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# $Id$ |
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|
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import numarray |
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from types import SliceType |
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DEFAULT_BUFFER_SIZE=9 |
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DEFAULT_FLOAT_TYPE=numarray.Float64 |
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|
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class TimeSeriesBase: |
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"""The TimeSeriesBase class is the base class for all class of the TimeSeries module.""" |
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|
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def __init__(self,debug=False,description="timeseries.Base"): |
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self.__debug=debug |
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self.__description=description |
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|
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def __str__(self): |
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return self.__description |
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|
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def setDebugOn(self): |
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"""switch on degugging mode""" |
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self.__debug=True |
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|
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def setDebugOff(self): |
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"""switch off degugging mode""" |
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self.__debug=False |
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|
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def setDebug(self,flag=False): |
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"""sets debug mode to flag""" |
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if flag: |
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self.setDebugOn() |
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else: |
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self.setDebugOff() |
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|
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def debug(self): |
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"""returns true if debug mode is on""" |
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return self.__debug |
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|
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#============================================================================================================ |
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class TimeSeriesDataset(TimeSeriesBase): |
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"""provides an interface for accessing a set of linearly ordered data.""" |
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def __init__(self,buffer,offset=0,debug=False,description="timeseries.Dataset"): |
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TimeSeriesBase.__init__(self,debug,description) |
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self.__buffer=buffer |
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self.__offset=offset |
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if self.debug(): print "Debug: %s: offset %d to buffer"%(self,self.getOffset()) |
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|
| 46 |
def __len__(self): |
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"""needed to handle negative indexing in slicing""" |
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return 0 |
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|
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def getNumComponents(self): |
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"""returns the number of components of the data (may be overwritten by subclass)""" |
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return self.getBuffer().getNumComponents() |
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|
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def getIdOfLastDatum(self): |
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"""returns the identification number of the last datum in the data set (may be overwritten by subclass)""" |
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return self.getBuffer().getIdOfLastDatum()-self.getOffset() |
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|
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def getIdOfFirstDatum(self): |
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"""returns the identification number of the first datum (may be overwritten by subclass)""" |
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return self.getBuffer().getIdOfFirstDatum()-self.getOffset() |
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|
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def getOffsetInBuffer(self): |
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"""returns the offset to access elements in getBuffer() (may be overwritten by subclass)""" |
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return self.getOffset() |
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|
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def getIdOfLastUnusedDatum(self): |
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"""returns the identification number of the last datum which has been unused by all TimeSeries refering to the TimeSeriesDataset (may be overwritten by subclass)""" |
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return self.getBuffer().getIdOfLastUnusedDatum()-self.getOffset() |
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|
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def updateIdOfLastUnusedDatum(self,last_unused_datum): |
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"""updates the identification number of the last unused datum (to be overwritten by subclass)""" |
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self.getBuffer().updateIdOfLastUnusedDatum(last_unused_datum+self.getOffset()) |
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|
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def append(self,values): |
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"""appends data to the buffer. If the buffer would be full the buffer is rearranged before the data are appended (to be overwritten by subclass)""" |
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self.getBuffer().append(values) |
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|
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def getBufferSize(self): |
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"""returns the size of the buffer (to be overwritten by subclass)""" |
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return self.getBuffer().getBufferSize() |
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|
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def needsRearrangement(self,num_new_data=0): |
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"""returns True if the buffer will be full after num_new_data have been appended (to be overwritten by subclass)""" |
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return self.getBuffer().needsRearrangement(num_new_data) |
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|
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def isEmpty(self): |
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"""returns true if no data are appeneded to buffer""" |
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return self.getNumData()<=0 |
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|
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def getNumData(self): |
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"""returns the number of data (not all of them are accessible)""" |
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return self.getIdOfLastDatum()-self.getIdOfFirstDatum()+1 |
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|
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def getBuffer(self): |
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"""return the buffer referenced by the TimeSeriesDataset""" |
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return self.__buffer |
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|
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def getOffset(self): |
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"""return the offset when referring to dataset elements""" |
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return self.__offset |
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|
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def __getitem__(self,index): |
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"""returns the datum index""" |
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if type(index)==SliceType: |
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start=index.start |
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end=index.stop |
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if start==end: |
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return self[start] |
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else: |
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if start<self.getIdOfFirstDatum() or start>self.getIdOfLastDatum() or \ |
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end-1<self.getIdOfFirstDatum() or end-1>self.getIdOfLastDatum(): raise IndexError,"%s: Index [%d:%d] out of range"%(self,start,end) |
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return self.getBuffer()[start+self.getOffsetInBuffer():end+self.getOffsetInBuffer()] |
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else: |
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if index<self.getIdOfFirstDatum() or index>self.getIdOfLastDatum(): raise IndexError,"%s: Index %d out of range"%(self,index) |
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return self.getBuffer()[index+self.getOffsetInBuffer()] |
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|
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class TimeSeriesBuffer(TimeSeriesDataset): |
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"""An inplementation of TimeSeriesDataset which actually is storing data into a numarray buffer""" |
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def __init__(self,buffer_size=DEFAULT_BUFFER_SIZE,numComponents=1,type=DEFAULT_FLOAT_TYPE,id_of_first_datum=0,debug=False,description="timeseries.Buffer"): |
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if numComponents<2: |
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buffer=numarray.zeros((buffer_size,),type) |
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else: |
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buffer=numarray.zeros((buffer_size,numComponents),type) |
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TimeSeriesDataset.__init__(self,buffer,id_of_first_datum-1,debug,description) |
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self.__num_data_in_buffer=0 |
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self.__id_last_unused_datum=id_of_first_datum-1 |
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self.__id_last_datum=id_of_first_datum-1 |
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self.__id_first_datum=id_of_first_datum |
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if self.debug(): print "Debug: %s : buffer of size %d with %d components allocated (first datum is %d)."% \ |
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(self,self.getBufferSize(),self.getNumComponents(),id_of_first_datum) |
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|
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|
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def getBufferSize(self): |
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"""returns the size of the buffer""" |
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return self.getBuffer().shape[0] |
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|
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def getNumComponents(self): |
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"""returns the number of components of the data (overwrites TimeSeriesDataset method)""" |
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if self.getBuffer().rank==1: |
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return 1 |
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else: |
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self.getBuffer().shape[1] |
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|
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def getNumDataInBuffer(self): |
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"""returns the number of data currently in the buffer""" |
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return self.__num_data_in_buffer |
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|
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def getIdOfLastDatum(self): |
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"""returns the identification number of the last datum in the data set (overwrites method from TimeSeriesDataset)""" |
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return self.__id_last_datum |
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|
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def getIdOfFirstDatum(self): |
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"""returns the identification number of the first datum (overwrites method from TimeSeriesDataset)""" |
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return self.__id_first_datum |
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|
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def getOffsetInBuffer(self): |
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"""returns the offset to access elements in the buffer (overwrites method from TimeSeriesDataset)""" |
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return -self.getIdOfLastDatum()+self.getNumDataInBuffer()-1 |
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|
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def getIdOfLastUnusedDatum(self): |
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"""returns the identification number of the last datum which has been unused by all TimeSeries refering to the TimeSeriesDataset (overwrites method from TimeSeriesDataset)""" |
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return self.__id_last_unused_datum |
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|
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def updateIdOfLastUnusedDatum(self,last_unused_datum): |
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"""updates the identification number of the last unused datum (to be overwritten by subclass)""" |
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self.getBuffer().updateIdOfLastUnusedDatum(last_unused_datum-self.getOffset()) |
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|
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def updateIdOfLastUnusedDatum(self,last_unused_datum): |
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"""updates the identification number of the last unused datum (overwrites TimeSeriesDataset method)""" |
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if self.__id_last_unused_datum>last_unused_datum: |
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self.__id_last_unused_datum=last_unused_datum |
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if self.debug(): print "Debug: %s: last unused datum is now %s"%(self,last_unused_datum) |
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|
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def needsRearrangement(self,num_new_data=0): |
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"""returns True if the buffer will be full after num_new_data have been appended""" |
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return self.getNumDataInBuffer()+num_new_data>self.getBufferSize() |
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|
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def append(self,data): |
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"""appends data to the buffer. If the buffer would be full the buffer is rearranged before the data are appended (overwrites TimeSeriesDataset method)""" |
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data=numarray.array(data) |
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nc=self.getNumComponents() |
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if data.rank==0: |
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if nc==1: |
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num_new_data=1 |
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else: |
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raise ValueError,"%s: illegal data shape"%self |
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elif data.rank==1: |
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if nc==1: |
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num_new_data=data.shape[0] |
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else: |
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num_new_data=1 |
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elif data.rank==2: |
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if not nc==data.shape[1]: raise ValueError,"%s: illegal data shape"%self |
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num_new_data=data.shape[0] |
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else: |
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raise ValueError,"%s: illegal rank"%self |
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|
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# check is buffer will be overflown when data are appended: |
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if self.needsRearrangement(num_new_data): |
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nn=self.getNumDataInBuffer() |
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num_protected_data=self.getIdOfLastDatum()-self.getIdOfLastUnusedDatum() |
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if num_protected_data+num_new_data>self.getBufferSize(): |
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raise ValueError,"%s: buffer overflow: buffer size has to be bigger than %d"%(self,num_protected_data+num_new_data) |
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if num_protected_data>0: self.getBuffer()[0:num_protected_data]=self.getBuffer()[nn-num_protected_data:nn] |
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self.__num_data_in_buffer=num_protected_data |
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self.__id_last_unused_datum=self.__id_last_datum |
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if self.debug(): |
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print "Debug: %s: rearrangement: first data in buffer is %d."%(self,self.getIdOfLastDatum()-self.getNumDataInBuffer()+1) |
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# copy data over: |
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nn=self.getNumDataInBuffer() |
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self.getBuffer()[nn:nn+num_new_data]=data |
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self.__num_data_in_buffer+=num_new_data |
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self.__id_last_datum+=num_new_data |
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self.__id_last_unused_datum+=num_new_data |
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if self.debug(): print "Debug: %s: %d data appended. Last unused datum is now %d."%(self,num_new_data,self.__id_last_unused_datum) |
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|
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# ====================================== |
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class TimeSeries(TimeSeriesDataset): |
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"""a TimeSeries glues a Controler controler and a TimeSeriesDataset dataset together. It also provides a TimeSeriesDataset view to the datset""" |
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def __init__(self,dataset,debug=False,description="timeseries."): |
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TimeSeriesDataset.__init__(self,dataset,0,debug,description) |
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self.__id_last_processed_datum=dataset.getIdOfFirstDatum()-1 |
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|
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def getDataset(self): |
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"""returns the TimeSeriesDataset of the time series""" |
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return self.getBuffer() |
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|
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def getControler(self): |
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"""returns the Controler of the time series (to be overwritten by subclass)""" |
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pass |
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|
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def getIdOfLastProcessedDatum(self): |
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return self.__id_last_processed_datum |
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|
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def updateIdOfLastProcessedDatum(self,id_last_processed_datum): |
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self.__id_last_processed_datum=id_last_processed_datum |
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|
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def __add__(self,arg): |
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if isinstance(arg,TimeSeriesDataset): |
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return TimeSeriesSum(self,arg) |
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else: |
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return TimeSeriesAddScalar(self,arg) |
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|
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def __sub__(self,arg): |
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return self+(-1.)*arg |
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|
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def __mul__(self,arg): |
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if isinstance(arg,TimeSeriesDataset): |
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return TimeSeriesMult(self,arg) |
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else: |
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return TimeSeriesMultScalar(self,arg) |
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|
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def __div__(self,arg): |
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if isinstance(arg,TimeSeriesDataset): |
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return TimeSeriesDiv(self,arg) |
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else: |
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return TimeSeriesMultScalar(self,1./arg) |
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|
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def __pow__(self,arg): |
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if isinstance(arg,TimeSeriesDataset): |
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return TimeSeriesPower(self,arg) |
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else: |
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return TimeSeriesPowerScalar(self,arg) |
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|
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def __radd__(self,arg): |
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return self.__add__(arg) |
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|
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def __rsub__(self,arg): |
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return arg+(-1.)*self |
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|
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def __rmul__(self,arg): |
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return self.__mul__(arg) |
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|
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def __rdiv__(self,arg): |
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if isinstance(arg,TimeSeriesDataset): |
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return TimeSeriesDiv(arg,self) |
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else: |
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return TimeSeriesDivScalar(self,arg) |
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|
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def __rpow__(self,arg): |
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if isinstance(arg,TimeSeriesDataset): |
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return TimeSeriesPower(arg,self) |
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else: |
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return Exp(numarray.log(arg)*self) |
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|
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def __lshift__(self,arg): |
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return TimeSeriesShift(self,-arg) |
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|
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def __rshift__(self,arg): |
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return TimeSeriesShift(self,arg) |
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|
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def __neg__(self): |
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return (-1.0)*self |
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|
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def __pos__(self): |
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return (1.0)*self |
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|
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class TimeSeriesFilter(TimeSeries): |
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"""a TimeSeriesFilter is a TimeSeriesDataset attached to a Controler where the TimeSeriesDataset provides data |
| 300 |
at the time nodes defined by the Controler. Additional to a TimeSeries a TimeSeriesFilter allows to update |
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the underlying TimeSeriesDataset through the update method which is overwritten by a particular implementation of the |
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class. The update method is called to append the data [start:end] to the attached dataset by the the attached TimeSerieControler""" |
| 303 |
def __init__(self,controler,dataset,args=[],left_wing_size=0,right_wing_size=0,debug=False,description="timeseries.Filter"): |
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TimeSeries.__init__(self,dataset,debug,description) |
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self.__left_wing_size=left_wing_size |
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self.__right_wing_size=right_wing_size |
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self.__args=args |
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self.__controler=controler |
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controler.appendFilterToUpdateList(self) |
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|
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def getControler(self): |
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"""returns the Controler of the time series (overwrites method of by TimeSeries)""" |
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return self.__controler |
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|
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def update(self,start,end): |
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"""appends zeros to the dataset. This method should be overwritten by a particular TimeSeriesFilter""" |
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nc=self.getNumComponents() |
| 318 |
if nc>1: |
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self.getDataset().append(numarray.zeros([nc,end-start])) |
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else: |
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self.getDataset().append(numarray.zeros(end-start)) |
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def getLeftWingSize(self): |
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"""returns the left wing size""" |
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return self.__left_wing_size |
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|
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def getRightWingSize(self): |
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"""returns the right wing size""" |
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return self.__right_wing_size |
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|
| 330 |
def getArguments(self,index=None): |
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"""returns the list of arguments or, index is present, the argument with index index. In the latter case None is returned if no arguments are present""" |
| 332 |
if index==None: |
| 333 |
return self.__args |
| 334 |
else: |
| 335 |
if len(self.__args)>0: |
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return self.__args[index] |
| 337 |
else: |
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return None |
| 339 |
|
| 340 |
def getArgumentDataset(self,index): |
| 341 |
"""returns the dataset of in the argument with index index""" |
| 342 |
arg=self.getArguments(index) |
| 343 |
if arg==None: |
| 344 |
return None |
| 345 |
else: |
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return self.getArguments(index).getDataset() |
| 347 |
|
| 348 |
def flush(self): |
| 349 |
"""calls the update method with all the maximum processable range. It also updates the id of unused datum for all arguments""" |
| 350 |
start=self.getIdOfLastProcessedDatum()+1 |
| 351 |
end=None |
| 352 |
for i in self.getArguments(): |
| 353 |
if end==None: |
| 354 |
end=i.getIdOfLastDatum() |
| 355 |
else: |
| 356 |
end=min(end,i.getIdOfLastDatum()) |
| 357 |
if not end==None: |
| 358 |
if self.debug(): print "Debug: %s: range [%d:%d] is updated."%(self,start,end-self.getRightWingSize()) |
| 359 |
self.update(start,end-self.getRightWingSize()+1) |
| 360 |
for i in self.getArguments(): i.updateIdOfLastUnusedDatum(end-self.getLeftWingSize()) |
| 361 |
self.updateIdOfLastProcessedDatum(end) |
| 362 |
|
| 363 |
class Controler(TimeSeries): |
| 364 |
"""controls a set of TimeSeries""" |
| 365 |
def __init__(self,buffer_size=DEFAULT_BUFFER_SIZE,debug=False,description="timeseries.Controler"): |
| 366 |
TimeSeries.__init__(self,TimeSeriesBuffer(buffer_size,1,DEFAULT_FLOAT_TYPE,0,debug,"Time nodes buffer of "+description),\ |
| 367 |
debug,"Time nodes of "+description) |
| 368 |
self.setFlushRate() |
| 369 |
self.__update_time_series=list() |
| 370 |
|
| 371 |
def __del__(self): |
| 372 |
self.flush() |
| 373 |
|
| 374 |
def getControler(self): |
| 375 |
"""returns the Controler of the time series (overwrites method of by TimeSeries)""" |
| 376 |
return self |
| 377 |
|
| 378 |
def setFlushRate(self,rate=50): |
| 379 |
"""set the flush rate, i.e. after rate new time nodes have been checked in the flush method is called.""" |
| 380 |
self.__flush_rate=rate |
| 381 |
if self.debug(): print "Debug: %s: flush rate is set to %d"%(self,rate) |
| 382 |
|
| 383 |
def needsFlushing(self): |
| 384 |
"""returns true if the depending TimeSeriesFilters needs to be flushed becuase the time nodes buffer is full or because of the set flush rate""" |
| 385 |
return self.needsRearrangement(1) or (self.getNumData()+1)%self.__flush_rate==0 |
| 386 |
|
| 387 |
def flush(self): |
| 388 |
"""flushes all dependend TimeSeriesFilters by processing their flush method""" |
| 389 |
if self.debug(): print "Debug: %s: start flushing"%self |
| 390 |
for time_serie in self.__update_time_series: time_serie.flush() |
| 391 |
|
| 392 |
def appendFilterToUpdateList(self,time_serie): |
| 393 |
if not time_serie.getControler()==self: raise ValueError,"%s: time series time_serie %s is not linked defined on %s."%(self,time_serie,self) |
| 394 |
if not self.isEmpty(): raise ValueError,"%s: you can only check in a time series time_serie is controler is empty."%self |
| 395 |
self.__update_time_series.append(time_serie) |
| 396 |
if self.debug(): print "Debug: %s: %s has been added to update list."%(self,time_serie) |
| 397 |
|
| 398 |
def newTimeNode(self,value): |
| 399 |
if self.needsFlushing(): self.flush() |
| 400 |
self.getDataset().append(value) |
| 401 |
if self.debug(): print "Debug: %s: new time node %e has been added."%(self,value) |
| 402 |
|
| 403 |
# ============================================ |
| 404 |
class TimeSeriesShift(TimeSeries): |
| 405 |
"""creates a shift of the time series, i.e. if d[n] is the datum at time t[n], the value at t[n] becomes v[n+shift] on the output""" |
| 406 |
def __init__(self,time_serie,shift=1): |
| 407 |
if shift<0: |
| 408 |
dsc="(%s)<<%d"%(time_serie,-shift) |
| 409 |
else: |
| 410 |
dsc="(%s)>>%d"%(time_serie,shift) |
| 411 |
self.__controler=time_serie.getControler() |
| 412 |
TimeSeries.__init__(self,TimeSeriesDataset(time_serie.getDataset(),-shift,time_serie.debug(),"buffer view to "+dsc),\ |
| 413 |
time_serie.debug(),dsc) |
| 414 |
def getControler(self): |
| 415 |
return self.__controler |
| 416 |
|
| 417 |
class TimeSeriesSum(TimeSeriesFilter): |
| 418 |
"""adds two TimeSeries""" |
| 419 |
def __init__(self,time_serie_1,time_serie_2): |
| 420 |
dsc="(%s)+(%s)"%(time_serie_1,time_serie_2) |
| 421 |
dbg=time_serie_1.debug() or time_serie_2.debug() |
| 422 |
cntrl=time_serie_1.getControler() |
| 423 |
if not cntrl==time_serie_2.getControler(): |
| 424 |
raise ValueError("TimeSeriesSum: %s and %s have different controler."%(time_serie_1,time_serie_2)) |
| 425 |
id_first_datum=max(time_serie_1.getIdOfFirstDatum(),time_serie_2.getIdOfFirstDatum()) |
| 426 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 427 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie_1.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 428 |
[time_serie_1,time_serie_2],0,0,dbg,dsc) |
| 429 |
|
| 430 |
def update(self,start,end): |
| 431 |
self.append(self.getArgumentDataset(0)[start:end]+self.getArgumentDataset(1)[start:end]) |
| 432 |
|
| 433 |
class TimeSeriesAddScalar(TimeSeriesFilter): |
| 434 |
"""adds a single value to a TimeSeries""" |
| 435 |
def __init__(self,time_serie,scalar): |
| 436 |
dsc="(%s)+(%s)"%(time_serie,scalar) |
| 437 |
dbg=time_serie.debug() |
| 438 |
cntrl=time_serie.getControler() |
| 439 |
id_first_datum=time_serie.getIdOfFirstDatum() |
| 440 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 441 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 442 |
[time_serie],0,0,dbg,dsc) |
| 443 |
self.__scalar=scalar |
| 444 |
|
| 445 |
def update(self,start,end): |
| 446 |
self.append(self.getArgumentDataset(0)[start:end]+self.__scalar) |
| 447 |
|
| 448 |
class TimeSeriesMult(TimeSeriesFilter): |
| 449 |
"""multiplies two TimeSeries""" |
| 450 |
def __init__(self,time_serie_1,time_serie_2): |
| 451 |
dsc="(%s)*(%s)"%(time_serie_1,time_serie_2) |
| 452 |
dbg=time_serie_1.debug() or time_serie_2.debug() |
| 453 |
cntrl=time_serie_1.getControler() |
| 454 |
if not cntrl==time_serie_2.getControler(): |
| 455 |
raise ValueError("TimeSeriesMult: %s and %s have different controler."%(time_serie_1,time_serie_2)) |
| 456 |
id_first_datum=max(time_serie_1.getIdOfFirstDatum(),time_serie_2.getIdOfFirstDatum()) |
| 457 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 458 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie_1.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 459 |
[time_serie_1,time_serie_2],0,0,dbg,dsc) |
| 460 |
|
| 461 |
def update(self,start,end): |
| 462 |
self.append(self.getArgumentDataset(0)[start:end]*self.getArgumentDataset(1)[start:end]) |
| 463 |
|
| 464 |
class TimeSeriesMultScalar(TimeSeriesFilter): |
| 465 |
"""multiplies a TimeSeries with a single value""" |
| 466 |
def __init__(self,time_serie,scalar): |
| 467 |
dsc="(%s)*%s"%(time_serie,scalar) |
| 468 |
dbg=time_serie.debug() |
| 469 |
cntrl=time_serie.getControler() |
| 470 |
id_first_datum=time_serie.getIdOfFirstDatum() |
| 471 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 472 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 473 |
[time_serie],0,0,dbg,dsc) |
| 474 |
self.__scalar=scalar |
| 475 |
|
| 476 |
def update(self,start,end): |
| 477 |
self.append(self.getArgumentDataset(0)[start:end]*self.__scalar) |
| 478 |
|
| 479 |
class TimeSeriesDiv(TimeSeriesFilter): |
| 480 |
"""divides two TimeSeries""" |
| 481 |
def __init__(self,time_serie_1,time_serie_2): |
| 482 |
dsc="(%s)/(%s)"%(time_serie_1,time_serie_2) |
| 483 |
dbg=time_serie_1.debug() or time_serie_2.debug() |
| 484 |
cntrl=time_serie_1.getControler() |
| 485 |
if not cntrl==time_serie_2.getControler(): |
| 486 |
raise ValueError("TimeSeriesDiv: %s and %s have different controler."%(time_serie_1,time_serie_2)) |
| 487 |
id_first_datum=max(time_serie_1.getIdOfFirstDatum(),time_serie_2.getIdOfFirstDatum()) |
| 488 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 489 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie_1.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 490 |
[time_serie_1,time_serie_2],0,0,dbg,dsc) |
| 491 |
|
| 492 |
def update(self,start,end): |
| 493 |
self.append(self.getArgumentDataset(0)[start:end]/self.getArgumentDataset(1)[start:end]) |
| 494 |
|
| 495 |
class TimeSeriesDivScalar(TimeSeriesFilter): |
| 496 |
"""divides a scalar be a TimeSerie""" |
| 497 |
def __init__(self,time_serie,scalar): |
| 498 |
dsc="(%s)/(%s)"%(scalar,time_serie) |
| 499 |
dbg=time_serie.debug() |
| 500 |
cntrl=time_serie.getControler() |
| 501 |
id_first_datum=time_serie.getIdOfFirstDatum() |
| 502 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 503 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 504 |
[time_serie],0,0,dbg,dsc) |
| 505 |
self.__scalar=scalar |
| 506 |
|
| 507 |
def update(self,start,end): |
| 508 |
self.append(self.__scalar/self.getArgumentDataset(0)[start:end]) |
| 509 |
|
| 510 |
class TimeSeriesPower(TimeSeriesFilter): |
| 511 |
"""raise one TimeSeries to the power of an other TimeSeries""" |
| 512 |
def __init__(self,time_serie_1,time_serie_2): |
| 513 |
dsc="(%s)**(%s)"%(time_serie_1,time_serie_2) |
| 514 |
dbg=time_serie_1.debug() or time_serie_2.debug() |
| 515 |
cntrl=time_serie_1.getControler() |
| 516 |
if not cntrl==time_serie_2.getControler(): |
| 517 |
raise ValueError("TimeSeriesPower: %s and %s have different controler."%(time_serie_1,time_serie_2)) |
| 518 |
id_first_datum=max(time_serie_1.getIdOfFirstDatum(),time_serie_2.getIdOfFirstDatum()) |
| 519 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 520 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie_1.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 521 |
[time_serie_1,time_serie_2],0,0,dbg,dsc) |
| 522 |
|
| 523 |
def update(self,start,end): |
| 524 |
self.append(self.getArgumentDataset(0)[start:end]**self.getArgumentDataset(1)[start:end]) |
| 525 |
|
| 526 |
class TimeSeriesPowerScalar(TimeSeriesFilter): |
| 527 |
"""raises a TimeSerie to the power of a scalar""" |
| 528 |
def __init__(self,time_serie,scalar): |
| 529 |
dsc="(%s)**(%s)"%(time_serie,scalar) |
| 530 |
dbg=time_serie.debug() |
| 531 |
cntrl=time_serie.getControler() |
| 532 |
id_first_datum=time_serie.getIdOfFirstDatum() |
| 533 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 534 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 535 |
[time_serie],0,0,dbg,dsc) |
| 536 |
self.__scalar=scalar |
| 537 |
|
| 538 |
def update(self,start,end): |
| 539 |
self.append(self.getArgumentDataset(0)[start:end]**self.__scalar) |
| 540 |
|
| 541 |
class Exp(TimeSeriesFilter): |
| 542 |
"""""" |
| 543 |
def __init__(self,time_serie): |
| 544 |
dsc="exp(%s)"%(time_serie) |
| 545 |
dbg=time_serie.debug() |
| 546 |
cntrl=time_serie.getControler() |
| 547 |
id_first_datum=time_serie.getIdOfFirstDatum() |
| 548 |
TimeSeriesFilter.__init__(self,cntrl, \ |
| 549 |
TimeSeriesBuffer(cntrl.getBufferSize(),time_serie.getNumComponents(),DEFAULT_FLOAT_TYPE,id_first_datum,dbg,"buffer for "+dsc), \ |
| 550 |
[time_serie],0,0,dbg,dsc) |
| 551 |
|
| 552 |
def update(self,start,end): |
| 553 |
self.append(numarray.exp(self.getArgumentDataset(0)[start:end])) |
| 554 |
|
| 555 |
class TimeSeriesCumulativeSum(TimeSeriesFilter): |
| 556 |
"""creates a shift of the time series, i.e. if d[n] is the datum at time t[n], the value at t[n] becomes v[n+shift] on the output""" |
| 557 |
def __init__(self,time_series): |
| 558 |
TimeSeriesFilter.__init__(self,1) |
| 559 |
TimeSeries.__init__(self,frame_size=time_series.getDatasetSize(),buffer_size=time_series.getBufferSize(), \ |
| 560 |
numComponents=time_series.getNumComponents()) |
| 561 |
self.setDebug(time_series.debug()) |
| 562 |
time_series.checkInUpdate(self) |
| 563 |
self.__integral=0 |
| 564 |
|
| 565 |
def __str__(self): |
| 566 |
return "timeseries.Integrator" |
| 567 |
|
| 568 |
def update(self,times,data): |
| 569 |
l=times.shape[0] |
| 570 |
self.append(times[1:l],(data[0:l-1]+data[1:l])/2.*(times[1:l]-times[0:l-1])) |
| 571 |
|
| 572 |
|
| 573 |
class TimeSeriesCollector(TimeSeries): |
| 574 |
"""timeseries.Collector collects data at time nodes""" |
| 575 |
def __init__(self): |
| 576 |
TimeSeries.__init__(self) |
| 577 |
|
| 578 |
def __str__(self): |
| 579 |
return "timeseries.Collector" |
| 580 |
|
| 581 |
def add(self,time_mark,value): |
| 582 |
"""adds the value at time time_mark to the time series""" |
| 583 |
self.append(numarray.array([time_mark]),numarray.array([value])) |
| 584 |
|
| 585 |
def read(self,istream,seperator=","): |
| 586 |
"""reads pairs from iostream istream""" |
| 587 |
for l in istream: |
| 588 |
d=l.strip().split(seperator) |
| 589 |
self.add(float(d[0]),float(d[1])) |
| 590 |
|
| 591 |
def Differential(time_series): |
| 592 |
"""calculates the derivative Dv of the time series v: |
| 593 |
|
| 594 |
Dv[n]=(v[n]-v[n-1])/(t[n]-t[n-1]) |
| 595 |
|
| 596 |
""" |
| 597 |
return (time_series<<1-time_series)/(time_series.getControler()<<1-time_series.getControler()) |
| 598 |
|
| 599 |
def Integral(time_series): |
| 600 |
"""calculates the intagral Iv of the time series v using the trapozidal rule: |
| 601 |
|
| 602 |
Iv[n]=sum_i<n (v[n]+v[n-1])/2*(t[n]-t[n-1]) |
| 603 |
|
| 604 |
""" |
| 605 |
return TimeSeriesCumulativeSum((time_series<<1+time_series)/2.*(time_series.getControler()-(time_series.getControler<<1)),0.) |
| 606 |
|
| 607 |
|
| 608 |
class TimeSeriesViewer(TimeSeriesFilter): |
| 609 |
def __init__(self,time_series): |
| 610 |
TimeSeriesFilter.__init__(self,0) |
| 611 |
time_series.checkInUpdate(self) |
| 612 |
|
| 613 |
def __str__(self): |
| 614 |
return "timeseries.Viewer" |
| 615 |
|
| 616 |
def update(self,times,data): |
| 617 |
for i in range(times.shape[0]): print "[%s: %s]"%(times[i],data[i]) |
| 618 |
|
| 619 |
class TimeSeriesWriter(TimeSeriesFilter): |
| 620 |
def __init__(self,time_series,ostream,seperator=","): |
| 621 |
TimeSeriesFilter.__init__(self,0) |
| 622 |
time_series.checkInUpdate(self) |
| 623 |
self.setDebug(time_series.debug()) |
| 624 |
self.__ostream=ostream |
| 625 |
self.__seperator=seperator |
| 626 |
|
| 627 |
def __str__(self): |
| 628 |
return "timeseries.Writer" |
| 629 |
|
| 630 |
def update(self,times,data): |
| 631 |
for i in range(times.shape[0]): self.__ostream.writelines("%s,%s\n"%(times[i],data[i])) |
| 632 |
|
| 633 |
# test |
| 634 |
|
| 635 |
if __name__=="__main__": |
| 636 |
# tests the interfaces to data sets: |
| 637 |
print "Test of Datasets:" |
| 638 |
print "=================" |
| 639 |
bf=TimeSeriesBuffer(buffer_size=5,numComponents=1,debug=True,description="TestBuffer") |
| 640 |
bfv_l=TimeSeriesDataset(bf,offset=1,debug=True,description="offset 1") |
| 641 |
bfv_r=TimeSeriesDataset(bf,offset=-1,debug=True,description="offset -1") |
| 642 |
bf.append([1.,2.,3.,4.]) |
| 643 |
print "should be all 2. :",bfv_l[0] |
| 644 |
print bf[1] |
| 645 |
print bfv_r[2] |
| 646 |
bf.append([5.,6.,7.]) |
| 647 |
print "should be all 5. :",bfv_l[3],bf[4],bfv_r[5] |
| 648 |
print "should be all 6. :",bfv_l[4],bf[5],bfv_r[6] |
| 649 |
print "should be all 7. :",bfv_l[5],bf[6],bfv_r[7] |
| 650 |
print "should be all [6., 7.] :",bfv_l[4:6],bf[5:7],bfv_r[6:8] |
| 651 |
|
| 652 |
print "Test of Controler" |
| 653 |
print "=================" |
| 654 |
b=Controler(buffer_size=15,debug=True) |
| 655 |
s3=b>>3 |
| 656 |
s1=b>>1 |
| 657 |
s_3=b<<3 |
| 658 |
sum=(s_3+b)+(b+s3) |
| 659 |
|
| 660 |
for i in range(30): |
| 661 |
b.newTimeNode(i*1.) |
| 662 |
b.flush() |
| 663 |
print "should be all 28. :",s_3.getDataset()[25],b.getDataset()[28],s3.getDataset()[31] |
| 664 |
print "should be all 29. :",s_3.getDataset()[26],b.getDataset()[29],s3.getDataset()[32] |
| 665 |
print "should be all 96. :",sum.getDataset()[24] |
| 666 |
|
| 667 |
print "Test of operators" |
| 668 |
print "=================" |
| 669 |
b=Controler(buffer_size=15,debug=True) |
| 670 |
b1=b<<1 |
| 671 |
a=b+b1 |
| 672 |
a_s=b1+1. |
| 673 |
s_a=1.+b1 |
| 674 |
d=b-b1 |
| 675 |
d_s=b1-1. |
| 676 |
s_d=1.-b1 |
| 677 |
m=b*b1 |
| 678 |
m_s=b1*2. |
| 679 |
s_m=2.*b1 |
| 680 |
dv=b/b1 |
| 681 |
dv_s=b1/2. |
| 682 |
s_dv=2./b1 |
| 683 |
p=b**b1 |
| 684 |
p_s=b1**2. |
| 685 |
s_p=2.**b1 |
| 686 |
pb=+b |
| 687 |
mb=-b |
| 688 |
for i in range(30): |
| 689 |
b.newTimeNode(i*1.) |
| 690 |
b.flush() |
| 691 |
print "a[28] should be %e: %e"%(28.+29.,a[28]) |
| 692 |
print "a_s[28] should be %e: %e"%(29.+1.,a_s[28]) |
| 693 |
print "s_a[28] should be %e: %e"%(29.+1.,s_a[28]) |
| 694 |
print "d[28] should be %e: %e"%(28.-29.,d[28]) |
| 695 |
print "d_s[28] should %e: %e"%(29.-1.,d_s[28]) |
| 696 |
print "s_d[28] should %e: %e"%(1.-29.,s_d[28]) |
| 697 |
print "m[28] should be %e: %e"%(28.*29.,m[28]) |
| 698 |
print "m_s[28] should be %e: %e"%(29.*2.,m_s[28]) |
| 699 |
print "s_m[28] should be %e: %e"%(29.*2.,s_m[28]) |
| 700 |
print "dv[28] should be %e: %e"%(28./29.,dv[28]) |
| 701 |
print "dv_s[28] should be %e: %e"%(29./2.,dv_s[28]) |
| 702 |
print "s_dv[28] should be %e: %e"%(2./29.,s_dv[28]) |
| 703 |
print "p[28] should be %e: %e"%(28.**29.,p[28]) |
| 704 |
print "p_s[28] should be %e: %e"%(29.**2,p_s[28]) |
| 705 |
print "s_p[28] should be %e: %e"%(2.**29.,s_p[28]) |
| 706 |
print "pb[28] should be %e: %e"%(28.,pb[28]) |
| 707 |
print "mb[28] should be %e: %e"%(-28.,mb[28]) |
| 708 |
|
| 709 |
1/0 |
| 710 |
c=TimeSeriesCollector(b) |
| 711 |
c.setDebugOn() |
| 712 |
ii=TimeSeriesIntegrator(c) |
| 713 |
d=TimeSeriesDifferential(c) |
| 714 |
v=TimeSeriesViewer(ii) |
| 715 |
w=TimeSeriesWriter(d,file("test.csv","w")) |
| 716 |
|
| 717 |
for i in range(15): |
| 718 |
b.newTime(i*1.) |
| 719 |
c.add(i+1.) |
| 720 |
|
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