require 'rubygems'
require "test/unit"
require 'shoulda'

require 'mdarray'

class MDArrayTest < Test::Unit::TestCase

  context "Statistics Tests" do

    setup do

      # create a byte array filled with 0's
      @a = MDArray.typed_arange("double", 10_000)
      @weight = MDArray.arange(10_000)

      # create double array
      @b = MDArray.double([2, 3, 4])

    end

    #-------------------------------------------------------------------------------------
    #
    #-------------------------------------------------------------------------------------

    should "do stats operations" do

      # read file VALE3.  This file has a header that we need to discard.  VALE3 
      # contains quote values from brazilian company VALE as obtained from Yahoo finance
      # (quote vale3.SA)
      vale3 = MDArray.double("VALE3_short.csv", true)

      # in order to use statistics we need to reset_statistics on array vale3.  This 
      # breaks version 0.4.3 statistics that did not require a call to reset_statistics.
      vale3.reset_statistics

      # sum all values of vale3.  This does not make sense from a financial point of view.
      # suming all values including dates... Not doing anything with the value, just
      # checking that it works!
      vale3.sum

      # lets get only the open price for the whole period. We slice the vale3 on the
      # second dimension and get the second column. 
      open = vale3.slice(1,1)
      
      # getting descriptive statistics for the open value.  open is a new MDArray, so
      # we need to reset_statistics for open as well.
      open.reset_statistics

      p "Durbin Watson: #{open.durbin_watson}"
      p "Geometric mean: #{open.geometric_mean}"
      p "Kurtosis: #{open.kurtosis}"
      p "Lag1: #{open.lag1}"
      p "Max: #{open.max}"
      p "Mean: #{open.mean}"
      p "Mean deviation: #{open.mean_deviation}"
      p "Median: #{open.median}"
      p "Min: #{open.min}"
      p "Moment3: #{open.moment3}"
      p "Moment4: #{open.moment4}"
      p "Product: #{open.product}"
      p "Skew: #{open.skew}"
      p "Standard deviation: #{open.standard_deviation}"
      p "Standard error: #{open.standard_error}"
      p "Variance: #{open.variance}"

    end

  end

end

=begin
      assert_equal(49995000, @a.sum)
      assert_equal(0, @a.min)
      assert_equal(9999, @a.max)
      assert_equal(4999.5, @a.mean)
      assert_equal(6666.333333333333, @a.weighted_mean(@weight))
=end