def __init__(self, chList, freq, path):
# The constructor takes three inputs: the channels of interest, the
# frequency at which the data is to be filtered, and the path of the
# data file.
self.freq = freq
self.raw = np.loadtxt(path,
delimiter=',',
skiprows=7,
usecols=chList)
w1 = Wavelet(freq)
self.filtered, self.power = w1.filt(self.raw)
self.tr = np.linspace(0, len(self.raw)/self.sRate, len(self.raw))
self.tf = self.tr[self.crop:-self.crop]
self.filtered = self.filtered[self.crop:-self.crop]
self.power = self.power[self.crop:-self.crop]
def nav(self,
wave_begin_date=None,
wave_end_date=None,
begin_date=None,
end_date=None,
reindex=None):
if wave_begin_date is None:
wave_begin_date = '1900-01-01'
if wave_end_date is None:
if end_date is not None:
wave_end_date = end_date
elif reindex is not None:
reindex = reindex.sort_values()
wave_end_date = reindex[-1]
nav_sr = super(WaveletAsset, self).nav(begin_date=wave_begin_date,
end_date=wave_end_date)
wavelet_nav_sr = Wavelet.wavefilter(nav_sr, self.wavelet_filter_num)
if begin_date is not None:
wavelet_nav_sr = wavelet_nav_sr[wavelet_nav_sr.index >= begin_date]
if reindex is not None:
wavelet_nav_sr = wavelet_nav_sr.reindex(reindex).fillna(
method='pad')
wavelet_nav_sr = wavelet_nav_sr.loc[reindex]
return wavelet_nav_sr
def setUp(self):
self.w = Wavelet(m=2, g=64)
self.file = 'mcw2_128.txt'
self.message = np.array([1, -1, 1, 1, 1, -1])
class WaveletLongTests(unittest.TestCase):
def setUp(self):
self.w = Wavelet(m=2, g=64)
self.file = 'mcw2_128.txt'
self.message = np.array([1, -1, 1, 1, 1, -1])
def read_256_coefficients(self):
with open(self.file, 'r') as file:
flatten_array = np.asarray([float(l) for l in file.readlines()])
return flatten_array[:128], flatten_array[128:]
def test_get_raw_128_lines(self):
ans0, ans1 = self.read_256_coefficients()
l0, l1 = list(self.w._get_raw_lines(self.file))
self.assertTrue(np.array_equal(ans0, l0))
self.assertTrue(np.array_equal(ans1, l1))
self.assertEqual(np.size(l0), self.w.mg)
self.assertEqual(np.size(l1), self.w.mg)
def test_encoding(self):
n = np.size(self.message)
mcw_lines = n
mcw_columns = n + self.w.mg - self.w.m
mcw = np.zeros((mcw_lines, mcw_columns))
f_line, s_line = self.read_256_coefficients()
for i in range(0, mcw_lines, self.w.m):
mcw[i, i:i + self.w.mg] = f_line
mcw[i + 1, i:i + self.w.mg] = s_line
self.assertEqual(mcw.shape[0], 6)
ans = np.matmul(self.message, mcw)
self.w.mcw_from_coefficients(self.file, np.size(self.message))
encoded = self.w.encode(self.message)
self.assertTrue(np.array_equal(ans, encoded))
def test_decoding(self):
self.w.mcw_from_coefficients(self.file, np.size(self.message))
encoded = self.w.encode(self.message)
decoded = self.w.decode(encoded)
decoded[decoded >= 0] = 1
decoded[decoded < 0] = -1
self.assertTrue(np.array_equal(self.message, decoded))
def test_huge_encoding_and_decoding(self):
message = np.array([np.random.choice([-1, 1]) for _ in range(50000)])
self.w.mcw_from_coefficients(self.file, np.size(message))
encoded = self.w.encode(message)
encoded_elements = set(encoded)
ans_elements = [-self.w.mg + k for k in range(2, 2 * self.w.mg + 1)]
for el in encoded_elements:
self.assertTrue(el in ans_elements)
decoded = self.w.decode(encoded)
self.assertEqual(len(set(np.abs(decoded))), 1)
self.assertEqual(set(np.abs(decoded)), {self.w.mg})
decoded[decoded >= 0] = 1
decoded[decoded < 0] = -1
self.assertTrue(np.array_equal(message, decoded))
def test_set_a_coefficients(self):
self.w = Wavelet(m=2, g=1)
ans = np.array([[1, 1], [1, -1]])
self.w._set_a_coefficients(self.file)
self.assertTrue(np.array_equal(ans, self.w.A))
def setUp(self):
self.w = Wavelet(m=2, g=1)
self.file = 'mcw2_4.txt'
self.message = np.array([-1, 1, -1, 1])
class WaveletShortTests(unittest.TestCase):
def setUp(self):
self.w = Wavelet(m=2, g=1)
self.file = 'mcw2_4.txt'
self.message = np.array([-1, 1, -1, 1])
def test_mg(self):
self.assertEqual(self.w.mg, 2)
def test_get_raw_4_lines(self):
l0, l1 = list(self.w._get_raw_lines(self.file))
self.assertTrue(np.array_equal(l0, np.array([1, 1])))
self.assertTrue(np.array_equal(l1, np.array([1, -1])))
def test_allocate_matrix(self):
self.assertEqual(self.w.A, None)
ans = np.zeros((self.w.m, self.w.mg))
self.w._allocate_a_matrix()
self.assertTrue(np.array_equal(ans, self.w.A))
def test_set_a_coefficients(self):
self.w = Wavelet(m=2, g=1)
ans = np.array([[1, 1], [1, -1]])
self.w._set_a_coefficients(self.file)
self.assertTrue(np.array_equal(ans, self.w.A))
def test_allocate_mcw(self):
message_length = 4
self.w._allocate_mcw(message_length)
ans = np.zeros((self.w.m, message_length + self.w.mg - self.w.m))
self.assertTrue(np.array_equal(self.w.mcw, ans))
def test_mcw_from_coefficients(self):
message_length = 4
self.w.mcw_from_coefficients(self.file, message_length)
mcw_lines, mcw_columns = self.w.mcw.shape
self.assertEqual(self.w.m, mcw_lines)
self.assertEqual(message_length + self.w.mg - self.w.m, mcw_columns)
self.assertTrue(
np.array_equal(self.w.mcw[:self.w.m, :self.w.mg], self.w.A))
def test_get_encoded_model(self):
message_length = 4
self.w.mcw_from_coefficients(self.file, message_length)
encoded_output = self.w._get_encoded_model()
self.assertTrue(
np.array_equal(np.zeros(message_length, ), encoded_output))
def test_encoding(self):
message = np.array([-1, -1, -1, -1, -1, -1])
self.w.mcw_from_coefficients(self.file, np.size(message))
ans = np.matmul(
message,
np.array([[1, 1, 0, 0, 0, 0], [1, -1, 0, 0, 0, 0],
[0, 0, 1, 1, 0, 0], [0, 0, 1, -1, 0, 0],
[0, 0, 0, 0, 1, 1], [0, 0, 0, 0, 1, -1]]))
encoded_output = self.w.encode(message)
self.assertTrue(np.array_equal(ans, encoded_output))
def test_get_decoded_model(self):
self.assertRaises(ValueError, self.w._get_decoded_model)
self.w.mcw_from_coefficients(self.file, np.size(self.message))
decoded_model = self.w._get_decoded_model()
self.assertEqual(np.size(self.message), np.size(decoded_model))
def test_decoding(self):
self.w.mcw_from_coefficients(self.file, np.size(self.message))
encoded = self.w.encode(self.message)
decoded = self.w.decode(encoded)
decoded[decoded >= 0] = 1
decoded[decoded < 0] = -1
self.assertTrue(np.array_equal(self.message, decoded))