timeseries 0.0.1

data/.gitignore

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+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp

data/.rspec

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+--color
+--drb
+--profile

data/.rvmrc

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+#!/usr/bin/env bash
+
+# This is an RVM Project .rvmrc file, used to automatically load the ruby
+# development environment upon cd'ing into the directory
+
+# First we specify our desired <ruby>[@<gemset>], the @gemset name is optional,
+# Only full ruby name is supported here, for short names use:
+#     echo "rvm use 2.0.0" > .rvmrc
+environment_id="ruby-2.0.0-p0@timeseries"
+
+# Uncomment the following lines if you want to verify rvm version per project
+# rvmrc_rvm_version="1.17.6 (stable)" # 1.10.1 seams as a safe start
+# eval "$(echo ${rvm_version}.${rvmrc_rvm_version} | awk -F. '{print "[[ "$1*65536+$2*256+$3" -ge "$4*65536+$5*256+$6" ]]"}' )" || {
+#   echo "This .rvmrc file requires at least RVM ${rvmrc_rvm_version}, aborting loading."
+#   return 1
+# }
+
+# First we attempt to load the desired environment directly from the environment
+# file. This is very fast and efficient compared to running through the entire
+# CLI and selector. If you want feedback on which environment was used then
+# insert the word 'use' after --create as this triggers verbose mode.
+if [[ -d "${rvm_path:-$HOME/.rvm}/environments"
+  && -s "${rvm_path:-$HOME/.rvm}/environments/$environment_id" ]]
+then
+  \. "${rvm_path:-$HOME/.rvm}/environments/$environment_id"
+  [[ -s "${rvm_path:-$HOME/.rvm}/hooks/after_use" ]] &&
+    \. "${rvm_path:-$HOME/.rvm}/hooks/after_use" || true
+else
+  # If the environment file has not yet been created, use the RVM CLI to select.
+  rvm --create  "$environment_id" || {
+    echo "Failed to create RVM environment '${environment_id}'."
+    return 1
+  }
+fi
+
+# If you use bundler, this might be useful to you:
+# if [[ -s Gemfile ]] && {
+#   ! builtin command -v bundle >/dev/null ||
+#   builtin command -v bundle | GREP_OPTIONS= \grep $rvm_path/bin/bundle >/dev/null
+# }
+# then
+#   printf "%b" "The rubygem 'bundler' is not installed. Installing it now.\n"
+#   gem install bundler
+# fi
+# if [[ -s Gemfile ]] && builtin command -v bundle >/dev/null
+# then
+#   bundle install | GREP_OPTIONS= \grep -vE '^Using|Your bundle is complete'
+# fi

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in timeseries.gemspec
+gemspec

data/LICENSE.txt

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+Copyright (c) 2013 Nick O'Neill
+
+MIT License
+
+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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+# Timeseries
+
+TODO: Write a gem description
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+    gem 'timeseries'
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install timeseries
+
+## Usage
+
+TODO: Write usage instructions here
+
+## Contributing
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request

data/Rakefile

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+require "bundler/gem_tasks"

data/lib/timeseries.rb

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+require "timeseries/version"
+require 'timeseries/series'
+require 'timeseries/data_point'
+module Timeseries
+  # Your code goes here...
+
+end

data/lib/timeseries/data_point.rb

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+module Timeseries
+	class DataPoint
+		attr_accessor :date , :value
+
+		def initialize date = DateTime.new , value = 0
+			raise ArgumentError , "Must use ruby DateTime format for DataPoint dates" unless date.class == DateTime
+			@date = date
+			@value = value
+		end
+	end
+end

data/lib/timeseries/series.rb

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+require 'active_support/core_ext'
+require 'timeseries/data_point'
+module Timeseries
+	# Series - a time-ordered array of values
+	# 	equations from here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
+	class Series < Array
+		def initialize *args
+			super
+			each { |item| raise ArgumentError , 'Invalid item added to Series, must be Timeseries::DataPoint' unless item.class == Timeseries::DataPoint }
+		end
+
+		# Returns 
+		def sum_range offset = 0 , time_period = 7 
+			self[offset,time_period].inject(0) { |total,dp| total.to_f + dp.value.to_f }
+		end
+
+		def sum 
+			inject(0) { |total,dp| total.to_f + dp.value.to_f }
+		end
+
+		# Generates time series where the DataPoint object values are moving averages
+		#
+		# @return [Timeseries::Series] moving average series
+		def moving_average time_period = 7
+			moving_averages = zero_empty_dates.each_with_index.map do |c,i|
+				dp = DataPoint.new 
+				dp.value = single_day_moving_average( i , time_period )
+				dp.date = c.date
+				dp
+			end
+			Timeseries::Series.new( moving_averages )
+		end
+
+		# Gets the moving average for a single day in the series
+		#
+		# @return [Float] moving average
+		def single_day_moving_average offset = 0 , time_period = 7
+			self.sum_range( offset , time_period ) / time_period.to_f
+		end
+
+		# Generates time series where the DataPoint object values are exponential moving averages
+		#
+		# @return [TimeSeries::Series] exponential moving average series
+		def exponential_moving_average time_period = 7
+			averages = self.each_with_index.map do |dp,i|
+				Timeseries::DataPoint.new( dp.date , ema( time_period , i ) )
+			end
+			Timeseries::Series.new( averages )
+		end
+
+		# Sorting methods
+		def method_missing(name , *args)
+			# sort DataPoints ascending or descending based on attribute (date or value)
+			if /^sort_by_(\w+)_([^!]+)(!?)$/.match(name)
+				sort_field = $1.to_sym
+				sort_dir = $2
+				bang = $3
+				return Timeseries::Series.new( self.send("sort#{bang}".to_sym) { |a,b| a.send(sort_field) <=> b.send(sort_field) } ) if sort_dir =~ /^asc/
+				return Timeseries::Series.new( self.send("sort#{bang}".to_sym) { |a,b| b.send(sort_field) <=> a.send(sort_field) } ) if sort_dir =~ /^desc/
+			elsif /^([^_]+)_day_((?:exponential_)?moving_average)$/.match(name)
+				case $1
+				when 'seven'
+					return send($2.to_sym , 7)
+				end
+			end
+			super
+		end
+
+		# Generates a daily summation of the series
+		#
+		# @return [Timeseries::Series] a daily version of the current series
+		def daily
+			grouped = group_by { |dp| dp.date.jd }
+			daily_series = grouped.map { |k,v| Timeseries::DataPoint.new( v[0].date , v.inject(0) { |sum,c| sum.to_f + c.value.to_f } )  }
+			Timeseries::Series.new( daily_series )
+		end
+
+		# Modifies the existing series to become a daily series
+		# 	KEEP IN MIND: This will overwrite existing values if you have multiple DataPoints for individual days
+		#
+		# @return [Timeseries::Series] self
+		def daily!
+			self.replace( daily )
+		end
+
+		# Fills in 0 for any empty dates
+		#
+		# @return [Timeseries::Series] an 0 filled time series
+		def zero_empty_dates
+			incomplete_series = daily.sort_by_date_descending!
+
+			daily_series = Timeseries::Series.new
+
+			return daily_series if incomplete_series.length < 2
+
+			( incomplete_series.last.date.jd .. incomplete_series.first.date.jd ).map do |jd_date|
+				match = incomplete_series.find { |dp| dp.date.jd == jd_date } 
+				value = ( match == nil ) ? 0 : match.value
+				date = DateTime.jd( jd_date ).midnight
+				daily_series.unshift( Timeseries::DataPoint.new( date , value ) )
+			end
+
+			daily_series
+		end
+
+	private
+		def ema time_period = 7 , offset = 0
+			# equation:  
+			#  Multiplier: (2 / (Time periods + 1) ) = (2 / (10 + 1) ) = 0.1818 (18.18%)
+			#  EMA: {value - EMA(previous day)} x multiplier + EMA(previous day). 
+			return nil if offset > ( self.length - time_period )
+
+			# Exponential moving average always uses simple moving average as first value
+			return single_day_moving_average( offset , time_period ) if offset == ( self.length - time_period )
+
+			# generate the ema for the given day
+			previous_day = offset + 1
+			yesterday_ema = ema( time_period , previous_day )
+			( self[offset].value - yesterday_ema ) * exponential_multiplier( time_period ) + yesterday_ema
+		end
+
+		def data_points_for_jd_day day
+			find_all { |dp| dp.date.jd == day }
+		end
+
+		def exponential_multiplier time_period = 7
+			( 2 / ( time_period.to_f + 1.0 ) )
+		end
+	end
+end

data/lib/timeseries/version.rb

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+module Timeseries
+  VERSION = "0.0.1"
+end

data/spec/data_point_spec.rb

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+require 'spec_helper'
+
+describe Timeseries::DataPoint do
+	before { @point = Timeseries::DataPoint.new( DateTime.new , 123 ) }
+
+	subject { @point }
+
+	it { should respond_to(:date) }
+	it { should respond_to(:value) }
+end

data/spec/series_spec.rb

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+require 'spec_helper'
+
+describe Timeseries::Series do
+	before do
+		@datapoints = (0..10).map{ |i|  Timeseries::DataPoint.new( DateTime.now - i , i + 1 ) }
+	end
+
+	it "can be initialized with an array of DataPoint objects" do
+		expect {
+			Timeseries::Series.new( [ Timeseries::DataPoint.new( DateTime.now , 123 ) ] )
+		}.to_not raise_error
+	end
+
+	it "raises error for non-DataPoint objects" do
+		expect {
+			Timeseries::Series.new( [123] )
+		}.to raise_error(ArgumentError)
+	end
+
+	context "instance methods" do
+		before do
+			@series = Timeseries::Series.new( @datapoints )
+		end
+
+		describe "#sum_range" do
+			it "sums the range requested" do
+				# sums @datapoints[0,7]
+				@series.sum_range( 0 , 7 ).should eq 28
+			end
+		end
+
+		describe "#sum" do
+			it "returns the sum of all the datapoints" do
+				@series.sum.should eq 66
+			end
+		end
+
+		describe "#moving_average" do
+			it "zeros any empty days" do
+				Timeseries::Series.any_instance.should_receive(:zero_empty_dates).and_return(Timeseries::Series.new)
+				@series.moving_average(7)
+			end
+
+			it "returns a Timeseries::Series" do
+				@series.moving_average(2).should be_an_instance_of( Timeseries::Series )
+			end
+
+			it "returns moving average for the given number of days" do
+				@series.moving_average(2)[0].value.should eq 1.5
+			end
+		end
+
+		describe "#single_day_moving_average" do
+		end
+
+		describe "#exponential_moving_average" do
+		end
+
+		describe "#daily" do
+		end
+
+		describe "#daily!" do
+		end
+
+		describe "#zero_empty_dates" do
+			it "fills in empty days as 0" do
+				@series.delete_at( 1 )
+				@series.zero_empty_dates[1].value.should eq 0
+			end
+		end
+	end
+end

data/spec/spec_helper.rb

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+require 'rubygems'
+require 'bundler/setup'
+require 'timeseries'
+
+RSpec.configure do |config|
+	config.mock_with :rspec
+end

data/timeseries.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'timeseries/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "timeseries"
+  spec.version       = Timeseries::VERSION
+  spec.authors       = ["Nick O'Neill"]
+  spec.email         = ["mr.nick.oneill@gmail.com"]
+  spec.description   = "A time series gem used by StartupStats apps"
+  spec.summary       = spec.description
+  spec.homepage      = "https://github.com/Holler/timeseries"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files`.split($/)
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.3"
+  spec.add_development_dependency "rake"
+  spec.add_development_dependency "rspec"
+  spec.add_development_dependency "yard", "~> 0.7.3"
+
+  spec.add_dependency "activesupport"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: timeseries
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+  prerelease: 
+platform: ruby
+authors:
+- Nick O'Neill
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-03-20 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: yard
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 0.7.3
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 0.7.3
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: A time series gem used by StartupStats apps
+email:
+- mr.nick.oneill@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- .rspec
+- .rvmrc
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/timeseries.rb
+- lib/timeseries/data_point.rb
+- lib/timeseries/series.rb
+- lib/timeseries/version.rb
+- spec/data_point_spec.rb
+- spec/series_spec.rb
+- spec/spec_helper.rb
+- timeseries.gemspec
+homepage: https://github.com/Holler/timeseries
+licenses:
+- MIT
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+      segments:
+      - 0
+      hash: -667150900491174156
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+      segments:
+      - 0
+      hash: -667150900491174156
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.25
+signing_key: 
+specification_version: 3
+summary: A time series gem used by StartupStats apps
+test_files:
+- spec/data_point_spec.rb
+- spec/series_spec.rb
+- spec/spec_helper.rb
+has_rdoc: