time-series 0.0.0

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+SHA1:
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data/.gitignore

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+*.gem
+*.rbc
+/.config
+/coverage/
+/InstalledFiles
+/pkg/
+/spec/reports/
+/test/tmp/
+/test/version_tmp/
+/tmp/
+
+## Documentation cache and generated files:
+/.yardoc/
+/_yardoc/
+/doc/
+/rdoc/
+
+## Environment normalisation:
+/.bundle/
+/lib/bundler/man/
+
+# for a library or gem, you might want to ignore these files since the code is
+# intended to run in multiple environments; otherwise, check them in:
+Gemfile.lock
+.ruby-version
+.ruby-gemset
+
+# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
+.rvmrc

data/Gemfile

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+source 'https://rubygems.org'
+
+gemspec

data/LICENSE

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+The MIT License (MIT)
+
+Copyright (c) 2014 Eric L. Yan
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# time-series
+
+This library provides a basic data structure that can represent time series data. It is originally designed for the representation of stock market data, but it is suitable (and extensible) for other purposes.
+
+It keeps data points in a Hash and requires Ruby version >= 1.9.2, as it turns out in Ruby 1.9, a Hash is also a [doubly-circular linked list](http://www.igvita.com/2009/02/04/ruby-19-internals-ordered-hash/).

data/lib/time_series.rb

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+require 'time_series/time_series'
+require 'time_series/data_point'

data/lib/time_series/data_point.rb

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+class DataPoint
+  include Comparable
+
+  attr_reader :timestamp, :data
+
+  def initialize(timestamp, data)
+    timestamp = timestamp.to_time unless timestamp.kind_of? Time
+    @timestamp, @data = timestamp, data
+  end
+
+  def <=>(another)
+    result = @timestamp <=> another.timestamp
+  end
+
+  def ==(another)
+    @timestamp == another.timestamp and @data == another.data
+  end
+end

data/lib/time_series/time_series.rb

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+class TimeSeries
+  include Enumerable
+
+  attr_reader :data_points
+
+  def initialize(*args)
+    case args.length
+    when 1 then data_points = args[0]
+    when 2 then data_points = args[0].zip(args[1]).collect { |dp| DataPoint.new(dp[0], dp[1]) }
+    else data_points = []
+    end
+
+    @data_points = {}
+    self << data_points
+  end
+
+  def <<(*data_points)
+    data_points.flatten.each do |data_point|
+      @data_points[data_point.timestamp] = data_point
+    end
+  end
+
+  def at(*timestamps)
+    results = @data_points.values_at(*timestamps)
+    results = results[0] if results.length == 1
+
+    return results
+  end
+
+  def slice(timeframe)
+    from, to = timeframe[:from], timeframe[:to]
+
+    data_points = @data_points.select do |t, data|
+      case [!from.nil?, !to.nil?]
+      when [true, true] then t >= from and t <= to
+      when [true, false] then t >= from
+      when [false, true] then t <= to
+      end
+    end
+
+    return self.class.new data_points.keys, data_points.values
+  end
+
+  def each(&block)
+    Hash[@data_points.sort].values.each(&block)
+  end
+
+  def last(n = 1)
+    Hash[@data_points.sort.last(n)].values
+  end
+
+  def length
+    @data_points.length
+  end
+
+  def to_a
+    Hash[@data_points.sort].values
+  end
+end

data/spec/spec_helper.rb

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+require 'time_series'

data/spec/time_series/data_point_spec.rb

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+require 'spec_helper'
+require 'date'
+
+describe DataPoint do
+  let(:data) { { a: 1, b:2, c:3 } }
+
+  describe "#new" do
+    it "takes a Time object" do
+      data_point = DataPoint.new(Time.new, data)
+      data_point.timestamp.should be_a_kind_of Time
+      data_point.data.should eql data
+    end
+
+    it "takes a Date object" do
+      data_point = DataPoint.new(Date.today, data)
+      data_point.timestamp.should be_a_kind_of Time
+      data_point.data.should eql data
+    end
+  end
+
+  describe "is comparable" do
+    it "Two DataPoints are equal given the same timestamp and data" do
+      one = DataPoint.new(Time.at(1000000000), "The first UNIX billennium".gsub('UNIX', 'Unix'))
+      another = DataPoint.new(Time.new(2001, 9, 9, 9, 46, 40, '+08:00'), "The first Unix billennium")
+      one.should eq another
+    end
+
+    it "DataPoints are compared by its timestamp" do
+      first = DataPoint.new(Time.at(1000000000), "The first Unix billennium")
+      second = DataPoint.new(Time.at(2000000000), "The second Unix billennium")
+      first.should < second
+      second.should > first
+    end
+  end
+end

data/spec/time_series/time_series_spec.rb

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+require 'spec_helper'
+
+describe TimeSeries do
+  let(:data_points) do
+    data_points = {
+      Time.at(2000000000) => "The second Unix billennium",
+      Time.at(1234567890) => "Let's go party",
+      Time.at(1000000000) => "The first Unix billennium",
+      Time.at(2147485547) => "Year 2038 problem"
+    }
+    data_points.keys.zip(data_points.values).collect { |dp| DataPoint.new(dp[0], dp[1]) }
+  end
+  let(:time_series) { TimeSeries.new(data_points) }
+
+  describe "#new" do
+    it "takes a array of DataPoints" do
+      time_series.length.should eql 4
+    end
+
+    it "takes a array of timestamps and a array of data" do
+      data_points = time_series.data_points
+      time_series = TimeSeries.new(data_points.keys, data_points.values)
+      time_series.length.should eql 4
+    end
+  end
+
+  describe "#<<" do
+    it "adds a new data point" do
+      time_series << DataPoint.new(Time.now, "Knock knock")
+      time_series.length.should eql 5
+    end
+
+    it "update the existing data point" do
+      time_series << DataPoint.new(Time.at(1234567890), 'PARTY TIME!')
+      time_series.length.should eql 4
+      time_series.at(Time.at(1234567890)).data.should eql 'PARTY TIME!'
+    end
+  end
+
+  describe "#at" do
+    it "returns data associated with the given timestamp" do
+      time_series.at(Time.at(1000000000)).data.should eql "The first Unix billennium"
+    end
+
+    it "returns data in array if two or more timestamps are given" do
+      time_series.at(Time.at(1000000000), Time.at(2000000000))
+        .collect { |data_point| data_point.data }.should
+        eql(["The first Unix billennium", "The second Unix billennium"])
+    end
+  end
+
+  describe "#slice" do
+    it "returns all data points in the given timeframe" do
+      ts = time_series.slice from: Time.at(1000000000), to: Time.at(2000000000)
+      ts.length.should eql 3
+      ts.at(Time.at 2147485547).should eql nil
+    end
+
+    it "returns all data points after the from time" do
+      ts = time_series.slice from: Time.at(2000000000)
+      ts.length.should eql 2
+      ts.at(Time.at(1000000000), Time.at(1234567890)).should eql [nil, nil]
+    end
+
+    it "returns all data points before the to time" do
+      ts = time_series.slice to: Time.at(1234567890)
+      ts.length.should eql 2
+      ts.at(Time.at(2000000000), Time.at(2147485547)).should eql [nil, nil]
+    end
+  end
+
+  describe "is enumerable" do
+    it "returns the first data point(s) according to its timestamp" do
+      time_series.first(2).collect { |data_point| data_point.data }.should
+        eql ["The first Unix billennium", "Let's go party"]
+    end
+
+    it "returns the last data point(s) according to its timestamp" do
+      time_series.last(2).collect { |data_point| data_point.data }.should
+        eql ["The second Unix billennium", "Year 2038 problem"]
+    end
+  end
+
+  describe "#to_a" do
+    it "returns a array of sorted DataPoints" do
+      time_series.to_a.should be_a_kind_of Array
+      time_series.to_a.should eql data_points.sort
+    end
+  end
+end

data/time_series.gemspec

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+Gem::Specification.new do |spec|
+  spec.name        = 'time-series'
+  spec.version     = '0.0.0'
+  spec.author      = 'Eric Yan'
+  spec.email       = 'long@ericyan.me'
+  spec.homepage    = 'https://github.com/ericyan/time-series'
+  spec.summary     = 'A Ruby library for dealing with time series data'
+  spec.description = 'This library provides a basic data structure that can represent time series data. Requires Ruby version >= 1.9.2.'
+  spec.license     = 'MIT'
+
+  # Starting 1.9.2 hash insert order will be preserved
+  spec.required_ruby_version = '>= 1.9.2'
+
+  spec.add_development_dependency 'rspec'
+
+  spec.files       = `git ls-files -z`.split("\x0")
+  spec.test_files  = spec.files.grep(%r{^spec/})
+
+  spec.require_paths = ["lib"]
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: time-series
+version: !ruby/object:Gem::Version
+  version: 0.0.0
+platform: ruby
+authors:
+- Eric Yan
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-02-06 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: This library provides a basic data structure that can represent time
+  series data. Requires Ruby version >= 1.9.2.
+email: long@ericyan.me
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- Gemfile
+- LICENSE
+- README.md
+- lib/time_series.rb
+- lib/time_series/data_point.rb
+- lib/time_series/time_series.rb
+- spec/spec_helper.rb
+- spec/time_series/data_point_spec.rb
+- spec/time_series/time_series_spec.rb
+- time_series.gemspec
+homepage: https://github.com/ericyan/time-series
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: 1.9.2
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.3
+signing_key: 
+specification_version: 4
+summary: A Ruby library for dealing with time series data
+test_files:
+- spec/spec_helper.rb
+- spec/time_series/data_point_spec.rb
+- spec/time_series/time_series_spec.rb