analytica 0.0.6 → 0.0.7

data/History.txt

@@ -1,3 +1,10 @@
+=== 0.0.7 / 2010-08-09
+* 3 enhancements
+
+  * Cleaned up structure of analytica package
+  * Analytica::DataSet now has a default constructor (empty DataSet) + type-safety on 'concat' and '+'
+  * Implemented moving_average, lma, sma and ema + approprate sub-computations
+
 === 0.0.5 / 2010-08-03
 
 * 3 enhancements

data/Manifest.txt

@@ -4,6 +4,6 @@ README.txt
 Rakefile
 bin/analytica
 lib/analytica.rb
-lib/analytica_comp.rb
-lib/analytica_viz.rb
+lib/computation.rb
+lib/visualization.rb
 test/test_analytica.rb

data/lib/analytica.rb

@@ -1,16 +1,16 @@
 require 'typestrict'
 
-require File.join(File.dirname(__FILE__), 'analytica_comp')
-require File.join(File.dirname(__FILE__), 'analytica_viz')
+require File.join(File.dirname(__FILE__), 'computation')
+require File.join(File.dirname(__FILE__), 'visualization')
 
 module Analytica
-  VERSION = '0.0.6'
+  VERSION = '0.0.7'
 
   include Strict
 
   class DataSet < Array
-    include Computation
-    include Visualization
+    include Analytica::Computation
+    include Analytica::Visualization
 
     def initialize(datapoints=[])
       enforce!(:numeric_array, datapoints)
@@ -22,5 +22,15 @@ module Analytica
       enforce!(:numeric, object)
       super object
     end
+
+    def concat(other)
+      enforce!(:numeric_array, other)
+      super other
+    end
+
+    def +(other)
+      enforce!(:numeric_array, other)
+      super other
+    end
   end
 end

data/lib/computation.rb

@@ -0,0 +1,209 @@
+require 'typestrict'
+
+module Analytica
+  module Computation
+    include Strict
+    
+    class InvalidInputException < Exception
+      def initialize(comp, size, params, constraints)
+        enforce!([:average_filter,
+                  :moving_average], comp)
+        enforce_primitive!(Hash, params)
+        enforce!(:string_array, constraints)
+
+        @msg = "Unable to calculate #{comp.inspect} on DataSet size #{size} with input #{params.inspect}"
+        @msg += "\nConstraints:\n"
+        constraints.each do |c|
+          @msg += c+"\n"
+        end
+      end
+
+      def inspect
+        @msg
+      end
+    end
+
+    def sum
+      sum = inject { |sum, x| sum + x }
+      sum ? sum : 0
+    end
+    
+    def mean
+      sum.to_f / size
+    end
+
+    def linear_mean(params)
+      enforce_map!({
+        :bias => [:last, :first],
+        :samples => :natural_number}, params)
+
+      data = self
+      data.reverse! if params[:bias] == :last
+      
+      params[:samples] = [params[:samples], data.size].min
+      
+      n = params[:samples] + 1
+      numerator = 0.0
+      denominator = 0.0
+
+      data.each do |sample|
+        n -= 1
+        n = n > 0 ? n : 0
+
+        numerator += n*sample
+        denominator += n
+      end
+      numerator / denominator
+    end
+
+    def exponential_mean(params)
+      enforce_map!({
+        :bias => [:last, :first],
+        :alpha => :numeric,
+        :samples => :integer}, params)
+
+        data = self
+        data.reverse! if params[:bias] == :last
+
+        params[:samples] = [params[:samples], data.size].min
+
+        ema = 0
+        counter = 0
+        alpha = params[:alpha]
+
+        data.each do |sample|
+
+          if counter > params[:samples]
+            break
+          end
+
+          if counter == 0
+            ema += sample
+          else
+            ema += sample * (1-alpha)**counter
+          end
+          
+          counter += 1
+        end
+        alpha*ema
+    end
+
+
+    def average_filter(params)
+      enforce_map!({
+        :decay => [:simple, :linear, :exponential],
+        :offset => :natural_number, # offset from latest data point
+        :samples => :natural_number}, params)
+
+      if !(params[:offset] <= size)
+        c = InvalidInputException.new(:simple_average, 
+                                     size,
+                                     params,
+                                     [":offset <= :size"])
+        raise c, c.inspect, caller
+      end
+
+      if !(params[:offset] >= params[:samples])
+        c = InvalidInputException.new(:simple_average, 
+                                     size,
+                                     params,
+                                     [":offset >= :samples"])
+        raise c, c.inspect, caller
+      end
+      
+      i = size - params[:offset]
+      j = i + params[:samples]-1
+
+      d = DataSet.new(self[i..j])
+
+      case params[:decay]
+      when :simple
+        d.mean
+      when :linear
+        d.linear_mean(:bias => :last, :samples => d.size)
+      when :exponential
+        enforce_exists!(:alpha, params)
+        enforce!(:numeric, params[:alpha])
+        d.exponential_mean(:bias => :first, :samples => d.size, :alpha => params[:alpha])
+      end
+    end
+
+    alias_method(:avg, :average_filter)
+
+    def moving_average(params)
+      enforce_map!({
+        :decay => [:simple, :linear, :exponential],
+        :samples => :natural_number}, params)
+
+      if !(size >= (2*params[:samples]-1))
+        c = InvalidInputException.new(:moving_average, 
+                                     size,
+                                     params,
+                                     ["size >= (2*:samples-1)"])
+        raise c, c.inspect, caller
+      end
+
+      d = DataSet.new
+      (1..params[:samples]).each do |offset|
+        d << average_filter(:decay => params[:decay], :alpha => params[:alpha], :offset => offset+params[:samples]-1, :samples => params[:samples])
+      end
+      d.reverse
+    end
+
+    def simple_moving_average(params)
+      enforce_map!({
+        :samples => :natural_number}, params)
+      moving_average(:decay => :simple, :samples => params[:samples])
+    end
+
+    alias_method :sma, :simple_moving_average
+
+    def linear_moving_average(params)
+      enforce_map!({
+        :samples => :natural_number}, params)
+      moving_average(:decay => :linear, :samples => params[:samples])
+    end
+
+    alias_method :lma, :linear_moving_average
+
+    def exponential_moving_average(params)
+      enforce_map!({
+        :samples => :integer,
+        :alpha=> :float}, params)
+
+        moving_average(:decay => :exponential, :samples => params[:samples], :alpha => params[:alpha])
+    end
+
+    alias_method :ema, :exponential_moving_average
+
+    def piecewise_derivative(n=1)
+      enforce!(:natural_number, n)
+
+      d = self
+      n.times do
+        d = d.inject([]) do |result, item|
+          if result.size == 0
+            result << item
+          else
+            d_y = (item - result.last).to_f
+            d_x = 1.0 #account for d_x eventually
+            deriv = d_y/d_x
+            result.pop
+            result << deriv
+            result << item unless (result.size) == (d.size-1)
+            result
+          end
+        end
+      end
+      DataSet.new(d)
+    end
+
+    alias_method :dydx, :piecewise_derivative
+
+    def savitzky_golay(n=1)
+      enforce!(:natural_number, n)
+
+      raise "savitzy_golay filter not yet implemented!"
+    end
+  end
+end

data/lib/visualization.rb

@@ -0,0 +1,68 @@
+require 'typestrict'
+require 'gchart'
+
+class GChart::Base
+  def to_html
+    "<img src=\"#{self.to_url}\" />"
+  end
+end
+
+module Analytica
+  module Visualization
+    include Strict
+
+    def set_labels(labels)
+    enforce!(:string_array, labels)
+
+      @labels = labels
+    end
+
+    def datamax
+    (max > 0) ? max : 1
+    end
+
+    def to_linegraph(params)
+      enforce_map!({
+        :width => :natural_number,
+        :height => :natural_number,
+        :background_color => :hex_color,
+        :color => :hex_color}, params)
+
+      GChart.line do |g|
+        g.data = self
+        g.extras = {
+            'chm' => 'N*cUSD0*,000000,0,-1,11', 
+            'chbh' => '18,38',
+            'chds' => "0,#{datamax}"
+          }
+          g.size = "#{(params[:width]).to_i}x#{(params[:height]).to_i}"
+          g.entire_background = params[:background_color].to_s
+          g.colors = params[:color].to_s
+          g.axis(:bottom) {|a| a.labels = @labels}
+        end
+    end
+
+    def to_bargraph(params)
+      enforce_map!({
+        :width => :natural_number,
+        :height => :natural_number,
+        :orientation => [:vertical, :horizontal],
+        :background_color => :hex_color,
+        :color => :hex_color}, params)
+
+      GChart.bar do |g|
+        g.data = self
+        g.extras = {
+          'chm' => 'N*cUSD0*,000000,0,-1,11', 
+          'chbh' => '45,30',
+          'chds' => "0,#{datamax}"
+        }
+        g.size = "#{(params[:width]).to_i}x#{(params[:height]).to_i}"
+        g.entire_background = params[:background_color].to_s
+        g.colors = params[:color].to_s
+        g.orientation = params[:orientation]
+        g.axis(:bottom) {|a| a.labels = @labels}
+      end
+    end
+  end
+end

metadata

@@ -1,13 +1,13 @@
 --- !ruby/object:Gem::Specification 
 name: analytica
 version: !ruby/object:Gem::Version 
-  hash: 19
+  hash: 17
   prerelease: false
   segments: 
   - 0
   - 0
-  - 6
-  version: 0.0.6
+  - 7
+  version: 0.0.7
 platform: ruby
 authors: 
 - Raeez Lorgat
@@ -15,7 +15,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2010-08-07 00:00:00 -04:00
+date: 2010-08-09 00:00:00 -04:00
 default_executable: 
 dependencies: 
 - !ruby/object:Gem::Dependency 
@@ -81,8 +81,8 @@ files:
 - Rakefile
 - bin/analytica
 - lib/analytica.rb
-- lib/analytica_comp.rb
-- lib/analytica_viz.rb
+- lib/computation.rb
+- lib/visualization.rb
 - test/test_analytica.rb
 has_rdoc: true
 homepage: http://www.raeez.com/anlaytica

data/lib/analytica_comp.rb

@@ -1,95 +0,0 @@
-require 'typestrict'
-
-module Computation
-  include Strict
-
-  def sum
-    sum = inject { |sum, x| sum + x }
-    sum ? sum : 0
-  end
-  
-  def mean
-    sum.to_f / size
-  end
- 
-  def linear_moving_average(params)
-    enforce_map!({
-      :bias => [:last, :first],
-      :samples => :integer}, params)
-
-    data = []
-    case params[:bias]
-    when :last
-      data = self.reverse
-    when :first
-      data = self
-    else
-      raise "Bias not legally set!"
-    end
-    
-    params[:samples] = [params[:samples], data.size]
-    
-    n = params[:samples] + 1
-    numerator = 0.0
-    denominator = 0.0
-
-    data.each do |sample|
-      n -= 1
-      n = n > 0 ? n : 0
-
-      numerator += n*sample
-      denominator += n
-    end
-    numerator / denominator
-  end
-
-  alias_method :lma, :linear_moving_average
-
-  def exponential_moving_average(params)
-    enforce_map!({
-      :decay => [:exponential, :linear],
-      :decay_bias => [:latest, :oldest],
-      :decay_coefficent => :float}, params)
-
-      raise "ema not yet implemented!"
-
-    if params[:decay_bias] == :latest
-      data = self
-    else
-      data = self.reverse
-    end
-    0.0
-  end
-
-  alias_method :ema, :exponential_moving_average
-
-  def piecewise_derivative(n=1)
-    enforce!(:natural_number, n)
-
-    d = self
-    n.times do
-      d = d.inject([]) do |result, item|
-        if result.size == 0
-          result << item
-        else
-          d_y = (item - result.last).to_f
-          d_x = 1.0 #account for d_x eventually
-          deriv = d_y/d_x
-          result.pop
-          result << deriv
-          result << item unless (result.size) == (d.size-1)
-          result
-        end
-      end
-    end
-    DataSet.new(d)
-  end
-
-  alias_method :dydx, :piecewise_derivative
-
-  def savitzky_golay(n=1)
-    enforce!(:natural_number, n)
-
-    raise "savitzy_golay filter not yet implemented!"
-  end
-end

data/lib/analytica_viz.rb

@@ -1,67 +0,0 @@
-require 'typestrict'
-
-require 'gchart'
-
-class GChart::Base
-  def to_html
-    "<img src=\"#{self.to_url}\" />"
-  end
-end
-
-module Visualization
-  include Strict
-
-  def set_labels(labels)
-  enforce!(:string_array, labels)
-
-    @labels = labels
-  end
-
-  def datamax
-  (max > 0) ? max : 1
-  end
-
-  def to_linegraph(params)
-    enforce_map!({
-      :width => :natural_number,
-      :height => :natural_number,
-      :background_color => :hex_color,
-      :color => :hex_color}, params)
-
-    GChart.line do |g|
-      g.data = self
-      g.extras = {
-          'chm' => 'N*cUSD0*,000000,0,-1,11', 
-          'chbh' => '18,38',
-          'chds' => "0,#{datamax}"
-        }
-        g.size = "#{(params[:width]).to_i}x#{(params[:height]).to_i}"
-        g.entire_background = params[:background_color].to_s
-        g.colors = params[:color].to_s
-        g.axis(:bottom) {|a| a.labels = @labels}
-      end
-  end
-
-  def to_bargraph(params)
-    enforce_map!({
-      :width => :natural_number,
-      :height => :natural_number,
-      :orientation => [:vertical, :horizontal],
-      :background_color => :hex_color,
-      :color => :hex_color}, params)
-
-    GChart.bar do |g|
-      g.data = self
-      g.extras = {
-        'chm' => 'N*cUSD0*,000000,0,-1,11', 
-        'chbh' => '45,30',
-        'chds' => "0,#{datamax}"
-      }
-      g.size = "#{(params[:width]).to_i}x#{(params[:height]).to_i}"
-      g.entire_background = params[:background_color].to_s
-      g.colors = params[:color].to_s
-      g.orientation = params[:orientation]
-      g.axis(:bottom) {|a| a.labels = @labels}
-    end
-  end
-end