xy-scale 1.4.34 → 1.4.36

package/dist/xy-scale.min.js

@@ -1 +1 @@
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+var XY_Scale;(()=>{"use strict";var e={d:(r,t)=>{for(var n in t)e.o(t,n)&&!e.o(r,n)&&Object.defineProperty(r,n,{enumerable:!0,get:t[n]})},o:(e,r)=>Object.prototype.hasOwnProperty.call(e,r),r:e=>{"undefined"!=typeof Symbol&&Symbol.toStringTag&&Object.defineProperty(e,Symbol.toStringTag,{value:"Module"}),Object.defineProperty(e,"__esModule",{value:!0})}},r={};e.r(r),e.d(r,{arrayToTimesteps:()=>A,parseProductionX:()=>v,parseTrainingXY:()=>$});const t=e=>null==e||!Number.isFinite(e),n=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},a=e=>"string"==typeof e||"boolean"==typeof e||("number"==typeof e?Number.isFinite(e):!!Array.isArray(e)&&e.every(a)),o=({random:e,seed:r}={})=>"function"==typeof e?e:Number.isInteger(r)?(e=>{let r=e>>>0;return()=>{r+=1831565813;let e=Math.imul(r^r>>>15,1|r);return e^=e+Math.imul(e^e>>>7,61|e),((e^e>>>14)>>>0)/4294967296}})(r):Math.random,s=(e,r=Math.random)=>{for(let t=e.length-1;t>0;t--){const n=Math.floor(r()*(t+1));[e[t],e[n]]=[e[n],e[t]]}return e},l=(e,r,t=Math.random)=>{if(r>e.length)throw new Error("Cannot sample more items than available without replacement.");const n=[...e];return s(n,t),n.slice(0,r)},i=(e,r,t=Math.random)=>{if(0===e.length)throw new Error("Cannot sample from an empty array.");const n=[];for(let a=0;a<r;a++){const r=Math.floor(t()*e.length);n.push(e[r])}return n},c=(e,r)=>r?structuredClone(e):e,h=(e,r,{cloneX:t=!1}={})=>{((e,r)=>{if(!Array.isArray(e)||!Array.isArray(r))throw new Error("X and Y must be arrays.");if(e.length!==r.length)throw new Error("X and Y must have the same length.");if(0===e.length)throw new Error("X and Y cannot be empty.")})(e,r);const n=new Map;return r.forEach(((r,o)=>{const s=(e=>{if(!a(e))throw new Error("Invalid Y label. 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Defaults to "".');e=((e,r,t={})=>{const{random:n,seed:a,shuffleResult:i=!0,cloneX:u=!1}=t,d=o({random:n,seed:a}),f=h(e,r,{cloneX:u}),p=[...f.values()].map((e=>e.length)),y=Math.min(...p),g=[];for(const e of f.values()){const r=l(e,y,d).map((e=>({x:c(e.x,u),y:e.y})));g.push(...r)}return i&&s(g,d),{X:g.map((({x:e})=>e)),Y:g.map((({y:e})=>e))}})(L,C),L=e.X,C=e.Y}}return{trainX:L,trainY:C,testX:T,testY:V,configX:k,configY:P}},v=({arrObj:e=[],xCallbackFunc:r=e=>e,validateRows:a=()=>!0,shuffle:o=!1,strictXSchema:s=!0,state:l={}})=>{let i=[],c=[];u(e,{min:5},"parseProductionX"),d(e[0]);for(let t=0;t<e.length;t++){if(!a({objRow:e,index:t,state:l}))continue;const n=r({objRow:e,index:t,state:l});null!=n&&!1!==n&&(i.push(n),c.push(t))}if(s&&x({rows:i,sourceIndexes:c,strictFlagName:"strictXSchema"}),o){const e=new Array(i.length);for(let r=0;r<i.length;r++)e[r]={x:i[r],sourceIndex:c[r]};const r=n(e);i=new Array(r.length),c=new Array(r.length);for(let e=0;e<r.length;e++)i[e]=r[e].x,c[e]=r[e].sourceIndex}const h=i.length,f=h?p(i[0]):[],y=new Array(h),g={keyNames:f};for(let e=0;e<h;e++){const r=i[e],n=c[e],a=new Array(f.length);for(let e=0;e<f.length;e++){const o=f[e],s=r[o];if(t(s))throw new Error(`Invalid property value (${s}) returned from "xCallbackFunc" on index "${n}" property "${o}".`);a[e]=s}y[e]=a}return{X:y,configX:g}},A=(e,r,t=1)=>{if(!Array.isArray(e))throw new Error("arr must be an array");if(!Number.isInteger(r)||r<=0)throw new Error("timeSteps must be a positive integer");if(!Number.isInteger(t)||t<=0)throw new Error("step must be a positive integer");if(r>e.length)return[];const n=[];for(let a=0;a<=e.length-r;a+=t)n.push(e.slice(a,a+r));return n};XY_Scale=r})();

package/index.js

@@ -1,4 +1,5 @@
 import { parseTrainingXY, parseProductionX } from "./src/datasets.js"
 import {arrayToTimesteps } from "./src/timeSteps.js"
+import { arrayShuffle, arrayShuffleXY } from "./src/utilities.js"
 
-export { parseTrainingXY, parseProductionX, arrayToTimesteps }
+export { parseTrainingXY, parseProductionX, arrayToTimesteps, arrayShuffle, arrayShuffleXY }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "xy-scale",
-  "version": "1.4.34",
+  "version": "1.4.36",
   "main": "./index.js",
   "type": "module",
   "scripts": {

package/src/timeSteps.js

@@ -1,12 +1,23 @@
-export const arrayToTimesteps = (arr, timeSteps) => {
-    if (timeSteps === 0) return arr;
-    if (timeSteps < 0) throw new Error("timeSteps must be greater than 0");
-    
-    const timestepsArray = [];
-    
-    for (let i = 0; i <= arr.length - timeSteps; i++) {
-        timestepsArray.push(arr.slice(i, i + timeSteps));
-    }
-    
-    return timestepsArray;
-}
+export const arrayToTimesteps = (arr, timeSteps, step = 1) => {
+  // Validation
+  if (!Array.isArray(arr)) {
+    throw new Error('arr must be an array');
+  }
+  if (!Number.isInteger(timeSteps) || timeSteps <= 0) {
+    throw new Error('timeSteps must be a positive integer');
+  }
+  if (!Number.isInteger(step) || step <= 0) {
+    throw new Error('step must be a positive integer');
+  }
+
+  // If no windows possible, return empty array
+  if (timeSteps > arr.length) {
+    return [];
+  }
+
+  const timestepsArray = [];
+  for (let i = 0; i <= arr.length - timeSteps; i += step) {
+    timestepsArray.push(arr.slice(i, i + timeSteps));
+  }
+  return timestepsArray;
+};

package/src/utilities.js

@@ -11,4 +11,28 @@ export const arrayShuffle = X => {
     }
 
     return shuffledX;
-}
+}
+
+export const arrayShuffleXY = (X, Y) => {
+    if (!Array.isArray(X) || !Array.isArray(Y)) {
+        throw new TypeError('Both X and Y must be arrays');
+    }
+
+    if (X.length !== Y.length) {
+        throw new Error('X and Y must have the same length');
+    }
+
+    // Copy to avoid mutating the originals
+    const shuffledX = [...X];
+    const shuffledY = [...Y];
+
+    // Shuffle both arrays using the same swaps
+    for (let i = shuffledX.length - 1; i > 0; i--) {
+        const j = Math.floor(Math.random() * (i + 1));
+
+        [shuffledX[i], shuffledX[j]] = [shuffledX[j], shuffledX[i]];
+        [shuffledY[i], shuffledY[j]] = [shuffledY[j], shuffledY[i]];
+    }
+
+    return { X: shuffledX, Y: shuffledY };
+};

package/test/test.js

@@ -1,5 +1,6 @@
 import OHLCV_INDICATORS from 'ohlcv-indicators'
 import { parseTrainingXY } from "../src/datasets.js"
+import { arrayToTimesteps } from '../src/timeSteps.js'
 import { loadFile } from "./fs.js"
 
 const test = async () => {
@@ -60,6 +61,12 @@ const test = async () => {
     console.log('row_1', {features: trainX[0], labels: trainY[0]})
 
     console.log(trainY.length, trainX.length)
+
+    const timeSteps = arrayToTimesteps(trainX, 10)
+
+    const typeArr = (a) => Array.isArray(a) ? 'array' : typeof a
+
+    console.log(`timeSteps: ${typeArr(timeSteps)} => ${typeArr(timeSteps[0])} => ${typeArr(timeSteps[0][0][0])}`)
 }
 
 //callback function used to prepare X before flattening