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hurst_test_base.h

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00001 
00002 #ifndef HURST_TEST_BASE_H
00003 #define HURST_TEST_BASE_H
00004 
00005 #include "yahooTS.h"
00006 
00019 class hurst_test_base
00020 {
00021 private:
00023   hurst_test_base( const hurst_test_base &hurst_test_base );
00024 
00025 protected:
00029   yahooTS ts;
00030 
00037   class equityEntry
00038   {
00040     const char *name_;
00042     const char *file_;
00044     const char *ticker_;
00045   public:
00046     equityEntry( const char *n, 
00047                  const char *tic,
00048                  const char *phile ) : name_(n), ticker_(tic), file_(phile) {}
00049     equityEntry( const equityEntry &rhs )
00050     {
00051       name_ = rhs.name_;
00052       file_ = rhs.file_;
00053       ticker_ = rhs.ticker_;
00054     }
00055     ~equityEntry() {}
00056     const char *name() { return name_; }
00057     const char *file() { return file_; }
00058     const char *ticker() { return ticker_; }
00059   }; // class equityEntry
00060 
00062   static equityEntry equityTable_[];
00064   static const size_t tableSize_;
00065 
00066 protected:
00067   size_t blockedPercentReturn( const double *v,
00068                          double *ret,
00069                          const size_t N,
00070                          const size_t block_size );
00071 
00072   size_t blockedLogReturn( const double *v,
00073                          double *ret,
00074                          const size_t N,
00075                          const size_t block_size );
00076 
00077   equityEntry &findTableEntry( const char *ticker );
00078 
00079 public:
00080   hurst_test_base( const char *path ) : ts( path ) {}
00081   ~hurst_test_base() {}
00082 
00083   virtual void test() = 0;
00084 }; // hurst_test_base
00085 
00086 #endif

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