Distribution

  1using System;
  2using System.Collections.Generic;
  3using System.Linq;
  4using System.Text;
  5using FinAnalysis.Base;
  6using FinAnalysis.Listeners;
  7using FinAnalysis.TA;
  8
  9namespace DistributionSample
 10{
 11    class DistributionSample
 12    {
 13        const int ElementsCount = 0xFF;
 14        const int Steps = 0xFF;
 15        const int QueueCapacity = 12;
 16
 17        static void Main(string[] args)
 18        {
 19            Random r = new Random();
 20
 21            Console.WriteLine("Distribution Sample");
 22
 23            Distribution distribution = new Distribution();
 24
 25            for (int i = 0; i < ElementsCount; ++i)
 26            {
 27                distribution.Add(r.NextDouble(), "Info" + i.ToString("000"));
 28            }
 29
 30            for (int i = 0; i < ElementsCount; ++i)
 31            {
 32                Console.WriteLine("Order Statistic #{0} = {1:0.00}, Additional Info = {2:0.00}", i, distribution.GetOrderStatistic(i), distribution.GetOrderStatisticAdditionalInfo(i));
 33            }
 34
 35            for (double x = 0; x <= 1; x += 0.1)
 36            {
 37                Console.WriteLine("Quantile {0:0.00} = {1:0.00}, Additional Info = {2:0.00}", x, distribution.GetQuantile(x), distribution.GetQuantileAdditionalInfo(x));
 38            }
 39
 40            Console.WriteLine("Elements Count = {0}", distribution.Count);
 41            Console.WriteLine("Arithmetic Mean = {0:0.00}", distribution.ArithmeticMean);
 42            Console.WriteLine("Coefficient Of Variation = {0:0.00}", distribution.CoefficientOfVariation);
 43            Console.WriteLine("Expected Value = {0:0.00}", distribution.ExpectedValue);
 44            Console.WriteLine("First Raw Moment = {0:0.00}", distribution.FirstRawMoment);
 45            Console.WriteLine("Fourth Central Moment = {0:0.00}", distribution.FourthCentralMoment);
 46            Console.WriteLine("Fourth Raw Moment = {0:0.00}", distribution.FourthRawMoment);
 47            Console.WriteLine("Geometric Mean = {0:0.00}", distribution.GeometricMean);
 48
 49            Console.WriteLine("Harmonic Mean = {0:0.00}", distribution.HarmonicMean);
 50            Console.WriteLine("Kurtosis = {0:0.00}", distribution.Kurtosis);
 51            Console.WriteLine("Max = {0:0.00}", distribution.Max);
 52            Console.WriteLine("Median = {0:0.00}", distribution.Median);
 53            Console.WriteLine("Midrange = {0:0.00}", distribution.Midrange);
 54            Console.WriteLine("Min = {0:0.00}", distribution.Min);
 55
 56            Console.WriteLine("Quadratic Mean = {0:0.00}", distribution.QuadraticMean);
 57            Console.WriteLine("Range = {0:0.00}", distribution.Range);
 58            Console.WriteLine("Second Central Moment = {0:0.00}", distribution.SecondCentralMoment);
 59            Console.WriteLine("Second Raw Moment = {0:0.00}", distribution.SecondRawMoment);
 60            Console.WriteLine("Skewness = {0:0.00}", distribution.Skewness);
 61            Console.WriteLine("Standard Deviation = {0:0.00}", distribution.StandardDeviation);
 62            Console.WriteLine("Standard Deviation Population = {0:0.00}", distribution.StandardDeviationPopulation);
 63            Console.WriteLine("Standard Deviation Sample = {0:0.00}", distribution.StandardDeviationSample);
 64            Console.WriteLine("Sum = {0:0.00}", distribution.Sum);
 65
 66            Console.WriteLine("Sum Of Absolute Values = {0:0.00}", distribution.SumOfAbsoluteValues);
 67            Console.WriteLine("Sum Of Squares = {0:0.00}", distribution.SumOfSquares);
 68            Console.WriteLine("Third Central Moment = {0:0.00}", distribution.ThirdCentralMoment);
 69            Console.WriteLine("Third Raw Moment = {0:0.00}", distribution.ThirdRawMoment);
 70            Console.WriteLine("Variance = {0:0.00}", distribution.Variance);
 71            Console.WriteLine("Variance Population = {0:0.00}", distribution.VariancePopulation);
 72            Console.WriteLine("Variance Sample = {0:0.00}", distribution.VarianceSample);
 73            Console.WriteLine();
 74
 75
 76            Console.WriteLine("Distribution Listener Sample");
 77
 78            DistributionListener listener = new DistributionListener();
 79            SimpleDataQueue dataQueue = new SimpleDataQueue(QueueCapacity);
 80            dataQueue.SetQueueListener(listener);
 81
 82            for (int i = 0; i < Steps; ++i)
 83            {
 84                dataQueue.Put(r.NextDouble(), DateTime.Now);
 85            }
 86
 87
 88            for (int i = 0; i < QueueCapacity; ++i)
 89            {
 90                Console.WriteLine("Order Statistic #{0} = {1:0.00}", i, listener.GetOrderStatistic(i).Data);
 91            }
 92
 93            for (double x = 0; x <= 1; x += 0.1)
 94            {
 95                Console.WriteLine("Quantile {0:0.00} = {1:0.00}", x, listener.GetQuantile(x).Data);
 96            }
 97
 98            Console.WriteLine("Elements Count = {0}", listener.Count);
 99            Console.WriteLine("Arithmetic Mean = {0:0.00}", listener.ArithmeticMean);
100            Console.WriteLine("Coefficient Of Variation = {0:0.00}", listener.CoefficientOfVariation);
101            Console.WriteLine("Expected Value = {0:0.00}", listener.ExpectedValue);
102            Console.WriteLine("First Raw Moment = {0:0.00}", listener.FirstRawMoment);
103            Console.WriteLine("Fourth Central Moment = {0:0.00}", listener.FourthCentralMoment);
104            Console.WriteLine("Fourth Raw Moment = {0:0.00}", listener.FourthRawMoment);
105            Console.WriteLine("Geometric Mean = {0:0.00}", listener.GeometricMean);
106
107            Console.WriteLine("Harmonic Mean = {0:0.00}", listener.HarmonicMean);
108            Console.WriteLine("Kurtosis = {0:0.00}", listener.Kurtosis);
109            Console.WriteLine("Max = {0:0.00}", listener.Max);
110            Console.WriteLine("Median = {0:0.00}", listener.Median);
111            Console.WriteLine("Midrange = {0:0.00}", listener.Midrange);
112            Console.WriteLine("Min = {0:0.00}", listener.Min);
113
114            Console.WriteLine("Quadratic Mean = {0:0.00}", listener.QuadraticMean);
115            Console.WriteLine("Range = {0:0.00}", listener.Range);
116            Console.WriteLine("Second Central Moment = {0:0.00}", listener.SecondCentralMoment);
117            Console.WriteLine("Second Raw Moment = {0:0.00}", listener.SecondRawMoment);
118            Console.WriteLine("Skewness = {0:0.00}", listener.Skewness);
119            Console.WriteLine("Standard Deviation = {0:0.00}", listener.StandardDeviation);
120            Console.WriteLine("Standard Deviation Population = {0:0.00}", listener.StandardDeviationPopulation);
121            Console.WriteLine("Standard Deviation Sample = {0:0.00}", listener.StandardDeviationSample);
122            Console.WriteLine("Sum = {0:0.00}", listener.Sum);
123
124            Console.WriteLine("Sum Of Absolute Values = {0:0.00}", listener.SumOfAbsoluteValues);
125            Console.WriteLine("Sum Of Squares = {0:0.00}", listener.SumOfSquares);
126            Console.WriteLine("Third Central Moment = {0:0.00}", listener.ThirdCentralMoment);
127            Console.WriteLine("Third Raw Moment = {0:0.00}", listener.ThirdRawMoment);
128            Console.WriteLine("Variance = {0:0.00}", listener.Variance);
129            Console.WriteLine("Variance Population = {0:0.00}", listener.VariancePopulation);
130            Console.WriteLine("Variance Sample = {0:0.00}", listener.VarianceSample);
131
132
133        }
134    }
135}