Examples with To suite.util.To used on opensource projects

Example 1 with To

use of suite.util.To in project suite by stupidsing.

the class LibraryMain method run.

protected boolean run(String[] args) {
    Pair<Streamlet2<Path, Long>, Streamlet2<Path, Long>> partition = // 
    FileUtil.findPaths(Paths.get(inputDir)).filter(// 
    path -> fileExtensions.contains(FileUtil.getFileExtension(path))).map2(// 
    path -> Rethrow.ex(() -> Files.size(path))).partition((path, size) -> 0 < size);
    // remove empty files
    partition.t1.sink((path, size) -> {
        try {
            Files.delete(path);
        } catch (IOException ex) {
            Fail.t(ex);
        }
    });
    Streamlet2<Path, FileInfo> path_fileInfos = // 
    partition.t0.map2((path, size) -> {
        BasicFileAttributes attrs = Rethrow.ex(() -> Files.readAttributes(path, BasicFileAttributes.class));
        // get all file information
        List<String> tags = // 
        Ints_.range(// 
        path.getNameCount()).map(// 
        i -> path.getName(i).toString()).cons(// 
        To.string(attrs.lastModifiedTime().toInstant())).toList();
        FileInfo fileInfo = new FileInfo();
        fileInfo.md5 = Rethrow.ex(() -> Md5Crypt.md5Crypt(Files.readAllBytes(path)));
        fileInfo.tags = tags;
        return fileInfo;
    });
    // construct file listing
    try (OutputStream os = FileUtil.out(inputDir + ".listing");
        PrintWriter pw = new PrintWriter(os)) {
        for (Pair<Path, FileInfo> path_fileInfo : path_fileInfos) pw.println(path_fileInfo.t0 + path_fileInfo.t1.md5);
    } catch (IOException ex) {
        Fail.t(ex);
    }
    // 
    path_fileInfos.map2((path, fileInfo) -> {
        // move file to library, by md5
        Path path1 = Paths.get(libraryDir, fileInfo.md5.substring(0, 2), fileInfo.md5);
        FileUtil.mkdir(path1.getParent());
        Rethrow.ex(() -> Files.move(path, path1, StandardCopyOption.REPLACE_EXISTING));
        return fileInfo;
    }).concatMap((path, fileInfo) -> Read.from(fileInfo.tags).map(tag -> {
        // add to tag indices
        Path path1 = Paths.get(tagsDir, tag, fileInfo.md5);
        return Rethrow.ex(() -> {
            Files.newOutputStream(path1).close();
            return Pair.of(tag, fileInfo);
        });
    }));
    return true;
}

Example 2 with To

use of suite.util.To in project suite by stupidsing.

the class Yahoo method dataSourceYql.

public DataSource dataSourceYql(String symbol, TimeRange period) {
    String yql = // 
    "select *" + // 
    " from yahoo.finance.historicaldata" + " where symbol = \"" + symbol + // 
    "\"" + " and startDate = \"" + period.from.ymd() + // 
    "\"" + " and endDate = \"" + period.to.ymd() + "\"";
    String urlString = // 
    "http://query.yahooapis.com/v1/public/yql" + "?q=" + // 
    encode(yql) + // 
    "&format=json" + // 
    "&diagnostics=true" + // 
    "&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys" + "&callback=";
    return Rethrow.ex(() -> {
        try (InputStream is = Singleton.me.storeCache.http(urlString).collect(To::inputStream)) {
            JsonNode json = mapper.readTree(is);
            Streamlet<JsonNode> quotes = // 
            Read.each(json).flatMap(// 
            json_ -> json_.path("query")).flatMap(// 
            json_ -> json_.path("results")).flatMap(// 
            json_ -> json_.path("quote")).collect(As::streamlet);
            Streamlet<String[]> arrays = // 
            quotes.map(json_ -> new String[] { // 
            json_.path("Date").textValue(), // 
            json_.path("Open").textValue(), // 
            json_.path("Close").textValue(), // 
            json_.path("Low").textValue(), // 
            json_.path("High").textValue() }).collect(As::streamlet);
            long[] ts = arrays.collect(Obj_Lng.lift(array -> closeTs(array[0]))).toArray();
            float[] opens = arrays.collect(Obj_Flt.lift(array -> Float.parseFloat(array[1]))).toArray();
            float[] closes = arrays.collect(Obj_Flt.lift(array -> Float.parseFloat(array[2]))).toArray();
            float[] lows = arrays.collect(Obj_Flt.lift(array -> Float.parseFloat(array[3]))).toArray();
            float[] highs = arrays.collect(Obj_Flt.lift(array -> Float.parseFloat(array[4]))).toArray();
            float[] volumes = new float[ts.length];
            return DataSource.ofOhlcv(ts, opens, closes, lows, highs, volumes);
        }
    });
}

Example 3 with To

use of suite.util.To in project suite by stupidsing.

the class Arima method maIa.

// "High Frequency Trading - A Practical Guide to Algorithmic Strategies and
// Trading Systems", Irene Aldridge, page 100
// xs[t]
// = mas[0] * 1 + mas[1] * ep[t - 1] + ... + mas[q] * ep[t - q]
// + ep[t]
@SuppressWarnings("unused")
private float[] maIa(float[] xs, int q) {
    int length = xs.length;
    float[][] epqByIter = new float[q][];
    int iter = 0;
    int qm1 = q - 1;
    while (true) {
        int iter_ = iter;
        LinearRegression lr = stat.linearRegression(// 
        Ints_.range(// 
        length).map(t -> {
            int tqm1 = t + qm1;
            float[] lrxs = Floats_.concat(Floats_.of(1f), Ints_.range(iter_).collect(Int_Flt.lift(i -> epqByIter[i][tqm1 - i]))).toArray();
            return FltObjPair.of(xs[t], lrxs);
        }));
        if (iter < q)
            System.arraycopy(lr.residuals, 0, epqByIter[iter++] = new float[q + length], q, length);
        else
            return lr.coefficients();
    }
}

Example 4 with To

use of suite.util.To in project suite by stupidsing.

the class Google method quote_.

private synchronized Map<String, Float> quote_(Streamlet<String> symbols) {
    if (0 < symbols.size()) {
        URL url = To.url(// 
        "http://finance.google.com/finance/info?client=ig&q=HKEX%3A" + symbols.sort(Object_::compare).map(this::fromSymbol).collect(As.joinedBy(",")));
        JsonNode json = Rethrow.ex(() -> {
            try (InputStream is = HttpUtil.get(url).out.collect(To::inputStream)) {
                for (int i = 0; i < 4; i++) is.read();
                return mapper.readTree(is);
            }
        });
        return // 
        Read.from(// 
        json).map2(json_ -> toSymbol(json_.get("t").textValue()), // 
        json_ -> Float.parseFloat(json_.get("l").textValue().replace(",", ""))).toMap();
    } else
        return new HashMap<>();
}

Example 5 with To

use of suite.util.To in project suite by stupidsing.

the class Arima method armaIa.

// extended from
// "High Frequency Trading - A Practical Guide to Algorithmic Strategies and
// Trading Systems", Irene Aldridge, page 100
// xs[t]
// = ars[0] * xs[t - 1] + ... + ars[p - 1] * xs[t - p]
// + ep[t]
// + mas[0] * ep[t - 1] + ... + mas[q - 1] * ep[t - q]
private Arima_ armaIa(float[] xs, int p, int q) {
    int length = xs.length;
    int lengthp = length + p, lengthpm1 = lengthp - 1;
    int lengthq = length + q, lengthqm1 = lengthq - 1;
    int iter = 0;
    float[] xsp = new float[lengthp];
    float[][] epqByIter = new float[q][];
    Arrays.fill(xsp, 0, p, xs[0]);
    System.arraycopy(xs, 0, xsp, p, length);
    while (true) {
        int iter_ = iter;
        LinearRegression lr = stat.linearRegression(// 
        Ints_.range(// 
        length).map(t -> {
            int tp = t + p;
            int tq = t + q, tqm1 = tq - 1;
            float[] lrxs = // 
            Floats_.concat(Floats_.reverse(xsp, t, tp), // 
            Ints_.range(iter_).collect(Int_Flt.lift(i -> epqByIter[i][tqm1 - i]))).toArray();
            return FltObjPair.of(xsp[tp], lrxs);
        }));
        float[] coeffs = lr.coefficients();
        if (iter < q)
            System.arraycopy(lr.residuals, 0, epqByIter[iter++] = new float[lengthq], q, length);
        else {
            float[] ars = Floats.of(coeffs, 0, p).toArray();
            float[] mas = Floats.of(coeffs, p).toArray();
            double x1 = // 
            0d + // 
            Ints_.range(p).toDouble(Int_Dbl.sum(i -> ars[i] * xsp[lengthpm1 - i])) + Ints_.range(q).toDouble(Int_Dbl.sum(i -> mas[i] * epqByIter[i][lengthqm1 - i]));
            return new Arima_(ars, mas, (float) x1);
        }
    }
}