def zStreamPatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator([
QItem("MSFT", "a"),
QItem("DRIV", "b"),
QItem("ORLY", "c"),
QItem("CBRL", "d")
]),
AndFormula(
AndFormula(
SmallerThanFormula(
IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c", lambda x: x["Peak Price"]))),
SmallerThanFormula(IdentifierTerm("c", lambda x: x["Peak Price"]),
IdentifierTerm("d",
lambda x: x["Peak Price"]))),
timedelta(minutes=3))
selectivityMatrix = [[1.0, 0.9457796098355941, 1.0, 1.0],
[0.9457796098355941, 1.0, 0.15989723367389616, 1.0],
[1.0, 0.15989723367389616, 1.0, 0.9992557393942864],
[1.0, 1.0, 0.9992557393942864, 1.0]]
arrivalRates = [
0.016597077244258872, 0.01454418928322895, 0.013917884481558803,
0.012421711899791231
]
pattern.setAdditionalStatistics(
StatisticsTypes.SELECTIVITY_MATRIX_AND_ARRIVAL_RATES,
(selectivityMatrix, arrivalRates))
runTest('zstream1', [pattern], createTestFile, ZStreamAlgorithm(),
nasdaqEventStream)
def multiplePatternSearchTest(createTestFile=False):
amazonInstablePattern = Pattern(
SeqOperator(
[QItem("AMZN", "x1"),
QItem("AMZN", "x2"),
QItem("AMZN", "x3")]),
AndFormula(
SmallerThanEqFormula(
IdentifierTerm("x1", lambda x: x["Lowest Price"]),
AtomicTerm(75)),
AndFormula(
GreaterThanEqFormula(
IdentifierTerm("x2", lambda x: x["Peak Price"]),
AtomicTerm(78)),
SmallerThanEqFormula(
IdentifierTerm("x3", lambda x: x["Lowest Price"]),
IdentifierTerm("x1", lambda x: x["Lowest Price"])))),
timedelta(days=1))
googleAscendPattern = Pattern(
SeqOperator(
[QItem("GOOG", "a"),
QItem("GOOG", "b"),
QItem("GOOG", "c")]),
AndFormula(
SmallerThanFormula(IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
SmallerThanFormula(IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c",
lambda x: x["Peak Price"]))),
timedelta(minutes=3))
runTest('multiplePatterns', [amazonInstablePattern, googleAscendPattern],
createTestFile)
def msftDrivRacePatternSearchTest(createTestFile=False):
"""
This pattern is looking for a race between driv and microsoft in ten minutes
PATTERN SEQ(MicrosoftStockPriceUpdate a, DrivStockPriceUpdate b, MicrosoftStockPriceUpdate c, DrivStockPriceUpdate d, MicrosoftStockPriceUpdate e)
WHERE a.PeakPrice < b.PeakPrice AND b.PeakPrice < c.PeakPrice AND c.PeakPrice < d.PeakPrice AND d.PeakPrice < e.PeakPrice
WITHIN 10 minutes
"""
msftDrivRacePattern = Pattern(
SeqOperator([
QItem("MSFT", "a"),
QItem("DRIV", "b"),
QItem("MSFT", "c"),
QItem("DRIV", "d"),
QItem("MSFT", "e")
]),
AndFormula(
AndFormula(
SmallerThanFormula(
IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c", lambda x: x["Peak Price"]))),
AndFormula(
SmallerThanFormula(
IdentifierTerm("c", lambda x: x["Peak Price"]),
IdentifierTerm("d", lambda x: x["Peak Price"])),
SmallerThanFormula(
IdentifierTerm("d", lambda x: x["Peak Price"]),
IdentifierTerm("e", lambda x: x["Peak Price"])))),
timedelta(minutes=10))
runTest('msftDrivRace', [msftDrivRacePattern], createTestFile)
def nonFrequencyPatternSearch2Test(createTestFile=False):
pattern = Pattern(
SeqOperator(
[QItem("LOCM", "a"),
QItem("AMZN", "b"),
QItem("AAPL", "c")]),
AndFormula(
SmallerThanFormula(
IdentifierTerm("a", lambda x: x["Opening Price"]),
IdentifierTerm("b", lambda x: x["Opening Price"])),
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Opening Price"]),
IdentifierTerm("c", lambda x: x["Opening Price"]))),
timedelta(minutes=5))
runTest("nonFrequency2", [pattern], createTestFile)
def hierarchyPatternSearchTest(createTestFile=False):
"""
The following pattern is looking for Amazon < Apple < Google cases in one minute windows.
PATTERN AND(AmazonStockPriceUpdate a, AppleStockPriceUpdate b, GoogleStockPriceUpdate c)
WHERE a.PeakPrice < b.PeakPrice AND b.PeakPrice < c.PeakPrice
WITHIN 1 minute
"""
hierarchyPattern = Pattern(
AndOperator(
[QItem("AMZN", "a"),
QItem("AAPL", "b"),
QItem("GOOG", "c")]),
AndFormula(
SmallerThanFormula(IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
SmallerThanFormula(IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c",
lambda x: x["Peak Price"]))),
timedelta(minutes=1))
runTest('hierarchy', [hierarchyPattern], createTestFile)
def googleAscendPatternSearchTest(createTestFile=False):
"""
This pattern is looking for a short ascend in the Google peak prices.
PATTERN SEQ(GoogleStockPriceUpdate a, GoogleStockPriceUpdate b, GoogleStockPriceUpdate c)
WHERE a.PeakPrice < b.PeakPrice AND b.PeakPrice < c.PeakPrice
WITHIN 3 minutes
"""
googleAscendPattern = Pattern(
SeqOperator(
[QItem("GOOG", "a"),
QItem("GOOG", "b"),
QItem("GOOG", "c")]),
AndFormula(
SmallerThanFormula(IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
SmallerThanFormula(IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c",
lambda x: x["Peak Price"]))),
timedelta(minutes=3))
runTest('googleAscend', [googleAscendPattern], createTestFile)
def frequencyPatternSearch2Test(createTestFile=False):
pattern = Pattern(
SeqOperator(
[QItem("LOCM", "a"),
QItem("AMZN", "b"),
QItem("AAPL", "c")]),
AndFormula(
SmallerThanFormula(
IdentifierTerm("a", lambda x: x["Opening Price"]),
IdentifierTerm("b", lambda x: x["Opening Price"])),
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Opening Price"]),
IdentifierTerm("c", lambda x: x["Opening Price"]))),
timedelta(minutes=5))
pattern.setAdditionalStatistics(StatisticsTypes.FREQUENCY_DICT, {
"AAPL": 2,
"AMZN": 3,
"LOCM": 1
})
runTest("frequency2", [pattern], createTestFile,
AscendingFrequencyAlgorithm())
def nonsensePatternSearchTest(createTestFile=False):
"""
This pattern is looking for something that does not make sense.
PATTERN AND(AmazonStockPriceUpdate a, AvidStockPriceUpdate b, AppleStockPriceUpdate c)
WHERE a.PeakPrice < b.PeakPrice AND b.PeakPrice < c.PeakPrice AND c.PeakPrice < a.PeakPrice
"""
nonsensePattern = Pattern(
AndOperator(
[QItem("AMZN", "a"),
QItem("AVID", "b"),
QItem("AAPL", "c")]),
AndFormula(
SmallerThanFormula(IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
AndFormula(
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c", lambda x: x["Peak Price"])),
SmallerThanFormula(
IdentifierTerm("c", lambda x: x["Peak Price"]),
IdentifierTerm("a", lambda x: x["Peak Price"])))),
timedelta(minutes=1))
runTest('nonsense', [nonsensePattern], createTestFile)