com.clican.pluto.dataprocess.dpl.function.impl.TrackError.java Source code

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Here is the source code for com.clican.pluto.dataprocess.dpl.function.impl.TrackError.java

Source

/**
 * The Clican-Pluto software suit is Copyright 2009, Clican Company and individual contributors, and is licensed under the GNU LGPL.
 *
 * @author chulin.gui
 *
 */
package com.clican.pluto.dataprocess.dpl.function.impl;

import java.util.List;
import java.util.Map;

import org.apache.commons.math.stat.descriptive.moment.Variance;

import com.clican.pluto.dataprocess.dpl.parser.bean.PrefixAndSuffix;
import com.clican.pluto.dataprocess.exception.CalculationException;
import com.clican.pluto.dataprocess.exception.DplParseException;
import com.clican.pluto.dataprocess.exception.PrefixAndSuffixException;

/**
 * 
 * 
 * 
 * @author chulin.gui
 * 
 */
public class TrackError extends BaseMultiRowFunction {

    private PrefixAndSuffix fundNavList;

    private PrefixAndSuffix indexList;

    /**
     * @param rowSet
     *            List
     * @see com.clican.pluto.dataprocess.dpl.function.MultiRowFunction#calculate(java.util.List)
     */

    public Object calculate(List<Map<String, Object>> rowSet)
            throws CalculationException, PrefixAndSuffixException {
        if (rowSet == null || rowSet.size() == 0) {
            throw new CalculationException("??");
        }

        double[] values = new double[rowSet.size()];
        double sum = 0;
        for (int i = 0; i < rowSet.size(); i++) {
            Map<String, Object> row = rowSet.get(i);
            Double fundValue = fundNavList.getValue(row);
            Double indexValue = indexList.getValue(row);
            double value = fundValue.doubleValue() - indexValue.doubleValue();
            values[i] = value;
            sum += value;
        }
        double avg = sum / (rowSet.size());

        Variance var = new Variance(false);
        Double result = Math.sqrt(var.evaluate(values, avg));

        return result;
    }

    public void setParams(List<Object> params) throws DplParseException {
        super.setParams(params);
        fundNavList = this.pasList.get(0);
        indexList = this.pasList.get(1);
    }

}

// $Id: TrackError.java 12410 2010-05-13 06:55:57Z wei.zhang $