time_series_math 0.1.1

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+ ---
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+ SHA1:
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+ metadata.gz: 85c802a00527e11700194fcbd661d85943bcd26a
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+ data.tar.gz: 4cd75e47704fbecd1557cba39cb6fa44f32e29f7
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+ metadata.gz: 83e1bb3b5dc55d5f83bfb8ad6abe9d7f8b14f3f2a4acdadc9717968f699d425d7b966d81b5507adf443eb080e5434d939a237195de9daaf007cad565ed808e78
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+ *.gem
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+ *.rbc
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+ .bundle
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+ .config
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+ .yardoc
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+ Gemfile.lock
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+ InstalledFiles
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+ _yardoc
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+ coverage
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+ doc/
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+ lib/bundler/man
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+ pkg
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+ rdoc
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+ spec/reports
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+ test/tmp
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+ test/version_tmp
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+ tmp
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+ *.bundle
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+ *.so
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+ *.o
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+ *.a
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+ mkmf.log
data/Gemfile ADDED
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+ source 'https://rubygems.org'
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+
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+ # Specify your gem's dependencies in kukushkin-time_series.gemspec
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+ gemspec
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+ Copyright (c) 2014 Alex Kukushkin
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+
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+ MIT License
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+
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+ Permission is hereby granted, free of charge, to any person obtaining
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+ a copy of this software and associated documentation files (the
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+ "Software"), to deal in the Software without restriction, including
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+ without limitation the rights to use, copy, modify, merge, publish,
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+ distribute, sublicense, and/or sell copies of the Software, and to
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+ permit persons to whom the Software is furnished to do so, subject to
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+ the following conditions:
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+
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+ The above copyright notice and this permission notice shall be
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+ included in all copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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+ EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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+ MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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+ NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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+ LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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+ OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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+ WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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+ # TimeSeriesMath
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+
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+ Time series data structures and functions.
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+
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+ ## Installation
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+
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+ Add this line to your application's Gemfile:
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+
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+ gem 'time_series_math'
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+
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+ And then execute:
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+
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+ $ bundle
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+
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+ Or install it yourself as:
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+
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+ $ gem install time_series_math
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+
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+ ## Usage
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+
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+ ### TimeSeries
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+
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+ `TimeSeries` class is a data structure for storing timestamped values.
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+
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+ TimeSeries maintains order of its elements and provides efficient search methods
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+ for near-constant time access
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+ (depends strongly on timestamps distribution -- the more even, the better).
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+
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+ Examples:
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+
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+ ``` ruby
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+ require 'time_series_math'
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+
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+ include TimeSeriesMath
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+
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+ # one by one element insertion:
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+ ts = TimeSeries.new
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+ ts.push 1.0, { x: 2.0, y: 3.0 }
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+ ts.push 1.2, { x: 2.0, y: 3.0 }
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+ ts.push 1.6, { x: 2.0, y: 3.0 }
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+ ts.push 1.9, { x: 2.0, y: 3.0 }
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+ ts.push 2.1, { x: 2.0, y: 3.0 }
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+ # .. or:
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+ ts[2.3] = { x: 2.5, y: 3.5 }
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+ ts[2.5] = { x: 2.2, y: 3.7 }
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+
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+ # more time-efficient batch insertion using arrays:
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+ ts = TimeSeries.new
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+ tt = [ 1.0, 1.2, 1.6, 1.9, 2.1 ]
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+ dd = [ {x: 2.0}, {x: 2.1}, {x: 2.5}, {x: 2.7}, {x: 2.85} ]
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+ ts.push_array(tt, dd)
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+
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+ # retrieve closest element before given time:
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+ ts[1.2] # => { x: 2.1 }
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+ ts[2.095] # => { x: 2.7 }
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+ ```
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+
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+ ## Contributing
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+
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+ 1. Fork it ( https://github.com/kukushkin/time_series_math/fork )
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+ 2. Create your feature branch (`git checkout -b my-new-feature`)
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+ 3. Commit your changes (`git commit -am 'Add some feature'`)
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+ 4. Push to the branch (`git push origin my-new-feature`)
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+ 5. Create a new Pull Request
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+ require 'bundler/gem_tasks'
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+
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+ require 'rspec/core/rake_task'
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+ RSpec::Core::RakeTask.new(:spec)
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+
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+ require 'rake/extensiontask'
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+ spec = Gem::Specification.load('time_series_math.gemspec')
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+ Rake::ExtensionTask.new('time_series_math_c', spec)
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+
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+ task spec: :compile
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+ $LOAD_PATH.unshift '../lib'
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+ require 'time_series_math'
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+ require 'benchmark'
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+
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+ include TimeSeriesMath
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+
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+ def t_rand
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+ rand * 1000.0
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+ end
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+
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+ def b_search(ts, t)
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+ return nil if t < ts.t_first
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+ return ts.last if t >= ts.t_last
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+ ileft = 0
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+ iright = ts.size-1
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+ while iright - ileft > 1
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+ icenter = ileft + (iright - ileft) /2
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+ if t >= ts.data[icenter][0]
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+ ileft = icenter
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+ else
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+ iright = icenter
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+ end
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+ end
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+ if iright - ileft != 1
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+ fail "ileft:#{ileft} iright:#{iright}"
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+ elsif ts.data[ileft][0] > t || ts.data[iright][0] <= t
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+ puts "(ts: t_first:#{ts.t_first} t_last:#{ts.t_last}"
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+ fail "t:#{t}, t_left:#{ts.data[ileft][0]}, t_right:#{ts.data[iright][0]}"
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+ end
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+ v = ts.data[ileft]
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+ end
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+
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+ def b_search_native(ts, t)
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+ v_right = ts.data.bsearch { |d| d[0] > t }
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+ v_right.nil? ? ts.last : v_right[1]
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+ end
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+
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+ TS_N = [1_000, 100_000, 1_000_000]
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+ TESTS = 1000_000
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+ ts_list = []
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+
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+ TS_N.each do |num_samples|
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+ puts "** initializing time series with #{num_samples} samples"
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+ tt = []
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+ dd = []
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+ num_samples.times do
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+ tt << t_rand
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+ dd << { x: rand * 10.0 }
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+ end
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+ ts_list << TimeSeries.new(tt, dd)
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+ end
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+
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+ puts '** running benchmarks'
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+ Benchmark.bmbm do |b|
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+ ts_list.each do |ts|
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+ b.report "size: #{ts.size}, running #{TESTS} times #indices_at" do
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+ TESTS.times { ts.indices_at(t_rand) }
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+ end
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+ end
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+ ts_list.each do |ts|
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+ b.report "size: #{ts.size}, running #{TESTS} times #bsearch_indices_at" do
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+ TESTS.times { ts.bsearch_indices_at(t_rand) }
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+ end
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+ end
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+ ts_list.each do |ts|
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+ b.report "size: #{ts.size}, running #{TESTS} times #b_search" do
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+ TESTS.times { b_search(ts, t_rand) }
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+ end
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+ end
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+ ts_list.each do |ts|
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+ b.report "size: #{ts.size}, running #{TESTS} times #b_search_native" do
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+ TESTS.times { b_search_native(ts, t_rand) }
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+ end
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+ end
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+ end
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+ require 'mkmf'
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+ extension_name = 'time_series_math_c'
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+ dir_config(extension_name)
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+ create_makefile(extension_name)
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+ #include <ruby.h>
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+
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+ // Returns timestamp at index +i+.
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+ //
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+ static double timestamp_at_i(VALUE rb_data_array, int i ) {
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+ VALUE m_elem;
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+
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+ m_elem = rb_ary_entry(rb_data_array, i);
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+ return NUM2DBL( rb_ary_entry(m_elem, 0) );
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+ }
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+
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+ // Returns indices of elements surrounding timestamp +t+.
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+ // The pair of indices is found using binary search over sorted @data array.
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+ //
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+ // Ruby equivalent:
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+ //
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+ // def indices_at(t)
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+ // return [nil, nil] if size == 0
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+ // return [nil, 0] if t < t_first
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+ // return [size - 1, nil] if t >= t_last
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+ // ileft = 0
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+ // iright = size - 1
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+ // while iright - ileft > 1
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+ // icenter = ileft + (iright - ileft) / 2
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+ // if t >= data[icenter][0]
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+ // ileft = icenter
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+ // else
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+ // iright = icenter
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+ // end
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+ // end
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+ // [ileft, iright]
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+ // end
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+ //
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+ static VALUE time_series_bsearch_indices_at(VALUE rb_self, VALUE rb_t) {
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+ VALUE m_data;
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+ int _size;
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+ double _t;
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+ int _ileft, _iright, _icenter;
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+
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+ m_data = rb_iv_get(rb_self, "@data");
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+ _size = RARRAY_LEN(m_data);
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+ _t = NUM2DBL(rb_t);
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+
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+ // initial conditions check:
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+ if ( _size == 0 ) {
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+ return rb_ary_new3( 2, Qnil, Qnil );
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+ }
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+ if ( _t < timestamp_at_i( m_data, 0 ) ) {
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+ return rb_ary_new3( 2, Qnil, INT2FIX(0) );
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+ }
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+ if ( _t >= timestamp_at_i( m_data, _size-1 ) ) {
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+ return rb_ary_new3( 2, INT2FIX(_size-1), Qnil );
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+ }
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+
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+ // find left & right indices using binary search:
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+ _ileft = 0;
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+ _iright = _size - 1;
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+ while ( _iright - _ileft > 1 ) {
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+ _icenter = _ileft + ( _iright - _ileft ) / 2;
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+ if ( _t >= timestamp_at_i( m_data, _icenter) ) {
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+ _ileft = _icenter;
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+ } else {
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+ _iright = _icenter;
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+ }
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+ }
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+ return rb_ary_new3( 2, INT2FIX(_ileft), INT2FIX(_iright) );
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+ }
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+
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+ void Init_time_series_math_c() {
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+ // get TimeSeriesMath module
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+ ID sym_TimeSeriesMath = rb_intern("TimeSeriesMath");
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+ VALUE mTimeSeriesMath = rb_const_get(rb_cObject, sym_TimeSeriesMath);
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+
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+ // get TimeSeriesMath::TimeSeries class
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+ ID sym_TimeSeries = rb_intern("TimeSeries");
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+ VALUE kTimeSeries = rb_const_get(mTimeSeriesMath, sym_TimeSeries);
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+
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+ // define TimeSeriesMath::TimeSeries#bsearch_indices_at
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+ rb_define_method(kTimeSeries, "bsearch_indices_at", time_series_bsearch_indices_at, 1);
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+ }
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+ require 'time_series_math/version'
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+ require 'time_series_math/time_series'
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+ require 'time_series_math/elemwise_operators'
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+ require 'time_series_math/linear_interpolation'
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+
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+ # load C extensions
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+ require 'time_series_math_c'
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+
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+ module TimeSeriesMath
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+ # Your code goes here...
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+ end
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+ module TimeSeriesMath
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+ #
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+ # == ElemwiseOperators
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+ # A collection of helper functions for by-element operations:
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+ # * addition
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+ # * substraction
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+ # * multiplication by scalar
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+ #
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+ module ElemwiseOperators
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+ #
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+ # Element-wise addition of objects
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+ #
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+ def elemwise_add(obj1, obj2)
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+ case obj1
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+ when Array
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+ obj1.clone.zip(obj2).map { |d| d[0] + d[1] }
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+ when Hash
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+ out = {}
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+ obj1.each { |k, v| out[k] = v + obj2[k] }
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+ out
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+ else
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+ obj1 + obj2
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+ end
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+ end
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+
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+ # Element-wise substraction of objects
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+ #
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+ def elemwise_sub(obj1, obj2)
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+ case obj1
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+ when Array
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+ obj1.clone.zip(obj2).map { |d| d[0] - d[1] }
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+ when Hash
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+ out = {}
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+ obj1.each { |k, v| out[k] = v - obj2[k] }
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+ out
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+ else
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+ obj1 - obj2
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+ end
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+ end
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+
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+ # Element-wise multiplication by scalar
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+ #
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+ def elemwise_mul_scalar(scalar, obj)
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+ case obj
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+ when Array
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+ obj.clone.map { |d| d * scalar }
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+ when Hash
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+ out = {}
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+ obj.each { |k, v| out[k] = v * scalar }
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+ out
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+ else
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+ obj * scalar
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+ end
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+ end
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+ end # module ElemwiseOperators
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+ end # module TimeSeriesMath
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+ module TimeSeriesMath
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+ module LinearInterpolation
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+ include ElemwiseOperators
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+ # Returns interpolated value.
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+ #
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+ def [](t)
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+ i0, i1 = indices_at(t)
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+ return first[1] if i0.nil?
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+ return last[1] if i1.nil?
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+
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+ k = (t - @data[i0][0]) / (@data[i1][0] - @data[i0][0])
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+ diff_value = elemwise_sub(@data[i1][1], @data[i0][1])
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+ elemwise_add(@data[i0][1], elemwise_mul_scalar(k, diff_value))
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+ end
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+ end
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+ end # module TimeSeriesMath
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+ module TimeSeriesMath
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+ #
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+ # = TimeSeries
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+ # TimeSeries class provides an efficient data structure for storing timestamped data values.
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+ #
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+ # TimeSeries maintains order of its elements and provides efficient search methods
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+ # for near-constant time access
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+ # (depends strongly on timestamps distribution -- the more even, the better).
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+ #
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+ # == Examples:
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+ #
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+ # require 'time_series_math'
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+ # include TimeSeriesMath
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+ #
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+ # # one by one element insertion
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+ # ts = TimeSeries.new
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+ # ts.push 1.0, { x: 2.0, y: 3.0 }
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+ # ts.push 1.2, { x: 2.0, y: 3.0 }
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+ # ts.push 1.6, { x: 2.0, y: 3.0 }
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+ # ts.push 1.9, { x: 2.0, y: 3.0 }
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+ # ts.push 2.1, { x: 2.0, y: 3.0 }
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+ #
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+ # # more time-efficient batch insertion using arrays:
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+ # ts = TimeSeries.new
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+ # tt = [ 1.0, 1.2, 1.6, 1.9, 2.1 ]
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+ # dd = [ {x: 2.0}, {x: 2.1}, {x: 2.5}, {x: 2.7}, {x: 2.85} ]
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+ # ts.push_array(tt, dd)
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+ #
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+ # # retrieve closest element before given time
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+ # ts[1.2] # => { x: 2.1 }
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+ # ts[2.095] # => { x: 2.7 }
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+
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+ class TimeSeries
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+ attr_reader :data, :processor
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+
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+ # Creates a TimeSeries object.
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+ #
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+ # @param arr_t [Array<Float>] Array of timestamps
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+ # @param arr_v [Array] Array of corresponding values, should be of the same size as +arr_t+
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+ #
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+ # == Examples:
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+ #
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+ # ts = TimeSeries.new # creates empty TimeSeries object
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+ #
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+ # ts = TimeSeries.new([0.1, 0.5, 1.0], [120.0, 130.0, 140.0])
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+ #
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+ def initialize(arr_t = nil, arr_v = nil)
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+ @data = []
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+ @processor = nil
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+ push_array(arr_t, arr_v) if arr_t && arr_v
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+ end
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+
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+ # @return number of values in the series
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+ #
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+ def size
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+ @data.size
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+ end
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+
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+ # @return [Array] Array of timestamps
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+ #
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+ def keys
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+ @data.map { |d| d[0] }
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+ end
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+
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+ # @return [Array] Array of values
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+ #
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+ def values
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+ @data.map { |d| d[1] }
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+ end
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+
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+ # @return [Array, nil] First element of the time series
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+ #
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+ def first
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+ @data.first
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+ end
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+
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+ # @return [Float, nil] Timestamp of the first element
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+ #
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+ def t_first
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+ first && first[0]
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+ end
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+
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+ # @return [Array, nil] Last element of the time series
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+ #
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+ def last
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+ @data.last
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+ end
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+
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+ # @return [Float, nil] Timestamp of the last element
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+ #
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+ def t_last
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+ last && last[0]
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+ end
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+
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+ # Inserts new element into time series.
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+ # @param t [Float] Timestamp of the new value
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+ # @param v [Fixnum, Float, Array, Hash] New value
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+ #
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+ def push(t, v)
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+ t = t.to_f
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+ i = left_index_at(t)
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+ if i.nil?
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+ @data.unshift([t, v])
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+ else
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+ @data.insert(i + 1, [t, v])
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+ end
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+ end
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+
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+ # Alias for #push(t, v)
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+ #
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+ # == Example:
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+ #
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+ # ts = TimeSeries.new
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+ # ts[1.0] = { x: 123.0 }
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+ # ts[2.0] = { x: 125.0 }
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+ #
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+ # ts[1.0] # => { x: 123.0 }
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+ #
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+ # @param (see #push)
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+ #
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+ def []=(t, v)
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+ push(t, v)
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+ end
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+
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+ # Inserts batch of new values into time series. This method is more time efficient
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+ # than using #push to insert elements one by one.
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+ #
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+ # @param arr_t [Array] Array of timestamps
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+ # @param arr_v [Array] Array of corresponding values, should be of the same size as +arr_t+
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+ #
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+ def push_array(arr_t, arr_v)
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+ arr_data = arr_t.zip(arr_v)
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+ @data.concat(arr_data)
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+ @data.sort_by! { |d| d[0] }
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+ end
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+
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+ # @return index of the element preceding +t+
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+ #
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+ def left_index_at(t)
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+ indices_at(t).first
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+ end
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+
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+ # Returns value calculated at +t+.
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+ #
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+ # The actual value returned depends on the +processor+
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+ # used by TimeSeries object. When no +processor+ is used, the returned value is the value
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+ # of the last element preceding, or exactly at +t+.
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+ #
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+ def [](t)
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+ i = left_index_at(t)
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+ i && @data[i][1]
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+ end
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+
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+ # @return [Array] indices of the elements surrounding +t+.
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+ #
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+ def indices_at(t)
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+ bsearch_indices_at(t)
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+ end
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+
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+ # Use +processor+
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+ #
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+ def use(processor_module)
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+ @processor = processor_module
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+ extend processor_module
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+ end
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+ end # class TimeSeries
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+ end # module TimeSeriesMath
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+ module TimeSeriesMath
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+ VERSION = "0.1.1"
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+ end
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+ require 'bundler/setup'
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+ Bundler.setup
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+
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+ require 'time_series_math'
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+
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+ include TimeSeriesMath
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+
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+ RSpec.configure do |config|
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+ config.expect_with :rspec do |c|
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+ c.syntax = :expect
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+ end
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+ end
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+ require 'spec_helper'
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+
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+ describe 'ElemwiseOperators' do
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+ class A
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+ end
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+
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+ subject { A.new.extend(ElemwiseOperators) }
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+
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+ describe '#elemwise_add' do
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+ it 'should add Fixnum' do
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+ expect(subject.elemwise_add( 1.0, 2.0 )).to eql 3.0
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+ end
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+ it 'should add Array(s)' do
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+ expect(subject.elemwise_add([1.0], [2.0])).to eql [3.0]
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+ end
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+ it 'should add Hash(es)' do
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+ expect(subject.elemwise_add({ x: 1.0 }, { x: 2.0 })).to eql({ x: 3.0 })
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+ end
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+ end
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+
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+ describe '#elemwise_sub' do
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+ it 'should substract Fixnum' do
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+ expect(subject.elemwise_sub( 1.0, 2.0 )).to eql -1.0
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+ end
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+ it 'should substract Array(s)' do
26
+ expect(subject.elemwise_sub([1.0], [2.0])).to eql [-1.0]
27
+ end
28
+ it 'should substract Hash(es)' do
29
+ expect(subject.elemwise_sub({ x: 1.0 }, { x: 2.0 })).to eql({ x: -1.0 })
30
+ end
31
+ end
32
+
33
+ describe '#elemwise_mul_scalar' do
34
+ it 'should multiply Fixnum' do
35
+ expect(subject.elemwise_mul_scalar( 2.0, 3.0 )).to eql 6.0
36
+ end
37
+ it 'should multiply Array(s)' do
38
+ expect(subject.elemwise_mul_scalar(2.0, [3.0])).to eql [6.0]
39
+ end
40
+ it 'should mutiply Hash(es)' do
41
+ expect(subject.elemwise_mul_scalar(2.0, { x: 3.0 })).to eql({ x: 6.0 })
42
+ end
43
+ end
44
+ end
@@ -0,0 +1,32 @@
1
+ require 'spec_helper'
2
+
3
+ describe LinearInterpolation do
4
+
5
+ let(:arr_t) { [1.0, 2.0, 3.0] }
6
+ let(:arr_v) { [100, 200, 300] }
7
+ let(:arr_v_a) { [[100], [200], [300]] }
8
+ let(:arr_v_h) { [{ x: 100 }, { x: 200 }, { x: 300 }] }
9
+ it { expect { TimeSeries.new.use(LinearInterpolation) }.to_not raise_error }
10
+
11
+ context 'when values are floats' do
12
+ subject { TimeSeries.new(arr_t, arr_v).use(LinearInterpolation) }
13
+ it { expect(subject[1.5]).to eql 150.to_f }
14
+ end
15
+
16
+ context 'when values are arrays' do
17
+ subject { TimeSeries.new(arr_t, arr_v_a).use(LinearInterpolation) }
18
+ it { expect(subject[1.5]).to eql [150.to_f] }
19
+ end
20
+
21
+ context 'when values are hashes' do
22
+ subject { TimeSeries.new(arr_t, arr_v_h).use(LinearInterpolation) }
23
+ it { expect(subject[1.5]).to eql({ x: 150.to_f }) }
24
+ end
25
+
26
+ context 'when requested value is out of range' do
27
+ subject { TimeSeries.new(arr_t, arr_v).use(LinearInterpolation) }
28
+ it { expect(subject[-1.0].to_f).to eql 100.to_f }
29
+ it { expect(subject[10.0].to_f).to eql 300.to_f }
30
+ end
31
+
32
+ end
@@ -0,0 +1,44 @@
1
+ require 'spec_helper'
2
+
3
+ describe TimeSeries do
4
+ it { should respond_to(:bsearch_indices_at) }
5
+ it { expect { subject.bsearch_indices_at(1.0) }.not_to raise_error }
6
+ it { expect(subject.bsearch_indices_at(1.0)).to eql [nil, nil] }
7
+
8
+ let(:arr_t) { [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0] }
9
+ let(:arr_t1) { [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0] }
10
+ let(:arr_t2) { [1.0, 1.0, 1.0, 2.0, 2.0, 2.0, 2.0] }
11
+ let(:arr_v) { [111, 222, 333, 444, 555, 666, 777] }
12
+
13
+ context 'when initialized with arrays' do
14
+ subject { TimeSeries.new(arr_t, arr_v) }
15
+
16
+ describe '#bsearch_indices_at' do
17
+ it 'should return [nil, 0] if t < first element' do
18
+ expect(subject.bsearch_indices_at(-1.0)).to eql [nil, 0]
19
+ end
20
+ it 'should return [i_k, i_k+1] if T(i_k) <= t < T(i_k+1)' do
21
+ expect(subject.bsearch_indices_at(1.0)).to eql [0, 1]
22
+ expect(subject.bsearch_indices_at(1.5)).to eql [0, 1]
23
+ end
24
+ it 'should return last element index [N, nil] if T(N) <= t' do
25
+ expect(subject.bsearch_indices_at(10.0)).to eql [6, nil]
26
+ end
27
+ end
28
+ end
29
+
30
+ context 'when initialized with several items with same timestamp' do
31
+ let(:ts1) { TimeSeries.new(arr_t1, arr_v) }
32
+ let(:ts2) { TimeSeries.new(arr_t2, arr_v) }
33
+
34
+ describe '#bsearch_indices_at' do
35
+ it 'should return last element index pair [N, nil] if T(N) <= t' do
36
+ expect(ts1.bsearch_indices_at(1.0)).to eql [6, nil]
37
+ expect(ts1.bsearch_indices_at(10.0)).to eql [6, nil]
38
+ end
39
+ it 'should return index pair of last element in serie of equal timestamps' do
40
+ expect(ts2.bsearch_indices_at(1.0)).to eql [2, 3]
41
+ end
42
+ end
43
+ end
44
+ end
@@ -0,0 +1,97 @@
1
+ require 'spec_helper'
2
+
3
+ describe TimeSeries do
4
+ context 'when empty' do
5
+ subject { TimeSeries.new }
6
+ it { expect(subject.data).to eql [] }
7
+ it { expect(subject.first).to be nil }
8
+ it { expect(subject.last).to be nil }
9
+ it { expect(subject.t_first).to be nil }
10
+ it { expect(subject.t_last).to be nil }
11
+ it { expect(subject.size).to eql 0 }
12
+ it { expect(subject.keys).to eql [] }
13
+ it { expect(subject.values).to eql [] }
14
+ it { expect(subject.left_index_at(1.0)).to be nil }
15
+ it { expect(subject.indices_at(1.0)).to eql [nil, nil] }
16
+ it { expect(subject[1.0]).to be nil }
17
+ end
18
+
19
+ let(:arr_t) { [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0] }
20
+ let(:arr_t1) { [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0] }
21
+ let(:arr_t2) { [1.0, 1.0, 1.0, 2.0, 2.0, 2.0, 2.0] }
22
+ let(:arr_v) { [111, 222, 333, 444, 555, 666, 777] }
23
+ it { expect { TimeSeries.new(arr_t, arr_v) }.to_not raise_error }
24
+
25
+ context 'when initialized with arrays' do
26
+ subject { TimeSeries.new(arr_t, arr_v) }
27
+ it { expect(subject.size).to eql 7 }
28
+ it { expect(subject.first).to eql [1.0, 111] }
29
+ it { expect(subject.last).to eql [7.0, 777] }
30
+ it { expect(subject.t_first).to eql 1.0 }
31
+ it { expect(subject.t_last).to eql 7.0 }
32
+
33
+ describe '#left_index_at' do
34
+ it 'should return nil if t < first element' do
35
+ expect(subject.left_index_at(-1.0)).to be nil
36
+ end
37
+ it 'should return i_k if T(i_k) <= t < T(i_k+1)' do
38
+ expect(subject.left_index_at(1.0)).to be 0
39
+ expect(subject.left_index_at(1.5)).to be 0
40
+ end
41
+ it 'should return last element index (N) if T(N) <= t' do
42
+ expect(subject.left_index_at(10.0)).to be 6
43
+ end
44
+ end
45
+
46
+ describe '#[]' do
47
+ it 'should return nil if t < first element' do
48
+ expect(subject[-1.0]).to be nil
49
+ end
50
+ it 'should return i_k if T(i_k) <= t < T(i_k+1)' do
51
+ expect(subject[1.0]).to be 111
52
+ expect(subject[1.5]).to be 111
53
+ end
54
+ it 'should return last element index (N) if T(N) <= t' do
55
+ expect(subject[10.0]).to be 777
56
+ end
57
+ end
58
+ end
59
+
60
+ context 'when initialized with several items with same timestamp' do
61
+ let(:ts1) { TimeSeries.new(arr_t1, arr_v) }
62
+ let(:ts2) { TimeSeries.new(arr_t2, arr_v) }
63
+
64
+ describe '#left_index_at' do
65
+ it 'should return last element index (N) if T(N) <= t' do
66
+ expect(ts1.left_index_at(1.0)).to be 6
67
+ expect(ts1.left_index_at(10.0)).to be 6
68
+ end
69
+ it 'should return index of last element in serie of equal timestamps' do
70
+ expect(ts2.left_index_at(1.0)).to be 2
71
+ end
72
+ end
73
+
74
+ describe '#indices_at' do
75
+ it 'should return last element index pair [N, nil] if T(N) <= t' do
76
+ expect(ts1.indices_at(1.0)).to eql [6, nil]
77
+ expect(ts1.indices_at(10.0)).to eql [6, nil]
78
+ end
79
+ it 'should return index pair of last element in serie of equal timestamps' do
80
+ expect(ts2.indices_at(1.0)).to eql [2, 3]
81
+ end
82
+ end
83
+ end
84
+
85
+ context 'when adding new items' do
86
+ subject { TimeSeries.new(arr_t, arr_v) }
87
+ it 'should place new items at correct place' do
88
+ expect { subject.push(1.5, 123) }.to_not raise_error
89
+ expect(subject.keys).to eql [1.0, 1.5, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0]
90
+ end
91
+ it 'should allow []= syntax' do
92
+ expect { subject[1.5] = 123 }.to_not raise_error
93
+ expect(subject.keys).to eql [1.0, 1.5, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0]
94
+ end
95
+ end
96
+
97
+ end
@@ -0,0 +1,16 @@
1
+ require 'spec_helper'
2
+
3
+ describe TimeSeries do
4
+ module TimeSeriesTestProcessor
5
+ end
6
+
7
+ it { should respond_to(:use) }
8
+ it { should respond_to(:processor) }
9
+ it { expect(subject.processor).to be nil }
10
+ it { expect(subject.use(TimeSeriesTestProcessor)).to eql subject }
11
+
12
+ context 'when using a processor' do
13
+ subject { TimeSeries.new.use(TimeSeriesTestProcessor) }
14
+ it { expect(subject.processor).to eql TimeSeriesTestProcessor }
15
+ end
16
+ end
@@ -0,0 +1,5 @@
1
+ require 'spec_helper'
2
+
3
+ describe TimeSeriesMath do
4
+ # it { should have_const(TimeSeries) }
5
+ end
@@ -0,0 +1,27 @@
1
+ # coding: utf-8
2
+ lib = File.expand_path('../lib', __FILE__)
3
+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
4
+ require 'time_series_math/version'
5
+
6
+ Gem::Specification.new do |spec|
7
+ spec.name = "time_series_math"
8
+ spec.version = TimeSeriesMath::VERSION
9
+ spec.authors = ["Alex Kukushkin"]
10
+ spec.email = ["alex@kukushk.in"]
11
+ spec.summary = %q{Simple time series math}
12
+ spec.description = %q{Time series math support}
13
+ spec.homepage = ""
14
+ spec.license = "MIT"
15
+
16
+ spec.files = `git ls-files -z`.split("\x0")
17
+ spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
18
+ spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
19
+ spec.require_paths = ["lib", "ext"]
20
+
21
+ spec.extensions = Dir['ext/**/extconf.rb']
22
+
23
+ spec.add_development_dependency "bundler", "~> 1.6"
24
+ spec.add_development_dependency "rake"
25
+ spec.add_development_dependency "rspec"
26
+ spec.add_development_dependency "rake-compiler"
27
+ end
metadata ADDED
@@ -0,0 +1,131 @@
1
+ --- !ruby/object:Gem::Specification
2
+ name: time_series_math
3
+ version: !ruby/object:Gem::Version
4
+ version: 0.1.1
5
+ platform: ruby
6
+ authors:
7
+ - Alex Kukushkin
8
+ autorequire:
9
+ bindir: bin
10
+ cert_chain: []
11
+ date: 2014-05-31 00:00:00.000000000 Z
12
+ dependencies:
13
+ - !ruby/object:Gem::Dependency
14
+ name: bundler
15
+ requirement: !ruby/object:Gem::Requirement
16
+ requirements:
17
+ - - "~>"
18
+ - !ruby/object:Gem::Version
19
+ version: '1.6'
20
+ type: :development
21
+ prerelease: false
22
+ version_requirements: !ruby/object:Gem::Requirement
23
+ requirements:
24
+ - - "~>"
25
+ - !ruby/object:Gem::Version
26
+ version: '1.6'
27
+ - !ruby/object:Gem::Dependency
28
+ name: rake
29
+ requirement: !ruby/object:Gem::Requirement
30
+ requirements:
31
+ - - ">="
32
+ - !ruby/object:Gem::Version
33
+ version: '0'
34
+ type: :development
35
+ prerelease: false
36
+ version_requirements: !ruby/object:Gem::Requirement
37
+ requirements:
38
+ - - ">="
39
+ - !ruby/object:Gem::Version
40
+ version: '0'
41
+ - !ruby/object:Gem::Dependency
42
+ name: rspec
43
+ requirement: !ruby/object:Gem::Requirement
44
+ requirements:
45
+ - - ">="
46
+ - !ruby/object:Gem::Version
47
+ version: '0'
48
+ type: :development
49
+ prerelease: false
50
+ version_requirements: !ruby/object:Gem::Requirement
51
+ requirements:
52
+ - - ">="
53
+ - !ruby/object:Gem::Version
54
+ version: '0'
55
+ - !ruby/object:Gem::Dependency
56
+ name: rake-compiler
57
+ requirement: !ruby/object:Gem::Requirement
58
+ requirements:
59
+ - - ">="
60
+ - !ruby/object:Gem::Version
61
+ version: '0'
62
+ type: :development
63
+ prerelease: false
64
+ version_requirements: !ruby/object:Gem::Requirement
65
+ requirements:
66
+ - - ">="
67
+ - !ruby/object:Gem::Version
68
+ version: '0'
69
+ description: Time series math support
70
+ email:
71
+ - alex@kukushk.in
72
+ executables: []
73
+ extensions:
74
+ - ext/time_series_math_c/extconf.rb
75
+ extra_rdoc_files: []
76
+ files:
77
+ - ".gitignore"
78
+ - Gemfile
79
+ - LICENSE.txt
80
+ - README.md
81
+ - Rakefile
82
+ - examples/ts_benchmark.rb
83
+ - ext/time_series_math_c/extconf.rb
84
+ - ext/time_series_math_c/time_series_math_c.c
85
+ - lib/time_series_math.rb
86
+ - lib/time_series_math/elemwise_operators.rb
87
+ - lib/time_series_math/linear_interpolation.rb
88
+ - lib/time_series_math/time_series.rb
89
+ - lib/time_series_math/version.rb
90
+ - spec/spec_helper.rb
91
+ - spec/time_series_math/elemwise_operators_spec.rb
92
+ - spec/time_series_math/linear_interpolation_spec.rb
93
+ - spec/time_series_math/time_series_math_c_spec.rb
94
+ - spec/time_series_math/time_series_spec.rb
95
+ - spec/time_series_math/time_series_use_api_spec.rb
96
+ - spec/time_series_math_spec.rb
97
+ - time_series_math.gemspec
98
+ homepage: ''
99
+ licenses:
100
+ - MIT
101
+ metadata: {}
102
+ post_install_message:
103
+ rdoc_options: []
104
+ require_paths:
105
+ - lib
106
+ - ext
107
+ required_ruby_version: !ruby/object:Gem::Requirement
108
+ requirements:
109
+ - - ">="
110
+ - !ruby/object:Gem::Version
111
+ version: '0'
112
+ required_rubygems_version: !ruby/object:Gem::Requirement
113
+ requirements:
114
+ - - ">="
115
+ - !ruby/object:Gem::Version
116
+ version: '0'
117
+ requirements: []
118
+ rubyforge_project:
119
+ rubygems_version: 2.2.2
120
+ signing_key:
121
+ specification_version: 4
122
+ summary: Simple time series math
123
+ test_files:
124
+ - spec/spec_helper.rb
125
+ - spec/time_series_math/elemwise_operators_spec.rb
126
+ - spec/time_series_math/linear_interpolation_spec.rb
127
+ - spec/time_series_math/time_series_math_c_spec.rb
128
+ - spec/time_series_math/time_series_spec.rb
129
+ - spec/time_series_math/time_series_use_api_spec.rb
130
+ - spec/time_series_math_spec.rb
131
+ has_rdoc: