Changeset 1420 in algoquant

Timestamp:

5/3/2013 11:21:33 PM (7 months ago)

Author:

haksunli

Message:

CHG: renamed "Combination" to "CartesianProduct?"

File:

• core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio/FactorRanking.java (modified) (8 diffs)

core/src/main/java/com/numericalmethod/algoquant/model/factormodel/famafrench1992/portfolio/FactorRanking.java

@@ -31 +31 @@
 import com.numericalmethod.algoquant.model.factormodel.famafrench1992.portfolio.FactorRanking.FactorRanks;
 import static com.numericalmethod.nmutils.collection.CollectionUtils.*;
-import com.numericalmethod.suanshu.misc.algorithm.Combination;
+import com.numericalmethod.suanshu.misc.algorithm.CartesianProduct;
 import com.numericalmethod.suanshu.number.DoubleUtils;
 import java.util.*;
@@ -110 +110 @@
         public int[] computeBucketSizes(int nItems, int nBuckets);
     }
+
     private final List<Factor> factors;
     private final Map<Factor, Integer> factor2nBuckets;
@@ -116 +117 @@
 
     public FactorRanking(List<Factor> factors, Map<Factor, Integer> factor2nBuckets,
-        FactorValueLookup factorValueLookup) {
+                         FactorValueLookup factorValueLookup) {
         this(factors, factor2nBuckets, factorValueLookup, new MoreOnMiddleBucketsAllocation());
     }
@@ -131 +132 @@
      */
     public FactorRanking(
-        List<Factor> factors,
-        Map<Factor, Integer> factor2nBuckets,
-        FactorValueLookup factorValueLookup,
-        BucketSizeAllocation allocation) {
+            List<Factor> factors,
+            Map<Factor, Integer> factor2nBuckets,
+            FactorValueLookup factorValueLookup,
+            BucketSizeAllocation allocation) {
         this.factors = factors;
         this.factor2nBuckets = factor2nBuckets;
@@ -169 +170 @@
                 public int compare(Equity o1, Equity o2) {
                     return Double.compare(
-                        factorValueLookup.getValue(o1, factor),
-                        factorValueLookup.getValue(o2, factor));
+                            factorValueLookup.getValue(o1, factor),
+                            factorValueLookup.getValue(o2, factor));
                 }
             });
@@ -189 +190 @@
 
     private Map<FactorRanks, Set<Equity>> assignEquitiesToSets(Set<Equity> equities,
-        Map<Equity, List<Integer>> equity2Ranks) {
+                                                               Map<Equity, List<Integer>> equity2Ranks) {
         Map<FactorRanks, Set<Equity>> ranks2Equities = newHashMap();
-        for (List<Integer> ranks : computeRankCombination(factors, factor2nBuckets)) {
+        for (List<Integer> ranks : computeRankProduct(factors, factor2nBuckets)) {
             ranks2Equities.put(new FactorRanks(ranks), new HashSet<Equity>());
         }
@@ -201 +202 @@
     }
 
-    private static Combination<Integer> computeRankCombination(List<Factor> factors,
-        Map<Factor, Integer> factor2nBuckets) {
+    private static CartesianProduct<Integer> computeRankProduct(List<Factor> factors,
+                                                                Map<Factor, Integer> factor2nBuckets) {
         Integer[][] sets = new Integer[factors.size()][];
         for (int i = 0; i < sets.length; ++i) {
@@ -211 +212 @@
         }
 
-        Combination<Integer> combination = new Combination<Integer>(sets);
-        return combination;
+        CartesianProduct<Integer> product = new CartesianProduct<Integer>(sets);
+        return product;
     }
 }