Class: SimpleTimeSeries

Inherits:
Object
  • Object
show all
Defined in:
lib/simple_time_series/version.rb,
lib/simple_time_series/simple_time_series.rb

Constant Summary collapse

VERSION = 
"0.1.7"
DEBUG = 
false

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(opts) ⇒ SimpleTimeSeries

Returns a new instance of SimpleTimeSeries.



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# File 'lib/simple_time_series/simple_time_series.rb', line 7

def initialize(opts)
  @time_vars = opts[:time_vars]
  @data_vars = opts[:data_vars]
  @attribs = opts[:attribs]
  define_data_methods_and_set_values
  define_time_methods_and_set_values
end

Dynamic Method Handling

This class handles dynamic methods through the method_missing method

#method_missing(meth, *args, &block) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 15

def method_missing(meth, *args, &block)
  begin
    attribs[args[0]][meth]
  rescue
    super
  end
end

Instance Attribute Details

#attribs ⇒ Object

Returns the value of attribute attribs.



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# File 'lib/simple_time_series/simple_time_series.rb', line 5

def attribs
  @attribs
end

#data_vars ⇒ Object

Returns the value of attribute data_vars.



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# File 'lib/simple_time_series/simple_time_series.rb', line 5

def data_vars
  @data_vars
end

#time_vars ⇒ Object

Returns the value of attribute time_vars.



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# File 'lib/simple_time_series/simple_time_series.rb', line 5

def time_vars
  @time_vars
end

Instance Method Details

#current(what, opts = {}) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 67

def current(what, opts={})
  puts "#current called with #{what} and #{opts}" if DEBUG
  send(what.to_sym, opts)
end

#data_array(*data_var_names, opts) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 45

def data_array(*data_var_names, opts)
  err_msg = "The last parameter passed to #data_array must be a hash of start/end values.\n"
  err_msg += "Example: {:start => 'Tuesday', :end => '2014-01-06'}\n"
  err_msg += "If you want to use all observations, you can pass a blank hash, like {}\n"
  raise err_msg unless opts
  data_arr = []
  Array(data_var_names).each do |name|
    puts "Looping through data_var_names inside data_array with #{name}" if DEBUG
    puts "Calling find(#{name}, #{opts[:start]}, #{opts[:end]}, #{opts})" if DEBUG
    data_arr << find(name, opts[:start], opts[:end], opts)
  end

  if opts[:prepend_names]
    if opts[:prepend_names].is_a? Array
      data_arr = data_arr.each_with_index.map { |var, idx| var.dup.unshift(opts[:prepend_names][idx]) }
    else
      data_arr = data_arr.each_with_index.map { |var, idx| var.dup.unshift(data_var_names[idx]) }
    end
  end
  data_arr
end

#find(what, date, end_date = nil, opts = {}) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 23

def find(what, date, end_date=nil, opts={})
  puts "Calling send(#{what}_on, #{date}, #{end_date}, #{opts})" if DEBUG
  send((what + '_on').to_sym, date, end_date, opts)
end

#find_plus_label(what, date, end_date = nil) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 28

def find_plus_label(what, date, end_date=nil)
  find(what, date, end_date).dup.unshift(what)
end

#index_of_date_value(date) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 72

def index_of_date_value(date)
  time_vars.each do |tv_key, tv_val|
    return tv_val.index(date) if tv_val.include?(date)
  end
  nil
end

#new_data_var(var, vals) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 92

def new_data_var(var, vals)
  define_getter_and_setter(var)
  self.class.class_eval do
    define_method("#{var}_subset") do |first, last=first|
      start_idx = index_of_date_value(first)
      last_idx = index_of_date_value(last)
      (start_idx && last_idx) ? eval(var)[start_idx..last_idx] : nil
    end
    define_method("#{var}_subset_set") do |first, last, val_arr|
      start_idx = index_of_date_value(first)
      last_idx = index_of_date_value(last)
      if (start_idx && last_idx)
        eval(var)[start_idx..last_idx] = val_arr
      else
        raise "Could not run #{var}_subset with values #{val_arr}"
      end
    end
    define_method("#{var}_diff") do |first=nil, last=nil| # should work only on numeric data
      # this could be made more efficient by caching the full array and/or calculating only a subset of values
      time_vars.each do |tv_key, tv_val|
        start_idx = index_of_date_value(first) || 0
        last_idx = index_of_date_value(last) || (first.nil? ? -1 : start_idx)
        answer = (eval(var).each_cons(2).map { |val1, val2| val2 - val1 }.dup.unshift(nil))[start_idx..last_idx]
        return answer.length == 1 ? answer[0] : answer
      end
    end
    # should DRY out variable creation, probably by passing in a strategy along with the variable name
    define_method("#{var}_cumsum") do |first=nil, last=nil| # should work only on numeric data
      # this could be made more efficient by caching the full array and/or calculating only a subset of values
      time_vars.each do |tv_key, tv_val|
        start_idx = index_of_date_value(first) || 0
        last_idx = index_of_date_value(last) || (first.nil? ? -1 : start_idx)
        sum = eval(var)[0]
        answer = (eval(var).each_cons(2).map { |val1, val2| sum += val2 }.dup.unshift(eval(var)[start_idx]))[start_idx..last_idx]
        return answer.length == 1 ? answer[0] : answer
      end
    end
  end
  define_var_on(var)
  instance_variable_set("@#{var}", vals) if vals
  data_vars[var] = vals unless data_vars.has_key?(var)
end

#new_time_var(var, vals) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 85

def new_time_var(var, vals)
  define_getter_and_setter(var)
  instance_variable_set("@#{var}", vals) if vals
  time_vars[var] = vals unless time_vars.has_key?(var)
  define_var_on(var)
end

#set(data_var, date, value) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 79

def set(data_var, date, value)
  arr_index = index_of_date_value(date)
  current(data_var)[arr_index] = value
end

#sum_by_date(*data_var_names, opts) ⇒ Object 



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# File 'lib/simple_time_series/simple_time_series.rb', line 32

def sum_by_date(*data_var_names, opts)
  arr = []
  data_var_names.each do |name|
    if opts[:start] && opts[:end]
      arr << find(name, opts[:start], opts[:end], opts)
    else
      arr << current(name, opts)
    end
  end
  arr = arr.transpose.map { |arr| arr.reduce(:+) }
  opts[:prepend_name] ? arr.dup.unshift(opts[:prepend_name]) : arr
end