eu.crisis_economics.abm.bank.strategies.TimeSeriesCatalogue.java Source code

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Here is the source code for eu.crisis_economics.abm.bank.strategies.TimeSeriesCatalogue.java

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/*
 * This file is part of CRISIS, an economics simulator.
 * 
 * Copyright (C) 2015 Ross Richardson
 * Copyright (C) 2015 John Kieran Phillips
 *
 * CRISIS is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * CRISIS is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with CRISIS.  If not, see <http://www.gnu.org/licenses/>.
 */
package eu.crisis_economics.abm.bank.strategies;

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.testng.Assert;

/** A number of possible univariate time series for exogenous processes. */
public class TimeSeriesCatalogue {
    private final static double __2Pi = 2. * Math.PI;

    /** A sinusoidal time series with the given period. The sinusoid is
      * suspended in such a way that crests take the value maxY and troughs
      * take the value minY. */
    public static UnivariateFunction sinusoidalFunction(final double period, final double minY, final double maxY) {
        class SuspendedSinusoid implements UnivariateFunction {
            private final double __periodMult = __2Pi / period, __amplitude = (maxY - minY) / 2., __minY = minY;

            @Override
            public double value(double time) {
                return (Math.sin(time * __periodMult) + 1.) * __amplitude + __minY;
            }
        }
        ;
        return new SuspendedSinusoid();
    }

    /** A univariate function that returns a constant, unchanging value. */
    public static UnivariateFunction constantFunction(final double returnValue) {
        class ConstantReturnValue implements UnivariateFunction {
            private final double __returnValue = returnValue;

            @Override
            public double value(double time) {
                return __returnValue;
            }
        }
        ;
        return new ConstantReturnValue();
    }

    /** A univariate function that returns a constant, unchanging value. */
    public static UnivariateFunction squareWaveFunction(final double period, final double minY, final double maxY) {
        class SquareWaveFunction implements UnivariateFunction {
            private final double __periodMult = 1. / period, __amplitude = (maxY - minY), __minY = minY;

            @Override
            public double value(double time) {
                return (Math.round((time * __periodMult) % 1.) * __amplitude + __minY);
            }
        }
        ;
        return new SquareWaveFunction();
    }

    // TODO: migrate to /test/
    static public void main(String[] args) {
        System.out.println("testing TimeSeriesCatalogue type..");
        {
            UnivariateFunction suspendedSinusoid = TimeSeriesCatalogue.sinusoidalFunction(10., 1., 10.);
            Double[] expectedValues = { 5.500, 8.145, 9.779, 9.779, 8.145, 5.500, 2.854, 1.220, 1.220, 2.854 };
            for (int i = 0; i < 10; ++i) {
                final double expectedValue = expectedValues[i], gainedValue = suspendedSinusoid.value(i);
                Assert.assertEquals(expectedValue, gainedValue, 1.e-2);
            }
        }
        {
            UnivariateFunction constantReturnFunction = TimeSeriesCatalogue.constantFunction(1.);
            Double[] expectedValues = { 1., 1., 1., 1., 1., 1., 1., 1., 1., 1. };
            for (int i = 0; i < 10; ++i) {
                final double expectedValue = expectedValues[i], gainedValue = constantReturnFunction.value(i);
                Assert.assertEquals(expectedValue, gainedValue, 1.e-5);
            }
        }
        {
            UnivariateFunction squareWaveFunction = TimeSeriesCatalogue.squareWaveFunction(10., 1., 10.);
            Double[] expectedValues = { 1., 1., 1., 1., 1., 10., 10., 10., 10., 10. };
            for (int i = 0; i < 10; ++i) {
                final double expectedValue = expectedValues[i], gainedValue = squareWaveFunction.value(i);
                Assert.assertEquals(expectedValue, gainedValue, 1.e-5);
            }
        }
        System.out.println("TimeSeriesCatalogue tests ok.");
    }
}