797 lines
33 KiB
MQL5
797 lines
33 KiB
MQL5
//+------------------------------------------------------------------+
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//| TestClassesBench.mq5 |
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//| Copyright 2003-2022 Sergey Bochkanov (ALGLIB project) |
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//| Copyright 2012-2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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//| Implementation of ALGLIB library in MetaQuotes Language 5 |
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//| |
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//| The features of the library include: |
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//| - Linear algebra (direct algorithms, EVD, SVD) |
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//| - Solving systems of linear and non-linear equations |
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//| - Interpolation |
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//| - Optimization |
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//| - FFT (Fast Fourier Transform) |
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//| - Numerical integration |
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//| - Linear and nonlinear least-squares fitting |
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//| - Ordinary differential equations |
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//| - Computation of special functions |
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//| - Descriptive statistics and hypothesis testing |
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//| - Data analysis - classification, regression |
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//| - Implementing linear algebra algorithms, interpolation, etc. |
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//| in high-precision arithmetic (using MPFR) |
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//| |
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//| This file is free software; you can redistribute it and/or |
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//| modify it under the terms of the GNU General Public License as |
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//| published by the Free Software Foundation (www.fsf.org); either |
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//| version 2 of the License, or (at your option) any later version. |
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//| |
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//| This program is distributed in the hope that it will be useful, |
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//| but WITHOUT ANY WARRANTY; without even the implied warranty of |
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//| MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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//| GNU General Public License for more details. |
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//+------------------------------------------------------------------+
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#include "TestClasses.mqh"
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#define CPU_BENCH 0
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struct Benchmark
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{
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string test_name;
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string elapsed;
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};
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Benchmark ExtBenchmark[];
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input bool InpSilent=true;
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input uint InpSeed=6165100; //UINT_MAX;
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//+------------------------------------------------------------------+
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//| Testing script |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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bool check;
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ulong start_mcs;
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ulong stop_mcs;
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//--- initialization
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bool silent=InpSilent;
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uint seed=GetTickCount();
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if(InpSeed!=UINT_MAX)
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seed=InpSeed;
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//--- seed
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PrintFormat("RandomSeed = %u CPU_BENCH = %d",seed,CPU_BENCH);
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//--- start time
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datetime start_time=TimeLocal();
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//--- check class CHighQualityRand // 1
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start_mcs=GetMicrosecondCount();
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check=CTestHQRndUnit::TestHQRnd(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CHighQualityRand",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CTSort // 2
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestTSortUnit::TestTSort(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CTSort",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CNearestNeighbor // 3
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestNearestNeighborUnit::TestNearestNeighbor(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CNearestNeighbor",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CAblas // 4
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestAblasUnit::TestAblas(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CAblas",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CBaseStat // 5
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestBaseStatUnit::TestBaseStat(seed);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CBaseStat",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CBdSS // 6
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestBdSSUnit::TestBdSS(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CBdSS",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CDForest // 7
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestDForestUnit::TestDForest(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CDForest",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CBlas // 8
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestBlasUnit::TestBlas(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CBlas",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CKMeans // 9
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestKMeansUnit::TestKMeans(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CKMeans",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CHblas // 10
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestHblasUnit::TestHblas(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CHblas",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CReflections // 11
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestReflectionsUnit::TestReflections(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CReflections",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CComplexReflections // 12
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestCReflectionsUnit::TestCReflections(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CComplexReflections",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSblas // 13
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestSblasUnit::TestSblas(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CSblas",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class COrtFac // 14
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestOrtFacUnit::TestOrtFac(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("COrtFac",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CEigenVDetect // 15
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestEVDUnit::TestEVD(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CEigenVDetect",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMatGen // 16
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMatGenUnit::TestMatGen(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMatGen",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CTrFac // 17
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestTrFacUnit::TestTrFac(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CTrFac",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CTrLinSolve // 18
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestTrLinSolveUnit::TestTrLinSolve(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CTrLinSolve",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSafeSolve // 19
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestSafeSolveUnit::TestSafeSolve(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CSafeSolve",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CRCond // 20
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestRCondUnit::TestRCond(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CRCond",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMatInv // 21
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMatInvUnit::TestMatInv(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMatInv",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CLDA // 22
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestLDAUnit::TestLDA(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CLDA",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CGammaFunc // 23
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestGammaFuncUnit::TestGammaFunc(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CGammaFunc",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CBdSingValueDecompose // 24
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestBdSVDUnit::TestBdSVD(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CBdSingValueDecompose",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSingValueDecompose // 25
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestSVDUnit::TestSVD(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CSingValueDecompose",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CLinReg // 26
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestLinRegUnit::TestLinReg(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CLinReg",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CXblas // 27
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestXBlasUnit::TestXBlas(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CXblas",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CDenseSolver // 28
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestDenseSolverUnit::TestDenseSolver(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CDenseSolver",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMinCG // 30
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMinCGUnit::TestMinCG(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMinCG",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMinBLEIC // 31
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMinBLEICUnit::TestMinBLEIC(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMinBLEIC",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMarkovCPD // 32
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMCPDUnit::TestMCPD(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMarkovCPD",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CFbls // 33
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestFblsUnit::TestFbls(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CFbls",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMinLBFGS // 34
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMinLBFGSUnit::TestMinLBFGS(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMinLBFGS",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMLPTrain // 35
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMLPTrainUnit::TestMLPTrain(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMLPTrain",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMLPE // 36
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMLPEUnit::TestMLPE(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMLPE",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CPCAnalysis // 37
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestPCAUnit::TestPCA(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CPCAnalysis",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CODESolver // 38
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestODESolverUnit::TestODESolver(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CODESolver",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CFastFourierTransform // 39
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestFFTUnit::TestFFT(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CFastFourierTransform",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CConv // 40
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestConvUnit::TestConv(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CConv",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CCorr // 41
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestCorrUnit::TestCorr(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CCorr",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CFastHartleyTransform // 42
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestFHTUnit::TestFHT(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CFastHartleyTransform",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CGaussQ // 43
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestGQUnit::TestGQ(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CGaussQ",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CGaussKronrodQ // 44
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestGKQUnit::TestGKQ(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CGaussKronrodQ",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CAutoGK // 45
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestAutoGKUnit::TestAutoGK(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CAutoGK",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CIDWInt // 46
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestIDWIntUnit::TestIDWInt(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CIDWInt",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CRatInt // 47
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestRatIntUnit::TestRatInt(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CRatInt",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CPolInt // 48
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestPolIntUnit::TestPolInt(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CPolInt",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSpline1D // 49
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestSpline1DUnit::TestSpline1D(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CSpline1D",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CMinLM // 50
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestMinLMUnit::TestMinLM(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CMinLM",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CLSFit // 51
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestLSFitUnit::TestLSFit(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CLSFit",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CPSpline // 52
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestPSplineUnit::TestPSpline(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CPSpline",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSpline2D // 53
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestSpline2DUnit::TestSpline2D(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CSpline2D",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSpdGEVD // 54
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestSpdGEVDUnit::TestSpdGEVD(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CSpdGEVD",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CInverseUpdate // 55
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
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check=CTestInverseUpdateUnit::TestInverseUpdate(silent);
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stop_mcs=GetMicrosecondCount();
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PrintElapsed("CInverseUpdate",check,GetElapsed(stop_mcs-start_mcs));
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//--- check class CSchur // 56
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_RandomSeed=seed;
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start_mcs=GetMicrosecondCount();
|
|
check=CTestSchurUnit::TestSchur(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSchur",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CNlEq // 57
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestNlEqUnit::TestNlEq(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CNlEq",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CChebyshev // 58
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestChebyshevUnit::TestChebyshev(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CChebyshev",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CHermite // 59
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestHermiteUnit::TestHermite(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CHermite",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CLaguerre // 60
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestLaguerreUnit::TestLaguerre(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CLaguerre",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CLegendre // 61
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestLegendreUnit::TestLegendre(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CLegendre",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class AlglibBasics // 62
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestAlglibBasicsUnit::TestAlglibBasics(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("AlglibBasics",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CSparse // 63
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestSparseUnit::TestSparse(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSparse",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CAblasF // 64
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestAblasFUnit::TestAblasF(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CAblasF",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CPolynomialSolver // 65
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestPolynomialSolverUnit::TestPolynomialSolver(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CPolynomialSolver",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CDirectSparseSolvers // 66
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestDirectSparseSolversUnit::TestDirectSparseSolvers(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CDirectSparseSolvers",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CIterativeSparse // 67
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestIterativeSparseUnit::TestIterativeSparse(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CIterativeSparse",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CLinCG // 68
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestLinCGUnit::TestLinCG(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CLinCG",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CNormEstimator // 69
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestNormEstimatorUnit::TestNormEstimator(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CNormEstimator",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CLinLSQR // 70
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestLinLSQRUnit::TestLinLSQR(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CLinLSQR",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class COptServ // 71
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestOptservUnit::TestOptserv(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("COptServ",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CCQModels // 72
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestCQModelsUnit::TestCQModels(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CCQModels",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CSNNLS // 73
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestSNNLSUnit::TestSNNLS(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSNNLS",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CSActiveSets // 74
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestSActiveSetsUnit::TestSActiveSets(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSActiveSets",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMinQP // 75
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMinQPUnit::TestMinQP(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMinQP",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMinLP // 76
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMinLPUnit::TestMinLP(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMinLP",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMinNLC // 77
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMinNLCUnit::TestMinNLC(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMinNLC",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMinNS // 78
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMinNSUnit::TestMinNS(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMinNS",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMinBC // 79
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMinBCUnit::TestMinBC(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMinBC",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CNormalDistr // 80
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestNormalDistrUnit::TestNormalDistr(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CNormalDistr",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CWilcoxonSignedRank // 81
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestWSRUnit::TestWSR(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CWilcoxonSignedRank",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMannWhitneyU // 82
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMannWhitneyUUnit::TestMannWhitneyU(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMannWhitneyU",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CSignTest // 83
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestSTestUnit::TestSTest(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSignTest",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CStudentTests // 84
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestStudentTestsUnit::TestStudentTests(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CStudentTests",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CFitSphere // 85
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestFitSphereUnit::TestFitSphere(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CFitSphere",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CSpline3D // 86
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestSpline3DUnit::TestSpline3D(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSpline3D",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CRBF // 87
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestRBFUnit::TestRBF(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CRBF",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CMLPBase // 88
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestMLPBaseUnit::TestMLPBase(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CMLPBase",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CFilters // 89
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestFiltersUnit::TestFilters(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CFilters",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CSSA // 90
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestSSAUnit::TestSSA(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CSSA",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CKNN // 91
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestKNNUnit::TestKNN(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CKNN",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- check class CClustering // 92
|
|
_RandomSeed=seed;
|
|
start_mcs=GetMicrosecondCount();
|
|
check=CTestClusteringUnit::TestClustering(silent);
|
|
stop_mcs=GetMicrosecondCount();
|
|
PrintElapsed("CClustering",check,GetElapsed(stop_mcs-start_mcs));
|
|
|
|
//--- finish time
|
|
ulong elapsed_time=TimeLocal()-start_time;
|
|
int seconds=(int)elapsed_time%60;
|
|
int minutes=(int)elapsed_time/60;
|
|
PrintFormat("Test passed in %d min %02d sec",minutes,seconds);
|
|
|
|
WriteBenchmarks();
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
string GetElapsed(ulong microseconds)
|
|
{
|
|
int sec=int(microseconds/1000000);
|
|
int mcs=int(microseconds%1000000);
|
|
string elapsed=StringFormat("%d.%06d",sec,mcs);
|
|
|
|
return(elapsed);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void PrintElapsed(string function,bool check,string elapsed)
|
|
{
|
|
PrintFormat("%-40s: %10s in %10s sec",function,(check ? "PASSED " : "- FAILED -"),elapsed);
|
|
|
|
Benchmark bench= {function,elapsed};
|
|
uint size=ExtBenchmark.Size();
|
|
ArrayResize(ExtBenchmark,size+1);
|
|
ExtBenchmark[size]=bench;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void WriteBenchmarks()
|
|
{
|
|
struct AllBenchmarks
|
|
{
|
|
string test_name;
|
|
string elapsed[4];
|
|
};
|
|
AllBenchmarks benchmarks[];
|
|
|
|
string cpus[]= { "\tX64", "\tAVX", "\tAVX2", "\tAVX512" };
|
|
|
|
int handle=FileOpen("alglib_benchmark.csv",FILE_CSV|FILE_READ,'\t');
|
|
|
|
if(handle==INVALID_HANDLE || FileSize(handle)==0 || CPU_BENCH==0)
|
|
{
|
|
ArrayResize(benchmarks,ExtBenchmark.Size());
|
|
ZeroMemory(benchmarks);
|
|
for(uint i=0; i<ExtBenchmark.Size(); i++)
|
|
{
|
|
benchmarks[i].test_name=ExtBenchmark[i].test_name;
|
|
benchmarks[i].elapsed[0]=ExtBenchmark[i].elapsed;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
int cols=0;
|
|
int cur=0;
|
|
while(!FileIsLineEnding(handle))
|
|
{
|
|
string temp=FileReadString(handle);
|
|
cols++;
|
|
}
|
|
while(!FileIsEnding(handle))
|
|
{
|
|
ArrayResize(benchmarks,cur+1);
|
|
ZeroMemory(benchmarks[cur]);
|
|
benchmarks[cur].test_name=FileReadString(handle);
|
|
for(int i=0; i<cols-1; i++)
|
|
benchmarks[cur].elapsed[i]=FileReadString(handle);
|
|
benchmarks[cur].elapsed[CPU_BENCH]=ExtBenchmark[cur].elapsed;
|
|
cur++;
|
|
}
|
|
}
|
|
FileClose(handle);
|
|
|
|
handle=FileOpen("alglib_benchmark.csv",FILE_TXT|FILE_WRITE);
|
|
string str_out="tested class";
|
|
for(int k=0; k<=CPU_BENCH; k++)
|
|
StringAdd(str_out,cpus[k]);
|
|
FileWrite(handle,str_out);
|
|
for(uint i=0; i<benchmarks.Size(); i++)
|
|
{
|
|
str_out=benchmarks[i].test_name;
|
|
for(int k=0; k<=CPU_BENCH; k++)
|
|
{
|
|
StringAdd(str_out,"\t");
|
|
StringAdd(str_out,benchmarks[i].elapsed[k]);
|
|
}
|
|
FileWrite(handle,str_out);
|
|
}
|
|
FileClose(handle);
|
|
}
|
|
//+------------------------------------------------------------------+
|