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Refactor Series and Frame

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This commit is contained in:
Luke I. Wilson
2023-05-20 12:50:56 -05:00
parent 4dfc94fd5f
commit 1516604889
13 changed files with 791 additions and 950 deletions
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55
series_test.go
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@@ -6,7 +6,7 @@ import (
)
func TestDataSeries(t *testing.T) {
series := NewDataSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
series := NewSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
if series.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", series.Len())
}
@@ -20,7 +20,7 @@ func TestDataSeries(t *testing.T) {
}
}
last5 := series.Copy(-5, -1)
last5 := series.CopyRange(-5, -1)
if last5.Len() != 5 {
t.Fatalf("Expected 5 rows, got %d", last5.Len())
}
@@ -34,7 +34,7 @@ func TestDataSeries(t *testing.T) {
t.Errorf("Expected data to be copied, not referenced")
}
outOfBounds := series.Copy(10, -1)
outOfBounds := series.CopyRange(10, -1)
if outOfBounds == nil {
t.Fatal("Expected non-nil series, got nil")
}
@@ -68,8 +68,8 @@ func TestDataSeries(t *testing.T) {
}
func TestDataSeriesFunctional(t *testing.T) {
series := NewDataSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
doubled := series.Map(func(_ int, val any) any {
series := NewSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
doubled := series.Copy().Map(func(_ int, val any) any {
return val.(float64) * 2
})
if doubled.Len() != 10 {
@@ -86,7 +86,7 @@ func TestDataSeriesFunctional(t *testing.T) {
}
series.SetValue(0, 1.0) // Reset the value.
evens := series.Filter(func(_ int, val any) bool {
evens := series.Copy().Filter(func(_ int, val any) bool {
return EqualApprox(math.Mod(val.(float64), 2), 0)
})
if evens.Len() != 5 {
@@ -101,7 +101,7 @@ func TestDataSeriesFunctional(t *testing.T) {
t.Fatalf("Expected series to still have 10 rows, got %d", series.Len())
}
diffed := series.MapReverse(func(i int, v any) any {
diffed := series.Copy().Map(func(i int, v any) any {
if i == 0 {
return 0.0
}
@@ -120,47 +120,12 @@ func TestDataSeriesFunctional(t *testing.T) {
}
}
func TestAppliedSeries(t *testing.T) {
underlying := NewDataSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
applied := NewAppliedSeries(underlying, func(_ *AppliedSeries, _ int, val any) any {
return val.(float64) * 2
})
if applied.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", applied.Len())
}
for i := 0; i < 10; i++ {
if val := applied.Float(i); val != float64(i+1)*2 {
t.Errorf("(%d)\tExpected %f, got %v", i, float64(i+1)*2, val)
}
}
// Test that the underlying series is not modified.
if underlying.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", underlying.Len())
}
for i := 0; i < 10; i++ {
if val := underlying.Float(i); val != float64(i+1) {
t.Errorf("(%d)\tExpected %f, got %v", i, float64(i+1), val)
}
}
// Test that the underlying series is not modified when the applied series is modified.
applied.SetValue(0, 100.0)
if underlying.Float(0) != 1 {
t.Errorf("Expected 1, got %v", underlying.Float(0))
}
if applied.Float(0) != 200 {
t.Errorf("Expected 200, got %v", applied.Float(0))
}
}
func TestRollingAppliedSeries(t *testing.T) {
// Test rolling average.
series := NewDataSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
series := NewSeries("test", 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0)
sma5Expected := []float64{1, 1.5, 2, 2.5, 3, 4, 5, 6, 7, 8}
sma5 := (Series)(series.Rolling(5).Average()) // Take the 5 period moving average and cast it to Series.
sma5 := series.Copy().Rolling(5).Average() // Take the 5 period moving average and cast it to Series.
if sma5.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", sma5.Len())
}
@@ -174,7 +139,7 @@ func TestRollingAppliedSeries(t *testing.T) {
}
ema5Expected := []float64{1, 1.3333333333333333, 1.8888888888888888, 2.5925925925925926, 3.3950617283950617, 4.395061728395062, 5.395061728395062, 6.395061728395062, 7.395061728395062, 8.395061728395062}
ema5 := (Series)(series.Rolling(5).EMA()) // Take the 5 period exponential moving average.
ema5 := series.Rolling(5).EMA() // Take the 5 period exponential moving average.
if ema5.Len() != 10 {
t.Fatalf("Expected 10 rows, got %d", ema5.Len())
}