java 时间属性_Java LocalDate.MIN属性代码示例

@Test()

public void testCrossSectionalReturns() throws Exception {

LocalDate startDate = LocalDate.MIN;

LocalDate endDate = LocalDate.MAX;

final Index rowKeys = Index.of(LocalDate.class, 100);

final Index tickers = Index.of("BLK", "CSCO", "SPY", "YHOO", "VNQI", "VGLT", "VCLT");

final DataFrame closePrices = DataFrame.ofDoubles(rowKeys, tickers);

for (String ticker : tickers) {

System.out.println("Loading data for ticker " + ticker);

final DataFrame quotes = TestDataFrames.getQuotes(ticker);

quotes.tail(10).out().print();

closePrices.rows().addAll(quotes.rows().keyArray());

final LocalDate firstKey = quotes.rows().firstKey().get();

final LocalDate lastKey = quotes.rows().lastKey().get();

startDate = firstKey.isAfter(startDate) ? firstKey : startDate;

endDate = lastKey.isBefore(endDate) ? lastKey : endDate;

quotes.rows().forEach(row -> {

final LocalDate date = row.key();

final double price = row.getDouble("Adj Close");

closePrices.data().setDouble(date, ticker, price);

});

}

final Set nanDates = new HashSet<>();

closePrices.rows().forEach(row -> row.forEachValue(v -> {

final double value = v.getDouble();

if (Double.isNaN(value)) {

final LocalDate rowKey = row.key();

nanDates.add(rowKey);

if (rowKey.getYear() == 2014) {

System.out.println(rowKey);

}

}

}));

final DataFrame selection = closePrices.rows().select(row -> !nanDates.contains(row.key()));

final DataFrame sorted = selection.rows().sort((row1, row2) -> row1.key().compareTo(row2.key()));

final DataFrame returns = sorted.calc().percentChanges();

returns.rows().first().get().applyDoubles(v -> 0d);

returns.head(10).out().print();

returns.cols().stats().correlation().out().print();

}