1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
|
// Copyright (C) Eric Niebler 2008.
// Copyright (C) Pieter Bastiaan Ober 2014.
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
#include <boost/test/unit_test.hpp>
#include <boost/test/floating_point_comparison.hpp>
#include <boost/mpl/assert.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/rolling_mean.hpp>
#include <sstream>
#include <boost/archive/text_oarchive.hpp>
#include <boost/archive/text_iarchive.hpp>
using namespace boost;
using namespace unit_test;
using namespace accumulators;
template<typename T>
void assert_is_double(T const &)
{
BOOST_MPL_ASSERT((is_same<T, double>));
}
// test_rolling_mean_test_impl
// implements a test for window_size = 5
size_t window_size = 5;
template<typename accumulator_set_type>
void
test_rolling_mean_test_impl(accumulator_set_type& acc)
{
acc(1);
BOOST_CHECK_CLOSE(1., rolling_mean(acc), 1e-5);
acc(2);
BOOST_CHECK_CLOSE(1.5, rolling_mean(acc), 1e-5);
acc(3);
BOOST_CHECK_CLOSE(2., rolling_mean(acc), 1e-5);
acc(4);
BOOST_CHECK_CLOSE(2.5, rolling_mean(acc), 1e-5);
acc(5);
BOOST_CHECK_CLOSE(3., rolling_mean(acc), 1e-5);
acc(6);
BOOST_CHECK_CLOSE(4., rolling_mean(acc), 1e-5);
acc(7);
BOOST_CHECK_CLOSE(5., rolling_mean(acc), 1e-5);
assert_is_double(rolling_mean(acc));
}
template<typename accumulator_set_type>
void
test_rolling_mean_unsigned_test_impl(accumulator_set_type& acc)
{
acc(7U);
BOOST_CHECK_CLOSE(7., rolling_mean(acc), 1e-5);
acc(6U);
BOOST_CHECK_CLOSE(6.5, rolling_mean(acc), 1e-5);
acc(5U);
BOOST_CHECK_CLOSE(6., rolling_mean(acc), 1e-5);
acc(4U);
BOOST_CHECK_CLOSE(5.5, rolling_mean(acc), 1e-5);
acc(3U);
BOOST_CHECK_CLOSE(5., rolling_mean(acc), 1e-5);
acc(2U);
BOOST_CHECK_CLOSE(4., rolling_mean(acc), 1e-5);
acc(1U);
BOOST_CHECK_CLOSE(3., rolling_mean(acc), 1e-5);
assert_is_double(rolling_mean(acc));
}
///////////////////////////////////////////////////////////////////////////////
// test_persistency_impl
//
template<typename accumulator_set_type>
void test_persistency_impl(accumulator_set_type& acc)
{
std::stringstream ss;
{
acc(1);
acc(2);
acc(3);
acc(4);
acc(5);
acc(6);
acc(7);
BOOST_CHECK_CLOSE(5., rolling_mean(acc), 1e-5);
boost::archive::text_oarchive oa(ss);
acc.serialize(oa, 0);
}
// initialize from acc to make sure all values are passed
accumulator_set_type other_acc = acc;
// accumulate more, to make sure that deserialization set the right value
// and not the copy ctor
other_acc(100);
other_acc(100);
other_acc(100);
other_acc(100);
other_acc(100);
boost::archive::text_iarchive ia(ss);
other_acc.serialize(ia, 0);
BOOST_CHECK_CLOSE(5., rolling_mean(other_acc), 1e-5);
}
///////////////////////////////////////////////////////////////////////////////
// test_rolling_mean
void test_rolling_mean()
{
accumulator_set<int,stats<tag::immediate_rolling_mean> >
acc_immediate_rolling_mean(tag::immediate_rolling_mean::window_size = window_size),
acc_immediate_rolling_mean2(tag::immediate_rolling_mean::window_size = window_size, sample = 0);
accumulator_set<int,stats<tag::rolling_mean(immediate)> >
acc_immediate_rolling_mean3(tag::immediate_rolling_mean::window_size = window_size);
accumulator_set<int,stats<tag::lazy_rolling_mean> >
acc_lazy_rolling_mean(tag::lazy_rolling_mean::window_size = window_size),
acc_lazy_rolling_mean2(tag::lazy_rolling_mean::window_size = window_size, sample = 0);
accumulator_set<int,stats<tag::rolling_mean(lazy)> >
acc_lazy_rolling_mean3(tag::lazy_rolling_mean::window_size = window_size);
accumulator_set<int,stats<tag::rolling_mean> >
acc_default_rolling_mean(tag::rolling_mean::window_size = window_size),
acc_default_rolling_mean2(tag::rolling_mean::window_size = window_size, sample = 0);
//// test the different implementations
test_rolling_mean_test_impl(acc_lazy_rolling_mean);
test_rolling_mean_test_impl(acc_default_rolling_mean);
test_rolling_mean_test_impl(acc_immediate_rolling_mean);
test_rolling_mean_test_impl(acc_lazy_rolling_mean2);
test_rolling_mean_test_impl(acc_default_rolling_mean2);
test_rolling_mean_test_impl(acc_immediate_rolling_mean2);
test_rolling_mean_test_impl(acc_lazy_rolling_mean3);
test_rolling_mean_test_impl(acc_immediate_rolling_mean3);
//// test that the default implementation is the 'immediate' computation
BOOST_REQUIRE(sizeof(acc_lazy_rolling_mean) != sizeof(acc_immediate_rolling_mean));
BOOST_CHECK (sizeof(acc_default_rolling_mean) == sizeof(acc_immediate_rolling_mean));
//// test the equivalence of the different ways to indicate a feature
BOOST_CHECK (sizeof(acc_lazy_rolling_mean) == sizeof(acc_lazy_rolling_mean2));
BOOST_CHECK (sizeof(acc_lazy_rolling_mean) == sizeof(acc_lazy_rolling_mean3));
BOOST_CHECK (sizeof(acc_immediate_rolling_mean) == sizeof(acc_immediate_rolling_mean2));
BOOST_CHECK (sizeof(acc_immediate_rolling_mean) == sizeof(acc_immediate_rolling_mean3));
//// test unsigned int with both implementations
accumulator_set<unsigned int,stats<tag::immediate_rolling_mean> >
acc_immediate_rolling_mean4(tag::immediate_rolling_mean::window_size = window_size),
acc_immediate_rolling_mean5(tag::immediate_rolling_mean::window_size = window_size, sample = 0);
test_rolling_mean_unsigned_test_impl(acc_immediate_rolling_mean4);
test_rolling_mean_unsigned_test_impl(acc_immediate_rolling_mean5);
}
///////////////////////////////////////////////////////////////////////////////
// test_persistency
void test_persistency()
{
accumulator_set<int,stats<tag::immediate_rolling_mean> >
acc_immediate_rolling_mean(tag::immediate_rolling_mean::window_size = window_size),
acc_immediate_rolling_mean2(tag::immediate_rolling_mean::window_size = window_size, sample = 0);
accumulator_set<int,stats<tag::rolling_mean(immediate)> >
acc_immediate_rolling_mean3(tag::immediate_rolling_mean::window_size = window_size);
accumulator_set<int,stats<tag::lazy_rolling_mean> >
acc_lazy_rolling_mean(tag::lazy_rolling_mean::window_size = window_size),
acc_lazy_rolling_mean2(tag::lazy_rolling_mean::window_size = window_size, sample = 0);
accumulator_set<int,stats<tag::rolling_mean(lazy)> >
acc_lazy_rolling_mean3(tag::lazy_rolling_mean::window_size = window_size);
accumulator_set<int,stats<tag::rolling_mean> >
acc_default_rolling_mean(tag::rolling_mean::window_size = window_size),
acc_default_rolling_mean2(tag::rolling_mean::window_size = window_size, sample = 0);
//// test the different implementations
test_persistency_impl(acc_lazy_rolling_mean);
test_persistency_impl(acc_default_rolling_mean);
test_persistency_impl(acc_immediate_rolling_mean);
test_persistency_impl(acc_lazy_rolling_mean2);
test_persistency_impl(acc_default_rolling_mean2);
test_persistency_impl(acc_immediate_rolling_mean2);
test_persistency_impl(acc_lazy_rolling_mean3);
test_persistency_impl(acc_immediate_rolling_mean3);
}
///////////////////////////////////////////////////////////////////////////////
// init_unit_test_suite
//
test_suite* init_unit_test_suite( int argc, char* argv[] )
{
test_suite *test = BOOST_TEST_SUITE("rolling mean test");
test->add(BOOST_TEST_CASE(&test_rolling_mean));
test->add(BOOST_TEST_CASE(&test_persistency));
return test;
}
|
