (suite.node.Tree)10 TermOp (suite.node.io.TermOp)10 Set (java.util.Set)9 Atom (suite.node.Atom)9 Int (suite.node.Int)9 As (suite.streamlet.As)8 IOException (java.io.IOException)7 HashSet (java.util.HashSet)7 Streamlet (suite.streamlet.Streamlet)7 Time (suite.trade.Time)6