int
main
(
int argc,
char ** argv
)
{
ifstream mf_file("mutual_funds.txt");
ofstream results("results.txt");
string mf;
std::vector<double> rets(8);
int num = 30;
std::vector<mystruct0> rets;
mf = "SPY";
for (unsigned q = 0; q < 8; ++q) {
rets[q] = get_return(
mf,
MARKET_DATA_WEEKLY,
NUM_WEEKS_IN_A_QUARTER,
q*NUM_WEEKS_IN_A_QUARTER);
}
mystruct a(mf, rets);
rets.push_back(a);
print_rets(mf, rets);
try {
while (mf_file.good()) {
getline(mf_file, mf);
if (mf.empty()) break;
for (unsigned q = 0; q < 8; ++q) {
rets[q] = get_return(
mf,
MARKET_DATA_WEEKLY,
NUM_WEEKS_IN_A_QUARTER,
q*NUM_WEEKS_IN_A_QUARTER);
}
print_rets(mf, rets);
if (num-- == 0) break;
}
}
catch (exception e) {
}
mf_file.close();
system("pause");
return 0;
}
int Database::ReadFile(int file_num)
{
printf("*--------------Database Read-----------------*\n");
std::string dir = MACHINEPATH;
dir.append("Database/Corpus/");
std::string suffix = ".txt";
char buf[10];
sprintf(buf, "%d", file_num);
std::ifstream database_setup;
printf("Reading database setup file...\n");
std::string db_file(dir);
db_file.append("database_summary_");
db_file.append(buf);
db_file.append(suffix);
database_setup.open(db_file.c_str());
database_setup >> mfcc_num_coef;
database_setup >> fft_frame_length;
fft_frame_length += 2;
database_setup >> database_frame_num;
database_setup >> num_tracks;
database_setup.close();
printf("Complete\n");
std::ifstream mfccFile;
printf("Reading mfcc file...\n");
std::string mf_file(dir);
mf_file.append("mfcc_frames_");
mf_file.append(buf);
mf_file.append(suffix);
mfccFile.open(mf_file);
mfcc_matrix = (double**)malloc(sizeof(double*)*database_frame_num);
for(int i = 0; i < database_frame_num; i++){
mfcc_matrix[i] = (double*)malloc(sizeof(double)*mfcc_num_coef);
for(int j = 0 ; j < mfcc_num_coef;j++){
mfccFile >> mfcc_matrix[i][j];
}
}
mfccFile.close();
printf("Complete\n");
std::ifstream fftFile;
printf("Reading fft frames file...\n");
std::string ft_file(dir);
ft_file.append("fft_frames_");
ft_file.append(buf);
ft_file.append(suffix);
fftFile.open(ft_file);
fft_matrix = (double**)malloc(sizeof(double*)*database_frame_num);
for(int i = 0 ; i < database_frame_num; i++){
fft_matrix[i] = (double*)malloc(sizeof(double)*fft_frame_length);
for(int j = 0; j < fft_frame_length; j++){
fftFile >> fft_matrix[i][j];
}
}
fftFile.close();
printf("Complete\n");
debug_print(("Reading track frame lengths..."));
std::string track_frame_l_file(MACHINEPATH);
track_frame_l_file.append("Database/Corpus/track_frame_lengths.txt");
std::ifstream tr_frm_l_file;
tr_frm_l_file.open(track_frame_l_file);
track_frame_length = (int*)malloc(sizeof(int)*num_tracks);
for(int i = 0 ; i < num_tracks; i++){
tr_frm_l_file >> track_frame_length[i];
}
tr_frm_l_file.close();
debug_print(("\tComplete\n"));
debug_print(("Reading buf lengths..."));
std::string buf_s_file_p(MACHINEPATH);
buf_s_file_p.append("Database/Corpus/buffer_sizes.txt");
std::ifstream buf_s_file;
buf_s_file.open(buf_s_file_p);
track_buffer_sizes = (long*)malloc(sizeof(long)*num_tracks);
for(int i = 0 ; i < num_tracks; i++){
buf_s_file >> track_buffer_sizes[i];
}
buf_s_file.close();
debug_print(("\tComplete\n"));
debug_print(("Number MFCC Coefficients : %d\n",mfcc_num_coef));
debug_print(("Number values p FFT frame : %d\n",fft_frame_length));
debug_print(("Total num frames in database : %ld\n\n",database_frame_num));
printf("*--------------------------------------------*\n");
gr_size = (int)database_frame_num;
gr_coef = mfcc_num_coef;
gr_fft = fft_frame_length;
return 0;
}
void
func1
(
void
)
{
matrix<double> etf_returns(100, NUM_WEEKS_IN_A_YEAR);
ifstream ifile("etfs.txt");
unsigned etf_i = 0;
string line, etf_symbol;
while (ifile.good()) {
getline(ifile, line);
if (line.empty())
break;
etf_symbol = get_csv_line_cell_as_string(line, 0);
string filename = download_market_data(etf_symbol, MARKET_DATA_WEEKLY);
populate_return_vector(
filename,
NUM_WEEKS_IN_A_YEAR,
etf_i,
etf_returns);
++etf_i;
}
ifstream mf_file("mutual_funds.txt");
string mf;
unsigned num_mfs = 0;
std::vector<mystruct> ret_vector;
while (mf_file.good()) {
std::vector<multivariate_regression_results_t> results;
getline(mf_file, mf);
string file_str = download_market_data(mf, MARKET_DATA_WEEKLY);
std::vector<double> mf_prices;
populate_price_vector(
file_str,
NUM_WEEKS_IN_A_YEAR,
mf_prices);
if (mf_prices.size() < NUM_WEEKS_IN_A_YEAR)
continue;
double _52wk = 100. * (mf_prices[0] - mf_prices[NUM_WEEKS_IN_A_YEAR-1])/mf_prices[NUM_WEEKS_IN_A_YEAR-1];
double _26wk = 100. * (mf_prices[0] - mf_prices[2*NUM_WEEKS_IN_A_QUARTER-1])/mf_prices[2*NUM_WEEKS_IN_A_QUARTER-1];
double _13wk = 100. * (mf_prices[0] - mf_prices[NUM_WEEKS_IN_A_QUARTER-1])/mf_prices[NUM_WEEKS_IN_A_QUARTER-1];
ret_vector.push_back(mystruct(mf, _52wk, _26wk, _13wk));
if (num_mfs++ > 1000)
break;
}
std::sort(
ret_vector.begin(),
ret_vector.end(),
sort_52wk());
}
int Database::ReadFileGroup(int file_num,int s_grouping,int type)
{
grouping = s_grouping;
// grouping must be > 0
printf("\n*--------------Database Group Read-----------------*\n");
std::string dir = MACHINEPATH;
switch(type){
case 0: dir.append("Database/Corpus/"); break;
case 1: dir.append("Database/Corpus/DB/"); break;
}
//dir.append("Database/Corpus/");
std::string suffix = ".txt";
char buf[10]; // enough to hold all numbers up to 64-bits
sprintf(buf, "%d", file_num);
std::ifstream database_setup;
printf("Reading database setup file...");
std::string db_file(dir);
db_file.append("database_summary_");
db_file.append(buf);
db_file.append(suffix);
database_setup.open(db_file.c_str());
database_setup >> mfcc_num_coef;
database_setup >> fft_frame_length;
fft_frame_length += 2;
database_setup >> database_frame_num;
database_setup >> num_tracks;
database_setup.close();
printf("\tComplete\n");
std::ifstream mfccFile;
printf("Reading mfcc file...");
std::string mf_file(dir);
mf_file.append("mfcc_frames_");
mf_file.append(buf);
mf_file.append(suffix);
mfccFile.open(mf_file);
grouped_size = (long)floor(database_frame_num/grouping);
int grouped_coef = mfcc_num_coef * grouping;
gr_size = (int)grouped_size;
gr_coef = grouped_coef;
mfcc_matrix = (double**)malloc(sizeof(double*)*grouped_size);
for(int i = 0; i < grouped_size; i++){
mfcc_matrix[i] = (double*)malloc(sizeof(double)*grouped_coef);
}
for(int i = 0; i < grouped_size ; i++){
for(int j = 0 ; j < grouped_coef;j++){
mfccFile >> mfcc_matrix[i][j];
}
}
mfccFile.close();
printf("\tComplete\n");
std::ifstream fftFile;
printf("Reading fft frames file...");
std::string ft_file(dir);
ft_file.append("fft_frames_");
ft_file.append(buf);
ft_file.append(suffix);
fftFile.open(ft_file);
fft_length_grouped = fft_frame_length * grouping;
printf("fft len group : %d\n",fft_length_grouped);
fft_matrix = (double**)malloc(sizeof(double*)*grouped_size);
for(int i = 0 ; i < grouped_size; i++){
fft_matrix[i] = (double*)malloc(sizeof(double)*fft_length_grouped);
}
for(int i = 0 ; i < grouped_size; i++){
for(int j = 0; j < fft_length_grouped; j++){
fftFile >> fft_matrix[i][j];
// printf("%f ",fft_matrix[i][j]);
}
}
fftFile.close();
printf("\tComplete\n");
gr_size = (int)grouped_size;
gr_fft = fft_length_grouped;
debug_print(("Reading track frame lengths..."));
std::string track_frame_l_file(dir);
track_frame_l_file.append("track_frame_lengths.txt");
std::ifstream tr_frm_l_file;
tr_frm_l_file.open(track_frame_l_file);
track_frame_length = (int*)malloc(sizeof(int)*num_tracks);
for(int i = 0 ; i < num_tracks; i++){
tr_frm_l_file >> track_frame_length[i];
printf("Track Length : %d \n",track_frame_length[i]);
}
tr_frm_l_file.close();
debug_print(("Reading buf lengths..."));
std::string buf_s_file_p(dir);
buf_s_file_p.append("buffer_sizes.txt");
std::ifstream buf_s_file;
buf_s_file.open(buf_s_file_p);
track_buffer_sizes = (long*)malloc(sizeof(long)*num_tracks);
for(int i = 0 ; i < num_tracks; i++){
buf_s_file >> track_buffer_sizes[i];
}
buf_s_file.close();
debug_print(("\tComplete\n"));
debug_print(("\tComplete\n"));
printf("Num Tracks : %d\n",num_tracks);
debug_print(("Number MFCC Coefficients : %d\n",mfcc_num_coef));
debug_print(("Number values p FFT frame : %d\n",fft_frame_length));
debug_print(("Total num frames in database : %ld\n",database_frame_num));
debug_print(("Grouped MFCC num coefs : %d\n",grouped_coef));
debug_print(("Num frames when grouped : %ld\n",grouped_size));
GroupTrackLengths();
printf("*--------------------------------------------------*\n");
return 0;
}
