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Fix after API changes #75

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Merged
mj-xmr merged 1 commit into from
Aug 5, 2022
Merged

Fix after API changes #75

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4 changes: 2 additions & 2 deletions src/lib-base/src/PredictorStats.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@
#include <Ios/IoManip.hpp>
#include <Math/GeneralMath.hpp>
#include <Util/CoutBuf.hpp>
#include <Util/ToolsMixed.hpp>
#include <Visual/AsciiMisc.hpp>
#include <Statistical/Statistical.hpp>

using namespace EnjoLib;
Expand All @@ -30,7 +30,7 @@ EnjoLib::Str PredictorStats::GenRepNext(const PredictorStatsRes & res) const
oss << "\nRMS Pred 2 True\t = " << res.rmsPred2Truth << " -> ";
oss << (res.rmsPred2Truth >= res.rmsBase2Truth ? ":( not better" : "^_^ Better!") << " than the baseline.";
//oss << "\nRMS Pred 2 Base\t = " << rmsPred2Base;
oss << "\nRatio Pred2Base\t = " << res.ratioPred2Base << " " << ToolsMixed().GenBars10(res.points) << Nl;
oss << "\nRatio Pred2Base\t = " << res.ratioPred2Base << " " << AsciiMisc().GenBars10(res.points) << Nl;
return oss.str();
}

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18 changes: 11 additions & 7 deletions src/tsqsim-lib/src/SimulatorTS.cpp
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Expand Up @@ -324,21 +324,25 @@ void SimulatorTS::PrintExperimental() const
SimulatorTSReports().PrintReportSingleThreaded(m_per, m_cfgTS, m_dataMan.converted, descr, plots);
}
ELO

//LOG << ToolsMixed().GetPercentToAscii(m_predsPlot, 0, m_predsPlot.Max()) << Nl;

const PredictorStats statsPred;
const PredictorStatsRes & predPoints = statsPred.GenPoints(m_original, m_predsBaseline, m_preds);
LOG << statsPred.GenRepNext(predPoints) << Nl;

}

EnjoLib::VecD SimulatorTS::GetSeasonal(int period, int averages) const
{
Seasonal seasonal(m_per, averages);

const EnjoLib::VecD & ret = seasonal.Run(m_original);

const Str name = "seasonal";
LOGL << name << " = " << ret.Last() << Nl;
OutputVariable(ret, name);

return ret;
}

Expand All @@ -347,16 +351,16 @@ EnjoLib::VecD SimulatorTS::GetMA(int period) const
//EnjoLib::VecD ret;
const bool ema = false;
const DataOCHL & data = m_per.GetDataFull();

//EnjoLib::VecD ret = PredictorUtil().Regression(period, data.closes);
EnjoLib::VecD ret = PredictorUtil().SimpleMA(period, data.closes);
const EnjoLib::Statistical stat;
return stat.ReplaceLeadingZeroes(ret);

return ret;
}

EnjoLib::VecD SimulatorTS::GetMA2Diff(const EnjoLib::VecD & maa, int period) const
EnjoLib::VecD SimulatorTS::GetMA2Diff(const EnjoLib::VecD & maa, size_t period) const
{
EnjoLib::VecD ret;
GMat gmat;
Expand Down Expand Up @@ -426,7 +430,7 @@ const EnjoLib::VecD & SimulatorTS::GetOutputSeries(const PredictorOutputType & t
case PredictorOutputType::MA2DIFF:
return m_ma2Diff;
case PredictorOutputType::MA2DIFF_NO_SEASONAL:
return m_ma2DiffNoSeasonal;
return m_ma2DiffNoSeasonal;
case PredictorOutputType::RECONSTRUCTION:
return m_reconstr;
case PredictorOutputType::RECONSTRUCTION_PRED:
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2 changes: 1 addition & 1 deletion src/tsqsim-lib/src/SimulatorTS.h
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Expand Up @@ -51,7 +51,7 @@ class SimulatorTS : public ISimulatorTS
EnjoLib::VecD PredCommon(const IPredictor & predAlgo, const EnjoLib::VecD & data) const;
EnjoLib::VecD GetSeasonal(int period = 24, int averages = 26) const;
EnjoLib::VecD GetMA(int period = 100) const;
EnjoLib::VecD GetMA2Diff(const EnjoLib::VecD & maa, int period = 100) const;
EnjoLib::VecD GetMA2Diff(const EnjoLib::VecD & maa, size_t period = 100) const;
void OutputVariable(const EnjoLib::VecD & var, const EnjoLib::Str & name) const;
void OutputVariable(double var, const EnjoLib::Str & name) const;

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1 change: 1 addition & 0 deletions src/tsqsim-lib/static/scripts/plot_acf_pacf.py
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Expand Up @@ -73,6 +73,7 @@ def plotSeasonalDecomposition(data, period, title, model='constant'):
#fig.show()
#plt.plot(result.seasonal)
#plt.plot(result.trend)
axs[0].set_title("Seasonal decompo. (" + str(period) + ") " + title)

plt.show()

Expand Down