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compresstest.cpp

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#include <stdio.h>

#include "invpacktree_int.h"
#include "packtree_int.h"
#include "support.h"
#include "delta.h"
#include "haar_int.h"
#include "ts_trans_int.h"
#include "line_int.h"
#include "costwidth.h"
#include "yahooTS.h"


int *copy( int *intVec, const size_t N )
{
  int *newVec = new int[ N ];

  for (size_t i = 0; i < N; i++)
  {
    newVec[i] = intVec[i];
  }

  return newVec;
} // copy


bool compare( const int *v1, const int *v2, const size_t N )
{
  bool rslt = true;

  for (size_t i = 0; i < N; i++) 
  {
    if (v1[i] != v2[i])
    {
      rslt = false;
      break;
    }
  }

  return rslt;
} // compare



size_t calcPacketWidth( packdata_list<int> &bestBasisList )
{
  packdata_list<int>::handle h;
  size_t totalWidth = 0;

  for (h = bestBasisList.first(); h != 0; h = bestBasisList.next( h )) {
    packdata<int> *node = bestBasisList.get_item( h );
    const size_t len = node->length();
    const int *vec = node->getData();
    int nodeWidth = support::vecWidth( vec, len );
    totalWidth += nodeWidth;
  }

  return totalWidth;
} // calcPacketWidth



size_t packet_calc( const int *intVec, 
                    const int *copyVec, 
                    const int N )
{
  // The "line" wavelet transform (e.g., line with slope)
  line_int<packcontainer_int> line;

  // calculate the wavelet packet tree, using the line wavelet transform
  packtree_int tree( intVec, N, &line );

  // get the root of the wavelet packet transform tree
  packnode<int> *treeRoot = tree.getRoot();

  // Assign a cost on the basis of bit width
  costwidth cost( treeRoot );

  // Calculate the "best basis" function from the tree
  tree.bestBasis();

  // Check that the best basis function succeeded.  That is,
  // that the best basis function does not include the 
  // original data.
  
  if (! tree.bestBasisOK()) {
    printf("Best basis calculation failed\n");
  }

  // Get the best basis list.  This will be a list of
  // nodes consisting of the best basis set.  This set is
  // obtained by traversing the tree, top down, left to
  // right.
  packdata_list<int> bestBasis = tree.getBestBasisList();

  // Sum the cost values (width for each node in the best basis
  // list
  size_t width = calcPacketWidth( bestBasis );

  invpacktree_int invtree( bestBasis, &line );

  const int *invRslt = invtree.getData();

  bool isEqual = compare( invRslt, copyVec, N );
  if (! isEqual)
    printf("Wavelet packet inverse is wrong\n");

  return width;
} // packet_calc


size_t delta_calc( int *intVec, 
                   const int *copyVec, 
                   const int N )
{
  delta_trans<int> delta;

  delta.forward( intVec, N );

  const size_t deltaWidth = support::vecWidth( intVec, N );

  delta.inverse( intVec, N);

  bool isEqual = compare( intVec, copyVec, N);
  if (! isEqual)
    printf("Delta compression inverse failed\n");

  return deltaWidth;
} // delta_calc


size_t wave_calc( int *intVec, 
                  const int *copyVec, 
                  const int N,
                  liftbase<int *, int> *w )
{
  w->forwardTrans( intVec, N );
  
  const size_t waveWidth = support::vecWidth( intVec, N );

  w->inverseTrans( intVec, N );

  bool isEqual = compare( intVec, copyVec, N);
  if (! isEqual)
    printf("Line wavelet inverse is wrong\n");

  return waveWidth;
} // wave_calc



int main()
{
  const char *files[] = { "aa",    // Alcoa Aluminium
                          "amat",  // Applied Materials
                          "ba",    // Boeing
                          "cof",   // Capital One
                          "ge",    // General Electric
                          "ibm",   // IBM Corp.
                          "intc",  // Intel
                          "mmm",   // 3M
                          "mrk",   // Merck
                          "wmt",   // Wal-Mart
                          0        // The null pointer
                        };

  const size_t N = 512;
  double realVec[ N ];
  int intVec[ N ];

  // an instance of yahooTS with the path to the data directory
  const char *dataDirPath = "..\\data\\equities\\";
  yahooTS ts( dataDirPath );

  printf("Equity Uncompressed  delta  Haar  line  TS    wavelet packet (line)\n");


  for (size_t i = 0; files[i] != 0; i++) {
    
    size_t n = N;
    if (! ts.getTS( files[i], realVec, n, yahooTS::Close )) {
      break;
    }

    if (n != N) {
      printf("Error: %d out of %d data elements read\n", n, N );
      break;
    }
    
    support::decimalToInt( intVec, realVec, N );
    
    int *copyVec = copy( intVec, N );
    
    const size_t beforeWidth = support::vecWidth( intVec, N );
    
    const size_t deltaWidth = delta_calc( intVec, copyVec, N );
    
    haar_int haar;
    const size_t haarWidth = wave_calc( intVec, copyVec, N, &haar );
    
    line_int<int *> line;
    const size_t lineWidth = wave_calc( intVec, copyVec, N, &line );
    
    ts_trans_int ts_trans;
    const size_t tsTransWidth = wave_calc( intVec, 
                                           copyVec, 
                                           N, 
                                           &ts_trans);
    
    const size_t packetWidth = packet_calc( intVec, copyVec, N );
    
    printf("  %4s       %4d    %4d   %4d  %4d  %d      %4d\n", 
           files[i], beforeWidth, deltaWidth, haarWidth, lineWidth, tsTransWidth, packetWidth );
    
  }
  return 0;
}

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