pond-ts 0.1.0 → 0.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (5) hide show
  1. package/README.md +70 -3
  2. package/dist/TimeSeries.d.ts.map +1 -1
  3. package/dist/TimeSeries.js +596 -118
  4. package/dist/TimeSeries.js.map +1 -1
  5. package/package.json +3 -3
package/README.md CHANGED
@@ -1,9 +1,7 @@
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- # pond-ts
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+ # pond-ts - A modern typescript timeseries library
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  TypeScript-first time series primitives built around typed events, typed schemas, and explicit temporal keys.
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- The package is intended to work in modern Node and frontend projects. The repo toolchain should work on Node 18, and we can use `nvm` to verify against newer stable Node releases when needed.
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-
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  The library is currently focused on non-streaming analytics:
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  - typed `TimeSeries` construction
@@ -12,6 +10,8 @@ The library is currently focused on non-streaming analytics:
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  - alignment, aggregation, joins, rolling windows, and smoothing
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  - timezone-aware calendar sequences and ingest helpers
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+ The package is intended to work in modern Node and frontend projects.
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+
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  ## Install
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  ```sh
@@ -20,6 +20,8 @@ npm install pond-ts
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  ## Build
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+ The repo toolchain should work on Node 18, but use `nvm` to verify against newer stable Node releases when needed.
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+
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  ```sh
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  npm run build
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  ```
@@ -42,6 +44,10 @@ npm test
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  npm run verify
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  ```
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+ ## Docs site
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+
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+ The documentation website lives in [`website/`](./website) and is built with Docusaurus.
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+
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  ## License
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  MIT
@@ -90,6 +96,67 @@ event.get('cpu');
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  event.data().host;
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  ```
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+ ## Worked example
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+
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+ This is the kind of flow `pond-ts` is built for: start with typed events, then derive aligned, aggregated, and smoothed analytical views without mutating the original series.
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+
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+ ```ts
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+ import { Sequence, TimeSeries } from 'pond-ts';
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+
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+ const schema = [
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+ { name: 'time', kind: 'time' },
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+ { name: 'cpu', kind: 'number' },
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+ { name: 'requests', kind: 'number' },
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+ { name: 'host', kind: 'string' },
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+ ] as const;
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+
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+ const cpu = TimeSeries.fromJSON({
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+ name: 'cpu',
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+ schema,
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+ rows: [
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+ ['2025-01-01T00:00:00Z', 0.31, 120, 'api-1'],
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+ ['2025-01-01T00:01:00Z', 0.44, 135, 'api-1'],
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+ ['2025-01-01T00:02:00Z', 0.52, 141, 'api-1'],
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+ ['2025-01-01T00:03:00Z', 0.48, 128, 'api-1'],
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+ ['2025-01-01T00:04:00Z', 0.63, 166, 'api-1'],
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+ ],
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+ });
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+
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+ const perMinute = cpu.align(Sequence.every('1m'), {
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+ method: 'hold',
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+ });
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+
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+ const fiveMinute = cpu.aggregate(Sequence.every('5m'), {
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+ cpu: 'avg',
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+ requests: 'sum',
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+ host: 'last',
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+ });
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+
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+ const rolling = cpu.rolling('3m', {
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+ cpu: 'avg',
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+ requests: 'sum',
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+ });
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+
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+ const smoothed = cpu.smooth('cpu', 'ema', {
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+ alpha: 0.35,
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+ output: 'cpuTrend',
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+ });
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+
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+ console.log(perMinute.first()?.key().asString());
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+ console.log(fiveMinute.first()?.data());
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+ console.log(rolling.last()?.data());
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+ console.log(smoothed.last()?.get('cpuTrend'));
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+ ```
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+
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+ From one typed source series, you can derive:
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+
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+ - aligned interval views for dashboards and joins
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+ - bucketed aggregates for reporting
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+ - rolling metrics for short-term behavior
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+ - smoothed trends for visualization or alerting
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+
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+ All of those remain fully typed and immutable.
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+
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  ## JSON ingest
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  Use `TimeSeries.fromJSON(...)` for external data and ambiguous local timestamps.
package/dist/TimeSeries.d.ts.map CHANGED
@@ -1 +1 @@
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1
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package/dist/TimeSeries.js CHANGED
@@ -180,26 +180,38 @@ function eventAnchorTime(key) {
180
180
  return key instanceof Time ? key.begin() : key.timeRange().midpoint();
181
181
  }
182
182
  function loessAt(x, anchors, values, span) {
183
- const points = anchors.flatMap((anchor, index) => {
184
- const value = values[index];
185
- return value === undefined ? [] : [{ x: anchor, y: value }];
186
- });
187
- if (points.length === 0) {
183
+ if (anchors.length === 0) {
188
184
  return undefined;
189
185
  }
190
- if (points.length === 1) {
191
- return points[0].y;
186
+ if (anchors.length === 1) {
187
+ return values[0];
188
+ }
189
+ const neighborCount = Math.max(2, Math.min(anchors.length, Math.ceil(span * anchors.length)));
190
+ let start = 0;
191
+ if (neighborCount < anchors.length) {
192
+ let low = 0;
193
+ let high = anchors.length - neighborCount;
194
+ while (low < high) {
195
+ const mid = Math.floor((low + high) / 2);
196
+ if (x - anchors[mid] > anchors[mid + neighborCount] - x) {
197
+ low = mid + 1;
198
+ }
199
+ else {
200
+ high = mid;
201
+ }
202
+ }
203
+ start = low;
192
204
  }
193
- const neighborCount = Math.max(2, Math.min(points.length, Math.ceil(span * points.length)));
194
- const sortedDistances = points
195
- .map((point) => ({ point, distance: Math.abs(point.x - x) }))
196
- .sort((left, right) => left.distance - right.distance);
197
- const bandwidth = sortedDistances[neighborCount - 1].distance;
205
+ const end = start + neighborCount;
206
+ const bandwidth = Math.max(Math.abs(x - anchors[start]), Math.abs(anchors[end - 1] - x));
198
207
  if (bandwidth === 0) {
199
- const coincident = sortedDistances
200
- .filter((entry) => entry.distance === 0)
201
- .map((entry) => entry.point.y);
202
- return (coincident.reduce((sum, value) => sum + value, 0) / coincident.length);
208
+ const coincidentStart = lowerBound(anchors, x);
209
+ const coincidentEnd = upperBound(anchors, x);
210
+ let coincidentSum = 0;
211
+ for (let index = coincidentStart; index < coincidentEnd; index++) {
212
+ coincidentSum += values[index];
213
+ }
214
+ return coincidentSum / (coincidentEnd - coincidentStart);
203
215
  }
204
216
  let weightedCount = 0;
205
217
  let sumW = 0;
@@ -207,7 +219,10 @@ function loessAt(x, anchors, values, span) {
207
219
  let sumWY = 0;
208
220
  let sumWXX = 0;
209
221
  let sumWXY = 0;
210
- for (const { point, distance } of sortedDistances.slice(0, neighborCount)) {
222
+ for (let index = start; index < end; index++) {
223
+ const pointX = anchors[index];
224
+ const pointY = values[index];
225
+ const distance = Math.abs(pointX - x);
211
226
  const ratio = distance / bandwidth;
212
227
  const weight = ratio >= 1 ? 0 : (1 - ratio ** 3) ** 3;
213
228
  if (weight === 0) {
@@ -215,10 +230,10 @@ function loessAt(x, anchors, values, span) {
215
230
  }
216
231
  weightedCount += 1;
217
232
  sumW += weight;
218
- sumWX += weight * point.x;
219
- sumWY += weight * point.y;
220
- sumWXX += weight * point.x * point.x;
221
- sumWXY += weight * point.x * point.y;
233
+ sumWX += weight * pointX;
234
+ sumWY += weight * pointY;
235
+ sumWXX += weight * pointX * pointX;
236
+ sumWXY += weight * pointX * pointY;
222
237
  }
223
238
  if (weightedCount === 0 || sumW === 0) {
224
239
  return undefined;
@@ -231,6 +246,34 @@ function loessAt(x, anchors, values, span) {
231
246
  const slope = (sumW * sumWXY - sumWX * sumWY) / denominator;
232
247
  return intercept + slope * x;
233
248
  }
249
+ function lowerBound(values, target) {
250
+ let low = 0;
251
+ let high = values.length;
252
+ while (low < high) {
253
+ const mid = Math.floor((low + high) / 2);
254
+ if (values[mid] < target) {
255
+ low = mid + 1;
256
+ }
257
+ else {
258
+ high = mid;
259
+ }
260
+ }
261
+ return low;
262
+ }
263
+ function upperBound(values, target) {
264
+ let low = 0;
265
+ let high = values.length;
266
+ while (low < high) {
267
+ const mid = Math.floor((low + high) / 2);
268
+ if (values[mid] <= target) {
269
+ low = mid + 1;
270
+ }
271
+ else {
272
+ high = mid;
273
+ }
274
+ }
275
+ return low;
276
+ }
234
277
  function makeSmoothSchema(schema, target, output) {
235
278
  if (output === undefined || output === target) {
236
279
  return Object.freeze([
@@ -296,6 +339,232 @@ function aggregateValues(operation, values) {
296
339
  return defined[defined.length - 1];
297
340
  }
298
341
  }
342
+ function createAggregateBucketState(operation) {
343
+ if (operation === 'count') {
344
+ let definedCount = 0;
345
+ return {
346
+ add(value) {
347
+ if (value !== undefined) {
348
+ definedCount += 1;
349
+ }
350
+ },
351
+ snapshot() {
352
+ return definedCount;
353
+ },
354
+ };
355
+ }
356
+ if (operation === 'sum') {
357
+ let numericSum = 0;
358
+ return {
359
+ add(value) {
360
+ if (typeof value === 'number') {
361
+ numericSum += value;
362
+ }
363
+ },
364
+ snapshot() {
365
+ return numericSum;
366
+ },
367
+ };
368
+ }
369
+ if (operation === 'avg') {
370
+ let numericSum = 0;
371
+ let numericCount = 0;
372
+ return {
373
+ add(value) {
374
+ if (typeof value === 'number') {
375
+ numericSum += value;
376
+ numericCount += 1;
377
+ }
378
+ },
379
+ snapshot() {
380
+ return numericCount === 0 ? undefined : numericSum / numericCount;
381
+ },
382
+ };
383
+ }
384
+ if (operation === 'min') {
385
+ let numericValue;
386
+ return {
387
+ add(value) {
388
+ if (typeof value !== 'number') {
389
+ return;
390
+ }
391
+ numericValue =
392
+ numericValue === undefined || value < numericValue
393
+ ? value
394
+ : numericValue;
395
+ },
396
+ snapshot() {
397
+ return numericValue;
398
+ },
399
+ };
400
+ }
401
+ if (operation === 'max') {
402
+ let numericValue;
403
+ return {
404
+ add(value) {
405
+ if (typeof value !== 'number') {
406
+ return;
407
+ }
408
+ numericValue =
409
+ numericValue === undefined || value > numericValue
410
+ ? value
411
+ : numericValue;
412
+ },
413
+ snapshot() {
414
+ return numericValue;
415
+ },
416
+ };
417
+ }
418
+ if (operation === 'first') {
419
+ let firstValue;
420
+ return {
421
+ add(value) {
422
+ if (firstValue === undefined && value !== undefined) {
423
+ firstValue = value;
424
+ }
425
+ },
426
+ snapshot() {
427
+ return firstValue;
428
+ },
429
+ };
430
+ }
431
+ if (operation === 'last') {
432
+ let lastValue;
433
+ return {
434
+ add(value) {
435
+ if (value !== undefined) {
436
+ lastValue = value;
437
+ }
438
+ },
439
+ snapshot() {
440
+ return lastValue;
441
+ },
442
+ };
443
+ }
444
+ throw new TypeError(`unsupported aggregate reducer: ${operation}`);
445
+ }
446
+ function createRollingReducerState(operation) {
447
+ const compact = (entries, head) => {
448
+ if (head > 0 && head * 2 >= entries.length) {
449
+ return [entries.slice(head), 0];
450
+ }
451
+ return [entries, head];
452
+ };
453
+ if (operation === 'count') {
454
+ let definedCount = 0;
455
+ return {
456
+ add(_index, value) {
457
+ if (value !== undefined) {
458
+ definedCount += 1;
459
+ }
460
+ },
461
+ remove(_index, value) {
462
+ if (value !== undefined) {
463
+ definedCount -= 1;
464
+ }
465
+ },
466
+ snapshot() {
467
+ return definedCount;
468
+ },
469
+ };
470
+ }
471
+ if (operation === 'sum') {
472
+ let numericSum = 0;
473
+ return {
474
+ add(_index, value) {
475
+ if (typeof value === 'number') {
476
+ numericSum += value;
477
+ }
478
+ },
479
+ remove(_index, value) {
480
+ if (typeof value === 'number') {
481
+ numericSum -= value;
482
+ }
483
+ },
484
+ snapshot() {
485
+ return numericSum;
486
+ },
487
+ };
488
+ }
489
+ if (operation === 'avg') {
490
+ let numericSum = 0;
491
+ let numericCount = 0;
492
+ return {
493
+ add(_index, value) {
494
+ if (typeof value === 'number') {
495
+ numericSum += value;
496
+ numericCount += 1;
497
+ }
498
+ },
499
+ remove(_index, value) {
500
+ if (typeof value === 'number') {
501
+ numericSum -= value;
502
+ numericCount -= 1;
503
+ }
504
+ },
505
+ snapshot() {
506
+ return numericCount === 0 ? undefined : numericSum / numericCount;
507
+ },
508
+ };
509
+ }
510
+ if (operation === 'min' || operation === 'max') {
511
+ let entries = [];
512
+ let head = 0;
513
+ return {
514
+ add(index, value) {
515
+ if (typeof value !== 'number') {
516
+ return;
517
+ }
518
+ while (entries.length > head) {
519
+ const last = entries[entries.length - 1];
520
+ if (operation === 'min' ? last.value <= value : last.value >= value) {
521
+ break;
522
+ }
523
+ entries.pop();
524
+ }
525
+ entries.push({ index, value });
526
+ },
527
+ remove(index, value) {
528
+ if (typeof value !== 'number') {
529
+ return;
530
+ }
531
+ if (entries[head]?.index === index) {
532
+ head += 1;
533
+ [entries, head] = compact(entries, head);
534
+ }
535
+ },
536
+ snapshot() {
537
+ return entries[head]?.value;
538
+ },
539
+ };
540
+ }
541
+ if (operation === 'first' || operation === 'last') {
542
+ let entries = [];
543
+ let head = 0;
544
+ return {
545
+ add(index, value) {
546
+ if (value !== undefined) {
547
+ entries.push({ index, value });
548
+ }
549
+ },
550
+ remove(index, value) {
551
+ if (value === undefined) {
552
+ return;
553
+ }
554
+ if (entries[head]?.index === index) {
555
+ head += 1;
556
+ [entries, head] = compact(entries, head);
557
+ }
558
+ },
559
+ snapshot() {
560
+ return operation === 'first'
561
+ ? entries[head]?.value
562
+ : entries[entries.length - 1]?.value;
563
+ },
564
+ };
565
+ }
566
+ throw new TypeError(`unsupported rolling reducer: ${operation}`);
567
+ }
299
568
  function parseDurationInput(value) {
300
569
  if (typeof value === 'number') {
301
570
  if (!Number.isFinite(value) || value <= 0) {
@@ -441,6 +710,19 @@ export class TimeSeries {
441
710
  this.events = validateAndNormalize(input);
442
711
  Object.freeze(this);
443
712
  }
713
+ /**
714
+ * Builds a series from event data that has already been validated and ordered by the caller.
715
+ *
716
+ * This is intentionally private and only used by transforms that preserve the existing event
717
+ * order and normalized key invariants.
718
+ */
719
+ static #fromTrustedEvents(name, schema, events) {
720
+ const series = Object.create(TimeSeries.prototype);
721
+ series.name = name;
722
+ series.schema = Object.freeze(schema.slice());
723
+ series.events = Object.freeze(events.slice());
724
+ return Object.freeze(series);
725
+ }
444
726
  /** Example: `series.firstColumnKind`. Returns the first-column kind from the series schema. */
445
727
  get firstColumnKind() {
446
728
  return this.schema[0].kind;
@@ -478,10 +760,14 @@ export class TimeSeries {
478
760
  { name: 'time', kind: 'time' },
479
761
  ...this.schema.slice(1),
480
762
  ]);
763
+ const resultEvents = this.events.map((event) => event.asTime(options));
764
+ if ((options.at ?? 'begin') === 'begin') {
765
+ return TimeSeries.#fromTrustedEvents(this.name, schema, resultEvents);
766
+ }
481
767
  return new TimeSeries({
482
768
  name: this.name,
483
769
  schema,
484
- rows: toRows(schema, this.events.map((event) => event.asTime(options))),
770
+ rows: toRows(schema, resultEvents),
485
771
  });
486
772
  }
487
773
  /** Example: `series.asTimeRange()`. Converts the series key type to `"timeRange"` while preserving each event extent. */
@@ -490,11 +776,8 @@ export class TimeSeries {
490
776
  { name: 'timeRange', kind: 'timeRange' },
491
777
  ...this.schema.slice(1),
492
778
  ]);
493
- return new TimeSeries({
494
- name: this.name,
495
- schema,
496
- rows: toRows(schema, this.events.map((event) => event.asTimeRange())),
497
- });
779
+ const resultEvents = this.events.map((event) => event.asTimeRange());
780
+ return TimeSeries.#fromTrustedEvents(this.name, schema, resultEvents);
498
781
  }
499
782
  asInterval(value) {
500
783
  const schema = Object.freeze([
@@ -506,11 +789,7 @@ export class TimeSeries {
506
789
  ? event.asInterval(() => value(event, index))
507
790
  : event.asInterval(value);
508
791
  });
509
- return new TimeSeries({
510
- name: this.name,
511
- schema,
512
- rows: toRows(schema, nextEvents),
513
- });
792
+ return TimeSeries.#fromTrustedEvents(this.name, schema, nextEvents);
514
793
  }
515
794
  join(other, options = {}) {
516
795
  const [left, right] = prepareSeriesForJoin([this, other], options);
@@ -566,11 +845,7 @@ export class TimeSeries {
566
845
  rightIndex += 1;
567
846
  }
568
847
  }
569
- return new TimeSeries({
570
- name: left.name,
571
- schema: resultSchema,
572
- rows: toRows(resultSchema, joinedEvents),
573
- });
848
+ return TimeSeries.#fromTrustedEvents(left.name, resultSchema, joinedEvents);
574
849
  }
575
850
  /**
576
851
  * Example: `series.align(Sequence.every("1m"))`.
@@ -613,18 +888,35 @@ export class TimeSeries {
613
888
  }
614
889
  const intervals = toBoundedSequence(sequence, range, sample).intervals();
615
890
  const valueColumns = this.schema.slice(1);
616
- const alignedRows = intervals.map((interval) => {
617
- const t = sampleTime(interval, sample);
618
- const data = method === 'linear'
619
- ? this.#alignLinearAt(t, valueColumns)
620
- : this.#alignHoldAt(t);
621
- return Object.freeze([
622
- interval,
623
- ...resultSchema
624
- .slice(1)
625
- .map((column) => data[column.name]),
626
- ]);
627
- });
891
+ const resultColumns = resultSchema.slice(1);
892
+ const alignedRows = method === 'linear'
893
+ ? (() => {
894
+ const cursor = { index: 0 };
895
+ const rows = new Array(intervals.length);
896
+ for (let i = 0; i < intervals.length; i += 1) {
897
+ const interval = intervals[i];
898
+ const t = sampleTime(interval, sample);
899
+ const data = this.#alignLinearAt(t, valueColumns, cursor);
900
+ const row = new Array(resultColumns.length + 1);
901
+ row[0] = interval;
902
+ for (let j = 0; j < resultColumns.length; j += 1) {
903
+ const column = resultColumns[j];
904
+ row[j + 1] = data[column.name];
905
+ }
906
+ rows[i] = Object.freeze(row);
907
+ }
908
+ return rows;
909
+ })()
910
+ : intervals.map((interval) => {
911
+ const t = sampleTime(interval, sample);
912
+ const data = this.#alignHoldAt(t);
913
+ return Object.freeze([
914
+ interval,
915
+ ...resultSchema
916
+ .slice(1)
917
+ .map((column) => data[column.name]),
918
+ ]);
919
+ });
628
920
  return new TimeSeries({
629
921
  name: this.name,
630
922
  schema: resultSchema,
@@ -693,9 +985,44 @@ export class TimeSeries {
693
985
  });
694
986
  }
695
987
  const buckets = toBoundedSequence(sequence, range, 'begin').intervals();
988
+ const resultColumns = resultSchema.slice(1);
989
+ if (isTimeKeyed(this)) {
990
+ const columns = resultColumns.map((column) => ({
991
+ name: column.name,
992
+ operation: mapping[column.name],
993
+ }));
994
+ let eventIndex = 0;
995
+ const resultRows = buckets.map((bucket) => {
996
+ const states = columns.map((column) => createAggregateBucketState(column.operation));
997
+ while (eventIndex < this.events.length &&
998
+ this.events[eventIndex].begin() < bucket.begin()) {
999
+ eventIndex += 1;
1000
+ }
1001
+ let scanIndex = eventIndex;
1002
+ while (scanIndex < this.events.length &&
1003
+ this.events[scanIndex].begin() < bucket.end()) {
1004
+ const data = this.events[scanIndex].data();
1005
+ for (let index = 0; index < columns.length; index += 1) {
1006
+ const column = columns[index];
1007
+ states[index].add(data[column.name]);
1008
+ }
1009
+ scanIndex += 1;
1010
+ }
1011
+ eventIndex = scanIndex;
1012
+ return Object.freeze([
1013
+ bucket,
1014
+ ...states.map((state) => state.snapshot()),
1015
+ ]);
1016
+ });
1017
+ return new TimeSeries({
1018
+ name: this.name,
1019
+ schema: resultSchema,
1020
+ rows: resultRows,
1021
+ });
1022
+ }
696
1023
  const resultRows = buckets.map((bucket) => {
697
1024
  const contributors = this.events.filter((event) => bucketOverlapsHalfOpen(bucket, event.key()));
698
- const aggregated = resultSchema.slice(1).map((column) => {
1025
+ const aggregated = resultColumns.map((column) => {
699
1026
  const operation = mapping[column.name];
700
1027
  const values = contributors.map((event) => {
701
1028
  const data = event.data();
@@ -791,23 +1118,122 @@ export class TimeSeries {
791
1118
  rows: resultRows,
792
1119
  });
793
1120
  }
1121
+ const resultColumns = buildResultColumns();
794
1122
  const resultSchema = Object.freeze([
795
1123
  this.schema[0],
796
- ...buildResultColumns(),
1124
+ ...resultColumns,
797
1125
  ]);
798
- const resultRows = this.events.map((event) => {
799
- const anchor = event.begin();
800
- const contributors = this.events.filter((candidate) => anchorInWindow(candidate.begin(), anchor));
801
- const aggregated = resultSchema.slice(1).map((column) => {
802
- const operation = mapping[column.name];
803
- const values = contributors.map((candidate) => {
804
- const data = candidate.data();
805
- return data[column.name];
806
- });
807
- return aggregateValues(operation, values);
808
- });
809
- return Object.freeze([event.key(), ...aggregated]);
810
- });
1126
+ const reducerStates = resultColumns.map((column) => createRollingReducerState(mapping[column.name]));
1127
+ const beginTimes = this.events.map((event) => event.begin());
1128
+ const resultRows = new Array(this.events.length);
1129
+ let windowStart = 0;
1130
+ let windowEnd = 0;
1131
+ const addEvent = (index) => {
1132
+ const event = this.events[index];
1133
+ const data = event.data();
1134
+ for (let reducerIndex = 0; reducerIndex < reducerStates.length; reducerIndex++) {
1135
+ const column = resultColumns[reducerIndex];
1136
+ reducerStates[reducerIndex].add(index, data[column.name]);
1137
+ }
1138
+ };
1139
+ const removeEvent = (index) => {
1140
+ const event = this.events[index];
1141
+ const data = event.data();
1142
+ for (let reducerIndex = 0; reducerIndex < reducerStates.length; reducerIndex++) {
1143
+ const column = resultColumns[reducerIndex];
1144
+ reducerStates[reducerIndex].remove(index, data[column.name]);
1145
+ }
1146
+ };
1147
+ if (alignment === 'trailing') {
1148
+ for (let groupStart = 0; groupStart < this.events.length;) {
1149
+ const anchor = beginTimes[groupStart];
1150
+ let groupEnd = groupStart + 1;
1151
+ while (groupEnd < this.events.length &&
1152
+ beginTimes[groupEnd] === anchor) {
1153
+ groupEnd += 1;
1154
+ }
1155
+ while (windowEnd < this.events.length &&
1156
+ beginTimes[windowEnd] <= anchor) {
1157
+ addEvent(windowEnd);
1158
+ windowEnd += 1;
1159
+ }
1160
+ const lowerBound = anchor - windowMs;
1161
+ while (windowStart < windowEnd &&
1162
+ beginTimes[windowStart] <= lowerBound) {
1163
+ removeEvent(windowStart);
1164
+ windowStart += 1;
1165
+ }
1166
+ const aggregated = reducerStates.map((state) => state.snapshot());
1167
+ for (let index = groupStart; index < groupEnd; index++) {
1168
+ resultRows[index] = Object.freeze([
1169
+ this.events[index].key(),
1170
+ ...aggregated,
1171
+ ]);
1172
+ }
1173
+ groupStart = groupEnd;
1174
+ }
1175
+ }
1176
+ else if (alignment === 'leading') {
1177
+ for (let groupStart = 0; groupStart < this.events.length;) {
1178
+ const anchor = beginTimes[groupStart];
1179
+ let groupEnd = groupStart + 1;
1180
+ while (groupEnd < this.events.length &&
1181
+ beginTimes[groupEnd] === anchor) {
1182
+ groupEnd += 1;
1183
+ }
1184
+ const lowerBound = anchor;
1185
+ while (windowStart < windowEnd &&
1186
+ beginTimes[windowStart] < lowerBound) {
1187
+ removeEvent(windowStart);
1188
+ windowStart += 1;
1189
+ }
1190
+ const upperBound = anchor + windowMs;
1191
+ while (windowEnd < this.events.length &&
1192
+ beginTimes[windowEnd] < upperBound) {
1193
+ addEvent(windowEnd);
1194
+ windowEnd += 1;
1195
+ }
1196
+ const aggregated = reducerStates.map((state) => state.snapshot());
1197
+ for (let index = groupStart; index < groupEnd; index++) {
1198
+ resultRows[index] = Object.freeze([
1199
+ this.events[index].key(),
1200
+ ...aggregated,
1201
+ ]);
1202
+ }
1203
+ groupStart = groupEnd;
1204
+ }
1205
+ }
1206
+ else {
1207
+ const halfWindow = windowMs / 2;
1208
+ for (let groupStart = 0; groupStart < this.events.length;) {
1209
+ const anchor = beginTimes[groupStart];
1210
+ let groupEnd = groupStart + 1;
1211
+ while (groupEnd < this.events.length &&
1212
+ beginTimes[groupEnd] === anchor) {
1213
+ groupEnd += 1;
1214
+ }
1215
+ const lowerBound = anchor - halfWindow;
1216
+ while (windowStart < windowEnd &&
1217
+ beginTimes[windowStart] < lowerBound) {
1218
+ removeEvent(windowStart);
1219
+ windowStart += 1;
1220
+ }
1221
+ const upperBound = anchor + halfWindow;
1222
+ while (windowEnd < this.events.length &&
1223
+ beginTimes[windowEnd] < upperBound) {
1224
+ addEvent(windowEnd);
1225
+ windowEnd += 1;
1226
+ }
1227
+ const aggregated = reducerStates.map((state) => state.snapshot());
1228
+ for (let index = groupStart; index < groupEnd; index++) {
1229
+ resultRows[index] = Object.freeze([
1230
+ this.events[index].key(),
1231
+ ...aggregated,
1232
+ ]);
1233
+ }
1234
+ groupStart = groupEnd;
1235
+ }
1236
+ }
811
1237
  return new TimeSeries({
812
1238
  name: this.name,
813
1239
  schema: resultSchema,
@@ -890,8 +1316,17 @@ export class TimeSeries {
890
1316
  span > 1) {
891
1317
  throw new TypeError('loess smoothing requires span to be a finite number in the range (0, 1]');
892
1318
  }
1319
+ const loessAnchors = [];
1320
+ const loessValues = [];
1321
+ for (let index = 0; index < anchors.length; index++) {
1322
+ const value = sourceValues[index];
1323
+ if (typeof value === 'number') {
1324
+ loessAnchors.push(anchors[index]);
1325
+ loessValues.push(value);
1326
+ }
1327
+ }
893
1328
  const resultRows = this.events.map((event, index) => {
894
- const smoothed = loessAt(anchors[index], anchors, sourceValues, span);
1329
+ const smoothed = loessAt(anchors[index], loessAnchors, loessValues, span);
895
1330
  const nextEvent = output === undefined
896
1331
  ? event.set(column, smoothed)
897
1332
  : event.merge({ [output]: smoothed });
@@ -914,24 +1349,78 @@ export class TimeSeries {
914
1349
  const window = options.window;
915
1350
  const windowMs = parseDurationInput(window);
916
1351
  const alignment = options.alignment ?? 'trailing';
917
- const anchorInWindow = (candidate, anchor) => {
918
- if (alignment === 'trailing') {
919
- return candidate > anchor - windowMs && candidate <= anchor;
1352
+ const resultValues = new Array(this.events.length);
1353
+ let windowStart = 0;
1354
+ let windowEnd = 0;
1355
+ let numericSum = 0;
1356
+ let numericCount = 0;
1357
+ const addEvent = (index) => {
1358
+ const value = sourceValues[index];
1359
+ if (typeof value === 'number') {
1360
+ numericSum += value;
1361
+ numericCount += 1;
920
1362
  }
921
- if (alignment === 'leading') {
922
- return candidate >= anchor && candidate < anchor + windowMs;
1363
+ };
1364
+ const removeEvent = (index) => {
1365
+ const value = sourceValues[index];
1366
+ if (typeof value === 'number') {
1367
+ numericSum -= value;
1368
+ numericCount -= 1;
923
1369
  }
924
- const halfWindow = windowMs / 2;
925
- return (candidate >= anchor - halfWindow && candidate < anchor + halfWindow);
926
1370
  };
1371
+ const snapshot = () => numericCount === 0 ? undefined : numericSum / numericCount;
1372
+ for (let groupStart = 0; groupStart < this.events.length;) {
1373
+ const anchor = anchors[groupStart];
1374
+ let groupEnd = groupStart + 1;
1375
+ while (groupEnd < this.events.length && anchors[groupEnd] === anchor) {
1376
+ groupEnd += 1;
1377
+ }
1378
+ if (alignment === 'trailing') {
1379
+ while (windowEnd < this.events.length &&
1380
+ anchors[windowEnd] <= anchor) {
1381
+ addEvent(windowEnd);
1382
+ windowEnd += 1;
1383
+ }
1384
+ const lowerBound = anchor - windowMs;
1385
+ while (windowStart < windowEnd && anchors[windowStart] <= lowerBound) {
1386
+ removeEvent(windowStart);
1387
+ windowStart += 1;
1388
+ }
1389
+ }
1390
+ else if (alignment === 'leading') {
1391
+ while (windowStart < windowEnd && anchors[windowStart] < anchor) {
1392
+ removeEvent(windowStart);
1393
+ windowStart += 1;
1394
+ }
1395
+ const upperBound = anchor + windowMs;
1396
+ while (windowEnd < this.events.length &&
1397
+ anchors[windowEnd] < upperBound) {
1398
+ addEvent(windowEnd);
1399
+ windowEnd += 1;
1400
+ }
1401
+ }
1402
+ else {
1403
+ const halfWindow = windowMs / 2;
1404
+ while (windowStart < windowEnd &&
1405
+ anchors[windowStart] < anchor - halfWindow) {
1406
+ removeEvent(windowStart);
1407
+ windowStart += 1;
1408
+ }
1409
+ const upperBound = anchor + halfWindow;
1410
+ while (windowEnd < this.events.length &&
1411
+ anchors[windowEnd] < upperBound) {
1412
+ addEvent(windowEnd);
1413
+ windowEnd += 1;
1414
+ }
1415
+ }
1416
+ const smoothed = snapshot();
1417
+ for (let index = groupStart; index < groupEnd; index++) {
1418
+ resultValues[index] = smoothed;
1419
+ }
1420
+ groupStart = groupEnd;
1421
+ }
927
1422
  const resultRows = this.events.map((event, index) => {
928
- const anchor = anchors[index];
929
- const values = sourceValues
930
- .filter((_, candidateIndex) => anchorInWindow(anchors[candidateIndex], anchor))
931
- .flatMap((value) => (value === undefined ? [] : [value]));
932
- const smoothed = values.length === 0
933
- ? undefined
934
- : values.reduce((sum, value) => sum + value, 0) / values.length;
1423
+ const smoothed = resultValues[index];
935
1424
  const nextEvent = output === undefined
936
1425
  ? event.set(column, smoothed)
937
1426
  : event.merge({ [output]: smoothed });
@@ -950,19 +1439,11 @@ export class TimeSeries {
950
1439
  }
951
1440
  /** Example: `series.slice(0, 10)`. Returns a positional half-open slice of the series. */
952
1441
  slice(beginIndex, endIndex) {
953
- return new TimeSeries({
954
- name: this.name,
955
- schema: this.schema,
956
- rows: toRows(this.schema, this.events.slice(beginIndex, endIndex)),
957
- });
1442
+ return TimeSeries.#fromTrustedEvents(this.name, this.schema, this.events.slice(beginIndex, endIndex));
958
1443
  }
959
1444
  /** Example: `series.filter(event => event.get("active"))`. Returns a new series containing only events that match the predicate. */
960
1445
  filter(predicate) {
961
- return new TimeSeries({
962
- name: this.name,
963
- schema: this.schema,
964
- rows: toRows(this.schema, this.events.filter((event, index) => predicate(event, index))),
965
- });
1446
+ return TimeSeries.#fromTrustedEvents(this.name, this.schema, this.events.filter((event, index) => predicate(event, index)));
966
1447
  }
967
1448
  /** Example: `series.find(event => event.get("value") > 0)`. Returns the first event that matches the predicate, if any. */
968
1449
  find(predicate) {
@@ -979,7 +1460,9 @@ export class TimeSeries {
979
1460
  /** Example: `series.includesKey(new Time(Date.now()))`. Returns `true` when the series contains an event with an exactly matching key. */
980
1461
  includesKey(key) {
981
1462
  const normalizedKey = toKey(key);
982
- return this.events.some((event) => event.key().equals(normalizedKey));
1463
+ const index = this.bisect(normalizedKey);
1464
+ return (index < this.events.length &&
1465
+ this.events[index].key().equals(normalizedKey));
983
1466
  }
984
1467
  /** Example: `series.bisect(new Time(Date.now()))`. Returns the insertion index for the supplied key in the ordered event sequence. */
985
1468
  bisect(key) {
@@ -1081,11 +1564,7 @@ export class TimeSeries {
1081
1564
  const trimmedEvents = this.events
1082
1565
  .map((event) => event.trim(range))
1083
1566
  .filter((event) => event !== undefined);
1084
- return new TimeSeries({
1085
- name: this.name,
1086
- schema: this.schema,
1087
- rows: toRows(this.schema, trimmedEvents),
1088
- });
1567
+ return TimeSeries.#fromTrustedEvents(this.name, this.schema, trimmedEvents);
1089
1568
  }
1090
1569
  /** Example: `series.before(Date.now())`. Returns the events ending strictly before the supplied temporal boundary. */
1091
1570
  before(boundary) {
@@ -1117,11 +1596,7 @@ export class TimeSeries {
1117
1596
  const selectedEvent = event.select(...keys);
1118
1597
  return selectedEvent;
1119
1598
  });
1120
- return new TimeSeries({
1121
- name: this.name,
1122
- schema: resultSchema,
1123
- rows: toRows(resultSchema, resultEvents),
1124
- });
1599
+ return TimeSeries.#fromTrustedEvents(this.name, resultSchema, resultEvents);
1125
1600
  }
1126
1601
  /** Example: `series.rename({ cpu: "usage" })`. Returns a new series with payload field names renamed according to the supplied mapping. */
1127
1602
  rename(mapping) {
@@ -1139,11 +1614,7 @@ export class TimeSeries {
1139
1614
  const renamedEvent = event.rename(mapping);
1140
1615
  return renamedEvent;
1141
1616
  });
1142
- return new TimeSeries({
1143
- name: this.name,
1144
- schema: resultSchema,
1145
- rows: toRows(resultSchema, resultEvents),
1146
- });
1617
+ return TimeSeries.#fromTrustedEvents(this.name, resultSchema, resultEvents);
1147
1618
  }
1148
1619
  collapse(keys, output, reducer, options) {
1149
1620
  const nextEvents = this.events.map((event) => {
@@ -1171,11 +1642,7 @@ export class TimeSeries {
1171
1642
  : 'string',
1172
1643
  },
1173
1644
  ]);
1174
- return new TimeSeries({
1175
- name: this.name,
1176
- schema: resultSchema,
1177
- rows: toRows(resultSchema, nextEvents),
1178
- });
1645
+ return TimeSeries.#fromTrustedEvents(this.name, resultSchema, nextEvents);
1179
1646
  }
1180
1647
  /** Example: `series.length`. Returns the number of events in the series. */
1181
1648
  get length() {
@@ -1185,15 +1652,26 @@ export class TimeSeries {
1185
1652
  const event = this.atOrBefore(new Time(t));
1186
1653
  return (event?.data() ?? {});
1187
1654
  }
1188
- #alignLinearAt(t, valueColumns) {
1189
- const exact = this.find((event) => event.begin() === t);
1190
- if (exact) {
1191
- return exact.data();
1655
+ #alignLinearAt(t, valueColumns, cursor) {
1656
+ const events = this.events;
1657
+ const hasCursor = cursor !== undefined;
1658
+ let index = hasCursor ? cursor.index : this.bisect(t);
1659
+ if (hasCursor) {
1660
+ while (index < events.length && events[index].begin() < t) {
1661
+ index += 1;
1662
+ }
1663
+ cursor.index = index;
1664
+ }
1665
+ if (index < events.length && events[index].begin() === t) {
1666
+ return events[index].data();
1667
+ }
1668
+ if (index === 0) {
1669
+ return {};
1192
1670
  }
1193
- const previous = this.atOrBefore(new Time(t));
1194
- const next = this.atOrAfter(new Time(t));
1195
- if (!previous || !next || previous.begin() === next.begin()) {
1196
- return (previous?.data() ?? {});
1671
+ const previous = events[index - 1];
1672
+ const next = events[index];
1673
+ if (!next || previous.begin() === next.begin()) {
1674
+ return previous.data();
1197
1675
  }
1198
1676
  const ratio = (t - previous.begin()) / (next.begin() - previous.begin());
1199
1677
  const result = {};
package/dist/TimeSeries.js.map CHANGED
@@ -1 +1 @@
1
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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "pond-ts",
3
- "version": "0.1.0",
3
+ "version": "0.2.0",
4
4
  "description": "TypeScript-first time series primitives",
5
5
  "license": "MIT",
6
6
  "repository": {
@@ -24,8 +24,8 @@
24
24
  ],
25
25
  "scripts": {
26
26
  "build": "tsc -p tsconfig.json",
27
- "format": "prettier --write .",
28
- "format:check": "prettier --check .",
27
+ "format": "prettier --write \"src/**/*.ts\" \"test/**/*.ts\" \"test-d/**/*.ts\"",
28
+ "format:check": "prettier --check \"src/**/*.ts\" \"test/**/*.ts\" \"test-d/**/*.ts\"",
29
29
  "prepack": "npm run build",
30
30
  "test": "npm run test:type && npm run test:runtime",
31
31
  "test:runtime": "vitest run",