xy-scale 1.3.8 → 1.3.9

package/dist/xy-scale.min.js

@@ -1 +1 @@
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Error(u+"number");for(e.s="-"==r.charAt(0)?(r=r.slice(1),-1):1,(t=r.indexOf("."))>-1&&(r=r.replace(".","")),(n=r.search(/e/i))>0?(t<0&&(t=n),t+=+r.slice(n+1),r=r.substring(0,n)):t<0&&(t=r.length),o=r.length,n=0;n<o&&"0"==r.charAt(n);)++n;if(n==o)e.c=[e.e=0];else{for(;o>0&&"0"==r.charAt(--o););for(e.e=t-n-1,e.c=[],t=0;n<=o;)e.c[t++]=+r.charAt(n++)}}(n,t)}n.constructor=r}return r.prototype=p,r.DP=20,r.RM=1,r.NE=-7,r.PE=21,r.strict=!1,r.roundDown=0,r.roundHalfUp=1,r.roundHalfEven=2,r.roundUp=3,r}(),Error;const v=({arrObj:e=[],trainingSplit:r=.8,repeat:n={},yCallbackFunc:o=e=>e,xCallbackFunc:a=e=>e,validateRows:c=()=>!0,groups:u={},shuffle:l=!1,minmaxRange:f=[0,1],balancing:h="",state:p={},customMinMaxRanges:g={},excludes:m=[]})=>{let d=[],w=[];s(e,{min:5},"parseTrainingXY"),i(e[0]);for(let r=0;r<e.length;r++){if(!c({objRow:e,index:r,state:p}))continue;const t=a({objRow:e,index:r,state:p}),n=o({objRow:e,index:r,state:p});null!=t&&null!=n&&(d.push(t),w.push(n))}if(l){const{shuffledX:e,shuffledY:r}=((e,r)=>{if(e.length!==r.length)throw new Error("X and Y arrays must have the same length");const t=Array.from({length:e.length},((e,r)=>r));for(let e=t.length-1;e>0;e--){const r=Math.floor(Math.random()*(e+1));[t[e],t[r]]=[t[r],t[e]]}return{shuffledX:t.map((r=>e[r])),shuffledY:t.map((e=>r[e]))}})(d,w);d=e,w=r}const v=new Set(m);let{scaledOutput:y,scaledConfig:x}=t({arrObj:d,repeat:n,groups:u,minmaxRange:f,customMinMaxRanges:g,excludes:v});const M=w.length,b=new Array(M),E={keyNames:Object.keys(w[0])};for(let e=0;e<M;e++)b[e]=Object.values(w[e]);const O=Math.floor(y.length*r);let j=y.slice(0,O),N=b.slice(0,O),R=y.slice(O),P=b.slice(O);if(h){let e;if("oversample"===h)e=((e,r)=>{const t={},n={};r.forEach(((o,s)=>{t[o]||(t[o]=0,n[o]=[]),t[o]++,n[o].push([e[s],r[s]])}));const o=Math.max(...Object.values(t)),s=[],i=[];return Object.keys(n).forEach((e=>{const r=n[e],t=r.length;for(let e=0;e<o;e++){const n=r[e%t];s.push(n[0]),i.push(n[1])}})),{X:s,Y:i}})(j,N),j=e.X,N=e.Y;else{if("undersample"!==h)throw Error('balancing argument only accepts "false", "oversample" and "undersample". Defaults to "false".');e=((e,r)=>{const t={},n={};r.forEach(((o,s)=>{t[o]||(t[o]=0,n[o]=[]),t[o]++,n[o].push([e[s],r[s]])}));const o=Math.min(...Object.values(t)),s=[],i=[];return Object.keys(n).forEach((e=>{const r=n[e];for(let e=0;e<o;e++){const t=r[e];s.push(t[0]),i.push(t[1])}})),{X:s,Y:i}})(j,N),j=e.X,N=e.Y}}return{trainX:j,trainY:N,testX:R,testY:P,configX:x,configY:E}},y=({arrObj:e=[],repeat:r={},xCallbackFunc:n=e=>e,validateRows:o=()=>!0,groups:a={},shuffle:c=!1,minmaxRange:u=[0,1],state:l={},customMinMaxRanges:f,excludes:h=[]})=>{let p=[];s(e,{min:5},"parseProductionX"),i(e[0]);for(let r=0;r<e.length;r++){if(!o(e[r]))continue;const t=n({objRow:e,index:r,state:l});null!=t&&!1!==t&&p.push(t)}c&&(p=(e=>{const r=[...e];for(let e=r.length-1;e>0;e--){const t=Math.floor(Math.random()*(e+1));[r[e],r[t]]=[r[t],r[e]]}return r})(p));const{scaledOutput:g,scaledConfig:m}=t({arrObj:p,repeat:r,groups:a,minmaxRange:u,customMinMaxRanges:f,excludes:new Set(h)});return{X:g,configX:m}},x=(e,r)=>{if(0===r)return e;if(r<0)throw new Error("timeSteps must be greater than 0");const t=[];for(let n=0;n<=e.length-r;n++)t.push(e.slice(n,n+r));return t};XY_Scale=r})();

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "xy-scale",
-  "version": "1.3.8",
+  "version": "1.3.9",
   "main": "./index.js",
   "type": "module",
   "scripts": {

package/src/datasets.js

@@ -2,7 +2,6 @@ import { scaleArrayObj } from "./scale.js";
 import { arrayShuffle, xyArrayShuffle } from "./utilities.js";
 import { oversampleXY, undersampleXY } from "./balancing.js";
 import { validateFirstRow, validateArray } from "./validators.js";
-import { analizeCorrelation } from "./correlation.js";
 import { correlation } from "ohlcv-indicators/src/studies/correlation.js";
 
 //ADD A PARAM max correlation that will measure the correlation between variables if defined
@@ -21,7 +20,6 @@ export const parseTrainingXY = ({
     state = {}, //accepted object or classes
     customMinMaxRanges = {},
     excludes = [],//each item must be a string
-    correlation = {}
 }) => {
     let X = [];
     let Y = [];
@@ -29,10 +27,6 @@ export const parseTrainingXY = ({
     validateArray(arrObj, {min: 5}, 'parseTrainingXY')
     validateFirstRow(arrObj[0])
 
-    const {corrSplit = 0.2, corrExcludes = [], corrThreshold = 0.95} = correlation
-
-    analizeCorrelation({arrObj, corrSplit, corrExcludes: new Set(corrExcludes), corrThreshold})
-
     //if parsedX and parsedY is undefined or null the current row will be excluded from training or production
     for (let x = 0; x < arrObj.length; x++) {
 

package/src/correlation.js

@@ -1,66 +0,0 @@
-import { sum } from "@tensorflow/tfjs-node";
-
-export const analizeCorrelation = ({arrObj, corrSplit, corrExcludes, corrThreshold}) => {
-  const n = Math.floor(arrObj.length * corrSplit);
-  if (n < 2) return [];
-
-  const keys = Object.keys(arrObj[0]).filter(k => !corrExcludes.has(k));
-  const m = keys.length;
-
-  console.log({m})
-
-  // running sums, sums of squares, and cross‐sums
-  const sums   = new Float64Array(m); // by default Float64Array are filled with 0
-  const sumsq  = new Float64Array(m); // by default Float64Array are filled with 0
-  const sumxy  = Array.from({ length: m }, () => new Float64Array(m));
-
-  // 1 pass: accumulate sums, sumsq, and sumxy[i][j] (i<j)
-  for (let r = 0; r < n; r++) {
-    const row = arrObj[r];
-    for (let i = 0; i < m; i++) {
-
-      const xi = row[keys[i]];
-      
-      //errror here, the code neve reaches this part
-
-      sums[i]  += xi;
-      sumsq[i] += xi * xi;
-      for (let j = i + 1; j < m; j++) {
-        sumxy[i][j] += xi * row[keys[j]];
-      }
-    }
-  }
-
-  // precompute denominators: n*Σx² − (Σx)²
-  const denom = new Float64Array(m);
-  for (let i = 0; i < m; i++) {
-    denom[i] = n * sumsq[i] - sums[i] * sums[i];
-  }
-
-  // build result pairs
-  // collect pairs below/above your threshold
-  let lowCorrelationPairs  = `Low Correlation Pairs (< ${corrThreshold}):`;
-  let highCorrelationPairs = `High Correlation Pairs (>= ${corrThreshold}):`;
-
-  for (let i = 0; i < m; i++) {
-    for (let j = i + 1; j < m; j++) {
-      const cov  = n * sumxy[i][j] - sums[i] * sums[j];
-      const corr = cov / Math.sqrt(denom[i] * denom[j]);
-      const pair = `\n${keys[i]} - ${keys[j]}: ${corr}`
-
-      if(corr < corrThreshold)
-      {
-        lowCorrelationPairs += pair
-      }
-      else {
-        highCorrelationPairs += pair
-      }
-    }
-  }
-
-  console.log(lowCorrelationPairs)
-  console.log('---')
-  console.log(highCorrelationPairs)
-
-  return true;
-};