examples/experimental/scala-stock/src/main/scala/Algorithm.scala

package io.prediction.examples.stock

import io.prediction.controller.LAlgorithm

import org.apache.spark.SparkContext
import org.apache.spark.SparkContext._
import org.apache.spark.rdd.RDD
import org.apache.spark.broadcast.Broadcast
import io.prediction.controller.EmptyParams
import org.saddle._

import scala.reflect._
import scala.reflect.runtime.universe._

import scala.collection.immutable.HashMap

abstract class StockStrategy[M: ClassTag]
  extends LAlgorithm[
      TrainingData, 
      (TrainingData, M), 
      QueryDate, 
      Prediction] {
  def train(trainingData: TrainingData): (TrainingData, M) = {
    (trainingData, createModel(trainingData.view))
  }

  def createModel(dataView: DataView): M

  def predict(dataModel: (TrainingData, M), queryDate: QueryDate)
  : Prediction = {
    val (trainingData, model) = dataModel

    val rawData = trainingData.rawDataB.value

    val dataView: DataView = 
      rawData.view(queryDate.idx, trainingData.maxWindowSize)

    val active = rawData._activeFrame

    val activeTickers = dataView
      .activeFrame()
      .rowAt(0)
      .filter(identity)
      .index.toVec.contents


    val query = Query(
      idx = queryDate.idx, 
      dataView = dataView,
      tickers = activeTickers,
      mktTicker = rawData.mktTicker)

    val prediction: Prediction = onClose(model, query)

    return prediction
  }

  def onClose(model: M, query: Query): Prediction
}

class EmptyStrategy extends StockStrategy[AnyRef] {
  def createModel(dataView: DataView): AnyRef = None

  def onClose(model: AnyRef, query: Query): Prediction = 
    Prediction(HashMap[String, Double]())
}