-
Notifications
You must be signed in to change notification settings - Fork 69
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
9 changed files
with
330 additions
and
10 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,3 @@ | ||
| """ | ||
| Abstract data types | ||
| """ |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,52 @@ | ||
| ############################################################################### | ||
| # AbstractTimeSeries | ||
| ############################################################################### | ||
|
|
||
| """ | ||
| AbstractTimeSeries{T} | ||
| An `AbstractTimeSeries{T}` is a table-like data structure with a time index and | ||
| named columns. | ||
| Where `T` denotes the type of time index. | ||
| In the case of multiple columns as compound index, `T <: Tuple`. | ||
| For instance, let `T = Tuple{Date,Time}` implies there are two columns | ||
| which forms the time index. | ||
| # Interfaces | ||
| ## Dimension and size | ||
| - `length` | ||
| - `ndims` | ||
| - `size` | ||
| - `axes` | ||
| - `copy` | ||
| - `deepcopy` | ||
| - `similar` | ||
| - `names` | ||
| - `rename` | ||
| - `rename!` | ||
| - `hcat` | ||
| - `vcat` | ||
| """ | ||
| abstract type AbstractTimeSeries{T} end | ||
|
|
||
| Base.names(ats::AbstractTimeSeries) = getfield(ats, :names) | ||
|
|
||
|
|
||
| Tables.istable(::Type{<:AbstractTimeSeries}) = true | ||
|
|
||
| Tables.columnaccess(::Type{<:AbstractTimeSeries}) = true | ||
| Tables.columns(ats::AbstractTimeSeries) = ats | ||
|
|
||
| Tables.rowaccess(::Type{<:AbstractTimeSeries}) = true | ||
| # TODO | ||
| # Tables.rows(x::AbstractTimeSeries) | ||
|
|
||
| Tables.schema(ats::AbstractTimeSeries) = Tables.Schema(names(ats), #= TODO =#) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,221 @@ | ||
| ############################################################################### | ||
| # Type | ||
| ############################################################################### | ||
|
|
||
| # TODO: consider constrain T<:AbstractTimeAxis | ||
| mutable struct TimeTable{T} <: AbstractTimeSeries{T} | ||
| ta::T | ||
| vecs::OrderedDict{Symbol,AbstractVector} | ||
| n::Int # length, in case of infinte time axis | ||
|
|
||
| function TimeTable{T}(ta::T, vecs) where {T} | ||
| m = mapreduce(length, max, values(vecs)) | ||
| n = if Base.haslength(T) | ||
| n′ = length(ta) | ||
| (n′ ≥ m) || throw(DimensionMismatch( | ||
| "The vector length should less or equal than the one of time axis")) | ||
| n′ | ||
| else | ||
| m | ||
| end | ||
|
|
||
| # note that it will copy, if the length of a col is shorter than `m` | ||
| for (k, v) in vecs | ||
| (length(v) == n) && continue | ||
| vecs[k] = collect(PaddedView(missing, v, (n,))) | ||
| end | ||
|
|
||
| new(ta, vecs, n) | ||
| end | ||
| # other design style: | ||
| # colnames::Vector{Symbol} | ||
| # cols::Vector{AbstractVector} | ||
| end | ||
|
|
||
| TimeTable(ta::T, vecs::OrderedDict{Symbol}) where T = TimeTable{T}(ta, vecs) | ||
| function TimeTable(ta::T; kw...) where T | ||
| vecs = OrderedDict{Symbol,AbstractVector}() | ||
| for (k, v) ∈ kw | ||
| vecs[k] = v | ||
| end | ||
| TimeTable(ta, vecs) | ||
| end | ||
|
|
||
| const TimeTableTimeCol = :time | ||
|
|
||
| struct TimeTableRow{T,V} | ||
| i::Int | ||
| t::T | ||
| v::V | ||
| end | ||
|
|
||
|
|
||
| ############################################################################### | ||
| # Iterator interfaces | ||
| ############################################################################### | ||
|
|
||
| Base.size(tt::TimeTable) = (length(tt), length(keys(_vecs(tt)))) | ||
| Base.size(tt::TimeTable, dim) = | ||
| (dim == 1) ? length(tt) : | ||
| (dim == 2) ? length(keys(_vecs(tt))) : | ||
| 1 | ||
|
|
||
| @inline Base.length(tt::TimeTable) = getfield(tt, :n) | ||
|
|
||
|
|
||
| ############################################################################### | ||
| # Indexing | ||
| ############################################################################### | ||
|
|
||
| Base.lastindex(tt::TimeTable) = getfield(tt, :n) | ||
|
|
||
| Base.checkindex(::Type{Bool}, tt::TimeTable, i::Int) = (1 ≤ i ≤ lastindex(tt)) | ||
|
|
||
| Base.getindex(tt::TimeTable, s::Symbol) = | ||
| (s ≡ TimeTableTimeCol) ? getfield(tt, :ta) : getvec(tt, s) | ||
|
|
||
| function Base.getindex(tt::TimeTable, i::Int) | ||
| @boundscheck checkbounds(tt, i) | ||
| TimeTableRow(i, _ta(tt)[i], map(x -> x[i], values(_vecs(tt)))) | ||
| end | ||
|
|
||
| Base.getindex(tt::TimeTable, t::TimeType) = tt[time2idx(tt, t)] | ||
| Base.getindex(tt::TimeTable, i::Int, s::Symbol) = | ||
| (@boundscheck checkbounds(tt, i); (s ≡ TimeTableTimeCol) ? _ta(tt)[i] : _vecs(tt)[s][i]) | ||
| Base.getindex(tt::TimeTable, t::TimeType, s::Symbol) = tt[time2idx(tt, t), s] | ||
|
|
||
| for func ∈ [:findfirst, :findlast] | ||
| @eval function Base.$func(f::Function, tt::TimeTable) | ||
| i = $func(f, _ta(tt)) | ||
| isnothing(i) && return nothing | ||
| ifelse(i > getfield(tt, :n), nothing, i) | ||
| end | ||
|
|
||
| # TODO: handle case of infinte timegrid for findlast | ||
| end | ||
|
|
||
| for func ∈ [:findprev, :findnext] | ||
| @eval function Base.$func(f::Function, tt::TimeTable, j::Int) | ||
| i = $func(f, _ta(tt), j) | ||
| isnothing(i) && return nothing | ||
| ifelse(i > getfield(tt, :n), nothing, i) | ||
| end | ||
| end | ||
|
|
||
| function Base.getindex(r::TimeTableRow, i::Int) | ||
| (i == 1) ? r.i : | ||
| (i == 2) ? r.t : | ||
| (i == 3) ? r.v : | ||
| throw(BoundsError(r, i)) | ||
| end | ||
|
|
||
| ############################################################################### | ||
| # Value modification | ||
| ############################################################################### | ||
|
|
||
| function Base.setproperty!(tt::TimeTable, name::Symbol, x::AbstractVector) | ||
| (length(tt) != length(x)) && throw(DimensionMismatch("length unmatched")) | ||
| _vecs(tt)[name] = x | ||
| end | ||
|
|
||
| # TODO: support time axis modification | ||
| Base.setindex!(tt::TimeTable, v, i::Int, s::Symbol) = | ||
| (@boundscheck checkbounds(tt, i); _vecs(tt)[s][i] = v) | ||
| Base.setindex!(tt::TimeTable, v, t::TimeType, s::Symbol) = (tt[time2idx(tt, t), s] = v) | ||
|
|
||
| function Base.resize!(tt::TimeTable, n′::Int) | ||
| n = length(tt) | ||
| (n == n′) && return tt | ||
|
|
||
| for v ∈ values(_vecs(tt)) | ||
| resize!(v, n′) | ||
| end | ||
| setfield!(tt, :n, n′) | ||
| tt | ||
| end | ||
|
|
||
| function Base.push!(tt::TimeTable{<:TimeGrid}, x::NamedTuple) | ||
| d = _vecs(tt) | ||
| (size(tt, 2) == length(x)) || throw(DimensionMismatch("input length unmatched")) | ||
|
|
||
| ks = keys(d) | ||
| for k ∈ keys(x) | ||
| (k ∈ ks) || throw(ArgumentError("unknown column $k")) | ||
| end | ||
|
|
||
| for (k, v) ∈ d | ||
| push!(v, x[k]) | ||
| end | ||
|
|
||
| n = length(tt) + 1 | ||
| setfield!(tt, :n, n) | ||
| resize!(_ta(tt), n) | ||
|
|
||
| tt | ||
| end | ||
|
|
||
|
|
||
| ############################################################################### | ||
| # Time axis modification | ||
| ############################################################################### | ||
|
|
||
| # TODO: add a `shrink` kwarg for shrinking length after lag/lead | ||
| lag(tt::TimeTable{<:TimeGrid}, n::Int) = TimeTable(_ta(tt) + n, _vecs(tt)) | ||
| lead(tt::TimeTable{<:TimeGrid}, n::Int) = TimeTable(_ta(tt) - n, _vecs(tt)) | ||
|
|
||
| # TODO: reindex ? | ||
|
|
||
|
|
||
| ############################################################################### | ||
| # Join | ||
| ############################################################################### | ||
|
|
||
| # TODO: after DataAPI.jl v0.17 released, import method from it | ||
|
|
||
| # TODO: support `on` kwarg | ||
| function innerjoin(x::TimeTable{<:TimeGrid}, y::TimeTable{<:TimeGrid}) | ||
| dx = _vecs(x) | ||
| dy = _vecs(y) | ||
| dz = OrderedDict{Symbol,AbstractVector}() | ||
|
|
||
| tax = _ta(x) | ||
| tay = _ta(y) | ||
|
|
||
| idxx = Int[] | ||
| idxy = Int[] | ||
| sizehint!(idxy, length(x)) | ||
| sizehint!(idxy, length(x)) | ||
| for (i, j) ∈ enumerate(findall(tax, tay)) | ||
| ismissing(j) && continue | ||
| push!(idxx, i) | ||
| push!(idxy, j) | ||
| end | ||
|
|
||
| for (k, v) ∈ dx | ||
| dz[k] = v[idxx] # this will copy | ||
| end | ||
|
|
||
| ks = keys(dx) | ||
| for (k, v) ∈ dy | ||
| k′ = ifelse(k ∈ ks, Symbol(k, :_), k) | ||
| dz[k′] = v[idxy] | ||
| end | ||
|
|
||
| ta′ = [tax[i] for i ∈ idxx] | ||
| TimeTable(ta′, dz) | ||
| end | ||
|
|
||
|
|
||
| ############################################################################### | ||
| # Private utils | ||
| ############################################################################### | ||
|
|
||
|
|
||
| checkbounds(tt::TimeTable, i::Int) = | ||
| (checkindex(Bool, tt, i) || throw(BoundsError(tt, i)); nothing) | ||
|
|
||
| @inline getvec(tt::TimeTable, s::Symbol) = _vecs(tt)[s] | ||
| @inline _vecs(tt::TimeTable) = getfield(tt, :vecs) | ||
| @inline _ta(tt::TimeTable) = getfield(tt, :ta) | ||
|
|
||
| @inline time2idx(tt::TimeTable, t::TimeType) = _ta(tt)[t] |
Oops, something went wrong.