Gave the Series, Frame, and Signals a lot of needed love

This commit is contained in:
Luke I. Wilson
2023-05-18 11:25:36 -05:00
parent a68542d34b
commit 52260551e8
8 changed files with 491 additions and 364 deletions

110
data.go
View File

@@ -2,13 +2,10 @@ package autotrader
import (
"encoding/csv"
"errors"
"io"
"os"
"strconv"
"time"
df "github.com/rocketlaunchr/dataframe-go"
)
type DataCSVLayout struct {
@@ -73,102 +70,51 @@ func DataFrameFromCSVReaderLayout(r io.Reader, layout DataCSVLayout) (*DataFrame
data.Series(name).SetName(newName)
}
// err = data.ReorderColumns([]string{"Date", "Open", "High", "Low", "Close", "Volume"})
// if err != nil {
// return data, err
// }
// TODO: Reverse the dataframe if the latest data is first.
return data, nil
}
func DataFrameFromCSVReader(r io.Reader, dateLayout string, readReversed bool) (*DataFrame, error) {
csv := csv.NewReader(r)
csv.LazyQuotes = true
records, err := csv.ReadAll()
if err != nil {
return nil, err
}
if len(records) < 2 {
return nil, errors.New("csv file must have at least 2 rows")
}
seriesSlice := make([]Series, 0, 12)
dfSeriesSlice := make([]df.Series, 0, 12)
// TODO: change Capacity to Size.
initOptions := &df.SeriesInit{Capacity: len(records) - 1}
// Replace column names with standard ones.
for j, val := range records[0] {
// Check what type the next row is to determine the type of the series.
nextRow := records[1][j]
var series df.Series
if _, err := strconv.ParseFloat(nextRow, 64); err == nil {
series = df.NewSeriesFloat64(val, initOptions)
} else if _, err := strconv.ParseInt(nextRow, 10, 64); err == nil {
series = df.NewSeriesInt64(val, initOptions)
} else if _, err := time.Parse(dateLayout, nextRow); err == nil {
series = df.NewSeriesTime(val, initOptions)
} else {
series = df.NewSeriesString(val, initOptions)
// Read the CSV file.
for {
rec, err := csv.Read()
if err == io.EOF {
break
} else if err != nil {
return nil, err
}
// Create the series columns and label them.
dfSeriesSlice = append(dfSeriesSlice, series)
}
// Set the direction to iterate the records.
var startIdx, stopIdx, inc int
if readReversed {
startIdx = len(records) - 1
stopIdx = 0 // Stop before the first row because it contains the column names.
inc = -1
} else {
startIdx = 1 // Skip first row because it contains the column names.
stopIdx = len(records)
inc = 1
}
for i := startIdx; i != stopIdx; i += inc {
rec := records[i]
// Create the columns needed.
if len(seriesSlice) == 0 {
for _, val := range rec {
seriesSlice = append(seriesSlice, NewDataSeries(val))
}
continue
}
// Add rows to the series.
for j, val := range rec {
series := dfSeriesSlice[j]
switch series.Type() {
case "float64":
val, err := strconv.ParseFloat(val, 64)
if err != nil {
series.Append(nil)
} else {
series.Append(val)
}
case "int64":
val, err := strconv.ParseInt(val, 10, 64)
if err != nil {
series.Append(nil)
} else {
series.Append(val)
}
case "time":
val, err := time.Parse(dateLayout, val)
if err != nil {
series.Append(nil)
} else {
series.Append(val)
}
case "string":
series.Append(val)
series := seriesSlice[j]
if f, err := strconv.ParseFloat(val, 64); err == nil {
series.Push(f)
} else if t, err := time.Parse(dateLayout, val); err == nil {
series.Push(t)
} else {
series.Push(val)
}
dfSeriesSlice[j] = series
}
}
// NOTE: we specifically construct the DataFrame at the end of the function because it likes to set
// state like number of rows and columns at initialization and won't let you change it later.
seriesSlice := make([]Series, len(dfSeriesSlice))
for i, series := range dfSeriesSlice {
seriesSlice[i] = NewDataSeries(series)
// Reverse the series if needed.
if readReversed {
for _, series := range seriesSlice {
series.Reverse()
}
}
return NewDataFrame(seriesSlice...), nil
}