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Add append!, vcat, and cumsum to TimeArray (#8)
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@eliza-eliza
eliza-eliza authored Aug 1, 2024
1 parent 2d17c2b commit b5726b0
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2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,6 +1,6 @@
name = "TimeArrays"
uuid = "058eeebf-2231-41de-8410-62311c15f51e"
version = "1.1.1"
version = "1.2.0"

[deps]
Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
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3 changes: 3 additions & 0 deletions docs/src/pages/array.md
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Expand Up @@ -2,6 +2,9 @@

```@docs
replace
append!
vcat
cumsum
ta_backward_fill
ta_forward_fill
ta_linear_fill
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108 changes: 108 additions & 0 deletions src/array.jl
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Expand Up @@ -62,6 +62,114 @@ function Base.replace(f::Function, t_array::TimeArray; count = length(t_array))
return TimeArray(timestamps, replace(f, timevalues; count))
end

"""
append!(t_array::TimeArray, new_ticks::AbstractVector{TimeTick}) -> TimeArray
Add new values from `items` to `new_ticks` and sorts them by date in ascending order.
!!! warning
Avoid inserting data in small batches, as each call to the append method triggers sorting.
## Examples
```jldoctest
julia> using Dates
julia> t_array = TimeArray([
TimeTick(DateTime("2024-01-01"), 1.0),
TimeTick(DateTime("2024-01-02"), 2.0),
TimeTick(DateTime("2024-01-03"), 3.0),
]);
julia> new_ticks = [
TimeTick(DateTime("2024-01-01"), 1.0),
TimeTick(DateTime("2024-01-02"), 2.0),
TimeTick(DateTime("2024-01-03"), 3.0),
];
julia> append!(t_array, new_ticks)
6-element Vector{TimeTick{DateTime, Float64}}:
TimeTick(2024-01-01T00:00:00, 1.0)
TimeTick(2024-01-01T00:00:00, 1.0)
TimeTick(2024-01-02T00:00:00, 2.0)
TimeTick(2024-01-02T00:00:00, 2.0)
TimeTick(2024-01-03T00:00:00, 3.0)
TimeTick(2024-01-03T00:00:00, 3.0)
```
"""
function Base.append!(t_array::TimeArray{T,V}, new_ticks::AbstractVector{TimeTick{T,V}}) where {T,V}
values = ta_values(t_array)
append!(values, new_ticks)
return TimeArray{T,V}(values)
end

"""
vcat(l_array::TimeArray, r_array::TimeArray) -> TimeArray
Concatenates two `TimeArray` objects vertically.
## Examples
```jldoctest
julia> using Dates
julia> t_array_1 = TimeArray([
TimeTick(DateTime("2024-01-01"), 1.0),
TimeTick(DateTime("2024-01-02"), 2.0),
TimeTick(DateTime("2024-01-03"), 3.0),
]);
julia> t_array_2 = TimeArray([
TimeTick(DateTime("2024-01-04"), 1.0),
TimeTick(DateTime("2024-01-02"), 2.0),
TimeTick(DateTime("2024-01-01"), 3.0),
]);
julia> vcat(t_array_1, t_array_2)
6-element Vector{TimeTick{DateTime, Float64}}:
TimeTick(2024-01-01T00:00:00, 1.0)
TimeTick(2024-01-01T00:00:00, 3.0)
TimeTick(2024-01-02T00:00:00, 2.0)
TimeTick(2024-01-02T00:00:00, 2.0)
TimeTick(2024-01-03T00:00:00, 3.0)
TimeTick(2024-01-04T00:00:00, 1.0)
```
"""
function Base.vcat(l_array::TimeArray{T1,V1}, r_array::TimeArray{T2,V2}) where {T1,V1,T2,V2}
values = vcat(ta_values(l_array), ta_values(r_array))
return TimeArray{promote_type(T1,T2),promote_type(V1,V2)}(values)
end

"""
cumsum(t_array::TimeArray; kw...) -> TimeArray
Cumulative sum along the TimeTick values.
## Examples
```jldoctest
julia> using Dates
julia> t_array = TimeArray([
TimeTick(DateTime("2024-01-01"), 1.0),
TimeTick(DateTime("2024-01-02"), 2.0),
TimeTick(DateTime("2024-01-03"), 3.0),
]);
julia> cumsum(t_array)
6-element Vector{TimeTick{DateTime, Float64}}:
TimeTick(2024-01-01T00:00:00, 1.0)
TimeTick(2024-01-02T00:00:00, 3.0)
TimeTick(2024-01-03T00:00:00, 6.0)
```
"""
function Base.cumsum(t_array::TimeArray{T,V}; kw...) where {T,V}
values = ta_values(t_array)
timestamps = map(ta_timestamp, values)
timevalues = map(ta_value, values)
return TimeArray(timestamps, cumsum(timevalues; kw...))
end

"""
ta_backward_fill([, pattern::Function], t_array::TimeArray) -> TimeArray
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111 changes: 110 additions & 1 deletion test/array.jl
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Expand Up @@ -16,7 +16,7 @@
TimeTick(Time(3), 3.0),
]),
) == a
end
end
@testset "Case №2: Replacing NaN's" begin
a = TimeArray([
TimeTick(Time(1), 1.0),
Expand Down Expand Up @@ -114,4 +114,113 @@ end
ta_forward_fill(isinf, ta_nan),
)
end

@testset "Case №1: Append method" begin
a = TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
])

new_values = [
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
]

append!(a, new_values)

@test a == TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
TimeTick(Time(3), 1.0),
])

new_values2 = [
TimeTick(Time(3), 3.0),
TimeTick(Time(5), 5.0),
TimeTick(Time(4), 1.8),
]

append!(a, new_values2)

@test a == TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
TimeTick(Time(3), 1.0),
TimeTick(Time(3), 3.0),
TimeTick(Time(4), 1.8),
TimeTick(Time(5), 5.0),
])
end

@testset "Case №1: Vcat method" begin
a = TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
])

b = TimeArray([
TimeTick(Time(4), 3.0),
TimeTick(Time(5), 3.0),
TimeTick(Time(6), 3.0),
])

@test vcat(a, b) == TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
TimeTick(Time(4), 3.0),
TimeTick(Time(5), 3.0),
TimeTick(Time(6), 3.0),
])

c = TimeArray([
TimeTick(Time(1), 3.0),
TimeTick(Time(3), 5.0),
TimeTick(Time(2), 1.0),
])

@test vcat(a, c) == TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(1), 3.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
TimeTick(Time(3), 5.0),
])
end

@testset "Case №1: Vcat method" begin
a = TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 1.0),
TimeTick(Time(3), 1.0),
])

@test isequal(cumsum(a), TimeArray([
TimeTick(Time(1), 1.0),
TimeTick(Time(2), 2.0),
TimeTick(Time(3), 3.0),
]))

b = TimeArray([
TimeTick(Time(1), 3.0),
TimeTick(Time(2), NaN),
TimeTick(Time(3), 4.0),
])

@test isequal(cumsum(b), TimeArray([
TimeTick(Time(1), 3.0),
TimeTick(Time(2), NaN),
TimeTick(Time(3), NaN),
]))
end
end

2 comments on commit b5726b0

@gryumov
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@gryumov gryumov commented on b5726b0 Aug 1, 2024

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@JuliaRegistrator register()

Release notes:

  • Add append!, vcat, and cumsum to TimeArray

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Registration pull request created: JuliaRegistries/General/112239

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v1.2.0 -m "<description of version>" b5726b0bcede06facdb70f007a9f09ad6c6f594c
git push origin v1.2.0

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