xy-scale 1.3.3 → 1.3.5

package/dist/xy-scale.min.js

@@ -1 +1 @@
-var XY_Scale;(()=>{"use strict";var e={d:(t,n)=>{for(var a in n)e.o(n,a)&&!e.o(t,a)&&Object.defineProperty(t,a,{enumerable:!0,get:n[a]})},o:(e,t)=>Object.prototype.hasOwnProperty.call(e,t),r:e=>{"undefined"!=typeof Symbol&&Symbol.toStringTag&&Object.defineProperty(e,Symbol.toStringTag,{value:"Module"}),Object.defineProperty(e,"__esModule",{value:!0})}},t={};e.r(t),e.d(t,{arrayToTimesteps:()=>i,parseProductionX:()=>s,parseTrainingXY:()=>o});const n=({arrObj:e,repeat:t={},minmaxRange:n=[0,1],groups:o={},customMinMaxRanges:s=null})=>{const i=[...e],u=i.length,l=i[0],c="object"==typeof s&&null!==s;if(0===u)return{scaledOutput:[],scaledConfig:{}};const p=Object.keys(l),m=p.map((e=>t.hasOwnProperty(e)?Math.max(t[e],1):1)),f=m.reduce(((e,t)=>e+t),0),g={arrObjLen:u,rangeMin:n[0],rangeMax:n[1],inputTypes:{},min:{},max:{},groupMinMax:{},repeat:t,groups:o,inputKeyNames:p,outputKeyNames:new Array(f),repeatedKeyNames:m};let h=0;for(let e=0;e<g.inputKeyNames.length;e++)for(let t=0;t<g.repeatedKeyNames[e];t++)g.outputKeyNames[h++]=g.inputKeyNames[e];a(g.groups);const d=["number","boolean"];for(const e of g.inputKeyNames){const t=typeof l[e],n=r(e,g.groups);if(!d.includes(t))throw new Error(`Invalid input type "${t}" provided for key "${e}". Only accepting `);g.inputTypes[e]=t,c&&s.hasOwnProperty(e)?n?g.groupMinMax[n]=s[e]:(g.min[e]=s[e].min,g.max[e]=s[e].max):n?g.groupMinMax[n]={min:1/0,max:-1/0}:(g.min[e]=1/0,g.max[e]=-1/0)}for(const e of i)for(const t of g.inputKeyNames){let n=e[t];"boolean"===g.inputTypes[t]&&(e[t]=Number(n));const a=r(t,g.groups);(!1===c||c&&!s.hasOwnProperty(t))&&(a?(g.groupMinMax[a].min=Math.min(g.groupMinMax[a].min,n),g.groupMinMax[a].max=Math.max(g.groupMinMax[a].max,n)):(g.min[t]=Math.min(g.min[t],n),g.max[t]=Math.max(g.max[t],n)))}const M=new Array(u);for(let e=0;e<u;e++){const t=i[e],n=new Array(g.outputKeyNames.length);let a=0;for(let e=0;e<g.inputKeyNames.length;e++){const o=g.inputKeyNames[e],s=t[o],i=r(o,g.groups);let u,l;i?(u=g.groupMinMax[i].min,l=g.groupMinMax[i].max):(u=g.min[o],l=g.max[o]);const c=l!==u?g.rangeMin+(s-u)/(l-u)*(g.rangeMax-g.rangeMin):g.rangeMin,p=g.repeatedKeyNames[e];for(let e=0;e<p;e++)n[a++]=c}M[e]=n}return{scaledOutput:M,scaledConfig:g}},a=e=>{const t=new Set,n=[];for(const[a,r]of Object.entries(e))t.add(a),n.push(a),r.forEach((e=>{t.add(e),n.push(e)}));if(t.size!==n.length)throw new Error("Duplicate value found between properties in validateUniqueProperties function.")},r=(e,t)=>{for(const[n,a]of Object.entries(t))if(a.includes(e))return n;return null},o=({arrObj:e,trainingSplit:t=.8,repeat:a,yCallbackFunc:r=e=>e,xCallbackFunc:o=e=>e,validateRows:s=()=>!0,groups:i,shuffle:u=!1,minmaxRange:l,balancing:c="",state:p={},customMinMaxRanges:m})=>{let f=[],g=[];for(let t=0;t<e.length;t++){if(!s({objRow:e,index:t,state:p}))continue;const n=o({objRow:e,index:t,state:p}),a=r({objRow:e,index:t,state:p});null!=n&&null!=a&&(f.push(n),g.push(a))}if(u){const{shuffledX:e,shuffledY:t}=((e,t)=>{if(e.length!==t.length)throw new Error("X and Y arrays must have the same length");const n=Array.from({length:e.length},((e,t)=>t));for(let e=n.length-1;e>0;e--){const t=Math.floor(Math.random()*(e+1));[n[e],n[t]]=[n[t],n[e]]}return{shuffledX:n.map((t=>e[t])),shuffledY:n.map((e=>t[e]))}})(f,g);f=e,g=t}let{scaledOutput:h,scaledConfig:d}=n({arrObj:f,repeat:a,groups:i,minmaxRange:l,customMinMaxRanges:m}),{scaledOutput:M,scaledConfig:x}=n({arrObj:g,repeat:a,groups:i,minmaxRange:l,customMinMaxRanges:m});const y=Math.floor(h.length*t);let b=h.slice(0,y),O=M.slice(0,y),w=h.slice(y),j=M.slice(y);if(c){let e;if("oversample"===c)e=((e,t)=>{const n={},a={};t.forEach(((r,o)=>{n[r]||(n[r]=0,a[r]=[]),n[r]++,a[r].push([e[o],t[o]])}));const r=Math.max(...Object.values(n)),o=[],s=[];return Object.keys(a).forEach((e=>{const t=a[e],n=t.length;for(let e=0;e<r;e++){const a=t[e%n];o.push(a[0]),s.push(a[1])}})),{X:o,Y:s}})(b,O),b=e.X,O=e.Y;else{if("undersample"!==c)throw Error('balancing argument only accepts "false", "oversample" and "undersample". Defaults to "false".');e=((e,t)=>{const n={},a={};t.forEach(((r,o)=>{n[r]||(n[r]=0,a[r]=[]),n[r]++,a[r].push([e[o],t[o]])}));const r=Math.min(...Object.values(n)),o=[],s=[];return Object.keys(a).forEach((e=>{const t=a[e];for(let e=0;e<r;e++){const n=t[e];o.push(n[0]),s.push(n[1])}})),{X:o,Y:s}})(b,O),b=e.X,O=e.Y}}return{trainX:b,trainY:O,testX:w,testY:j,configX:d,configY:x}},s=({arrObj:e,repeat:t,xCallbackFunc:a=e=>e,validateRows:r=()=>!0,groups:o,shuffle:s=!1,minmaxRange:i,state:u={},prevConfig:l,customMinMaxRanges:c})=>{let p=[];for(let t=0;t<e.length;t++){if(!r(e[t]))continue;const n=a({objRow:e,index:t,state:u});null!=n&&!1!==n&&p.push(n)}s&&(p=(e=>{const t=[...e];for(let e=t.length-1;e>0;e--){const n=Math.floor(Math.random()*(e+1));[t[e],t[n]]=[t[n],t[e]]}return t})(p));const{scaledOutput:m,scaledConfig:f}=n({arrObj:p,repeat:t,groups:o,minmaxRange:i,prevConfig:l,customMinMaxRanges:c});return{X:m,configX:f}},i=(e,t)=>{if(0===t)return e;if(t<0)throw new Error("timeSteps must be greater than 0");const n=[];for(let a=0;a<=e.length-t;a++)n.push(e.slice(a,a+t));return n};XY_Scale=t})();
+var XY_Scale;(()=>{"use strict";var e={d:(t,n)=>{for(var a in n)e.o(n,a)&&!e.o(t,a)&&Object.defineProperty(t,a,{enumerable:!0,get:n[a]})},o:(e,t)=>Object.prototype.hasOwnProperty.call(e,t),r:e=>{"undefined"!=typeof Symbol&&Symbol.toStringTag&&Object.defineProperty(e,Symbol.toStringTag,{value:"Module"}),Object.defineProperty(e,"__esModule",{value:!0})}},t={};e.r(t),e.d(t,{arrayToTimesteps:()=>u,parseProductionX:()=>s,parseTrainingXY:()=>o});const n=({arrObj:e,repeat:t={},minmaxRange:n=[0,1],groups:o={},customMinMaxRanges:s=null,excludes:u=new Set})=>{const i=[...e],l=i.length,c=i[0],p="object"==typeof s&&null!==s;if(0===l)return{scaledOutput:[],scaledConfig:{}};const m=Object.keys(c),f=m.map((e=>t.hasOwnProperty(e)?Math.max(t[e],1):1)),g=f.reduce(((e,t)=>e+t),0),h={arrObjLen:l,rangeMin:n[0],rangeMax:n[1],inputTypes:{},min:{},max:{},groupMinMax:{},repeat:t,groups:o,inputKeyNames:m,outputKeyNames:new Array(g),repeatedKeyNames:f};let d=0;for(let e=0;e<h.inputKeyNames.length;e++)for(let t=0;t<h.repeatedKeyNames[e];t++)h.outputKeyNames[d++]=h.inputKeyNames[e];a(h.groups);const x=["number","boolean"];for(const e of h.inputKeyNames){if(u.has(e)){h.inputTypes[e]="excluded";continue}const t=typeof c[e],n=r(e,h.groups);if(!x.includes(t))throw new Error(`Invalid input type "${t}" provided for key "${e}". Only accepting `);h.inputTypes[e]=t,p&&s.hasOwnProperty(e)?n?h.groupMinMax[n]=s[e]:(h.min[e]=s[e].min,h.max[e]=s[e].max):n?h.groupMinMax[n]={min:1/0,max:-1/0}:(h.min[e]=1/0,h.max[e]=-1/0)}for(const e of i)for(const t of h.inputKeyNames){if("excluded"===h.inputTypes[t])continue;let n=e[t];"boolean"===h.inputTypes[t]&&(e[t]=Number(n));const a=r(t,h.groups);(!1===p||p&&!s.hasOwnProperty(t))&&(a?(h.groupMinMax[a].min=Math.min(h.groupMinMax[a].min,n),h.groupMinMax[a].max=Math.max(h.groupMinMax[a].max,n)):(h.min[t]=Math.min(h.min[t],n),h.max[t]=Math.max(h.max[t],n)))}const M=new Array(l);for(let e=0;e<l;e++){const t=i[e],n=new Array(h.outputKeyNames.length);let a=0;for(let e=0;e<h.inputKeyNames.length;e++){const o=h.inputKeyNames[e],s=t[o];if("excluded"===h.inputTypes[o]){n[a++]=s;continue}const u=r(o,h.groups);let i,l;u?(i=h.groupMinMax[u].min,l=h.groupMinMax[u].max):(i=h.min[o],l=h.max[o]);const c=l!==i?h.rangeMin+(s-i)/(l-i)*(h.rangeMax-h.rangeMin):h.rangeMin,p=h.repeatedKeyNames[e];for(let e=0;e<p;e++)n[a++]=c}M[e]=n}return{scaledOutput:M,scaledConfig:h}},a=e=>{const t=new Set,n=[];for(const[a,r]of Object.entries(e))t.add(a),n.push(a),r.forEach((e=>{t.add(e),n.push(e)}));if(t.size!==n.length)throw new Error("Duplicate value found between properties in validateUniqueProperties function.")},r=(e,t)=>{for(const[n,a]of Object.entries(t))if(a.includes(e))return n;return null},o=({arrObj:e=[],trainingSplit:t=.8,repeat:a={},yCallbackFunc:r=e=>e,xCallbackFunc:o=e=>e,validateRows:s=()=>!0,groups:u={},shuffle:i=!1,minmaxRange:l=[],balancing:c="",state:p={},customMinMaxRanges:m={},excludes:f=[]})=>{let g=[],h=[];for(let t=0;t<e.length;t++){if(!s({objRow:e,index:t,state:p}))continue;const n=o({objRow:e,index:t,state:p}),a=r({objRow:e,index:t,state:p});null!=n&&null!=a&&(g.push(n),h.push(a))}if(i){const{shuffledX:e,shuffledY:t}=((e,t)=>{if(e.length!==t.length)throw new Error("X and Y arrays must have the same length");const n=Array.from({length:e.length},((e,t)=>t));for(let e=n.length-1;e>0;e--){const t=Math.floor(Math.random()*(e+1));[n[e],n[t]]=[n[t],n[e]]}return{shuffledX:n.map((t=>e[t])),shuffledY:n.map((e=>t[e]))}})(g,h);g=e,h=t}const d=new Set(f);let{scaledOutput:x,scaledConfig:M}=n({arrObj:g,repeat:a,groups:u,minmaxRange:l,customMinMaxRanges:m,excludes:d}),{scaledOutput:y,scaledConfig:b}=n({arrObj:h,repeat:a,groups:u,minmaxRange:l,customMinMaxRanges:m,excludes:d});const O=Math.floor(x.length*t);let w=x.slice(0,O),j=y.slice(0,O),R=x.slice(O),v=y.slice(O);if(c){let e;if("oversample"===c)e=((e,t)=>{const n={},a={};t.forEach(((r,o)=>{n[r]||(n[r]=0,a[r]=[]),n[r]++,a[r].push([e[o],t[o]])}));const r=Math.max(...Object.values(n)),o=[],s=[];return Object.keys(a).forEach((e=>{const t=a[e],n=t.length;for(let e=0;e<r;e++){const a=t[e%n];o.push(a[0]),s.push(a[1])}})),{X:o,Y:s}})(w,j),w=e.X,j=e.Y;else{if("undersample"!==c)throw Error('balancing argument only accepts "false", "oversample" and "undersample". Defaults to "false".');e=((e,t)=>{const n={},a={};t.forEach(((r,o)=>{n[r]||(n[r]=0,a[r]=[]),n[r]++,a[r].push([e[o],t[o]])}));const r=Math.min(...Object.values(n)),o=[],s=[];return Object.keys(a).forEach((e=>{const t=a[e];for(let e=0;e<r;e++){const n=t[e];o.push(n[0]),s.push(n[1])}})),{X:o,Y:s}})(w,j),w=e.X,j=e.Y}}return{trainX:w,trainY:j,testX:R,testY:v,configX:M,configY:b}},s=({arrObj:e=[],repeat:t={},xCallbackFunc:a=e=>e,validateRows:r=()=>!0,groups:o={},shuffle:s=!1,minmaxRange:u=[],state:i={},customMinMaxRanges:l,excludes:c=[]})=>{let p=[];for(let t=0;t<e.length;t++){if(!r(e[t]))continue;const n=a({objRow:e,index:t,state:i});null!=n&&!1!==n&&p.push(n)}s&&(p=(e=>{const t=[...e];for(let e=t.length-1;e>0;e--){const n=Math.floor(Math.random()*(e+1));[t[e],t[n]]=[t[n],t[e]]}return t})(p));const{scaledOutput:m,scaledConfig:f}=n({arrObj:p,repeat:t,groups:o,minmaxRange:u,customMinMaxRanges:l,excludes:new Set(c)});return{X:m,configX:f}},u=(e,t)=>{if(0===t)return e;if(t<0)throw new Error("timeSteps must be greater than 0");const n=[];for(let a=0;a<=e.length-t;a++)n.push(e.slice(a,a+t));return n};XY_Scale=t})();

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "xy-scale",
-  "version": "1.3.3",
+  "version": "1.3.5",
   "main": "./index.js",
   "type": "module",
   "scripts": {

package/src/datasets.js

@@ -3,18 +3,19 @@ import { arrayShuffle, xyArrayShuffle } from "./utilities.js";
 import { oversampleXY, undersampleXY } from "./balancing.js";
 
 export const parseTrainingXY = ({ 
-    arrObj, 
+    arrObj = [], 
     trainingSplit = 0.8, 
-    repeat, 
+    repeat = {}, 
     yCallbackFunc = row => row, 
     xCallbackFunc = row => row,
     validateRows = () => true,
-    groups,
+    groups = {},
     shuffle = false,
-    minmaxRange,
+    minmaxRange = [0, 1],
     balancing = '',
     state = {},
-    customMinMaxRanges
+    customMinMaxRanges = {},
+    excludes = []
 }) => {
     let X = [];
     let Y = [];
@@ -40,15 +41,17 @@ export const parseTrainingXY = ({
         Y = shuffledY
     }
 
+    const excludesSet = new Set(excludes)
+
     let {
         scaledOutput: scaledX, 
         scaledConfig: configX
-    } = scaleArrayObj({arrObj: X, repeat, groups, minmaxRange, customMinMaxRanges})
+    } = scaleArrayObj({arrObj: X, repeat, groups, minmaxRange, customMinMaxRanges, excludes: excludesSet})
 
     let {
         scaledOutput: scaledY,
         scaledConfig: configY,
-    } = scaleArrayObj({arrObj: Y, repeat, groups, minmaxRange, customMinMaxRanges})
+    } = scaleArrayObj({arrObj: Y, repeat, groups, minmaxRange, customMinMaxRanges, excludes: excludesSet})
 
 
 
@@ -98,15 +101,16 @@ export const parseTrainingXY = ({
 
 
 export const parseProductionX = ({ 
-    arrObj, 
-    repeat, 
+    arrObj = [], 
+    repeat = {}, 
     xCallbackFunc = row => row,
     validateRows = () => true,
-    groups,
+    groups = {},
     shuffle = false,
-    minmaxRange,
+    minmaxRange = [0, 1],
     state = {},
-    customMinMaxRanges
+    customMinMaxRanges,
+    excludes = []
 }) => {
     let X = [];
 
@@ -126,11 +130,12 @@ export const parseProductionX = ({
         X = arrayShuffle(X)
     }
 
+
     // Scale X
     const {
         scaledOutput: scaledX, 
         scaledConfig: configX
-    } = scaleArrayObj({arrObj: X, repeat, groups, minmaxRange, customMinMaxRanges})
+    } = scaleArrayObj({arrObj: X, repeat, groups, minmaxRange, customMinMaxRanges, excludes: new Set(excludes)})
 
 
     // Split into training and testing sets

package/src/scale.js

@@ -1,4 +1,4 @@
-export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], groups = {}, customMinMaxRanges = null }) => {
+export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange, groups = {}, customMinMaxRanges = null, excludes = new Set() }) => {
     
     const arrObjClone = [...arrObj]
     const arrObjLen = arrObjClone.length;
@@ -32,7 +32,7 @@ export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], group
         groups,
         inputKeyNames,
         outputKeyNames: new Array(countRepeatedKeyNames),
-        repeatedKeyNames,
+        repeatedKeyNames
     }
         
     let keyNamesIdx = 0;
@@ -49,6 +49,12 @@ export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], group
 
     for (const key of config.inputKeyNames) {
 
+        if(excludes.has(key))
+        {
+            config.inputTypes[key] = 'excluded'
+            continue
+        }
+
         const firstType = typeof firstRow[key]
         const thisGroup = findGroup(key, config.groups);
 
@@ -85,6 +91,12 @@ export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], group
 
     for (const obj of arrObjClone) {
         for (const key of config.inputKeyNames) {
+
+            if (config.inputTypes[key] === 'excluded')
+            {
+                continue;
+            }
+
             let value = obj[key];
 
             if (config.inputTypes[key] === 'boolean') {
@@ -108,24 +120,32 @@ export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], group
     }
 
     const scaledOutput = new Array(arrObjLen);
+
+    
     for (let i = 0; i < arrObjLen; i++) {
         const obj = arrObjClone[i];
         const scaledRow = new Array(config.outputKeyNames.length);
         let idx = 0;
 
         for (let j = 0; j < config.inputKeyNames.length; j++) {
-            const key = config.inputKeyNames[j];
-            const value = obj[key];
+            const key = config.inputKeyNames[j]
+            const value = obj[key]
+
+            if (config.inputTypes[key] === 'excluded')
+            {
+                scaledRow[idx++] = value
+                continue
+            }
 
             const thisGroup = findGroup(key, config.groups);
-            let minValue, maxValue;
+            let minValue, maxValue
 
             if (thisGroup) {
-                minValue = config.groupMinMax[thisGroup].min;
-                maxValue = config.groupMinMax[thisGroup].max;
+                minValue = config.groupMinMax[thisGroup].min
+                maxValue = config.groupMinMax[thisGroup].max
             } else {
-                minValue = config.min[key];
-                maxValue = config.max[key];
+                minValue = config.min[key]
+                maxValue = config.max[key]
             }
 
             const scaledValue =
@@ -133,14 +153,14 @@ export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], group
                     ? config.rangeMin + ((value - minValue) / (maxValue - minValue)) * (config.rangeMax - config.rangeMin)
                     : config.rangeMin;
 
-            const rep = config.repeatedKeyNames[j];
+            const rep = config.repeatedKeyNames[j]
 
             for (let w = 0; w < rep; w++) {
-                scaledRow[idx++] = scaledValue;
+                scaledRow[idx++] = scaledValue
             }
             
         }
-        scaledOutput[i] = scaledRow;
+        scaledOutput[i] = scaledRow
     }
 
     
@@ -148,8 +168,8 @@ export const scaleArrayObj = ({ arrObj, repeat = {}, minmaxRange = [0, 1], group
     return {
         scaledOutput,
         scaledConfig: config
-    };
-};
+    }
+}
 
 
 const validateUniqueProperties = obj => {

package/test/test.js

@@ -56,11 +56,14 @@ const test = async () => {
         shuffle: false,
         minmaxRange: [0, 1],
         balancing: null,
-        groups: scaledGroups
+        groups: scaledGroups,
+        excludes: ['high']
     });
 
     //console.log(configX.outputKeyNames)
-    console.log(configX)
+    //console.log(configX)
+
+    console.log('trainX', trainX[0])
 
     tensorflowExample({
         trainX,
@@ -137,6 +140,7 @@ const xCallbackFunc = ({ objRow, index }) => {
     //console.log(((curr.sma_300 - curr.low) / curr.low) * 100)
 
     const output = {
+        high: curr.high,
         ema50IsUp: curr.ema_50 > prev.ema_50,
         ema50GtSma200: curr.ema_50 > curr.sma_200,
         ema50GtSma300: curr.ema_50 > curr.sma_300,