Helper API refactor (#40)

* api cleaup

* updates

* wtf

* updates

* snapshot.

* tweaks

* snapshot

* api tweaks.

* updates

* updates

* updates

* changes.

* updates

* updates

* sequence => seq

* dont need to use curl, just using wget

* fixing examples

_examples/benchmark_line_charts/main.go

@@ -20,12 +20,18 @@ func drawLargeChart(res http.ResponseWriter, r *http.Request) {
 	if err != nil {
 		numSeriesInt64 = int64(1)
 	}
+	if numSeriesInt64 == 0 {
+		numSeriesInt64 = 1
+	}
 	numSeries := int(numSeriesInt64)
 
 	numValuesInt64, err := strconv.ParseInt(r.FormValue("values"), 10, 64)
 	if err != nil {
 		numValuesInt64 = int64(100)
 	}
+	if numValuesInt64 == 0 {
+		numValuesInt64 = int64(100)
+	}
 	numValues := int(numValuesInt64)
 
 	series := make([]chart.Series, numSeries)

_examples/custom_padding/main.go

@@ -5,6 +5,7 @@ import (
 
 	"github.com/wcharczuk/go-chart"
 	"github.com/wcharczuk/go-chart/drawing"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
@@ -30,8 +31,8 @@ func drawChart(res http.ResponseWriter, req *http.Request) {
 		},
 		Series: []chart.Series{
 			chart.ContinuousSeries{
-				XValues: chart.Sequence.Float64(1.0, 100.0),
-				YValues: chart.Sequence.Random(100.0, 256.0),
+				XValues: seq.Range(1.0, 100.0),
+				YValues: seq.RandomValuesWithMax(100, 512),
 			},
 		},
 	}
@@ -57,8 +58,8 @@ func drawChartDefault(res http.ResponseWriter, req *http.Request) {
 		},
 		Series: []chart.Series{
 			chart.ContinuousSeries{
-				XValues: chart.Sequence.Float64(1.0, 100.0),
-				YValues: chart.Sequence.Random(100.0, 256.0),
+				XValues: seq.Range(1.0, 100.0),
+				YValues: seq.RandomValuesWithMax(100, 512),
 			},
 		},
 	}

_examples/linear_regression/main.go

@@ -4,19 +4,20 @@ import (
 	"net/http"
 
 	"github.com/wcharczuk/go-chart"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
 
 	/*
 		In this example we add a new type of series, a `SimpleMovingAverageSeries` that takes another series as a required argument.
-		InnerSeries only needs to implement `ValueProvider`, so really you could chain `SimpleMovingAverageSeries` together if you wanted.
+		InnerSeries only needs to implement `ValuesProvider`, so really you could chain `SimpleMovingAverageSeries` together if you wanted.
 	*/
 
 	mainSeries := chart.ContinuousSeries{
 		Name:    "A test series",
-		XValues: chart.Sequence.Float64(1.0, 100.0), //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
-		YValues: chart.Sequence.Random(100, 100),    //generates a []float64 randomly from 0 to 100 with 100 elements.
+		XValues: seq.Range(1.0, 100.0),                 //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
+		YValues: seq.RandomValuesWithAverage(100, 100), //generates a []float64 randomly from 0 to 100 with 100 elements.
 	}
 
 	// note we create a LinearRegressionSeries series by assignin the inner series.

_examples/market_hours/main.go

@@ -4,13 +4,15 @@ import (
 	"net/http"
 
 	"github.com/wcharczuk/go-chart"
+	"github.com/wcharczuk/go-chart/seq"
+	"github.com/wcharczuk/go-chart/util"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
-	start := chart.Date.Date(2016, 7, 01, chart.Date.Eastern())
-	end := chart.Date.Date(2016, 07, 21, chart.Date.Eastern())
-	xv := chart.Sequence.MarketHours(start, end, chart.NYSEOpen, chart.NYSEClose, chart.Date.IsNYSEHoliday)
-	yv := chart.Sequence.RandomWithAverage(len(xv), 200, 10)
+	start := util.Date.Date(2016, 7, 01, util.Date.Eastern())
+	end := util.Date.Date(2016, 07, 21, util.Date.Eastern())
+	xv := seq.Time.MarketHours(start, end, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
+	yv := seq.New(seq.NewRandom().WithLen(len(xv)).WithAverage(200).WithScale(10)).Array()
 
 	graph := chart.Chart{
 		XAxis: chart.XAxis{
@@ -18,9 +20,9 @@ func drawChart(res http.ResponseWriter, req *http.Request) {
 			TickPosition:   chart.TickPositionBetweenTicks,
 			ValueFormatter: chart.TimeHourValueFormatter,
 			Range: &chart.MarketHoursRange{
-				MarketOpen:      chart.NYSEOpen,
-				MarketClose:     chart.NYSEClose,
-				HolidayProvider: chart.Date.IsNYSEHoliday,
+				MarketOpen:      util.NYSEOpen(),
+				MarketClose:     util.NYSEClose(),
+				HolidayProvider: util.Date.IsNYSEHoliday,
 			},
 		},
 		YAxis: chart.YAxis{

_examples/min_max/main.go

@@ -4,13 +4,14 @@ import (
 	"net/http"
 
 	"github.com/wcharczuk/go-chart"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
 	mainSeries := chart.ContinuousSeries{
 		Name:    "A test series",
-		XValues: chart.Sequence.Float64(1.0, 100.0),
-		YValues: chart.Sequence.RandomWithAverage(100, 100, 50),
+		XValues: seq.Range(1.0, 100.0),
+		YValues: seq.New(seq.NewRandom().WithLen(100).WithAverage(100).WithScale(50)).Array(),
 	}
 
 	minSeries := &chart.MinSeries{

_examples/poly_regression/main.go

@@ -4,19 +4,20 @@ import (
 	"net/http"
 
 	"github.com/wcharczuk/go-chart"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
 
 	/*
 		In this example we add a new type of series, a `PolynomialRegressionSeries` that takes another series as a required argument.
-		InnerSeries only needs to implement `ValueProvider`, so really you could chain `PolynomialRegressionSeries` together if you wanted.
+		InnerSeries only needs to implement `ValuesProvider`, so really you could chain `PolynomialRegressionSeries` together if you wanted.
 	*/
 
 	mainSeries := chart.ContinuousSeries{
 		Name:    "A test series",
-		XValues: chart.Sequence.Float64(1.0, 100.0), //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
-		YValues: chart.Sequence.Random(100, 100),    //generates a []float64 randomly from 0 to 100 with 100 elements.
+		XValues: seq.Range(1.0, 100.0),                 //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
+		YValues: seq.RandomValuesWithAverage(100, 100), //generates a []float64 randomly from 0 to 100 with 100 elements.
 	}
 
 	polyRegSeries := &chart.PolynomialRegressionSeries{

_examples/request_timings/main.go

@@ -8,6 +8,7 @@ import (
 	"time"
 
 	"github.com/wcharczuk/go-chart"
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 func parseInt(str string) int {
@@ -23,7 +24,7 @@ func parseFloat64(str string) float64 {
 func readData() ([]time.Time, []float64) {
 	var xvalues []time.Time
 	var yvalues []float64
-	err := chart.File.ReadByLines("requests.csv", func(line string) {
+	err := util.File.ReadByLines("requests.csv", func(line string) error {
 		parts := strings.Split(line, ",")
 		year := parseInt(parts[0])
 		month := parseInt(parts[1])
@@ -32,6 +33,7 @@ func readData() ([]time.Time, []float64) {
 		elapsedMillis := parseFloat64(parts[4])
 		xvalues = append(xvalues, time.Date(year, time.Month(month), day, hour, 0, 0, 0, time.UTC))
 		yvalues = append(yvalues, elapsedMillis)
+		return nil
 	})
 	if err != nil {
 		fmt.Println(err.Error())
@@ -41,12 +43,12 @@ func readData() ([]time.Time, []float64) {
 
 func releases() []chart.GridLine {
 	return []chart.GridLine{
-		{Value: chart.Time.ToFloat64(time.Date(2016, 8, 1, 9, 30, 0, 0, time.UTC))},
-		{Value: chart.Time.ToFloat64(time.Date(2016, 8, 2, 9, 30, 0, 0, time.UTC))},
-		{Value: chart.Time.ToFloat64(time.Date(2016, 8, 2, 15, 30, 0, 0, time.UTC))},
-		{Value: chart.Time.ToFloat64(time.Date(2016, 8, 4, 9, 30, 0, 0, time.UTC))},
-		{Value: chart.Time.ToFloat64(time.Date(2016, 8, 5, 9, 30, 0, 0, time.UTC))},
-		{Value: chart.Time.ToFloat64(time.Date(2016, 8, 6, 9, 30, 0, 0, time.UTC))},
+		{Value: util.Time.ToFloat64(time.Date(2016, 8, 1, 9, 30, 0, 0, time.UTC))},
+		{Value: util.Time.ToFloat64(time.Date(2016, 8, 2, 9, 30, 0, 0, time.UTC))},
+		{Value: util.Time.ToFloat64(time.Date(2016, 8, 2, 15, 30, 0, 0, time.UTC))},
+		{Value: util.Time.ToFloat64(time.Date(2016, 8, 4, 9, 30, 0, 0, time.UTC))},
+		{Value: util.Time.ToFloat64(time.Date(2016, 8, 5, 9, 30, 0, 0, time.UTC))},
+		{Value: util.Time.ToFloat64(time.Date(2016, 8, 6, 9, 30, 0, 0, time.UTC))},
 	}
 }
 
@@ -125,8 +127,8 @@ func drawChart(res http.ResponseWriter, req *http.Request) {
 
 	graph.Elements = []chart.Renderable{chart.LegendThin(&graph)}
 
-	res.Header().Set("Content-Type", chart.ContentTypeSVG)
-	graph.Render(chart.SVG, res)
+	res.Header().Set("Content-Type", chart.ContentTypePNG)
+	graph.Render(chart.PNG, res)
 }
 
 func main() {

_examples/scatter/main.go

@@ -8,6 +8,7 @@ import (
 
 	"github.com/wcharczuk/go-chart"
 	"github.com/wcharczuk/go-chart/drawing"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
@@ -25,8 +26,8 @@ func drawChart(res http.ResponseWriter, req *http.Request) {
 					DotWidth:         5,
 					DotColorProvider: viridisByY,
 				},
-				XValues: chart.Sequence.Random(128, 1024),
-				YValues: chart.Sequence.Random(128, 1024),
+				XValues: seq.Range(0, 127),
+				YValues: seq.New(seq.NewRandom().WithLen(128).WithMax(1024)).Array(),
 			},
 		},
 	}
@@ -50,8 +51,8 @@ func unit(res http.ResponseWriter, req *http.Request) {
 		},
 		Series: []chart.Series{
 			chart.ContinuousSeries{
-				XValues: chart.Sequence.Float64(0, 4, 1),
-				YValues: chart.Sequence.Float64(0, 4, 1),
+				XValues: seq.RangeWithStep(0, 4, 1),
+				YValues: seq.RangeWithStep(0, 4, 1),
 			},
 		},
 	}

_examples/simple_moving_average/main.go

@@ -4,19 +4,15 @@ import (
 	"net/http"
 
 	"github.com/wcharczuk/go-chart"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
 
-	/*
-		In this example we add a new type of series, a `SimpleMovingAverageSeries` that takes another series as a required argument.
-		InnerSeries only needs to implement `ValueProvider`, so really you could chain `SimpleMovingAverageSeries` together if you wanted.
-	*/
-
 	mainSeries := chart.ContinuousSeries{
 		Name:    "A test series",
-		XValues: chart.Sequence.Float64(1.0, 100.0), //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
-		YValues: chart.Sequence.Random(100, 100),    //generates a []float64 randomly from 0 to 100 with 100 elements.
+		XValues: seq.Range(1.0, 100.0),             //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
+		YValues: seq.RandomValuesWithMax(100, 100), //generates a []float64 randomly from 0 to 100 with 100 elements.
 	}
 
 	// note we create a SimpleMovingAverage series by assignin the inner series.

_examples/twoaxis/main.go

@@ -5,6 +5,7 @@ import (
 	"net/http"
 
 	"github.com/wcharczuk/go-chart"
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 func drawChart(res http.ResponseWriter, req *http.Request) {
@@ -23,7 +24,7 @@ func drawChart(res http.ResponseWriter, req *http.Request) {
 			TickPosition: chart.TickPositionBetweenTicks,
 			ValueFormatter: func(v interface{}) string {
 				typed := v.(float64)
-				typedDate := chart.Time.FromFloat64(typed)
+				typedDate := util.Time.FromFloat64(typed)
 				return fmt.Sprintf("%d-%d\n%d", typedDate.Month(), typedDate.Day(), typedDate.Year())
 			},
 		},

_examples/twopoint/main.go

@@ -4,8 +4,8 @@ import (
 	"bytes"
 	"log"
 	"os"
-	//"time"
-	"github.com/wcharczuk/go-chart" //exposes "chart"
+
+	"github.com/wcharczuk/go-chart"
 )
 
 func main() {
@@ -18,8 +18,6 @@ func main() {
 		Style: chart.Style{
 			Show: true,
 		},
-
-		//XValues: []time.Time{time.Unix(3*b,0),time.Unix(4*b,0),time.Unix(5*b,0),time.Unix(6*b,0),time.Unix(7*b,0),time.Unix(8*b,0),time.Unix(9*b,0),time.Unix(10*b,0)},
 		XValues: []float64{10 * b, 20 * b, 30 * b, 40 * b, 50 * b, 60 * b, 70 * b, 80 * b},
 		YValues: []float64{1.0, 2.0, 30.0, 4.0, 50.0, 6.0, 7.0, 88.0},
 	}

annotation_series.go

@@ -3,6 +3,8 @@ package chart
 import (
 	"fmt"
 	"math"
+
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // AnnotationSeries is a series of labels on the chart.
@@ -55,10 +57,10 @@ func (as AnnotationSeries) Measure(r Renderer, canvasBox Box, xrange, yrange Ran
 			lx := canvasBox.Left + xrange.Translate(a.XValue)
 			ly := canvasBox.Bottom - yrange.Translate(a.YValue)
 			ab := Draw.MeasureAnnotation(r, canvasBox, style, lx, ly, a.Label)
-			box.Top = Math.MinInt(box.Top, ab.Top)
-			box.Left = Math.MinInt(box.Left, ab.Left)
-			box.Right = Math.MaxInt(box.Right, ab.Right)
-			box.Bottom = Math.MaxInt(box.Bottom, ab.Bottom)
+			box.Top = util.Math.MinInt(box.Top, ab.Top)
+			box.Left = util.Math.MinInt(box.Left, ab.Left)
+			box.Right = util.Math.MaxInt(box.Right, ab.Right)
+			box.Bottom = util.Math.MaxInt(box.Bottom, ab.Bottom)
 		}
 	}
 	return box

bar_chart.go

@@ -7,6 +7,7 @@ import (
 	"math"
 
 	"github.com/golang/freetype/truetype"
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // BarChart is a chart that draws bars on a range.
@@ -368,7 +369,7 @@ func (bc BarChart) getAdjustedCanvasBox(r Renderer, canvasBox Box, yrange Range,
 				lines := Text.WrapFit(r, bar.Label, barLabelBox.Width(), axisStyle)
 				linesBox := Text.MeasureLines(r, lines, axisStyle)
 
-				xaxisHeight = Math.MinInt(linesBox.Height()+(2*DefaultXAxisMargin), xaxisHeight)
+				xaxisHeight = util.Math.MinInt(linesBox.Height()+(2*DefaultXAxisMargin), xaxisHeight)
 			}
 		}
 
@@ -435,7 +436,7 @@ func (bc BarChart) styleDefaultsTitle() Style {
 }
 
 func (bc BarChart) getTitleFontSize() float64 {
-	effectiveDimension := Math.MinInt(bc.GetWidth(), bc.GetHeight())
+	effectiveDimension := util.Math.MinInt(bc.GetWidth(), bc.GetHeight())
 	if effectiveDimension >= 2048 {
 		return 48
 	} else if effectiveDimension >= 1024 {

bollinger_band_series.go

@@ -2,7 +2,8 @@ package chart
 
 import (
 	"fmt"
-	"math"
+
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 // BollingerBandsSeries draws bollinger bands for an inner series.
@@ -14,9 +15,9 @@ type BollingerBandsSeries struct {
 
 	Period      int
 	K           float64
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
-	valueBuffer *RingBuffer
+	valueBuffer *seq.Buffer
 }
 
 // GetName returns the name of the time series.
@@ -42,7 +43,9 @@ func (bbs BollingerBandsSeries) GetPeriod() int {
 	return bbs.Period
 }
 
-// GetK returns the K value.
+// GetK returns the K value, or the number of standard deviations above and below
+// to band the simple moving average with.
+// Typical K value is 2.0.
 func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
 	if bbs.K == 0 {
 		if len(defaults) > 0 {
@@ -54,35 +57,35 @@ func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
 }
 
 // Len returns the number of elements in the series.
-func (bbs *BollingerBandsSeries) Len() int {
+func (bbs BollingerBandsSeries) Len() int {
 	return bbs.InnerSeries.Len()
 }
 
-// GetBoundedValue gets the bounded value for the series.
-func (bbs *BollingerBandsSeries) GetBoundedValue(index int) (x, y1, y2 float64) {
+// GetBoundedValues gets the bounded value for the series.
+func (bbs *BollingerBandsSeries) GetBoundedValues(index int) (x, y1, y2 float64) {
 	if bbs.InnerSeries == nil {
 		return
 	}
 	if bbs.valueBuffer == nil || index == 0 {
-		bbs.valueBuffer = NewRingBufferWithCapacity(bbs.GetPeriod())
+		bbs.valueBuffer = seq.NewBufferWithCapacity(bbs.GetPeriod())
 	}
 	if bbs.valueBuffer.Len() >= bbs.GetPeriod() {
 		bbs.valueBuffer.Dequeue()
 	}
-	px, py := bbs.InnerSeries.GetValue(index)
+	px, py := bbs.InnerSeries.GetValues(index)
 	bbs.valueBuffer.Enqueue(py)
 	x = px
 
-	ay := bbs.getAverage(bbs.valueBuffer)
-	std := bbs.getStdDev(bbs.valueBuffer)
+	ay := seq.New(bbs.valueBuffer).Average()
+	std := seq.New(bbs.valueBuffer).StdDev()
 
 	y1 = ay + (bbs.GetK() * std)
 	y2 = ay - (bbs.GetK() * std)
 	return
 }
 
-// GetBoundedLastValue returns the last bounded value for the series.
-func (bbs *BollingerBandsSeries) GetBoundedLastValue() (x, y1, y2 float64) {
+// GetBoundedLastValues returns the last bounded value for the series.
+func (bbs *BollingerBandsSeries) GetBoundedLastValues() (x, y1, y2 float64) {
 	if bbs.InnerSeries == nil {
 		return
 	}
@@ -93,15 +96,15 @@ func (bbs *BollingerBandsSeries) GetBoundedLastValue() (x, y1, y2 float64) {
 		startAt = 0
 	}
 
-	vb := NewRingBufferWithCapacity(period)
+	vb := seq.NewBufferWithCapacity(period)
 	for index := startAt; index < seriesLength; index++ {
-		xn, yn := bbs.InnerSeries.GetValue(index)
+		xn, yn := bbs.InnerSeries.GetValues(index)
 		vb.Enqueue(yn)
 		x = xn
 	}
 
-	ay := bbs.getAverage(vb)
-	std := bbs.getStdDev(vb)
+	ay := seq.Seq{Provider: vb}.Average()
+	std := seq.Seq{Provider: vb}.StdDev()
 
 	y1 = ay + (bbs.GetK() * std)
 	y2 = ay - (bbs.GetK() * std)
@@ -120,37 +123,6 @@ func (bbs *BollingerBandsSeries) Render(r Renderer, canvasBox Box, xrange, yrang
 	Draw.BoundedSeries(r, canvasBox, xrange, yrange, s, bbs, bbs.GetPeriod())
 }
 
-func (bbs BollingerBandsSeries) getAverage(valueBuffer *RingBuffer) float64 {
-	var accum float64
-	valueBuffer.Each(func(v interface{}) {
-		if typed, isTyped := v.(float64); isTyped {
-			accum += typed
-		}
-	})
-	return accum / float64(valueBuffer.Len())
-}
-
-func (bbs BollingerBandsSeries) getVariance(valueBuffer *RingBuffer) float64 {
-	if valueBuffer.Len() == 0 {
-		return 0
-	}
-
-	var variance float64
-	m := bbs.getAverage(valueBuffer)
-
-	valueBuffer.Each(func(v interface{}) {
-		if n, isTyped := v.(float64); isTyped {
-			variance += (float64(n) - m) * (float64(n) - m)
-		}
-	})
-
-	return variance / float64(valueBuffer.Len())
-}
-
-func (bbs BollingerBandsSeries) getStdDev(valueBuffer *RingBuffer) float64 {
-	return math.Pow(bbs.getVariance(valueBuffer), 0.5)
-}
-
 // Validate validates the series.
 func (bbs BollingerBandsSeries) Validate() error {
 	if bbs.InnerSeries == nil {

bollinger_band_series_test.go

@@ -1,18 +1,20 @@
 package chart
 
 import (
+	"fmt"
 	"math"
 	"testing"
 
 	"github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func TestBollingerBandSeries(t *testing.T) {
 	assert := assert.New(t)
 
-	s1 := mockValueProvider{
-		X: Sequence.Float64(1.0, 100.0),
-		Y: Sequence.Random(100, 1024),
+	s1 := mockValuesProvider{
+		X: seq.Range(1.0, 100.0),
+		Y: seq.RandomValuesWithMax(100, 1024),
 	}
 
 	bbs := &BollingerBandsSeries{
@@ -24,27 +26,27 @@ func TestBollingerBandSeries(t *testing.T) {
 	y2values := make([]float64, 100)
 
 	for x := 0; x < 100; x++ {
-		xvalues[x], y1values[x], y2values[x] = bbs.GetBoundedValue(x)
+		xvalues[x], y1values[x], y2values[x] = bbs.GetBoundedValues(x)
 	}
 
 	for x := bbs.GetPeriod(); x < 100; x++ {
-		assert.True(y1values[x] > y2values[x])
+		assert.True(y1values[x] > y2values[x], fmt.Sprintf("%v vs. %v", y1values[x], y2values[x]))
 	}
 }
 
 func TestBollingerBandLastValue(t *testing.T) {
 	assert := assert.New(t)
 
-	s1 := mockValueProvider{
-		X: Sequence.Float64(1.0, 100.0),
-		Y: Sequence.Float64(1.0, 100.0),
+	s1 := mockValuesProvider{
+		X: seq.Range(1.0, 100.0),
+		Y: seq.Range(1.0, 100.0),
 	}
 
 	bbs := &BollingerBandsSeries{
 		InnerSeries: s1,
 	}
 
-	x, y1, y2 := bbs.GetBoundedLastValue()
+	x, y1, y2 := bbs.GetBoundedLastValues()
 	assert.Equal(100.0, x)
 	assert.Equal(101, math.Floor(y1))
 	assert.Equal(83, math.Floor(y2))

box.go

@@ -3,6 +3,8 @@ package chart
 import (
 	"fmt"
 	"math"
+
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 var (
@@ -89,12 +91,12 @@ func (b Box) GetBottom(defaults ...int) int {
 
 // Width returns the width
 func (b Box) Width() int {
-	return Math.AbsInt(b.Right - b.Left)
+	return util.Math.AbsInt(b.Right - b.Left)
 }
 
 // Height returns the height
 func (b Box) Height() int {
-	return Math.AbsInt(b.Bottom - b.Top)
+	return util.Math.AbsInt(b.Bottom - b.Top)
 }
 
 // Center returns the center of the box
@@ -146,10 +148,10 @@ func (b Box) Equals(other Box) bool {
 // Grow grows a box based on another box.
 func (b Box) Grow(other Box) Box {
 	return Box{
-		Top:    Math.MinInt(b.Top, other.Top),
-		Left:   Math.MinInt(b.Left, other.Left),
-		Right:  Math.MaxInt(b.Right, other.Right),
-		Bottom: Math.MaxInt(b.Bottom, other.Bottom),
+		Top:    util.Math.MinInt(b.Top, other.Top),
+		Left:   util.Math.MinInt(b.Left, other.Left),
+		Right:  util.Math.MaxInt(b.Right, other.Right),
+		Bottom: util.Math.MaxInt(b.Bottom, other.Bottom),
 	}
 }
 
@@ -220,10 +222,10 @@ func (b Box) Fit(other Box) Box {
 func (b Box) Constrain(other Box) Box {
 	newBox := b.Clone()
 
-	newBox.Top = Math.MaxInt(newBox.Top, other.Top)
-	newBox.Left = Math.MaxInt(newBox.Left, other.Left)
-	newBox.Right = Math.MinInt(newBox.Right, other.Right)
-	newBox.Bottom = Math.MinInt(newBox.Bottom, other.Bottom)
+	newBox.Top = util.Math.MaxInt(newBox.Top, other.Top)
+	newBox.Left = util.Math.MaxInt(newBox.Left, other.Left)
+	newBox.Right = util.Math.MinInt(newBox.Right, other.Right)
+	newBox.Bottom = util.Math.MinInt(newBox.Bottom, other.Bottom)
 
 	return newBox
 }
@@ -262,36 +264,36 @@ type BoxCorners struct {
 // Box return the BoxCorners as a regular box.
 func (bc BoxCorners) Box() Box {
 	return Box{
-		Top:    Math.MinInt(bc.TopLeft.Y, bc.TopRight.Y),
-		Left:   Math.MinInt(bc.TopLeft.X, bc.BottomLeft.X),
-		Right:  Math.MaxInt(bc.TopRight.X, bc.BottomRight.X),
-		Bottom: Math.MaxInt(bc.BottomLeft.Y, bc.BottomRight.Y),
+		Top:    util.Math.MinInt(bc.TopLeft.Y, bc.TopRight.Y),
+		Left:   util.Math.MinInt(bc.TopLeft.X, bc.BottomLeft.X),
+		Right:  util.Math.MaxInt(bc.TopRight.X, bc.BottomRight.X),
+		Bottom: util.Math.MaxInt(bc.BottomLeft.Y, bc.BottomRight.Y),
 	}
 }
 
 // Width returns the width
 func (bc BoxCorners) Width() int {
-	minLeft := Math.MinInt(bc.TopLeft.X, bc.BottomLeft.X)
-	maxRight := Math.MaxInt(bc.TopRight.X, bc.BottomRight.X)
+	minLeft := util.Math.MinInt(bc.TopLeft.X, bc.BottomLeft.X)
+	maxRight := util.Math.MaxInt(bc.TopRight.X, bc.BottomRight.X)
 	return maxRight - minLeft
 }
 
 // Height returns the height
 func (bc BoxCorners) Height() int {
-	minTop := Math.MinInt(bc.TopLeft.Y, bc.TopRight.Y)
-	maxBottom := Math.MaxInt(bc.BottomLeft.Y, bc.BottomRight.Y)
+	minTop := util.Math.MinInt(bc.TopLeft.Y, bc.TopRight.Y)
+	maxBottom := util.Math.MaxInt(bc.BottomLeft.Y, bc.BottomRight.Y)
 	return maxBottom - minTop
 }
 
 // Center returns the center of the box
 func (bc BoxCorners) Center() (x, y int) {
 
-	left := Math.MeanInt(bc.TopLeft.X, bc.BottomLeft.X)
-	right := Math.MeanInt(bc.TopRight.X, bc.BottomRight.X)
+	left := util.Math.MeanInt(bc.TopLeft.X, bc.BottomLeft.X)
+	right := util.Math.MeanInt(bc.TopRight.X, bc.BottomRight.X)
 	x = ((right - left) >> 1) + left
 
-	top := Math.MeanInt(bc.TopLeft.Y, bc.TopRight.Y)
-	bottom := Math.MeanInt(bc.BottomLeft.Y, bc.BottomRight.Y)
+	top := util.Math.MeanInt(bc.TopLeft.Y, bc.TopRight.Y)
+	bottom := util.Math.MeanInt(bc.BottomLeft.Y, bc.BottomRight.Y)
 	y = ((bottom - top) >> 1) + top
 
 	return
@@ -301,12 +303,12 @@ func (bc BoxCorners) Center() (x, y int) {
 func (bc BoxCorners) Rotate(thetaDegrees float64) BoxCorners {
 	cx, cy := bc.Center()
 
-	thetaRadians := Math.DegreesToRadians(thetaDegrees)
+	thetaRadians := util.Math.DegreesToRadians(thetaDegrees)
 
-	tlx, tly := Math.RotateCoordinate(cx, cy, bc.TopLeft.X, bc.TopLeft.Y, thetaRadians)
-	trx, try := Math.RotateCoordinate(cx, cy, bc.TopRight.X, bc.TopRight.Y, thetaRadians)
-	brx, bry := Math.RotateCoordinate(cx, cy, bc.BottomRight.X, bc.BottomRight.Y, thetaRadians)
-	blx, bly := Math.RotateCoordinate(cx, cy, bc.BottomLeft.X, bc.BottomLeft.Y, thetaRadians)
+	tlx, tly := util.Math.RotateCoordinate(cx, cy, bc.TopLeft.X, bc.TopLeft.Y, thetaRadians)
+	trx, try := util.Math.RotateCoordinate(cx, cy, bc.TopRight.X, bc.TopRight.Y, thetaRadians)
+	brx, bry := util.Math.RotateCoordinate(cx, cy, bc.BottomRight.X, bc.BottomRight.Y, thetaRadians)
+	blx, bly := util.Math.RotateCoordinate(cx, cy, bc.BottomLeft.X, bc.BottomLeft.Y, thetaRadians)
 
 	return BoxCorners{
 		TopLeft:     Point{tlx, tly},

chart.go

@@ -7,6 +7,7 @@ import (
 	"math"
 
 	"github.com/golang/freetype/truetype"
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // Chart is what we're drawing.
@@ -177,10 +178,10 @@ func (c Chart) getRanges() (xrange, yrange, yrangeAlt Range) {
 	for _, s := range c.Series {
 		if s.GetStyle().IsZero() || s.GetStyle().Show {
 			seriesAxis := s.GetYAxis()
-			if bvp, isBoundedValueProvider := s.(BoundedValueProvider); isBoundedValueProvider {
+			if bvp, isBoundedValuesProvider := s.(BoundedValuesProvider); isBoundedValuesProvider {
 				seriesLength := bvp.Len()
 				for index := 0; index < seriesLength; index++ {
-					vx, vy1, vy2 := bvp.GetBoundedValue(index)
+					vx, vy1, vy2 := bvp.GetBoundedValues(index)
 
 					minx = math.Min(minx, vx)
 					maxx = math.Max(maxx, vx)
@@ -198,10 +199,10 @@ func (c Chart) getRanges() (xrange, yrange, yrangeAlt Range) {
 						seriesMappedToSecondaryAxis = true
 					}
 				}
-			} else if vp, isValueProvider := s.(ValueProvider); isValueProvider {
+			} else if vp, isValuesProvider := s.(ValuesProvider); isValuesProvider {
 				seriesLength := vp.Len()
 				for index := 0; index < seriesLength; index++ {
-					vx, vy := vp.GetValue(index)
+					vx, vy := vp.GetValues(index)
 
 					minx = math.Min(minx, vx)
 					maxx = math.Max(maxx, vx)
@@ -265,8 +266,8 @@ func (c Chart) getRanges() (xrange, yrange, yrangeAlt Range) {
 		// only round if we're showing the axis
 		if c.YAxis.Style.Show {
 			delta := yrange.GetDelta()
-			roundTo := Math.GetRoundToForDelta(delta)
-			rmin, rmax := Math.RoundDown(yrange.GetMin(), roundTo), Math.RoundUp(yrange.GetMax(), roundTo)
+			roundTo := util.Math.GetRoundToForDelta(delta)
+			rmin, rmax := util.Math.RoundDown(yrange.GetMin(), roundTo), util.Math.RoundUp(yrange.GetMax(), roundTo)
 
 			yrange.SetMin(rmin)
 			yrange.SetMax(rmax)
@@ -287,8 +288,8 @@ func (c Chart) getRanges() (xrange, yrange, yrangeAlt Range) {
 
 		if c.YAxisSecondary.Style.Show {
 			delta := yrangeAlt.GetDelta()
-			roundTo := Math.GetRoundToForDelta(delta)
-			rmin, rmax := Math.RoundDown(yrangeAlt.GetMin(), roundTo), Math.RoundUp(yrangeAlt.GetMax(), roundTo)
+			roundTo := util.Math.GetRoundToForDelta(delta)
+			rmin, rmax := util.Math.RoundDown(yrangeAlt.GetMin(), roundTo), util.Math.RoundUp(yrangeAlt.GetMax(), roundTo)
 			yrangeAlt.SetMin(rmin)
 			yrangeAlt.SetMax(rmax)
 		}

chart_test.go

@@ -10,6 +10,7 @@ import (
 
 	"github.com/blendlabs/go-assert"
 	"github.com/wcharczuk/go-chart/drawing"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func TestChartGetDPI(t *testing.T) {
@@ -391,8 +392,8 @@ func TestChartRegressionBadRangesByUser(t *testing.T) {
 		},
 		Series: []Series{
 			ContinuousSeries{
-				XValues: Sequence.Float64(1.0, 10.0),
-				YValues: Sequence.Float64(1.0, 10.0),
+				XValues: seq.Range(1.0, 10.0),
+				YValues: seq.Range(1.0, 10.0),
 			},
 		},
 	}
@@ -407,8 +408,8 @@ func TestChartValidatesSeries(t *testing.T) {
 	c := Chart{
 		Series: []Series{
 			ContinuousSeries{
-				XValues: Sequence.Float64(1.0, 10.0),
-				YValues: Sequence.Float64(1.0, 10.0),
+				XValues: seq.Range(1.0, 10.0),
+				YValues: seq.Range(1.0, 10.0),
 			},
 		},
 	}
@@ -418,7 +419,7 @@ func TestChartValidatesSeries(t *testing.T) {
 	c = Chart{
 		Series: []Series{
 			ContinuousSeries{
-				XValues: Sequence.Float64(1.0, 10.0),
+				XValues: seq.Range(1.0, 10.0),
 			},
 		},
 	}
@@ -504,8 +505,8 @@ func TestChartE2ELine(t *testing.T) {
 		},
 		Series: []Series{
 			ContinuousSeries{
-				XValues: Sequence.Float64(0, 4, 1),
-				YValues: Sequence.Float64(0, 4, 1),
+				XValues: seq.RangeWithStep(0, 4, 1),
+				YValues: seq.RangeWithStep(0, 4, 1),
 			},
 		},
 	}
@@ -549,8 +550,8 @@ func TestChartE2ELineWithFill(t *testing.T) {
 					StrokeColor: drawing.ColorBlue,
 					FillColor:   drawing.ColorRed,
 				},
-				XValues: Sequence.Float64(0, 4, 1),
-				YValues: Sequence.Float64(0, 4, 1),
+				XValues: seq.RangeWithStep(0, 4, 1),
+				YValues: seq.RangeWithStep(0, 4, 1),
 			},
 		},
 	}

concat_series.go

@@ -7,7 +7,7 @@ type ConcatSeries []Series
 func (cs ConcatSeries) Len() int {
 	total := 0
 	for _, s := range cs {
-		if typed, isValueProvider := s.(ValueProvider); isValueProvider {
+		if typed, isValuesProvider := s.(ValuesProvider); isValuesProvider {
 			total += typed.Len()
 		}
 	}
@@ -19,10 +19,10 @@ func (cs ConcatSeries) Len() int {
 func (cs ConcatSeries) GetValue(index int) (x, y float64) {
 	cursor := 0
 	for _, s := range cs {
-		if typed, isValueProvider := s.(ValueProvider); isValueProvider {
+		if typed, isValuesProvider := s.(ValuesProvider); isValuesProvider {
 			len := typed.Len()
 			if index < cursor+len {
-				x, y = typed.GetValue(index - cursor) //FENCEPOSTS.
+				x, y = typed.GetValues(index - cursor) //FENCEPOSTS.
 				return
 			}
 			cursor += typed.Len()

concat_series_test.go

@@ -4,24 +4,25 @@ import (
 	"testing"
 
 	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func TestConcatSeries(t *testing.T) {
 	assert := assert.New(t)
 
 	s1 := ContinuousSeries{
-		XValues: Sequence.Float64(1.0, 10.0),
-		YValues: Sequence.Float64(1.0, 10.0),
+		XValues: seq.Range(1.0, 10.0),
+		YValues: seq.Range(1.0, 10.0),
 	}
 
 	s2 := ContinuousSeries{
-		XValues: Sequence.Float64(11, 20.0),
-		YValues: Sequence.Float64(10.0, 1.0),
+		XValues: seq.Range(11, 20.0),
+		YValues: seq.Range(10.0, 1.0),
 	}
 
 	s3 := ContinuousSeries{
-		XValues: Sequence.Float64(21, 30.0),
-		YValues: Sequence.Float64(1.0, 10.0),
+		XValues: seq.Range(21, 30.0),
+		YValues: seq.Range(1.0, 10.0),
 	}
 
 	cs := ConcatSeries([]Series{s1, s2, s3})

continuous_range_test.go

@@ -4,13 +4,14 @@ import (
 	"testing"
 
 	"github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/util"
 )
 
 func TestRangeTranslate(t *testing.T) {
 	assert := assert.New(t)
 	values := []float64{1.0, 2.0, 2.5, 2.7, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0}
 	r := ContinuousRange{Domain: 1000}
-	r.Min, r.Max = Math.MinAndMax(values...)
+	r.Min, r.Max = util.Math.MinAndMax(values...)
 
 	// delta = ~7.0
 	// value = ~5.0

continuous_series.go

@@ -31,13 +31,13 @@ func (cs ContinuousSeries) Len() int {
 	return len(cs.XValues)
 }
 
-// GetValue gets a value at a given index.
-func (cs ContinuousSeries) GetValue(index int) (float64, float64) {
+// GetValues gets the x,y values at a given index.
+func (cs ContinuousSeries) GetValues(index int) (float64, float64) {
 	return cs.XValues[index], cs.YValues[index]
 }
 
-// GetLastValue gets the last value.
-func (cs ContinuousSeries) GetLastValue() (float64, float64) {
+// GetLastValues gets the last x,y values.
+func (cs ContinuousSeries) GetLastValues() (float64, float64) {
 	return cs.XValues[len(cs.XValues)-1], cs.YValues[len(cs.YValues)-1]
 }
 

continuous_series_test.go

@@ -5,6 +5,7 @@ import (
 	"testing"
 
 	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func TestContinuousSeries(t *testing.T) {
@@ -12,21 +13,21 @@ func TestContinuousSeries(t *testing.T) {
 
 	cs := ContinuousSeries{
 		Name:    "Test Series",
-		XValues: Sequence.Float64(1.0, 10.0),
-		YValues: Sequence.Float64(1.0, 10.0),
+		XValues: seq.Range(1.0, 10.0),
+		YValues: seq.Range(1.0, 10.0),
 	}
 
 	assert.Equal("Test Series", cs.GetName())
 	assert.Equal(10, cs.Len())
-	x0, y0 := cs.GetValue(0)
+	x0, y0 := cs.GetValues(0)
 	assert.Equal(1.0, x0)
 	assert.Equal(1.0, y0)
 
-	xn, yn := cs.GetValue(9)
+	xn, yn := cs.GetValues(9)
 	assert.Equal(10.0, xn)
 	assert.Equal(10.0, yn)
 
-	xn, yn = cs.GetLastValue()
+	xn, yn = cs.GetLastValues()
 	assert.Equal(10.0, xn)
 	assert.Equal(10.0, yn)
 }
@@ -53,20 +54,20 @@ func TestContinuousSeriesValidate(t *testing.T) {
 
 	cs := ContinuousSeries{
 		Name:    "Test Series",
-		XValues: Sequence.Float64(1.0, 10.0),
-		YValues: Sequence.Float64(1.0, 10.0),
+		XValues: seq.Range(1.0, 10.0),
+		YValues: seq.Range(1.0, 10.0),
 	}
 	assert.Nil(cs.Validate())
 
 	cs = ContinuousSeries{
 		Name:    "Test Series",
-		XValues: Sequence.Float64(1.0, 10.0),
+		XValues: seq.Range(1.0, 10.0),
 	}
 	assert.NotNil(cs.Validate())
 
 	cs = ContinuousSeries{
 		Name:    "Test Series",
-		YValues: Sequence.Float64(1.0, 10.0),
+		YValues: seq.Range(1.0, 10.0),
 	}
 	assert.NotNil(cs.Validate())
 }

draw.go

@@ -1,6 +1,10 @@
 package chart
 
-import "math"
+import (
+	"math"
+
+	util "github.com/wcharczuk/go-chart/util"
+)
 
 var (
 	// Draw contains helpers for drawing common objects.
@@ -10,7 +14,7 @@ var (
 type draw struct{}
 
 // LineSeries draws a line series with a renderer.
-func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style Style, vs ValueProvider) {
+func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style Style, vs ValuesProvider) {
 	if vs.Len() == 0 {
 		return
 	}
@@ -18,7 +22,7 @@ func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style
 	cb := canvasBox.Bottom
 	cl := canvasBox.Left
 
-	v0x, v0y := vs.GetValue(0)
+	v0x, v0y := vs.GetValues(0)
 	x0 := cl + xrange.Translate(v0x)
 	y0 := cb - yrange.Translate(v0y)
 
@@ -31,13 +35,13 @@ func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style
 		style.GetFillOptions().WriteDrawingOptionsToRenderer(r)
 		r.MoveTo(x0, y0)
 		for i := 1; i < vs.Len(); i++ {
-			vx, vy = vs.GetValue(i)
+			vx, vy = vs.GetValues(i)
 			x = cl + xrange.Translate(vx)
 			y = cb - yrange.Translate(vy)
 			r.LineTo(x, y)
 		}
-		r.LineTo(x, Math.MinInt(cb, cb-yv0))
-		r.LineTo(x0, Math.MinInt(cb, cb-yv0))
+		r.LineTo(x, util.Math.MinInt(cb, cb-yv0))
+		r.LineTo(x0, util.Math.MinInt(cb, cb-yv0))
 		r.LineTo(x0, y0)
 		r.Fill()
 	}
@@ -47,7 +51,7 @@ func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style
 
 		r.MoveTo(x0, y0)
 		for i := 1; i < vs.Len(); i++ {
-			vx, vy = vs.GetValue(i)
+			vx, vy = vs.GetValues(i)
 			x = cl + xrange.Translate(vx)
 			y = cb - yrange.Translate(vy)
 			r.LineTo(x, y)
@@ -60,7 +64,7 @@ func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style
 
 		style.GetDotOptions().WriteDrawingOptionsToRenderer(r)
 		for i := 0; i < vs.Len(); i++ {
-			vx, vy = vs.GetValue(i)
+			vx, vy = vs.GetValues(i)
 			x = cl + xrange.Translate(vx)
 			y = cb - yrange.Translate(vy)
 
@@ -82,8 +86,8 @@ func (d draw) LineSeries(r Renderer, canvasBox Box, xrange, yrange Range, style
 	}
 }
 
-// BoundedSeries draws a series that implements BoundedValueProvider.
-func (d draw) BoundedSeries(r Renderer, canvasBox Box, xrange, yrange Range, style Style, bbs BoundedValueProvider, drawOffsetIndexes ...int) {
+// BoundedSeries draws a series that implements BoundedValuesProvider.
+func (d draw) BoundedSeries(r Renderer, canvasBox Box, xrange, yrange Range, style Style, bbs BoundedValuesProvider, drawOffsetIndexes ...int) {
 	drawOffsetIndex := 0
 	if len(drawOffsetIndexes) > 0 {
 		drawOffsetIndex = drawOffsetIndexes[0]
@@ -92,7 +96,7 @@ func (d draw) BoundedSeries(r Renderer, canvasBox Box, xrange, yrange Range, sty
 	cb := canvasBox.Bottom
 	cl := canvasBox.Left
 
-	v0x, v0y1, v0y2 := bbs.GetBoundedValue(0)
+	v0x, v0y1, v0y2 := bbs.GetBoundedValues(0)
 	x0 := cl + xrange.Translate(v0x)
 	y0 := cb - yrange.Translate(v0y1)
 
@@ -107,7 +111,7 @@ func (d draw) BoundedSeries(r Renderer, canvasBox Box, xrange, yrange Range, sty
 	style.GetFillAndStrokeOptions().WriteToRenderer(r)
 	r.MoveTo(x0, y0)
 	for i := 1; i < bbs.Len(); i++ {
-		vx, vy1, vy2 = bbs.GetBoundedValue(i)
+		vx, vy1, vy2 = bbs.GetBoundedValues(i)
 
 		xvalues[i] = vx
 		y2values[i] = vy2
@@ -133,7 +137,7 @@ func (d draw) BoundedSeries(r Renderer, canvasBox Box, xrange, yrange Range, sty
 }
 
 // HistogramSeries draws a value provider as boxes from 0.
-func (d draw) HistogramSeries(r Renderer, canvasBox Box, xrange, yrange Range, style Style, vs ValueProvider, barWidths ...int) {
+func (d draw) HistogramSeries(r Renderer, canvasBox Box, xrange, yrange Range, style Style, vs ValuesProvider, barWidths ...int) {
 	if vs.Len() == 0 {
 		return
 	}
@@ -150,7 +154,7 @@ func (d draw) HistogramSeries(r Renderer, canvasBox Box, xrange, yrange Range, s
 
 	//foreach datapoint, draw a box.
 	for index := 0; index < seriesLength; index++ {
-		vx, vy := vs.GetValue(index)
+		vx, vy := vs.GetValues(index)
 		y0 := yrange.Translate(0)
 		x := cl + xrange.Translate(vx)
 		y := yrange.Translate(vy)

ema_series.go

@@ -14,7 +14,7 @@ type EMASeries struct {
 	YAxis YAxisType
 
 	Period      int
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	cache []float64
 }
@@ -52,23 +52,23 @@ func (ema EMASeries) GetSigma() float64 {
 	return 2.0 / (float64(ema.GetPeriod()) + 1)
 }
 
-// GetValue gets a value at a given index.
-func (ema *EMASeries) GetValue(index int) (x, y float64) {
+// GetValues gets a value at a given index.
+func (ema *EMASeries) GetValues(index int) (x, y float64) {
 	if ema.InnerSeries == nil {
 		return
 	}
 	if len(ema.cache) == 0 {
 		ema.ensureCachedValues()
 	}
-	vx, _ := ema.InnerSeries.GetValue(index)
+	vx, _ := ema.InnerSeries.GetValues(index)
 	x = vx
 	y = ema.cache[index]
 	return
 }
 
-// GetLastValue computes the last moving average value but walking back window size samples,
+// GetLastValues computes the last moving average value but walking back window size samples,
 // and recomputing the last moving average chunk.
-func (ema *EMASeries) GetLastValue() (x, y float64) {
+func (ema *EMASeries) GetLastValues() (x, y float64) {
 	if ema.InnerSeries == nil {
 		return
 	}
@@ -76,7 +76,7 @@ func (ema *EMASeries) GetLastValue() (x, y float64) {
 		ema.ensureCachedValues()
 	}
 	lastIndex := ema.InnerSeries.Len() - 1
-	x, _ = ema.InnerSeries.GetValue(lastIndex)
+	x, _ = ema.InnerSeries.GetValues(lastIndex)
 	y = ema.cache[lastIndex]
 	return
 }
@@ -86,7 +86,7 @@ func (ema *EMASeries) ensureCachedValues() {
 	ema.cache = make([]float64, seriesLength)
 	sigma := ema.GetSigma()
 	for x := 0; x < seriesLength; x++ {
-		_, y := ema.InnerSeries.GetValue(x)
+		_, y := ema.InnerSeries.GetValues(x)
 		if x == 0 {
 			ema.cache[x] = y
 			continue

ema_series_test.go

@@ -4,10 +4,11 @@ import (
 	"testing"
 
 	"github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 var (
-	emaXValues = Sequence.Float64(1.0, 50.0)
+	emaXValues = seq.Range(1.0, 50.0)
 	emaYValues = []float64{
 		1, 2, 3, 4, 5, 4, 3, 2,
 		1, 2, 3, 4, 5, 4, 3, 2,
@@ -75,7 +76,7 @@ var (
 func TestEMASeries(t *testing.T) {
 	assert := assert.New(t)
 
-	mockSeries := mockValueProvider{
+	mockSeries := mockValuesProvider{
 		emaXValues,
 		emaYValues,
 	}
@@ -91,7 +92,7 @@ func TestEMASeries(t *testing.T) {
 
 	var yvalues []float64
 	for x := 0; x < ema.Len(); x++ {
-		_, y := ema.GetValue(x)
+		_, y := ema.GetValues(x)
 		yvalues = append(yvalues, y)
 	}
 
@@ -99,7 +100,7 @@ func TestEMASeries(t *testing.T) {
 		assert.InDelta(yv, emaExpected[index], emaDelta)
 	}
 
-	lvx, lvy := ema.GetLastValue()
+	lvx, lvy := ema.GetLastValues()
 	assert.Equal(50.0, lvx)
 	assert.InDelta(lvy, emaExpected[49], emaDelta)
 }

font.go

@@ -4,6 +4,7 @@ import (
 	"sync"
 
 	"github.com/golang/freetype/truetype"
+	"github.com/wcharczuk/go-chart/roboto"
 )
 
 var (
@@ -17,7 +18,7 @@ func GetDefaultFont() (*truetype.Font, error) {
 		_defaultFontLock.Lock()
 		defer _defaultFontLock.Unlock()
 		if _defaultFont == nil {
-			font, err := truetype.Parse(roboto)
+			font, err := truetype.Parse(roboto.Roboto)
 			if err != nil {
 				return nil, err
 			}

histogram_series.go

@@ -9,7 +9,7 @@ type HistogramSeries struct {
 	Name        string
 	Style       Style
 	YAxis       YAxisType
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 }
 
 // GetName implements Series.GetName.
@@ -27,19 +27,19 @@ func (hs HistogramSeries) GetYAxis() YAxisType {
 	return hs.YAxis
 }
 
-// Len implements BoundedValueProvider.Len.
+// Len implements BoundedValuesProvider.Len.
 func (hs HistogramSeries) Len() int {
 	return hs.InnerSeries.Len()
 }
 
-// GetValue implements ValueProvider.GetValue.
-func (hs HistogramSeries) GetValue(index int) (x, y float64) {
-	return hs.InnerSeries.GetValue(index)
+// GetValues implements ValuesProvider.GetValues.
+func (hs HistogramSeries) GetValues(index int) (x, y float64) {
+	return hs.InnerSeries.GetValues(index)
 }
 
-// GetBoundedValue implements BoundedValueProvider.GetBoundedValue
-func (hs HistogramSeries) GetBoundedValue(index int) (x, y1, y2 float64) {
-	vx, vy := hs.InnerSeries.GetValue(index)
+// GetBoundedValues implements BoundedValuesProvider.GetBoundedValue
+func (hs HistogramSeries) GetBoundedValues(index int) (x, y1, y2 float64) {
+	vx, vy := hs.InnerSeries.GetValues(index)
 
 	x = vx
 

histogram_series_test.go

@@ -4,6 +4,7 @@ import (
 	"testing"
 
 	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func TestHistogramSeries(t *testing.T) {
@@ -11,8 +12,8 @@ func TestHistogramSeries(t *testing.T) {
 
 	cs := ContinuousSeries{
 		Name:    "Test Series",
-		XValues: Sequence.Float64(1.0, 20.0),
-		YValues: Sequence.Float64(10.0, -10.0),
+		XValues: seq.Range(1.0, 20.0),
+		YValues: seq.Range(10.0, -10.0),
 	}
 
 	hs := HistogramSeries{
@@ -20,8 +21,8 @@ func TestHistogramSeries(t *testing.T) {
 	}
 
 	for x := 0; x < hs.Len(); x++ {
-		csx, csy := cs.GetValue(0)
-		hsx, hsy1, hsy2 := hs.GetBoundedValue(0)
+		csx, csy := cs.GetValues(0)
+		hsx, hsy1, hsy2 := hs.GetBoundedValues(0)
 		assert.Equal(csx, hsx)
 		assert.True(hsy1 > 0)
 		assert.True(hsy2 <= 0)

last_value_annotation_series.go

@@ -3,7 +3,7 @@ package chart
 import "fmt"
 
 // LastValueAnnotation returns an annotation series of just the last value of a value provider.
-func LastValueAnnotation(innerSeries ValueProvider, vfs ...ValueFormatter) AnnotationSeries {
+func LastValueAnnotation(innerSeries ValuesProvider, vfs ...ValueFormatter) AnnotationSeries {
 	var vf ValueFormatter
 	if len(vfs) > 0 {
 		vf = vfs[0]
@@ -14,11 +14,11 @@ func LastValueAnnotation(innerSeries ValueProvider, vfs ...ValueFormatter) Annot
 	}
 
 	var lastValue Value2
-	if typed, isTyped := innerSeries.(LastValueProvider); isTyped {
-		lastValue.XValue, lastValue.YValue = typed.GetLastValue()
+	if typed, isTyped := innerSeries.(LastValuesProvider); isTyped {
+		lastValue.XValue, lastValue.YValue = typed.GetLastValues()
 		lastValue.Label = vf(lastValue.YValue)
 	} else {
-		lastValue.XValue, lastValue.YValue = innerSeries.GetValue(innerSeries.Len() - 1)
+		lastValue.XValue, lastValue.YValue = innerSeries.GetValues(innerSeries.Len() - 1)
 		lastValue.Label = vf(lastValue.YValue)
 	}
 

legend.go

@@ -1,6 +1,9 @@
 package chart
 
-import "github.com/wcharczuk/go-chart/drawing"
+import (
+	"github.com/wcharczuk/go-chart/drawing"
+	"github.com/wcharczuk/go-chart/util"
+)
 
 // Legend returns a legend renderable function.
 func Legend(c *Chart, userDefaults ...Style) Renderable {
@@ -66,7 +69,7 @@ func Legend(c *Chart, userDefaults ...Style) Renderable {
 				}
 				legendContent.Bottom += tb.Height()
 				right := legendContent.Left + tb.Width() + lineTextGap + lineLengthMinimum
-				legendContent.Right = Math.MaxInt(legendContent.Right, right)
+				legendContent.Right = util.Math.MaxInt(legendContent.Right, right)
 				labelCount++
 			}
 		}
@@ -161,8 +164,8 @@ func LegendThin(c *Chart, userDefaults ...Style) Renderable {
 		for x := 0; x < len(labels); x++ {
 			if len(labels[x]) > 0 {
 				textBox = r.MeasureText(labels[x])
-				textHeight = Math.MaxInt(textBox.Height(), textHeight)
-				textWidth = Math.MaxInt(textBox.Width(), textWidth)
+				textHeight = util.Math.MaxInt(textBox.Height(), textHeight)
+				textWidth = util.Math.MaxInt(textBox.Width(), textWidth)
 			}
 		}
 
@@ -278,7 +281,7 @@ func LegendLeft(c *Chart, userDefaults ...Style) Renderable {
 				}
 				legendContent.Bottom += tb.Height()
 				right := legendContent.Left + tb.Width() + lineTextGap + lineLengthMinimum
-				legendContent.Right = Math.MaxInt(legendContent.Right, right)
+				legendContent.Right = util.Math.MaxInt(legendContent.Right, right)
 				labelCount++
 			}
 		}

linear_regression_series.go

@@ -1,6 +1,11 @@
 package chart
 
-import "fmt"
+import (
+	"fmt"
+
+	"github.com/wcharczuk/go-chart/seq"
+	util "github.com/wcharczuk/go-chart/util"
+)
 
 // LinearRegressionSeries is a series that plots the n-nearest neighbors
 // linear regression for the values.
@@ -11,7 +16,7 @@ type LinearRegressionSeries struct {
 
 	Limit       int
 	Offset      int
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	m       float64
 	b       float64
@@ -36,7 +41,7 @@ func (lrs LinearRegressionSeries) GetYAxis() YAxisType {
 
 // Len returns the number of elements in the series.
 func (lrs LinearRegressionSeries) Len() int {
-	return Math.MinInt(lrs.GetLimit(), lrs.InnerSeries.Len()-lrs.GetOffset())
+	return util.Math.MinInt(lrs.GetLimit(), lrs.InnerSeries.Len()-lrs.GetOffset())
 }
 
 // GetLimit returns the window size.
@@ -51,7 +56,7 @@ func (lrs LinearRegressionSeries) GetLimit() int {
 func (lrs LinearRegressionSeries) GetEndIndex() int {
 	windowEnd := lrs.GetOffset() + lrs.GetLimit()
 	innerSeriesLastIndex := lrs.InnerSeries.Len() - 1
-	return Math.MinInt(windowEnd, innerSeriesLastIndex)
+	return util.Math.MinInt(windowEnd, innerSeriesLastIndex)
 }
 
 // GetOffset returns the data offset.
@@ -62,8 +67,8 @@ func (lrs LinearRegressionSeries) GetOffset() int {
 	return lrs.Offset
 }
 
-// GetValue gets a value at a given index.
-func (lrs *LinearRegressionSeries) GetValue(index int) (x, y float64) {
+// GetValues gets a value at a given index.
+func (lrs *LinearRegressionSeries) GetValues(index int) (x, y float64) {
 	if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
 		return
 	}
@@ -71,14 +76,14 @@ func (lrs *LinearRegressionSeries) GetValue(index int) (x, y float64) {
 		lrs.computeCoefficients()
 	}
 	offset := lrs.GetOffset()
-	effectiveIndex := Math.MinInt(index+offset, lrs.InnerSeries.Len())
-	x, y = lrs.InnerSeries.GetValue(effectiveIndex)
+	effectiveIndex := util.Math.MinInt(index+offset, lrs.InnerSeries.Len())
+	x, y = lrs.InnerSeries.GetValues(effectiveIndex)
 	y = (lrs.m * lrs.normalize(x)) + lrs.b
 	return
 }
 
-// GetLastValue computes the last linear regression value.
-func (lrs *LinearRegressionSeries) GetLastValue() (x, y float64) {
+// GetLastValues computes the last linear regression value.
+func (lrs *LinearRegressionSeries) GetLastValues() (x, y float64) {
 	if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
 		return
 	}
@@ -86,7 +91,7 @@ func (lrs *LinearRegressionSeries) GetLastValue() (x, y float64) {
 		lrs.computeCoefficients()
 	}
 	endIndex := lrs.GetEndIndex()
-	x, y = lrs.InnerSeries.GetValue(endIndex)
+	x, y = lrs.InnerSeries.GetValues(endIndex)
 	y = (lrs.m * lrs.normalize(x)) + lrs.b
 	return
 }
@@ -102,18 +107,18 @@ func (lrs *LinearRegressionSeries) computeCoefficients() {
 
 	p := float64(endIndex - startIndex)
 
-	xvalues := NewRingBufferWithCapacity(lrs.Len())
+	xvalues := seq.NewBufferWithCapacity(lrs.Len())
 	for index := startIndex; index < endIndex; index++ {
-		x, _ := lrs.InnerSeries.GetValue(index)
+		x, _ := lrs.InnerSeries.GetValues(index)
 		xvalues.Enqueue(x)
 	}
 
-	lrs.avgx = xvalues.Average()
-	lrs.stddevx = xvalues.StdDev()
+	lrs.avgx = seq.Seq{Provider: xvalues}.Average()
+	lrs.stddevx = seq.Seq{Provider: xvalues}.StdDev()
 
 	var sumx, sumy, sumxx, sumxy float64
 	for index := startIndex; index < endIndex; index++ {
-		x, y := lrs.InnerSeries.GetValue(index)
+		x, y := lrs.InnerSeries.GetValues(index)
 
 		x = lrs.normalize(x)
 

linear_regression_series_test.go

@@ -4,6 +4,7 @@ import (
 	"testing"
 
 	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
 )
 
 func TestLinearRegressionSeries(t *testing.T) {
@@ -11,19 +12,19 @@ func TestLinearRegressionSeries(t *testing.T) {
 
 	mainSeries := ContinuousSeries{
 		Name:    "A test series",
-		XValues: Sequence.Float64(1.0, 100.0),
-		YValues: Sequence.Float64(1.0, 100.0),
+		XValues: seq.Range(1.0, 100.0),
+		YValues: seq.Range(1.0, 100.0),
 	}
 
 	linRegSeries := &LinearRegressionSeries{
 		InnerSeries: mainSeries,
 	}
 
-	lrx0, lry0 := linRegSeries.GetValue(0)
+	lrx0, lry0 := linRegSeries.GetValues(0)
 	assert.InDelta(1.0, lrx0, 0.0000001)
 	assert.InDelta(1.0, lry0, 0.0000001)
 
-	lrxn, lryn := linRegSeries.GetLastValue()
+	lrxn, lryn := linRegSeries.GetLastValues()
 	assert.InDelta(100.0, lrxn, 0.0000001)
 	assert.InDelta(100.0, lryn, 0.0000001)
 }
@@ -33,19 +34,19 @@ func TestLinearRegressionSeriesDesc(t *testing.T) {
 
 	mainSeries := ContinuousSeries{
 		Name:    "A test series",
-		XValues: Sequence.Float64(100.0, 1.0),
-		YValues: Sequence.Float64(100.0, 1.0),
+		XValues: seq.Range(100.0, 1.0),
+		YValues: seq.Range(100.0, 1.0),
 	}
 
 	linRegSeries := &LinearRegressionSeries{
 		InnerSeries: mainSeries,
 	}
 
-	lrx0, lry0 := linRegSeries.GetValue(0)
+	lrx0, lry0 := linRegSeries.GetValues(0)
 	assert.InDelta(100.0, lrx0, 0.0000001)
 	assert.InDelta(100.0, lry0, 0.0000001)
 
-	lrxn, lryn := linRegSeries.GetLastValue()
+	lrxn, lryn := linRegSeries.GetLastValues()
 	assert.InDelta(1.0, lrxn, 0.0000001)
 	assert.InDelta(1.0, lryn, 0.0000001)
 }
@@ -55,8 +56,8 @@ func TestLinearRegressionSeriesWindowAndOffset(t *testing.T) {
 
 	mainSeries := ContinuousSeries{
 		Name:    "A test series",
-		XValues: Sequence.Float64(100.0, 1.0),
-		YValues: Sequence.Float64(100.0, 1.0),
+		XValues: seq.Range(100.0, 1.0),
+		YValues: seq.Range(100.0, 1.0),
 	}
 
 	linRegSeries := &LinearRegressionSeries{
@@ -67,11 +68,11 @@ func TestLinearRegressionSeriesWindowAndOffset(t *testing.T) {
 
 	assert.Equal(10, linRegSeries.Len())
 
-	lrx0, lry0 := linRegSeries.GetValue(0)
+	lrx0, lry0 := linRegSeries.GetValues(0)
 	assert.InDelta(90.0, lrx0, 0.0000001)
 	assert.InDelta(90.0, lry0, 0.0000001)
 
-	lrxn, lryn := linRegSeries.GetLastValue()
+	lrxn, lryn := linRegSeries.GetLastValues()
 	assert.InDelta(80.0, lrxn, 0.0000001)
 	assert.InDelta(80.0, lryn, 0.0000001)
 }

macd_series.go

@@ -17,7 +17,7 @@ type MACDSeries struct {
 	Name        string
 	Style       Style
 	YAxis       YAxisType
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	PrimaryPeriod   int
 	SecondaryPeriod int
@@ -89,8 +89,8 @@ func (macd MACDSeries) Len() int {
 	return macd.InnerSeries.Len()
 }
 
-// GetValue gets a value at a given index. For MACD it is the signal value.
-func (macd *MACDSeries) GetValue(index int) (x float64, y float64) {
+// GetValues gets a value at a given index. For MACD it is the signal value.
+func (macd *MACDSeries) GetValues(index int) (x float64, y float64) {
 	if macd.InnerSeries == nil {
 		return
 	}
@@ -99,10 +99,10 @@ func (macd *MACDSeries) GetValue(index int) (x float64, y float64) {
 		macd.ensureChildSeries()
 	}
 
-	_, lv := macd.macdl.GetValue(index)
-	_, sv := macd.signal.GetValue(index)
+	_, lv := macd.macdl.GetValues(index)
+	_, sv := macd.signal.GetValues(index)
 
-	x, _ = macd.InnerSeries.GetValue(index)
+	x, _ = macd.InnerSeries.GetValues(index)
 	y = lv - sv
 
 	return
@@ -130,7 +130,7 @@ type MACDSignalSeries struct {
 	Name        string
 	Style       Style
 	YAxis       YAxisType
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	PrimaryPeriod   int
 	SecondaryPeriod int
@@ -191,8 +191,8 @@ func (macds *MACDSignalSeries) Len() int {
 	return macds.InnerSeries.Len()
 }
 
-// GetValue gets a value at a given index. For MACD it is the signal value.
-func (macds *MACDSignalSeries) GetValue(index int) (x float64, y float64) {
+// GetValues gets a value at a given index. For MACD it is the signal value.
+func (macds *MACDSignalSeries) GetValues(index int) (x float64, y float64) {
 	if macds.InnerSeries == nil {
 		return
 	}
@@ -200,8 +200,8 @@ func (macds *MACDSignalSeries) GetValue(index int) (x float64, y float64) {
 	if macds.signal == nil {
 		macds.ensureSignal()
 	}
-	x, _ = macds.InnerSeries.GetValue(index)
-	_, y = macds.signal.GetValue(index)
+	x, _ = macds.InnerSeries.GetValues(index)
+	_, y = macds.signal.GetValues(index)
 	return
 }
 
@@ -229,7 +229,7 @@ type MACDLineSeries struct {
 	Name        string
 	Style       Style
 	YAxis       YAxisType
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	PrimaryPeriod   int
 	SecondaryPeriod int
@@ -300,8 +300,8 @@ func (macdl *MACDLineSeries) Len() int {
 	return macdl.InnerSeries.Len()
 }
 
-// GetValue gets a value at a given index. For MACD it is the signal value.
-func (macdl *MACDLineSeries) GetValue(index int) (x float64, y float64) {
+// GetValues gets a value at a given index. For MACD it is the signal value.
+func (macdl *MACDLineSeries) GetValues(index int) (x float64, y float64) {
 	if macdl.InnerSeries == nil {
 		return
 	}
@@ -309,10 +309,10 @@ func (macdl *MACDLineSeries) GetValue(index int) (x float64, y float64) {
 		macdl.ensureEMASeries()
 	}
 
-	x, _ = macdl.InnerSeries.GetValue(index)
+	x, _ = macdl.InnerSeries.GetValues(index)
 
-	_, emav1 := macdl.ema1.GetValue(index)
-	_, emav2 := macdl.ema2.GetValue(index)
+	_, emav1 := macdl.ema1.GetValues(index)
+	_, emav2 := macdl.ema2.GetValues(index)
 
 	y = emav2 - emav1
 	return

macd_series_test.go

@@ -65,7 +65,7 @@ var (
 func TestMACDSeries(t *testing.T) {
 	assert := assert.New(t)
 
-	mockSeries := mockValueProvider{
+	mockSeries := mockValuesProvider{
 		emaXValues,
 		emaYValues,
 	}
@@ -77,7 +77,7 @@ func TestMACDSeries(t *testing.T) {
 
 	var yvalues []float64
 	for x := 0; x < mas.Len(); x++ {
-		_, y := mas.GetValue(x)
+		_, y := mas.GetValues(x)
 		yvalues = append(yvalues, y)
 	}
 

market_hours_range.go

@@ -3,6 +3,9 @@ package chart
 import (
 	"fmt"
 	"time"
+
+	"github.com/wcharczuk/go-chart/seq"
+	"github.com/wcharczuk/go-chart/util"
 )
 
 // MarketHoursRange is a special type of range that compresses a time range into just the
@@ -14,7 +17,7 @@ type MarketHoursRange struct {
 	MarketOpen  time.Time
 	MarketClose time.Time
 
-	HolidayProvider HolidayProvider
+	HolidayProvider util.HolidayProvider
 
 	ValueFormatter ValueFormatter
 
@@ -39,17 +42,17 @@ func (mhr MarketHoursRange) IsZero() bool {
 
 // GetMin returns the min value.
 func (mhr MarketHoursRange) GetMin() float64 {
-	return Time.ToFloat64(mhr.Min)
+	return util.Time.ToFloat64(mhr.Min)
 }
 
 // GetMax returns the max value.
 func (mhr MarketHoursRange) GetMax() float64 {
-	return Time.ToFloat64(mhr.GetEffectiveMax())
+	return util.Time.ToFloat64(mhr.GetEffectiveMax())
 }
 
 // GetEffectiveMax gets either the close on the max, or the max itself.
 func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
-	maxClose := Date.On(mhr.MarketClose, mhr.Max)
+	maxClose := util.Date.On(mhr.MarketClose, mhr.Max)
 	if maxClose.After(mhr.Max) {
 		return maxClose
 	}
@@ -58,13 +61,13 @@ func (mhr MarketHoursRange) GetEffectiveMax() time.Time {
 
 // SetMin sets the min value.
 func (mhr *MarketHoursRange) SetMin(min float64) {
-	mhr.Min = Time.FromFloat64(min)
+	mhr.Min = util.Time.FromFloat64(min)
 	mhr.Min = mhr.Min.In(mhr.GetTimezone())
 }
 
 // SetMax sets the max value.
 func (mhr *MarketHoursRange) SetMax(max float64) {
-	mhr.Max = Time.FromFloat64(max)
+	mhr.Max = util.Time.FromFloat64(max)
 	mhr.Max = mhr.Max.In(mhr.GetTimezone())
 }
 
@@ -86,9 +89,9 @@ func (mhr *MarketHoursRange) SetDomain(domain int) {
 }
 
 // GetHolidayProvider coalesces a userprovided holiday provider and the date.DefaultHolidayProvider.
-func (mhr MarketHoursRange) GetHolidayProvider() HolidayProvider {
+func (mhr MarketHoursRange) GetHolidayProvider() util.HolidayProvider {
 	if mhr.HolidayProvider == nil {
-		return defaultHolidayProvider
+		return func(_ time.Time) bool { return false }
 	}
 	return mhr.HolidayProvider
 }
@@ -96,7 +99,7 @@ func (mhr MarketHoursRange) GetHolidayProvider() HolidayProvider {
 // GetMarketOpen returns the market open time.
 func (mhr MarketHoursRange) GetMarketOpen() time.Time {
 	if mhr.MarketOpen.IsZero() {
-		return NYSEOpen()
+		return util.NYSEOpen()
 	}
 	return mhr.MarketOpen
 }
@@ -104,7 +107,7 @@ func (mhr MarketHoursRange) GetMarketOpen() time.Time {
 // GetMarketClose returns the market close time.
 func (mhr MarketHoursRange) GetMarketClose() time.Time {
 	if mhr.MarketClose.IsZero() {
-		return NYSEClose()
+		return util.NYSEClose()
 	}
 	return mhr.MarketClose
 }
@@ -112,31 +115,31 @@ func (mhr MarketHoursRange) GetMarketClose() time.Time {
 // GetTicks returns the ticks for the range.
 // This is to override the default continous ticks that would be generated for the range.
 func (mhr *MarketHoursRange) GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick {
-	times := Sequence.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times := seq.Time.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth := mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = Sequence.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.Time.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = Sequence.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.Time.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = Sequence.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.Time.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = Sequence.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.Time.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
@@ -165,7 +168,7 @@ func (mhr *MarketHoursRange) makeTicks(vf ValueFormatter, times []time.Time) []T
 	ticks := make([]Tick, len(times))
 	for index, t := range times {
 		ticks[index] = Tick{
-			Value: Time.ToFloat64(t),
+			Value: util.Time.ToFloat64(t),
 			Label: vf(t),
 		}
 	}
@@ -178,10 +181,10 @@ func (mhr MarketHoursRange) String() string {
 
 // Translate maps a given value into the ContinuousRange space.
 func (mhr MarketHoursRange) Translate(value float64) int {
-	valueTime := Time.FromFloat64(value)
-	valueTimeEastern := valueTime.In(Date.Eastern())
-	totalSeconds := Date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
-	valueDelta := Date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
+	valueTime := util.Time.FromFloat64(value)
+	valueTimeEastern := valueTime.In(util.Date.Eastern())
+	totalSeconds := util.Date.CalculateMarketSecondsBetween(mhr.Min, mhr.GetEffectiveMax(), mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
+	valueDelta := util.Date.CalculateMarketSecondsBetween(mhr.Min, valueTimeEastern, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.HolidayProvider)
 	translated := int((float64(valueDelta) / float64(totalSeconds)) * float64(mhr.Domain))
 
 	if mhr.IsDescending() {

market_hours_range_test.go

@@ -5,17 +5,18 @@ import (
 	"time"
 
 	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/util"
 )
 
 func TestMarketHoursRangeGetDelta(t *testing.T) {
 	assert := assert.New(t)
 
 	r := &MarketHoursRange{
-		Min:             time.Date(2016, 07, 19, 9, 30, 0, 0, Date.Eastern()),
-		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern()),
-		MarketOpen:      NYSEOpen(),
-		MarketClose:     NYSEClose(),
-		HolidayProvider: Date.IsNYSEHoliday,
+		Min:             time.Date(2016, 07, 19, 9, 30, 0, 0, util.Date.Eastern()),
+		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, util.Date.Eastern()),
+		MarketOpen:      util.NYSEOpen(),
+		MarketClose:     util.NYSEClose(),
+		HolidayProvider: util.Date.IsNYSEHoliday,
 	}
 
 	assert.NotZero(r.GetDelta())
@@ -25,19 +26,19 @@ func TestMarketHoursRangeTranslate(t *testing.T) {
 	assert := assert.New(t)
 
 	r := &MarketHoursRange{
-		Min:             time.Date(2016, 07, 18, 9, 30, 0, 0, Date.Eastern()),
-		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, Date.Eastern()),
-		MarketOpen:      NYSEOpen(),
-		MarketClose:     NYSEClose(),
-		HolidayProvider: Date.IsNYSEHoliday,
+		Min:             time.Date(2016, 07, 18, 9, 30, 0, 0, util.Date.Eastern()),
+		Max:             time.Date(2016, 07, 22, 16, 00, 0, 0, util.Date.Eastern()),
+		MarketOpen:      util.NYSEOpen(),
+		MarketClose:     util.NYSEClose(),
+		HolidayProvider: util.Date.IsNYSEHoliday,
 		Domain:          1000,
 	}
 
-	weds := time.Date(2016, 07, 20, 9, 30, 0, 0, Date.Eastern())
+	weds := time.Date(2016, 07, 20, 9, 30, 0, 0, util.Date.Eastern())
 
-	assert.Equal(0, r.Translate(Time.ToFloat64(r.Min)))
-	assert.Equal(400, r.Translate(Time.ToFloat64(weds)))
-	assert.Equal(1000, r.Translate(Time.ToFloat64(r.Max)))
+	assert.Equal(0, r.Translate(util.Time.ToFloat64(r.Min)))
+	assert.Equal(400, r.Translate(util.Time.ToFloat64(weds)))
+	assert.Equal(1000, r.Translate(util.Time.ToFloat64(r.Max)))
 }
 
 func TestMarketHoursRangeGetTicks(t *testing.T) {
@@ -56,17 +57,17 @@ func TestMarketHoursRangeGetTicks(t *testing.T) {
 	}
 
 	ra := &MarketHoursRange{
-		Min:             Date.On(NYSEOpen(), Date.Date(2016, 07, 18, Date.Eastern())),
-		Max:             Date.On(NYSEClose(), Date.Date(2016, 07, 22, Date.Eastern())),
-		MarketOpen:      NYSEOpen(),
-		MarketClose:     NYSEClose(),
-		HolidayProvider: Date.IsNYSEHoliday,
+		Min:             util.Date.On(util.NYSEOpen(), util.Date.Date(2016, 07, 18, util.Date.Eastern())),
+		Max:             util.Date.On(util.NYSEClose(), util.Date.Date(2016, 07, 22, util.Date.Eastern())),
+		MarketOpen:      util.NYSEOpen(),
+		MarketClose:     util.NYSEClose(),
+		HolidayProvider: util.Date.IsNYSEHoliday,
 		Domain:          1024,
 	}
 
 	ticks := ra.GetTicks(r, defaults, TimeValueFormatter)
 	assert.NotEmpty(ticks)
 	assert.Len(ticks, 5)
-	assert.NotEqual(Time.ToFloat64(ra.Min), ticks[0].Value)
+	assert.NotEqual(util.Time.ToFloat64(ra.Min), ticks[0].Value)
 	assert.NotEmpty(ticks[0].Label)
 }

min_max_series.go

@@ -10,7 +10,7 @@ type MinSeries struct {
 	Name        string
 	Style       Style
 	YAxis       YAxisType
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	minValue *float64
 }
@@ -35,10 +35,10 @@ func (ms MinSeries) Len() int {
 	return ms.InnerSeries.Len()
 }
 
-// GetValue gets a value at a given index.
-func (ms *MinSeries) GetValue(index int) (x, y float64) {
+// GetValues gets a value at a given index.
+func (ms *MinSeries) GetValues(index int) (x, y float64) {
 	ms.ensureMinValue()
-	x, _ = ms.InnerSeries.GetValue(index)
+	x, _ = ms.InnerSeries.GetValues(index)
 	y = *ms.minValue
 	return
 }
@@ -54,7 +54,7 @@ func (ms *MinSeries) ensureMinValue() {
 		minValue := math.MaxFloat64
 		var y float64
 		for x := 0; x < ms.InnerSeries.Len(); x++ {
-			_, y = ms.InnerSeries.GetValue(x)
+			_, y = ms.InnerSeries.GetValues(x)
 			if y < minValue {
 				minValue = y
 			}
@@ -76,7 +76,7 @@ type MaxSeries struct {
 	Name        string
 	Style       Style
 	YAxis       YAxisType
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	maxValue *float64
 }
@@ -101,10 +101,10 @@ func (ms MaxSeries) Len() int {
 	return ms.InnerSeries.Len()
 }
 
-// GetValue gets a value at a given index.
-func (ms *MaxSeries) GetValue(index int) (x, y float64) {
+// GetValues gets a value at a given index.
+func (ms *MaxSeries) GetValues(index int) (x, y float64) {
 	ms.ensureMaxValue()
-	x, _ = ms.InnerSeries.GetValue(index)
+	x, _ = ms.InnerSeries.GetValues(index)
 	y = *ms.maxValue
 	return
 }
@@ -120,7 +120,7 @@ func (ms *MaxSeries) ensureMaxValue() {
 		maxValue := -math.MaxFloat64
 		var y float64
 		for x := 0; x < ms.InnerSeries.Len(); x++ {
-			_, y = ms.InnerSeries.GetValue(x)
+			_, y = ms.InnerSeries.GetValues(x)
 			if y > maxValue {
 				maxValue = y
 			}

pie_chart.go

@@ -4,8 +4,15 @@ import (
 	"errors"
 	"fmt"
 	"io"
+	"math"
 
 	"github.com/golang/freetype/truetype"
+	"github.com/wcharczuk/go-chart/util"
+)
+
+const (
+	_pi2 = math.Pi / 2.0
+	_pi4 = math.Pi / 4.0
 )
 
 // PieChart is a chart that draws sections of a circle based on percentages.
@@ -123,7 +130,7 @@ func (pc PieChart) drawTitle(r Renderer) {
 
 func (pc PieChart) drawSlices(r Renderer, canvasBox Box, values []Value) {
 	cx, cy := canvasBox.Center()
-	diameter := Math.MinInt(canvasBox.Width(), canvasBox.Height())
+	diameter := util.Math.MinInt(canvasBox.Width(), canvasBox.Height())
 	radius := float64(diameter >> 1)
 	labelRadius := (radius * 2.0) / 3.0
 
@@ -134,8 +141,8 @@ func (pc PieChart) drawSlices(r Renderer, canvasBox Box, values []Value) {
 		v.Style.InheritFrom(pc.stylePieChartValue(index)).WriteToRenderer(r)
 
 		r.MoveTo(cx, cy)
-		rads = Math.PercentToRadians(total)
-		delta = Math.PercentToRadians(v.Value)
+		rads = util.Math.PercentToRadians(total)
+		delta = util.Math.PercentToRadians(v.Value)
 
 		r.ArcTo(cx, cy, radius, radius, rads, delta)
 
@@ -150,9 +157,9 @@ func (pc PieChart) drawSlices(r Renderer, canvasBox Box, values []Value) {
 	for index, v := range values {
 		v.Style.InheritFrom(pc.stylePieChartValue(index)).WriteToRenderer(r)
 		if len(v.Label) > 0 {
-			delta2 = Math.PercentToRadians(total + (v.Value / 2.0))
-			delta2 = Math.RadianAdd(delta2, _pi2)
-			lx, ly = Math.CirclePoint(cx, cy, labelRadius, delta2)
+			delta2 = util.Math.PercentToRadians(total + (v.Value / 2.0))
+			delta2 = util.Math.RadianAdd(delta2, _pi2)
+			lx, ly = util.Math.CirclePoint(cx, cy, labelRadius, delta2)
 
 			tb := r.MeasureText(v.Label)
 			lx = lx - (tb.Width() >> 1)
@@ -177,7 +184,7 @@ func (pc PieChart) getDefaultCanvasBox() Box {
 }
 
 func (pc PieChart) getCircleAdjustedCanvasBox(canvasBox Box) Box {
-	circleDiameter := Math.MinInt(canvasBox.Width(), canvasBox.Height())
+	circleDiameter := util.Math.MinInt(canvasBox.Width(), canvasBox.Height())
 
 	square := Box{
 		Right:  circleDiameter,
@@ -223,7 +230,7 @@ func (pc PieChart) stylePieChartValue(index int) Style {
 }
 
 func (pc PieChart) getScaledFontSize() float64 {
-	effectiveDimension := Math.MinInt(pc.GetWidth(), pc.GetHeight())
+	effectiveDimension := util.Math.MinInt(pc.GetWidth(), pc.GetHeight())
 	if effectiveDimension >= 2048 {
 		return 48.0
 	} else if effectiveDimension >= 1024 {
@@ -262,7 +269,7 @@ func (pc PieChart) styleDefaultsTitle() Style {
 }
 
 func (pc PieChart) getTitleFontSize() float64 {
-	effectiveDimension := Math.MinInt(pc.GetWidth(), pc.GetHeight())
+	effectiveDimension := util.Math.MinInt(pc.GetWidth(), pc.GetHeight())
 	if effectiveDimension >= 2048 {
 		return 48
 	} else if effectiveDimension >= 1024 {

polynomial_regression_series.go

@@ -5,6 +5,7 @@ import (
 	"math"
 
 	"github.com/wcharczuk/go-chart/matrix"
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // PolynomialRegressionSeries implements a polynomial regression over a given
@@ -17,7 +18,7 @@ type PolynomialRegressionSeries struct {
 	Limit       int
 	Offset      int
 	Degree      int
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 
 	coeffs []float64
 }
@@ -39,7 +40,7 @@ func (prs PolynomialRegressionSeries) GetYAxis() YAxisType {
 
 // Len returns the number of elements in the series.
 func (prs PolynomialRegressionSeries) Len() int {
-	return Math.MinInt(prs.GetLimit(), prs.InnerSeries.Len()-prs.GetOffset())
+	return util.Math.MinInt(prs.GetLimit(), prs.InnerSeries.Len()-prs.GetOffset())
 }
 
 // GetLimit returns the window size.
@@ -54,7 +55,7 @@ func (prs PolynomialRegressionSeries) GetLimit() int {
 func (prs PolynomialRegressionSeries) GetEndIndex() int {
 	windowEnd := prs.GetOffset() + prs.GetLimit()
 	innerSeriesLastIndex := prs.InnerSeries.Len() - 1
-	return Math.MinInt(windowEnd, innerSeriesLastIndex)
+	return util.Math.MinInt(windowEnd, innerSeriesLastIndex)
 }
 
 // GetOffset returns the data offset.
@@ -79,8 +80,8 @@ func (prs *PolynomialRegressionSeries) Validate() error {
 	return nil
 }
 
-// GetValue returns the series value for a given index.
-func (prs *PolynomialRegressionSeries) GetValue(index int) (x, y float64) {
+// GetValues returns the series value for a given index.
+func (prs *PolynomialRegressionSeries) GetValues(index int) (x, y float64) {
 	if prs.InnerSeries == nil || prs.InnerSeries.Len() == 0 {
 		return
 	}
@@ -94,14 +95,14 @@ func (prs *PolynomialRegressionSeries) GetValue(index int) (x, y float64) {
 	}
 
 	offset := prs.GetOffset()
-	effectiveIndex := Math.MinInt(index+offset, prs.InnerSeries.Len())
-	x, y = prs.InnerSeries.GetValue(effectiveIndex)
+	effectiveIndex := util.Math.MinInt(index+offset, prs.InnerSeries.Len())
+	x, y = prs.InnerSeries.GetValues(effectiveIndex)
 	y = prs.apply(x)
 	return
 }
 
-// GetLastValue computes the last poly regression value.
-func (prs *PolynomialRegressionSeries) GetLastValue() (x, y float64) {
+// GetLastValues computes the last poly regression value.
+func (prs *PolynomialRegressionSeries) GetLastValues() (x, y float64) {
 	if prs.InnerSeries == nil || prs.InnerSeries.Len() == 0 {
 		return
 	}
@@ -113,7 +114,7 @@ func (prs *PolynomialRegressionSeries) GetLastValue() (x, y float64) {
 		prs.coeffs = coeffs
 	}
 	endIndex := prs.GetEndIndex()
-	x, y = prs.InnerSeries.GetValue(endIndex)
+	x, y = prs.InnerSeries.GetValues(endIndex)
 	y = prs.apply(x)
 	return
 }
@@ -138,7 +139,7 @@ func (prs *PolynomialRegressionSeries) values() (xvalues, yvalues []float64) {
 	yvalues = make([]float64, endIndex-startIndex)
 
 	for index := startIndex; index < endIndex; index++ {
-		x, y := prs.InnerSeries.GetValue(index)
+		x, y := prs.InnerSeries.GetValues(index)
 		xvalues[index-startIndex] = x
 		yvalues[index-startIndex] = y
 	}

polynomial_regression_test.go

@@ -29,7 +29,7 @@ func TestPolynomialRegression(t *testing.T) {
 	}
 
 	for i := 0; i < 100; i++ {
-		_, y := poly.GetValue(i)
+		_, y := poly.GetValues(i)
 		assert.InDelta(float64(i*i), y, matrix.DefaultEpsilon)
 	}
 }

raster_renderer.go

@@ -6,6 +6,7 @@ import (
 	"io"
 	"math"
 
+	util "github.com/blendlabs/go-util"
 	"github.com/golang/freetype/truetype"
 	"github.com/wcharczuk/go-chart/drawing"
 )
@@ -191,7 +192,7 @@ func (rr *rasterRenderer) MeasureText(body string) Box {
 		return textBox
 	}
 
-	return textBox.Corners().Rotate(Math.RadiansToDegrees(*rr.rotateRadians)).Box()
+	return textBox.Corners().Rotate(util.Math.RadiansToDegrees(*rr.rotateRadians)).Box()
 }
 
 // SetTextRotation sets a text rotation.

ring_buffer.go

@@ -1,252 +0,0 @@
-package chart
-
-import (
-	"fmt"
-	"math"
-	"strings"
-)
-
-const (
-	ringBufferMinimumGrow     = 4
-	ringBufferShrinkThreshold = 32
-	ringBufferGrowFactor      = 200
-	ringBufferDefaultCapacity = 4
-)
-
-var (
-	emptyArray = make([]interface{}, 0)
-)
-
-// NewRingBuffer creates a new, empty, RingBuffer.
-func NewRingBuffer() *RingBuffer {
-	return &RingBuffer{
-		array: make([]interface{}, ringBufferDefaultCapacity),
-		head:  0,
-		tail:  0,
-		size:  0,
-	}
-}
-
-// NewRingBufferWithCapacity creates a new RingBuffer pre-allocated with the given capacity.
-func NewRingBufferWithCapacity(capacity int) *RingBuffer {
-	return &RingBuffer{
-		array: make([]interface{}, capacity),
-		head:  0,
-		tail:  0,
-		size:  0,
-	}
-}
-
-// NewRingBufferFromSlice createsa  ring buffer out of a slice.
-func NewRingBufferFromSlice(values []interface{}) *RingBuffer {
-	return &RingBuffer{
-		array: values,
-		head:  0,
-		tail:  len(values) - 1,
-		size:  len(values),
-	}
-}
-
-// RingBuffer is a fifo buffer that is backed by a pre-allocated array, instead of allocating
-// a whole new node object for each element (which saves GC churn).
-// Enqueue can be O(n), Dequeue can be O(1).
-type RingBuffer struct {
-	array []interface{}
-	head  int
-	tail  int
-	size  int
-}
-
-// Len returns the length of the ring buffer (as it is currently populated).
-// Actual memory footprint may be different.
-func (rb *RingBuffer) Len() int {
-	return rb.size
-}
-
-// TotalLen returns the total size of the ring bufffer, including empty elements.
-func (rb *RingBuffer) TotalLen() int {
-	return len(rb.array)
-}
-
-// Clear removes all objects from the RingBuffer.
-func (rb *RingBuffer) Clear() {
-	if rb.head < rb.tail {
-		arrayClear(rb.array, rb.head, rb.size)
-	} else {
-		arrayClear(rb.array, rb.head, len(rb.array)-rb.head)
-		arrayClear(rb.array, 0, rb.tail)
-	}
-
-	rb.head = 0
-	rb.tail = 0
-	rb.size = 0
-}
-
-// Enqueue adds an element to the "back" of the RingBuffer.
-func (rb *RingBuffer) Enqueue(object interface{}) {
-	if rb.size == len(rb.array) {
-		newCapacity := int(len(rb.array) * int(ringBufferGrowFactor/100))
-		if newCapacity < (len(rb.array) + ringBufferMinimumGrow) {
-			newCapacity = len(rb.array) + ringBufferMinimumGrow
-		}
-		rb.setCapacity(newCapacity)
-	}
-
-	rb.array[rb.tail] = object
-	rb.tail = (rb.tail + 1) % len(rb.array)
-	rb.size++
-}
-
-// Dequeue removes the first element from the RingBuffer.
-func (rb *RingBuffer) Dequeue() interface{} {
-	if rb.size == 0 {
-		return nil
-	}
-
-	removed := rb.array[rb.head]
-	rb.head = (rb.head + 1) % len(rb.array)
-	rb.size--
-	return removed
-}
-
-// Peek returns but does not remove the first element.
-func (rb *RingBuffer) Peek() interface{} {
-	if rb.size == 0 {
-		return nil
-	}
-	return rb.array[rb.head]
-}
-
-// PeekBack returns but does not remove the last element.
-func (rb *RingBuffer) PeekBack() interface{} {
-	if rb.size == 0 {
-		return nil
-	}
-	if rb.tail == 0 {
-		return rb.array[len(rb.array)-1]
-	}
-	return rb.array[rb.tail-1]
-}
-
-func (rb *RingBuffer) setCapacity(capacity int) {
-	newArray := make([]interface{}, capacity)
-	if rb.size > 0 {
-		if rb.head < rb.tail {
-			arrayCopy(rb.array, rb.head, newArray, 0, rb.size)
-		} else {
-			arrayCopy(rb.array, rb.head, newArray, 0, len(rb.array)-rb.head)
-			arrayCopy(rb.array, 0, newArray, len(rb.array)-rb.head, rb.tail)
-		}
-	}
-	rb.array = newArray
-	rb.head = 0
-	if rb.size == capacity {
-		rb.tail = 0
-	} else {
-		rb.tail = rb.size
-	}
-}
-
-// TrimExcess resizes the buffer to better fit the contents.
-func (rb *RingBuffer) TrimExcess() {
-	threshold := float64(len(rb.array)) * 0.9
-	if rb.size < int(threshold) {
-		rb.setCapacity(rb.size)
-	}
-}
-
-// AsSlice returns the ring buffer, in order, as a slice.
-func (rb *RingBuffer) AsSlice() []interface{} {
-	newArray := make([]interface{}, rb.size)
-
-	if rb.size == 0 {
-		return newArray
-	}
-
-	if rb.head < rb.tail {
-		arrayCopy(rb.array, rb.head, newArray, 0, rb.size)
-	} else {
-		arrayCopy(rb.array, rb.head, newArray, 0, len(rb.array)-rb.head)
-		arrayCopy(rb.array, 0, newArray, len(rb.array)-rb.head, rb.tail)
-	}
-
-	return newArray
-}
-
-// Each calls the consumer for each element in the buffer.
-func (rb *RingBuffer) Each(consumer func(value interface{})) {
-	if rb.size == 0 {
-		return
-	}
-
-	if rb.head < rb.tail {
-		for cursor := rb.head; cursor < rb.tail; cursor++ {
-			consumer(rb.array[cursor])
-		}
-	} else {
-		for cursor := rb.head; cursor < len(rb.array); cursor++ {
-			consumer(rb.array[cursor])
-		}
-		for cursor := 0; cursor < rb.tail; cursor++ {
-			consumer(rb.array[cursor])
-		}
-	}
-}
-
-func (rb *RingBuffer) String() string {
-	var values []string
-	for _, elem := range rb.AsSlice() {
-		values = append(values, fmt.Sprintf("%v", elem))
-	}
-	return strings.Join(values, " <= ")
-}
-
-// Average returns the float average of the values in the buffer.
-func (rb *RingBuffer) Average() float64 {
-	var accum float64
-	rb.Each(func(v interface{}) {
-		if typed, isTyped := v.(float64); isTyped {
-			accum += typed
-		}
-	})
-	return accum / float64(rb.Len())
-}
-
-// Variance computes the variance of the buffer.
-func (rb *RingBuffer) Variance() float64 {
-	if rb.Len() == 0 {
-		return 0
-	}
-
-	var variance float64
-	m := rb.Average()
-
-	rb.Each(func(v interface{}) {
-		if n, isTyped := v.(float64); isTyped {
-			variance += (float64(n) - m) * (float64(n) - m)
-		}
-	})
-
-	return variance / float64(rb.Len())
-}
-
-// StdDev returns the standard deviation.
-func (rb *RingBuffer) StdDev() float64 {
-	return math.Pow(rb.Variance(), 0.5)
-}
-
-func arrayClear(source []interface{}, index, length int) {
-	for x := 0; x < length; x++ {
-		absoluteIndex := x + index
-		source[absoluteIndex] = nil
-	}
-}
-
-func arrayCopy(source []interface{}, sourceIndex int, destination []interface{}, destinationIndex, length int) {
-	for x := 0; x < length; x++ {
-		from := sourceIndex + x
-		to := destinationIndex + x
-
-		destination[to] = source[from]
-	}
-}

seq/array.go

@@ -0,0 +1,19 @@
+package seq
+
+// NewArray creates a new array.
+func NewArray(values ...float64) Array {
+	return Array(values)
+}
+
+// Array is a wrapper for an array of floats that implements `ValuesProvider`.
+type Array []float64
+
+// Len returns the value provider length.
+func (a Array) Len() int {
+	return len(a)
+}
+
+// GetValue returns the value at a given index.
+func (a Array) GetValue(index int) float64 {
+	return a[index]
+}

seq/buffer.go

@@ -0,0 +1,226 @@
+package seq
+
+import (
+	"fmt"
+	"strings"
+
+	util "github.com/wcharczuk/go-chart/util"
+)
+
+const (
+	bufferMinimumGrow     = 4
+	bufferShrinkThreshold = 32
+	bufferGrowFactor      = 200
+	bufferDefaultCapacity = 4
+)
+
+var (
+	emptyArray = make([]float64, 0)
+)
+
+// NewBuffer creates a new value buffer with an optional set of values.
+func NewBuffer(values ...float64) *Buffer {
+	var tail int
+	array := make([]float64, util.Math.MaxInt(len(values), bufferDefaultCapacity))
+	if len(values) > 0 {
+		copy(array, values)
+		tail = len(values)
+	}
+	return &Buffer{
+		array: array,
+		head:  0,
+		tail:  tail,
+		size:  len(values),
+	}
+}
+
+// NewBufferWithCapacity creates a new ValueBuffer pre-allocated with the given capacity.
+func NewBufferWithCapacity(capacity int) *Buffer {
+	return &Buffer{
+		array: make([]float64, capacity),
+		head:  0,
+		tail:  0,
+		size:  0,
+	}
+}
+
+// Buffer is a fifo datastructure that is backed by a pre-allocated array.
+// Instead of allocating a whole new node object for each element, array elements are re-used (which saves GC churn).
+// Enqueue can be O(n), Dequeue is generally O(1).
+// Buffer implements `seq.Provider`
+type Buffer struct {
+	array []float64
+	head  int
+	tail  int
+	size  int
+}
+
+// Len returns the length of the Buffer (as it is currently populated).
+// Actual memory footprint may be different.
+func (b *Buffer) Len() int {
+	return b.size
+}
+
+// GetValue implements seq provider.
+func (b *Buffer) GetValue(index int) float64 {
+	effectiveIndex := (b.head + index) % len(b.array)
+	return b.array[effectiveIndex]
+}
+
+// Capacity returns the total size of the Buffer, including empty elements.
+func (b *Buffer) Capacity() int {
+	return len(b.array)
+}
+
+// SetCapacity sets the capacity of the Buffer.
+func (b *Buffer) SetCapacity(capacity int) {
+	newArray := make([]float64, capacity)
+	if b.size > 0 {
+		if b.head < b.tail {
+			arrayCopy(b.array, b.head, newArray, 0, b.size)
+		} else {
+			arrayCopy(b.array, b.head, newArray, 0, len(b.array)-b.head)
+			arrayCopy(b.array, 0, newArray, len(b.array)-b.head, b.tail)
+		}
+	}
+	b.array = newArray
+	b.head = 0
+	if b.size == capacity {
+		b.tail = 0
+	} else {
+		b.tail = b.size
+	}
+}
+
+// Clear removes all objects from the Buffer.
+func (b *Buffer) Clear() {
+	b.array = make([]float64, bufferDefaultCapacity)
+	b.head = 0
+	b.tail = 0
+	b.size = 0
+}
+
+// Enqueue adds an element to the "back" of the Buffer.
+func (b *Buffer) Enqueue(value float64) {
+	if b.size == len(b.array) {
+		newCapacity := int(len(b.array) * int(bufferGrowFactor/100))
+		if newCapacity < (len(b.array) + bufferMinimumGrow) {
+			newCapacity = len(b.array) + bufferMinimumGrow
+		}
+		b.SetCapacity(newCapacity)
+	}
+
+	b.array[b.tail] = value
+	b.tail = (b.tail + 1) % len(b.array)
+	b.size++
+}
+
+// Dequeue removes the first element from the RingBuffer.
+func (b *Buffer) Dequeue() float64 {
+	if b.size == 0 {
+		return 0
+	}
+
+	removed := b.array[b.head]
+	b.head = (b.head + 1) % len(b.array)
+	b.size--
+	return removed
+}
+
+// Peek returns but does not remove the first element.
+func (b *Buffer) Peek() float64 {
+	if b.size == 0 {
+		return 0
+	}
+	return b.array[b.head]
+}
+
+// PeekBack returns but does not remove the last element.
+func (b *Buffer) PeekBack() float64 {
+	if b.size == 0 {
+		return 0
+	}
+	if b.tail == 0 {
+		return b.array[len(b.array)-1]
+	}
+	return b.array[b.tail-1]
+}
+
+// TrimExcess resizes the capacity of the buffer to better fit the contents.
+func (b *Buffer) TrimExcess() {
+	threshold := float64(len(b.array)) * 0.9
+	if b.size < int(threshold) {
+		b.SetCapacity(b.size)
+	}
+}
+
+// Array returns the ring buffer, in order, as an array.
+func (b *Buffer) Array() Array {
+	newArray := make([]float64, b.size)
+
+	if b.size == 0 {
+		return newArray
+	}
+
+	if b.head < b.tail {
+		arrayCopy(b.array, b.head, newArray, 0, b.size)
+	} else {
+		arrayCopy(b.array, b.head, newArray, 0, len(b.array)-b.head)
+		arrayCopy(b.array, 0, newArray, len(b.array)-b.head, b.tail)
+	}
+
+	return Array(newArray)
+}
+
+// Each calls the consumer for each element in the buffer.
+func (b *Buffer) Each(mapfn func(int, float64)) {
+	if b.size == 0 {
+		return
+	}
+
+	var index int
+	if b.head < b.tail {
+		for cursor := b.head; cursor < b.tail; cursor++ {
+			mapfn(index, b.array[cursor])
+			index++
+		}
+	} else {
+		for cursor := b.head; cursor < len(b.array); cursor++ {
+			mapfn(index, b.array[cursor])
+			index++
+		}
+		for cursor := 0; cursor < b.tail; cursor++ {
+			mapfn(index, b.array[cursor])
+			index++
+		}
+	}
+}
+
+// String returns a string representation for value buffers.
+func (b *Buffer) String() string {
+	var values []string
+	for _, elem := range b.Array() {
+		values = append(values, fmt.Sprintf("%v", elem))
+	}
+	return strings.Join(values, " <= ")
+}
+
+// --------------------------------------------------------------------------------
+// Util methods
+// --------------------------------------------------------------------------------
+
+func arrayClear(source []float64, index, length int) {
+	for x := 0; x < length; x++ {
+		absoluteIndex := x + index
+		source[absoluteIndex] = 0
+	}
+}
+
+func arrayCopy(source []float64, sourceIndex int, destination []float64, destinationIndex, length int) {
+	for x := 0; x < length; x++ {
+		from := sourceIndex + x
+		to := destinationIndex + x
+
+		destination[to] = source[from]
+	}
+}

seq/buffer_test.go

@@ -1,4 +1,4 @@
-package chart
+package seq
 
 import (
 	"testing"
@@ -6,10 +6,10 @@ import (
 	"github.com/blendlabs/go-assert"
 )
 
-func TestRingBuffer(t *testing.T) {
+func TestBuffer(t *testing.T) {
 	assert := assert.New(t)
 
-	buffer := NewRingBuffer()
+	buffer := NewBuffer()
 
 	buffer.Enqueue(1)
 	assert.Equal(1, buffer.Len())
@@ -96,14 +96,14 @@ func TestRingBuffer(t *testing.T) {
 	value = buffer.Dequeue()
 	assert.Equal(8, value)
 	assert.Equal(0, buffer.Len())
-	assert.Nil(buffer.Peek())
-	assert.Nil(buffer.PeekBack())
+	assert.Zero(buffer.Peek())
+	assert.Zero(buffer.PeekBack())
 }
 
-func TestRingBufferClear(t *testing.T) {
+func TestBufferClear(t *testing.T) {
 	assert := assert.New(t)
 
-	buffer := NewRingBuffer()
+	buffer := NewBuffer()
 	buffer.Enqueue(1)
 	buffer.Enqueue(1)
 	buffer.Enqueue(1)
@@ -117,21 +117,21 @@ func TestRingBufferClear(t *testing.T) {
 
 	buffer.Clear()
 	assert.Equal(0, buffer.Len())
-	assert.Nil(buffer.Peek())
-	assert.Nil(buffer.PeekBack())
+	assert.Zero(buffer.Peek())
+	assert.Zero(buffer.PeekBack())
 }
 
-func TestRingBufferAsSlice(t *testing.T) {
+func TestBufferArray(t *testing.T) {
 	assert := assert.New(t)
 
-	buffer := NewRingBuffer()
+	buffer := NewBuffer()
 	buffer.Enqueue(1)
 	buffer.Enqueue(2)
 	buffer.Enqueue(3)
 	buffer.Enqueue(4)
 	buffer.Enqueue(5)
 
-	contents := buffer.AsSlice()
+	contents := buffer.Array()
 	assert.Len(contents, 5)
 	assert.Equal(1, contents[0])
 	assert.Equal(2, contents[1])
@@ -140,23 +140,53 @@ func TestRingBufferAsSlice(t *testing.T) {
 	assert.Equal(5, contents[4])
 }
 
-func TestRingBufferEach(t *testing.T) {
+func TestBufferEach(t *testing.T) {
 	assert := assert.New(t)
 
-	buffer := NewRingBuffer()
+	buffer := NewBuffer()
 
 	for x := 1; x < 17; x++ {
-		buffer.Enqueue(x)
+		buffer.Enqueue(float64(x))
 	}
 
 	called := 0
-	buffer.Each(func(v interface{}) {
-		if typed, isTyped := v.(int); isTyped {
-			if typed == (called + 1) {
+	buffer.Each(func(_ int, v float64) {
+		if v == float64(called+1) {
 			called++
 		}
-		}
 	})
 
 	assert.Equal(16, called)
 }
+
+func TestNewBuffer(t *testing.T) {
+	assert := assert.New(t)
+
+	empty := NewBuffer()
+	assert.NotNil(empty)
+	assert.Zero(empty.Len())
+	assert.Equal(bufferDefaultCapacity, empty.Capacity())
+	assert.Zero(empty.Peek())
+	assert.Zero(empty.PeekBack())
+}
+
+func TestNewBufferWithValues(t *testing.T) {
+	assert := assert.New(t)
+
+	values := NewBuffer(1, 2, 3, 4, 5)
+	assert.NotNil(values)
+	assert.Equal(5, values.Len())
+	assert.Equal(1, values.Peek())
+	assert.Equal(5, values.PeekBack())
+}
+
+func TestBufferGrowth(t *testing.T) {
+	assert := assert.New(t)
+
+	values := NewBuffer(1, 2, 3, 4, 5)
+	for i := 0; i < 1<<10; i++ {
+		values.Enqueue(float64(i))
+	}
+
+	assert.Equal(1<<10-1, values.PeekBack())
+}

seq/linear.go

@@ -0,0 +1,73 @@
+package seq
+
+// Range returns the array values of a linear seq with a given start, end and optional step.
+func Range(start, end float64) []float64 {
+	return Seq{NewLinear().WithStart(start).WithEnd(end).WithStep(1.0)}.Array()
+}
+
+// RangeWithStep returns the array values of a linear seq with a given start, end and optional step.
+func RangeWithStep(start, end, step float64) []float64 {
+	return Seq{NewLinear().WithStart(start).WithEnd(end).WithStep(step)}.Array()
+}
+
+// NewLinear returns a new linear generator.
+func NewLinear() *Linear {
+	return &Linear{step: 1.0}
+}
+
+// Linear is a stepwise generator.
+type Linear struct {
+	start float64
+	end   float64
+	step  float64
+}
+
+// Start returns the start value.
+func (lg Linear) Start() float64 {
+	return lg.start
+}
+
+// End returns the end value.
+func (lg Linear) End() float64 {
+	return lg.end
+}
+
+// Step returns the step value.
+func (lg Linear) Step() float64 {
+	return lg.step
+}
+
+// Len returns the number of elements in the seq.
+func (lg Linear) Len() int {
+	if lg.start < lg.end {
+		return int((lg.end-lg.start)/lg.step) + 1
+	}
+	return int((lg.start-lg.end)/lg.step) + 1
+}
+
+// GetValue returns the value at a given index.
+func (lg Linear) GetValue(index int) float64 {
+	fi := float64(index)
+	if lg.start < lg.end {
+		return lg.start + (fi * lg.step)
+	}
+	return lg.start - (fi * lg.step)
+}
+
+// WithStart sets the start and returns the linear generator.
+func (lg *Linear) WithStart(start float64) *Linear {
+	lg.start = start
+	return lg
+}
+
+// WithEnd sets the end and returns the linear generator.
+func (lg *Linear) WithEnd(end float64) *Linear {
+	lg.end = end
+	return lg
+}
+
+// WithStep sets the step and returns the linear generator.
+func (lg *Linear) WithStep(step float64) *Linear {
+	lg.step = step
+	return lg
+}

seq/linear_test.go

@@ -0,0 +1,48 @@
+package seq
+
+import (
+	"testing"
+
+	assert "github.com/blendlabs/go-assert"
+)
+
+func TestRange(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Range(1, 100)
+	assert.Len(values, 100)
+	assert.Equal(1, values[0])
+	assert.Equal(100, values[99])
+}
+
+func TestRangeWithStep(t *testing.T) {
+	assert := assert.New(t)
+
+	values := RangeWithStep(0, 100, 5)
+	assert.Equal(100, values[20])
+	assert.Len(values, 21)
+}
+
+func TestRangeReversed(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Range(10.0, 1.0)
+	assert.Equal(10, len(values))
+	assert.Equal(10.0, values[0])
+	assert.Equal(1.0, values[9])
+}
+
+func TestValuesRegression(t *testing.T) {
+	assert := assert.New(t)
+
+	// note; this assumes a 1.0 step is implicitly set in the constructor.
+	linearProvider := NewLinear().WithStart(1.0).WithEnd(100.0)
+	assert.Equal(1, linearProvider.Start())
+	assert.Equal(100, linearProvider.End())
+	assert.Equal(100, linearProvider.Len())
+
+	values := Seq{Provider: linearProvider}.Array()
+	assert.Len(values, 100)
+	assert.Equal(1.0, values[0])
+	assert.Equal(100, values[99])
+}

seq/random.go

@@ -0,0 +1,88 @@
+package seq
+
+import (
+	"math"
+	"math/rand"
+	"time"
+)
+
+// RandomValues returns an array of random values.
+func RandomValues(count int) []float64 {
+	return Seq{NewRandom().WithLen(count)}.Array()
+}
+
+// RandomValuesWithAverage returns an array of random values with a given average.
+func RandomValuesWithMax(count int, max float64) []float64 {
+	return Seq{NewRandom().WithMax(max).WithLen(count)}.Array()
+}
+
+// NewRandom creates a new random seq.
+func NewRandom() *Random {
+	return &Random{
+		rnd: rand.New(rand.NewSource(time.Now().Unix())),
+	}
+}
+
+// Random is a random number seq generator.
+type Random struct {
+	rnd *rand.Rand
+	max *float64
+	min *float64
+	len *int
+}
+
+// Len returns the number of elements that will be generated.
+func (r *Random) Len() int {
+	if r.len != nil {
+		return *r.len
+	}
+	return math.MaxInt32
+}
+
+// GetValue returns the value.
+func (r *Random) GetValue(_ int) float64 {
+	if r.min != nil && r.max != nil {
+		var delta float64
+
+		if *r.max > *r.min {
+			delta = *r.max - *r.min
+		} else {
+			delta = *r.min - *r.max
+		}
+
+		return *r.min + (r.rnd.Float64() * delta)
+	} else if r.max != nil {
+		return r.rnd.Float64() * *r.max
+	} else if r.min != nil {
+		return *r.min + (r.rnd.Float64())
+	}
+	return r.rnd.Float64()
+}
+
+// WithLen sets a maximum len
+func (r *Random) WithLen(length int) *Random {
+	r.len = &length
+	return r
+}
+
+// Min returns the minimum value.
+func (r Random) Min() *float64 {
+	return r.min
+}
+
+// WithMin sets the scale and returns the Random.
+func (r *Random) WithMin(min float64) *Random {
+	r.min = &min
+	return r
+}
+
+// Max returns the maximum value.
+func (r Random) Max() *float64 {
+	return r.max
+}
+
+// WithMax sets the average and returns the Random.
+func (r *Random) WithMax(max float64) *Random {
+	r.max = &max
+	return r
+}

seq/random_test.go

@@ -0,0 +1,20 @@
+package seq
+
+import (
+	"testing"
+
+	assert "github.com/blendlabs/go-assert"
+)
+
+func TestRandomRegression(t *testing.T) {
+	assert := assert.New(t)
+
+	randomProvider := NewRandom().WithLen(4096).WithMax(256)
+	assert.Equal(4096, randomProvider.Len())
+	assert.Equal(256, *randomProvider.Max())
+
+	randomSequence := New(randomProvider)
+	randomValues := randomSequence.Array()
+	assert.Len(randomValues, 4096)
+	assert.InDelta(128, randomSequence.Average(), 10.0)
+}

seq/sequence.go

@@ -0,0 +1,259 @@
+package seq
+
+import (
+	"math"
+	"sort"
+)
+
+// New wraps a provider with a seq.
+func New(provider Provider) Seq {
+	return Seq{Provider: provider}
+}
+
+// Values returns a new seq composed of a given set of values.
+func Values(values ...float64) Seq {
+	return Seq{Provider: Array(values)}
+}
+
+// Provider is a provider for values for a seq.
+type Provider interface {
+	Len() int
+	GetValue(int) float64
+}
+
+// Seq is a utility wrapper for seq providers.
+type Seq struct {
+	Provider
+}
+
+// Array enumerates the seq into a slice.
+func (s Seq) Array() (output []float64) {
+	if s.Len() == 0 {
+		return
+	}
+
+	output = make([]float64, s.Len())
+	for i := 0; i < s.Len(); i++ {
+		output[i] = s.GetValue(i)
+	}
+	return
+}
+
+// Each applies the `mapfn` to all values in the value provider.
+func (s Seq) Each(mapfn func(int, float64)) {
+	for i := 0; i < s.Len(); i++ {
+		mapfn(i, s.GetValue(i))
+	}
+}
+
+// Map applies the `mapfn` to all values in the value provider,
+// returning a new seq.
+func (s Seq) Map(mapfn func(i int, v float64) float64) Seq {
+	output := make([]float64, s.Len())
+	for i := 0; i < s.Len(); i++ {
+		mapfn(i, s.GetValue(i))
+	}
+	return Seq{Array(output)}
+}
+
+// FoldLeft collapses a seq from left to right.
+func (s Seq) FoldLeft(mapfn func(i int, v0, v float64) float64) (v0 float64) {
+	if s.Len() == 0 {
+		return 0
+	}
+
+	if s.Len() == 1 {
+		return s.GetValue(0)
+	}
+
+	v0 = s.GetValue(0)
+	for i := 1; i < s.Len(); i++ {
+		v0 = mapfn(i, v0, s.GetValue(i))
+	}
+	return
+}
+
+// FoldRight collapses a seq from right to left.
+func (s Seq) FoldRight(mapfn func(i int, v0, v float64) float64) (v0 float64) {
+	if s.Len() == 0 {
+		return 0
+	}
+
+	if s.Len() == 1 {
+		return s.GetValue(0)
+	}
+
+	v0 = s.GetValue(s.Len() - 1)
+	for i := s.Len() - 2; i >= 0; i-- {
+		v0 = mapfn(i, v0, s.GetValue(i))
+	}
+	return
+}
+
+// Min returns the minimum value in the seq.
+func (s Seq) Min() float64 {
+	if s.Len() == 0 {
+		return 0
+	}
+	min := s.GetValue(0)
+	var value float64
+	for i := 1; i < s.Len(); i++ {
+		value = s.GetValue(i)
+		if value < min {
+			min = value
+		}
+	}
+	return min
+}
+
+// Max returns the maximum value in the seq.
+func (s Seq) Max() float64 {
+	if s.Len() == 0 {
+		return 0
+	}
+	max := s.GetValue(0)
+	var value float64
+	for i := 1; i < s.Len(); i++ {
+		value = s.GetValue(i)
+		if value > max {
+			max = value
+		}
+	}
+	return max
+}
+
+// MinMax returns the minimum and the maximum in one pass.
+func (s Seq) MinMax() (min, max float64) {
+	if s.Len() == 0 {
+		return
+	}
+	min = s.GetValue(0)
+	max = min
+	var value float64
+	for i := 1; i < s.Len(); i++ {
+		value = s.GetValue(i)
+		if value < min {
+			min = value
+		}
+		if value > max {
+			max = value
+		}
+	}
+	return
+}
+
+// Sort returns the seq sorted in ascending order.
+// This fully enumerates the seq.
+func (s Seq) Sort() Seq {
+	if s.Len() == 0 {
+		return s
+	}
+	values := s.Array()
+	sort.Float64s(values)
+	return Seq{Provider: Array(values)}
+}
+
+// Median returns the median or middle value in the sorted seq.
+func (s Seq) Median() (median float64) {
+	l := s.Len()
+	if l == 0 {
+		return
+	}
+
+	sorted := s.Sort()
+	if l%2 == 0 {
+		v0 := sorted.GetValue(l/2 - 1)
+		v1 := sorted.GetValue(l/2 + 1)
+		median = (v0 + v1) / 2
+	} else {
+		median = float64(sorted.GetValue(l << 1))
+	}
+
+	return
+}
+
+// Sum adds all the elements of a series together.
+func (s Seq) Sum() (accum float64) {
+	if s.Len() == 0 {
+		return 0
+	}
+
+	for i := 0; i < s.Len(); i++ {
+		accum += s.GetValue(i)
+	}
+	return
+}
+
+// Average returns the float average of the values in the buffer.
+func (s Seq) Average() float64 {
+	if s.Len() == 0 {
+		return 0
+	}
+
+	return s.Sum() / float64(s.Len())
+}
+
+// Variance computes the variance of the buffer.
+func (s Seq) Variance() float64 {
+	if s.Len() == 0 {
+		return 0
+	}
+
+	m := s.Average()
+	var variance, v float64
+	for i := 0; i < s.Len(); i++ {
+		v = s.GetValue(i)
+		variance += (v - m) * (v - m)
+	}
+
+	return variance / float64(s.Len())
+}
+
+// StdDev returns the standard deviation.
+func (s Seq) StdDev() float64 {
+	if s.Len() == 0 {
+		return 0
+	}
+
+	return math.Pow(s.Variance(), 0.5)
+}
+
+//Percentile finds the relative standing in a slice of floats.
+// `percent` should be given on the interval [0,1.0).
+func (s Seq) Percentile(percent float64) (percentile float64) {
+	l := s.Len()
+	if l == 0 {
+		return 0
+	}
+
+	if percent < 0 || percent > 1.0 {
+		panic("percent out of range [0.0, 1.0)")
+	}
+
+	sorted := s.Sort()
+	index := percent * float64(l)
+	if index == float64(int64(index)) {
+		i := f64i(index)
+		ci := sorted.GetValue(i - 1)
+		c := sorted.GetValue(i)
+		percentile = (ci + c) / 2.0
+	} else {
+		i := f64i(index)
+		percentile = sorted.GetValue(i)
+	}
+
+	return percentile
+}
+
+// Normalize maps every value to the interval [0, 1.0].
+func (s Seq) Normalize() Seq {
+	min, max := s.MinMax()
+
+	delta := max - min
+	output := make([]float64, s.Len())
+	for i := 0; i < s.Len(); i++ {
+		output[i] = (s.GetValue(i) - min) / delta
+	}
+
+	return Seq{Provider: Array(output)}
+}

seq/sequence_test.go

@@ -0,0 +1,95 @@
+package seq
+
+import (
+	"testing"
+
+	assert "github.com/blendlabs/go-assert"
+)
+
+func TestSequenceEach(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4)}
+	values.Each(func(i int, v float64) {
+		assert.Equal(i, v-1)
+	})
+}
+
+func TestSequenceMap(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4)}
+	mapped := values.Map(func(i int, v float64) float64 {
+		assert.Equal(i, v-1)
+		return v * 2
+	})
+	assert.Equal(4, mapped.Len())
+}
+
+func TestSequenceFoldLeft(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4)}
+	ten := values.FoldLeft(func(_ int, vp, v float64) float64 {
+		return vp + v
+	})
+	assert.Equal(10, ten)
+
+	orderTest := Seq{NewArray(10, 3, 2, 1)}
+	four := orderTest.FoldLeft(func(_ int, vp, v float64) float64 {
+		return vp - v
+	})
+	assert.Equal(4, four)
+}
+
+func TestSequenceFoldRight(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4)}
+	ten := values.FoldRight(func(_ int, vp, v float64) float64 {
+		return vp + v
+	})
+	assert.Equal(10, ten)
+
+	orderTest := Seq{NewArray(10, 3, 2, 1)}
+	notFour := orderTest.FoldRight(func(_ int, vp, v float64) float64 {
+		return vp - v
+	})
+	assert.Equal(-14, notFour)
+}
+
+func TestSequenceSum(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4)}
+	assert.Equal(10, values.Sum())
+}
+
+func TestSequenceAverage(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4)}
+	assert.Equal(2.5, values.Average())
+
+	valuesOdd := Seq{NewArray(1, 2, 3, 4, 5)}
+	assert.Equal(3, valuesOdd.Average())
+}
+
+func TestSequenceVariance(t *testing.T) {
+	assert := assert.New(t)
+
+	values := Seq{NewArray(1, 2, 3, 4, 5)}
+	assert.Equal(2, values.Variance())
+}
+
+func TestSequenceNormalize(t *testing.T) {
+	assert := assert.New(t)
+
+	normalized := Values(1, 2, 3, 4, 5).Normalize().Array()
+
+	assert.NotEmpty(normalized)
+	assert.Len(normalized, 5)
+	assert.Equal(0, normalized[0])
+	assert.Equal(0.25, normalized[1])
+	assert.Equal(1, normalized[4])
+}

seq/time.go

@@ -0,0 +1,171 @@
+package seq
+
+import (
+	"time"
+
+	"github.com/wcharczuk/go-chart/util"
+)
+
+// Time is a utility singleton with helper functions for time seq generation.
+var Time timeSequence
+
+type timeSequence struct{}
+
+// Days generates a seq of timestamps by day, from -days to today.
+func (ts timeSequence) Days(days int) []time.Time {
+	var values []time.Time
+	for day := days; day >= 0; day-- {
+		values = append(values, time.Now().AddDate(0, 0, -day))
+	}
+	return values
+}
+
+func (ts timeSequence) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := util.Date.On(marketOpen, from)
+	toClose := util.Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+		todayOpen := util.Date.On(marketOpen, cursor)
+		todayClose := util.Date.On(marketClose, cursor)
+		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
+
+		if (cursor.Equal(todayOpen) || cursor.After(todayOpen)) && (cursor.Equal(todayClose) || cursor.Before(todayClose)) && isValidTradingDay {
+			times = append(times, cursor)
+		}
+		if cursor.After(todayClose) {
+			cursor = util.Date.NextMarketOpen(cursor, marketOpen, isHoliday)
+		} else {
+			cursor = util.Date.NextHour(cursor)
+		}
+	}
+	return times
+}
+
+func (ts timeSequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := util.Date.On(marketOpen, from)
+	toClose := util.Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+
+		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
+
+		if isValidTradingDay {
+			todayOpen := util.Date.On(marketOpen, cursor)
+			todayNoon := util.Date.NoonOn(cursor)
+			today2pm := util.Date.On(util.Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
+			todayClose := util.Date.On(marketClose, cursor)
+			times = append(times, todayOpen, todayNoon, today2pm, todayClose)
+		}
+
+		cursor = util.Date.NextDay(cursor)
+	}
+	return times
+}
+
+func (ts timeSequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := util.Date.On(marketOpen, from)
+	toClose := util.Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
+		if isValidTradingDay {
+			todayClose := util.Date.On(marketClose, cursor)
+			times = append(times, todayClose)
+		}
+
+		cursor = util.Date.NextDay(cursor)
+	}
+	return times
+}
+
+func (ts timeSequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := util.Date.On(marketOpen, from)
+	toClose := util.Date.On(marketClose, to)
+	for cursor.Before(toClose) || cursor.Equal(toClose) {
+		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
+		if isValidTradingDay {
+			todayClose := util.Date.On(marketClose, cursor)
+			times = append(times, todayClose)
+		}
+
+		cursor = cursor.AddDate(0, 0, 2)
+	}
+	return times
+}
+
+func (ts timeSequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+	var times []time.Time
+	cursor := util.Date.On(marketClose, from)
+	toClose := util.Date.On(marketClose, to)
+
+	for cursor.Equal(toClose) || cursor.Before(toClose) {
+		isValidTradingDay := !isHoliday(cursor) && util.Date.IsWeekDay(cursor.Weekday())
+		if isValidTradingDay {
+			times = append(times, cursor)
+		}
+		cursor = util.Date.NextDayOfWeek(cursor, time.Monday)
+	}
+	return times
+}
+
+func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
+	times := make([]time.Time, totalHours)
+
+	last := start
+	for i := 0; i < totalHours; i++ {
+		times[i] = last
+		last = last.Add(time.Hour)
+	}
+
+	return times
+}
+
+// HoursFilled adds zero values for the data bounded by the start and end of the xdata array.
+func (ts timeSequence) HoursFilled(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
+	start := Time.Start(xdata)
+	end := Time.End(xdata)
+
+	totalHours := util.Math.AbsInt(util.Date.DiffHours(start, end))
+
+	finalTimes := ts.Hours(start, totalHours+1)
+	finalValues := make([]float64, totalHours+1)
+
+	var hoursFromStart int
+	for i, xd := range xdata {
+		hoursFromStart = util.Date.DiffHours(start, xd)
+		finalValues[hoursFromStart] = ydata[i]
+	}
+
+	return finalTimes, finalValues
+}
+
+// Start returns the earliest (min) time in a list of times.
+func (ts timeSequence) Start(times []time.Time) time.Time {
+	if len(times) == 0 {
+		return time.Time{}
+	}
+
+	start := times[0]
+	for _, t := range times[1:] {
+		if t.Before(start) {
+			start = t
+		}
+	}
+	return start
+}
+
+// Start returns the earliest (min) time in a list of times.
+func (ts timeSequence) End(times []time.Time) time.Time {
+	if len(times) == 0 {
+		return time.Time{}
+	}
+
+	end := times[0]
+	for _, t := range times[1:] {
+		if t.After(end) {
+			end = t
+		}
+	}
+	return end
+}

seq/time_test.go

@@ -0,0 +1,111 @@
+package seq
+
+import (
+	"testing"
+	"time"
+
+	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/util"
+)
+
+func TestTimeMarketHours(t *testing.T) {
+	assert := assert.New(t)
+
+	today := time.Date(2016, 07, 01, 12, 0, 0, 0, util.Date.Eastern())
+	mh := Time.MarketHours(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
+	assert.Len(mh, 8)
+	assert.Equal(util.Date.Eastern(), mh[0].Location())
+}
+
+func TestTimeMarketHourQuarters(t *testing.T) {
+	assert := assert.New(t)
+	today := time.Date(2016, 07, 01, 12, 0, 0, 0, util.Date.Eastern())
+	mh := Time.MarketHourQuarters(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
+	assert.Len(mh, 4)
+	assert.Equal(9, mh[0].Hour())
+	assert.Equal(30, mh[0].Minute())
+	assert.Equal(util.Date.Eastern(), mh[0].Location())
+
+	assert.Equal(12, mh[1].Hour())
+	assert.Equal(00, mh[1].Minute())
+	assert.Equal(util.Date.Eastern(), mh[1].Location())
+
+	assert.Equal(14, mh[2].Hour())
+	assert.Equal(00, mh[2].Minute())
+	assert.Equal(util.Date.Eastern(), mh[2].Location())
+}
+
+func TestTimeHours(t *testing.T) {
+	assert := assert.New(t)
+
+	today := time.Date(2016, 07, 01, 12, 0, 0, 0, time.UTC)
+	seq := Time.Hours(today, 24)
+
+	end := Time.End(seq)
+	assert.Len(seq, 24)
+	assert.Equal(2016, end.Year())
+	assert.Equal(07, int(end.Month()))
+	assert.Equal(02, end.Day())
+	assert.Equal(11, end.Hour())
+}
+
+func TestSequenceHoursFill(t *testing.T) {
+	assert := assert.New(t)
+
+	xdata := []time.Time{
+		time.Date(2016, 07, 01, 12, 0, 0, 0, time.UTC),
+		time.Date(2016, 07, 01, 13, 0, 0, 0, time.UTC),
+		time.Date(2016, 07, 01, 14, 0, 0, 0, time.UTC),
+		time.Date(2016, 07, 02, 4, 0, 0, 0, time.UTC),
+		time.Date(2016, 07, 02, 5, 0, 0, 0, time.UTC),
+		time.Date(2016, 07, 03, 12, 0, 0, 0, time.UTC),
+		time.Date(2016, 07, 03, 14, 0, 0, 0, time.UTC),
+	}
+
+	ydata := []float64{
+		1.1,
+		1.2,
+		1.4,
+		0.8,
+		2.1,
+		0.4,
+		0.6,
+	}
+
+	filledTimes, filledValues := Time.HoursFilled(xdata, ydata)
+	assert.Len(filledTimes, util.Date.DiffHours(Time.Start(xdata), Time.End(xdata))+1)
+	assert.Equal(len(filledValues), len(filledTimes))
+
+	assert.NotZero(filledValues[0])
+	assert.NotZero(filledValues[len(filledValues)-1])
+
+	assert.NotZero(filledValues[16])
+}
+
+func TestTimeStart(t *testing.T) {
+	assert := assert.New(t)
+
+	times := []time.Time{
+		time.Now().AddDate(0, 0, -4),
+		time.Now().AddDate(0, 0, -2),
+		time.Now().AddDate(0, 0, -1),
+		time.Now().AddDate(0, 0, -3),
+		time.Now().AddDate(0, 0, -5),
+	}
+
+	assert.InTimeDelta(Time.Start(times), times[4], time.Millisecond)
+}
+
+func TestTimeEnd(t *testing.T) {
+	assert := assert.New(t)
+
+	times := []time.Time{
+		time.Now().AddDate(0, 0, -4),
+		time.Now().AddDate(0, 0, -2),
+		time.Now().AddDate(0, 0, -1),
+		time.Now().AddDate(0, 0, -3),
+		time.Now().AddDate(0, 0, -5),
+	}
+
+	assert.InTimeDelta(Time.End(times), times[2], time.Millisecond)
+}

seq/util.go

@@ -0,0 +1,32 @@
+package seq
+
+import "math"
+
+func round(input float64, places int) (rounded float64) {
+	if math.IsNaN(input) {
+		return 0.0
+	}
+
+	sign := 1.0
+	if input < 0 {
+		sign = -1
+		input *= -1
+	}
+
+	precision := math.Pow(10, float64(places))
+	digit := input * precision
+	_, decimal := math.Modf(digit)
+
+	if decimal >= 0.5 {
+		rounded = math.Ceil(digit)
+	} else {
+		rounded = math.Floor(digit)
+	}
+
+	return rounded / precision * sign
+}
+
+func f64i(value float64) int {
+	r := round(value, 0)
+	return int(r)
+}

sequence.go

@@ -1,190 +0,0 @@
-package chart
-
-import (
-	"math/rand"
-	"time"
-)
-
-var (
-	// Sequence contains some sequence utilities.
-	// These utilities can be useful for generating test data.
-	Sequence = &sequence{
-		rnd: rand.New(rand.NewSource(time.Now().Unix())),
-	}
-)
-
-type sequence struct {
-	rnd *rand.Rand
-}
-
-// Float64 produces an array of floats from [start,end] by optional steps.
-func (s sequence) Float64(start, end float64, steps ...float64) []float64 {
-	var values []float64
-	step := 1.0
-	if len(steps) > 0 {
-		step = steps[0]
-	}
-
-	if start < end {
-		for x := start; x <= end; x += step {
-			values = append(values, x)
-		}
-	} else {
-		for x := start; x >= end; x = x - step {
-			values = append(values, x)
-		}
-	}
-	return values
-}
-
-// Random generates a fixed length sequence of random values between (0, scale).
-func (s sequence) Random(samples int, scale float64) []float64 {
-	values := make([]float64, samples)
-
-	for x := 0; x < samples; x++ {
-		values[x] = s.rnd.Float64() * scale
-	}
-
-	return values
-}
-
-// Random generates a fixed length sequence of random values with a given average, above and below that average by (-scale, scale)
-func (s sequence) RandomWithAverage(samples int, average, scale float64) []float64 {
-	values := make([]float64, samples)
-
-	for x := 0; x < samples; x++ {
-		jitter := scale - (s.rnd.Float64() * (2 * scale))
-		values[x] = average + jitter
-	}
-
-	return values
-}
-
-// Days generates a sequence of timestamps by day, from -days to today.
-func (s sequence) Days(days int) []time.Time {
-	var values []time.Time
-	for day := days; day >= 0; day-- {
-		values = append(values, time.Now().AddDate(0, 0, -day))
-	}
-	return values
-}
-
-func (s sequence) MarketHours(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := Date.On(marketOpen, from)
-	toClose := Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-		todayOpen := Date.On(marketOpen, cursor)
-		todayClose := Date.On(marketClose, cursor)
-		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
-
-		if (cursor.Equal(todayOpen) || cursor.After(todayOpen)) && (cursor.Equal(todayClose) || cursor.Before(todayClose)) && isValidTradingDay {
-			times = append(times, cursor)
-		}
-		if cursor.After(todayClose) {
-			cursor = Date.NextMarketOpen(cursor, marketOpen, isHoliday)
-		} else {
-			cursor = Date.NextHour(cursor)
-		}
-	}
-	return times
-}
-
-func (s sequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := Date.On(marketOpen, from)
-	toClose := Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-
-		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
-
-		if isValidTradingDay {
-			todayOpen := Date.On(marketOpen, cursor)
-			todayNoon := Date.NoonOn(cursor)
-			today2pm := Date.On(Date.Time(14, 0, 0, 0, cursor.Location()), cursor)
-			todayClose := Date.On(marketClose, cursor)
-			times = append(times, todayOpen, todayNoon, today2pm, todayClose)
-		}
-
-		cursor = Date.NextDay(cursor)
-	}
-	return times
-}
-
-func (s sequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := Date.On(marketOpen, from)
-	toClose := Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
-		if isValidTradingDay {
-			todayClose := Date.On(marketClose, cursor)
-			times = append(times, todayClose)
-		}
-
-		cursor = Date.NextDay(cursor)
-	}
-	return times
-}
-
-func (s sequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := Date.On(marketOpen, from)
-	toClose := Date.On(marketClose, to)
-	for cursor.Before(toClose) || cursor.Equal(toClose) {
-		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
-		if isValidTradingDay {
-			todayClose := Date.On(marketClose, cursor)
-			times = append(times, todayClose)
-		}
-
-		cursor = cursor.AddDate(0, 0, 2)
-	}
-	return times
-}
-
-func (s sequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday HolidayProvider) []time.Time {
-	var times []time.Time
-	cursor := Date.On(marketClose, from)
-	toClose := Date.On(marketClose, to)
-
-	for cursor.Equal(toClose) || cursor.Before(toClose) {
-		isValidTradingDay := !isHoliday(cursor) && Date.IsWeekDay(cursor.Weekday())
-		if isValidTradingDay {
-			times = append(times, cursor)
-		}
-		cursor = Date.NextDayOfWeek(cursor, time.Monday)
-	}
-	return times
-}
-
-func (s sequence) Hours(start time.Time, totalHours int) []time.Time {
-	times := make([]time.Time, totalHours)
-
-	last := start
-	for i := 0; i < totalHours; i++ {
-		times[i] = last
-		last = last.Add(time.Hour)
-	}
-
-	return times
-}
-
-// HoursFill adds zero values for the data bounded by the start and end of the xdata array.
-func (s sequence) HoursFill(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
-	start := Date.Start(xdata)
-	end := Date.End(xdata)
-
-	totalHours := Math.AbsInt(Date.DiffHours(start, end))
-
-	finalTimes := s.Hours(start, totalHours+1)
-	finalValues := make([]float64, totalHours+1)
-
-	var hoursFromStart int
-	for i, xd := range xdata {
-		hoursFromStart = Date.DiffHours(start, xd)
-		finalValues[hoursFromStart] = ydata[i]
-	}
-
-	return finalTimes, finalValues
-}

sequence_test.go

@@ -1,92 +0,0 @@
-package chart
-
-import (
-	"testing"
-	"time"
-
-	assert "github.com/blendlabs/go-assert"
-)
-
-func TestSequenceFloat64(t *testing.T) {
-	assert := assert.New(t)
-
-	asc := Sequence.Float64(1.0, 10.0)
-	assert.Len(asc, 10)
-
-	desc := Sequence.Float64(10.0, 1.0)
-	assert.Len(desc, 10)
-}
-
-func TestSequenceMarketHours(t *testing.T) {
-	assert := assert.New(t)
-
-	today := time.Date(2016, 07, 01, 12, 0, 0, 0, Date.Eastern())
-	mh := Sequence.MarketHours(today, today, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday)
-	assert.Len(mh, 8)
-	assert.Equal(Date.Eastern(), mh[0].Location())
-}
-
-func TestSequenceMarketQuarters(t *testing.T) {
-	assert := assert.New(t)
-	today := time.Date(2016, 07, 01, 12, 0, 0, 0, Date.Eastern())
-	mh := Sequence.MarketHourQuarters(today, today, NYSEOpen(), NYSEClose(), Date.IsNYSEHoliday)
-	assert.Len(mh, 4)
-	assert.Equal(9, mh[0].Hour())
-	assert.Equal(30, mh[0].Minute())
-	assert.Equal(Date.Eastern(), mh[0].Location())
-
-	assert.Equal(12, mh[1].Hour())
-	assert.Equal(00, mh[1].Minute())
-	assert.Equal(Date.Eastern(), mh[1].Location())
-
-	assert.Equal(14, mh[2].Hour())
-	assert.Equal(00, mh[2].Minute())
-	assert.Equal(Date.Eastern(), mh[2].Location())
-}
-
-func TestSequenceHours(t *testing.T) {
-	assert := assert.New(t)
-
-	today := time.Date(2016, 07, 01, 12, 0, 0, 0, time.UTC)
-	seq := Sequence.Hours(today, 24)
-
-	end := Date.End(seq)
-	assert.Len(seq, 24)
-	assert.Equal(2016, end.Year())
-	assert.Equal(07, int(end.Month()))
-	assert.Equal(02, end.Day())
-	assert.Equal(11, end.Hour())
-}
-
-func TestSequenceHoursFill(t *testing.T) {
-	assert := assert.New(t)
-
-	xdata := []time.Time{
-		time.Date(2016, 07, 01, 12, 0, 0, 0, time.UTC),
-		time.Date(2016, 07, 01, 13, 0, 0, 0, time.UTC),
-		time.Date(2016, 07, 01, 14, 0, 0, 0, time.UTC),
-		time.Date(2016, 07, 02, 4, 0, 0, 0, time.UTC),
-		time.Date(2016, 07, 02, 5, 0, 0, 0, time.UTC),
-		time.Date(2016, 07, 03, 12, 0, 0, 0, time.UTC),
-		time.Date(2016, 07, 03, 14, 0, 0, 0, time.UTC),
-	}
-
-	ydata := []float64{
-		1.1,
-		1.2,
-		1.4,
-		0.8,
-		2.1,
-		0.4,
-		0.6,
-	}
-
-	filledTimes, filledValues := Sequence.HoursFill(xdata, ydata)
-	assert.Len(filledTimes, Date.DiffHours(Date.Start(xdata), Date.End(xdata))+1)
-	assert.Equal(len(filledValues), len(filledTimes))
-
-	assert.NotZero(filledValues[0])
-	assert.NotZero(filledValues[len(filledValues)-1])
-
-	assert.NotZero(filledValues[16])
-}

sma_series.go

@@ -1,6 +1,10 @@
 package chart
 
-import "fmt"
+import (
+	"fmt"
+
+	util "github.com/wcharczuk/go-chart/util"
+)
 
 const (
 	// DefaultSimpleMovingAveragePeriod is the default number of values to average.
@@ -14,7 +18,7 @@ type SMASeries struct {
 	YAxis YAxisType
 
 	Period      int
-	InnerSeries ValueProvider
+	InnerSeries ValuesProvider
 }
 
 // GetName returns the name of the time series.
@@ -48,25 +52,25 @@ func (sma SMASeries) GetPeriod(defaults ...int) int {
 	return sma.Period
 }
 
-// GetValue gets a value at a given index.
-func (sma SMASeries) GetValue(index int) (x, y float64) {
+// GetValues gets a value at a given index.
+func (sma SMASeries) GetValues(index int) (x, y float64) {
 	if sma.InnerSeries == nil || sma.InnerSeries.Len() == 0 {
 		return
 	}
-	px, _ := sma.InnerSeries.GetValue(index)
+	px, _ := sma.InnerSeries.GetValues(index)
 	x = px
 	y = sma.getAverage(index)
 	return
 }
 
-// GetLastValue computes the last moving average value but walking back window size samples,
+// GetLastValues computes the last moving average value but walking back window size samples,
 // and recomputing the last moving average chunk.
-func (sma SMASeries) GetLastValue() (x, y float64) {
+func (sma SMASeries) GetLastValues() (x, y float64) {
 	if sma.InnerSeries == nil || sma.InnerSeries.Len() == 0 {
 		return
 	}
 	seriesLen := sma.InnerSeries.Len()
-	px, _ := sma.InnerSeries.GetValue(seriesLen - 1)
+	px, _ := sma.InnerSeries.GetValues(seriesLen - 1)
 	x = px
 	y = sma.getAverage(seriesLen - 1)
 	return
@@ -74,11 +78,11 @@ func (sma SMASeries) GetLastValue() (x, y float64) {
 
 func (sma SMASeries) getAverage(index int) float64 {
 	period := sma.GetPeriod()
-	floor := Math.MaxInt(0, index-period)
+	floor := util.Math.MaxInt(0, index-period)
 	var accum float64
 	var count float64
 	for x := index; x >= floor; x-- {
-		_, vy := sma.InnerSeries.GetValue(x)
+		_, vy := sma.InnerSeries.GetValues(x)
 		accum += vy
 		count += 1.0
 	}

sma_series_test.go

@@ -4,22 +4,24 @@ import (
 	"testing"
 
 	"github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/seq"
+	"github.com/wcharczuk/go-chart/util"
 )
 
-type mockValueProvider struct {
+type mockValuesProvider struct {
 	X []float64
 	Y []float64
 }
 
-func (m mockValueProvider) Len() int {
-	return Math.MinInt(len(m.X), len(m.Y))
+func (m mockValuesProvider) Len() int {
+	return util.Math.MinInt(len(m.X), len(m.Y))
 }
 
-func (m mockValueProvider) GetValue(index int) (x, y float64) {
+func (m mockValuesProvider) GetValues(index int) (x, y float64) {
 	if index < 0 {
 		panic("negative index at GetValue()")
 	}
-	if index > Math.MinInt(len(m.X), len(m.Y)) {
+	if index >= util.Math.MinInt(len(m.X), len(m.Y)) {
 		panic("index is outside the length of m.X or m.Y")
 	}
 	x = m.X[index]
@@ -30,9 +32,9 @@ func (m mockValueProvider) GetValue(index int) (x, y float64) {
 func TestSMASeriesGetValue(t *testing.T) {
 	assert := assert.New(t)
 
-	mockSeries := mockValueProvider{
-		Sequence.Float64(1.0, 10.0),
-		Sequence.Float64(10, 1.0),
+	mockSeries := mockValuesProvider{
+		seq.Range(1.0, 10.0),
+		seq.Range(10, 1.0),
 	}
 	assert.Equal(10, mockSeries.Len())
 
@@ -43,7 +45,7 @@ func TestSMASeriesGetValue(t *testing.T) {
 
 	var yvalues []float64
 	for x := 0; x < mas.Len(); x++ {
-		_, y := mas.GetValue(x)
+		_, y := mas.GetValues(x)
 		yvalues = append(yvalues, y)
 	}
 
@@ -61,9 +63,9 @@ func TestSMASeriesGetValue(t *testing.T) {
 func TestSMASeriesGetLastValueWindowOverlap(t *testing.T) {
 	assert := assert.New(t)
 
-	mockSeries := mockValueProvider{
-		Sequence.Float64(1.0, 10.0),
-		Sequence.Float64(10, 1.0),
+	mockSeries := mockValuesProvider{
+		seq.Range(1.0, 10.0),
+		seq.Range(10, 1.0),
 	}
 	assert.Equal(10, mockSeries.Len())
 
@@ -74,11 +76,11 @@ func TestSMASeriesGetLastValueWindowOverlap(t *testing.T) {
 
 	var yvalues []float64
 	for x := 0; x < mas.Len(); x++ {
-		_, y := mas.GetValue(x)
+		_, y := mas.GetValues(x)
 		yvalues = append(yvalues, y)
 	}
 
-	lx, ly := mas.GetLastValue()
+	lx, ly := mas.GetLastValues()
 	assert.Equal(10.0, lx)
 	assert.Equal(5.5, ly)
 	assert.Equal(yvalues[len(yvalues)-1], ly)
@@ -87,9 +89,9 @@ func TestSMASeriesGetLastValueWindowOverlap(t *testing.T) {
 func TestSMASeriesGetLastValue(t *testing.T) {
 	assert := assert.New(t)
 
-	mockSeries := mockValueProvider{
-		Sequence.Float64(1.0, 100.0),
-		Sequence.Float64(100, 1.0),
+	mockSeries := mockValuesProvider{
+		seq.Range(1.0, 100.0),
+		seq.Range(100, 1.0),
 	}
 	assert.Equal(100, mockSeries.Len())
 
@@ -100,11 +102,11 @@ func TestSMASeriesGetLastValue(t *testing.T) {
 
 	var yvalues []float64
 	for x := 0; x < mas.Len(); x++ {
-		_, y := mas.GetValue(x)
+		_, y := mas.GetValues(x)
 		yvalues = append(yvalues, y)
 	}
 
-	lx, ly := mas.GetLastValue()
+	lx, ly := mas.GetLastValues()
 	assert.Equal(100.0, lx)
 	assert.Equal(6, ly)
 	assert.Equal(yvalues[len(yvalues)-1], ly)

stacked_bar_chart.go

@@ -7,6 +7,8 @@ import (
 	"math"
 
 	"github.com/golang/freetype/truetype"
+	"github.com/wcharczuk/go-chart/seq"
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // StackedBar is a bar within a StackedBarChart.
@@ -145,7 +147,7 @@ func (sbc StackedBarChart) drawBar(r Renderer, canvasBox Box, xoffset int, bar S
 			Top:    yoffset,
 			Left:   bxl,
 			Right:  bxr,
-			Bottom: Math.MinInt(yoffset+barHeight, canvasBox.Bottom-DefaultStrokeWidth),
+			Bottom: util.Math.MinInt(yoffset+barHeight, canvasBox.Bottom-DefaultStrokeWidth),
 		}
 		Draw.Box(r, barBox, bv.Style.InheritFrom(sbc.styleDefaultsStackedBarValue(index)))
 		yoffset += barHeight
@@ -200,7 +202,7 @@ func (sbc StackedBarChart) drawYAxis(r Renderer, canvasBox Box) {
 		r.LineTo(canvasBox.Right+DefaultHorizontalTickWidth, canvasBox.Bottom)
 		r.Stroke()
 
-		ticks := Sequence.Float64(1.0, 0.0, 0.2)
+		ticks := seq.RangeWithStep(0.0, 1.0, 0.2)
 		for _, t := range ticks {
 			axisStyle.GetStrokeOptions().WriteToRenderer(r)
 			ty := canvasBox.Bottom - int(t*float64(canvasBox.Height()))
@@ -252,7 +254,7 @@ func (sbc StackedBarChart) getAdjustedCanvasBox(r Renderer, canvasBox Box) Box {
 				lines := Text.WrapFit(r, bar.Name, barLabelBox.Width(), axisStyle)
 				linesBox := Text.MeasureLines(r, lines, axisStyle)
 
-				xaxisHeight = Math.MaxInt(linesBox.Height()+(2*DefaultXAxisMargin), xaxisHeight)
+				xaxisHeight = util.Math.MaxInt(linesBox.Height()+(2*DefaultXAxisMargin), xaxisHeight)
 			}
 		}
 		return Box{
@@ -304,7 +306,7 @@ func (sbc StackedBarChart) styleDefaultsTitle() Style {
 }
 
 func (sbc StackedBarChart) getTitleFontSize() float64 {
-	effectiveDimension := Math.MinInt(sbc.GetWidth(), sbc.GetHeight())
+	effectiveDimension := util.Math.MinInt(sbc.GetWidth(), sbc.GetHeight())
 	if effectiveDimension >= 2048 {
 		return 48
 	} else if effectiveDimension >= 1024 {

style.go

@@ -4,6 +4,7 @@ import (
 	"fmt"
 	"strings"
 
+	util "github.com/blendlabs/go-util"
 	"github.com/golang/freetype/truetype"
 	"github.com/wcharczuk/go-chart/drawing"
 )
@@ -330,7 +331,7 @@ func (s Style) WriteToRenderer(r Renderer) {
 
 	r.ClearTextRotation()
 	if s.GetTextRotationDegrees() != 0 {
-		r.SetTextRotation(Math.DegreesToRadians(s.GetTextRotationDegrees()))
+		r.SetTextRotation(util.Math.DegreesToRadians(s.GetTextRotationDegrees()))
 	}
 }
 

text.go

@@ -1,6 +1,10 @@
 package chart
 
-import "strings"
+import (
+	"strings"
+
+	util "github.com/wcharczuk/go-chart/util"
+)
 
 // TextHorizontalAlign is an enum for the horizontal alignment options.
 type TextHorizontalAlign int
@@ -145,7 +149,7 @@ func (t text) MeasureLines(r Renderer, lines []string, style Style) Box {
 	var output Box
 	for index, line := range lines {
 		lineBox := r.MeasureText(line)
-		output.Right = Math.MaxInt(lineBox.Right, output.Right)
+		output.Right = util.Math.MaxInt(lineBox.Right, output.Right)
 		output.Bottom += lineBox.Height()
 		if index < len(lines)-1 {
 			output.Bottom += +style.GetTextLineSpacing()

tick.go

@@ -4,6 +4,8 @@ import (
 	"fmt"
 	"math"
 	"strings"
+
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // TicksProvider is a type that provides ticks.
@@ -83,15 +85,15 @@ func GenerateContinuousTicks(r Renderer, ra Range, isVertical bool, style Style,
 	rangeDelta := math.Abs(max - min)
 	tickStep := rangeDelta / float64(intermediateTickCount)
 
-	roundTo := Math.GetRoundToForDelta(rangeDelta) / 10
-	intermediateTickCount = Math.MinInt(intermediateTickCount, 1<<10)
+	roundTo := util.Math.GetRoundToForDelta(rangeDelta) / 10
+	intermediateTickCount = util.Math.MinInt(intermediateTickCount, 1<<10)
 
 	for x := 1; x < intermediateTickCount; x++ {
 		var tickValue float64
 		if ra.IsDescending() {
-			tickValue = max - Math.RoundUp(tickStep*float64(x), roundTo)
+			tickValue = max - util.Math.RoundUp(tickStep*float64(x), roundTo)
 		} else {
-			tickValue = min + Math.RoundUp(tickStep*float64(x), roundTo)
+			tickValue = min + util.Math.RoundUp(tickStep*float64(x), roundTo)
 		}
 		ticks = append(ticks, Tick{
 			Value: tickValue,

time_series.go

@@ -3,6 +3,8 @@ package chart
 import (
 	"fmt"
 	"time"
+
+	util "github.com/wcharczuk/go-chart/util"
 )
 
 // TimeSeries is a line on a chart.
@@ -31,16 +33,16 @@ func (ts TimeSeries) Len() int {
 	return len(ts.XValues)
 }
 
-// GetValue gets a value at a given index.
-func (ts TimeSeries) GetValue(index int) (x, y float64) {
-	x = Time.ToFloat64(ts.XValues[index])
+// GetValues gets a value at a given index.
+func (ts TimeSeries) GetValues(index int) (x, y float64) {
+	x = util.Time.ToFloat64(ts.XValues[index])
 	y = ts.YValues[index]
 	return
 }
 
-// GetLastValue gets the last value.
-func (ts TimeSeries) GetLastValue() (x, y float64) {
-	x = Time.ToFloat64(ts.XValues[len(ts.XValues)-1])
+// GetLastValues gets the last value.
+func (ts TimeSeries) GetLastValues() (x, y float64) {
+	x = util.Time.ToFloat64(ts.XValues[len(ts.XValues)-1])
 	y = ts.YValues[len(ts.YValues)-1]
 	return
 }

time_series_test.go

@@ -24,7 +24,7 @@ func TestTimeSeriesGetValue(t *testing.T) {
 		},
 	}
 
-	x0, y0 := ts.GetValue(0)
+	x0, y0 := ts.GetValues(0)
 	assert.NotZero(x0)
 	assert.Equal(1.0, y0)
 }

util/date.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"sync"
@@ -394,33 +394,3 @@ func (d date) NextDayOfWeek(after time.Time, dayOfWeek time.Weekday) time.Time {
 	dayDelta := 7 - int(afterWeekday-dayOfWeek)
 	return after.AddDate(0, 0, dayDelta)
 }
-
-// Start returns the earliest (min) time in a list of times.
-func (d date) Start(times []time.Time) time.Time {
-	if len(times) == 0 {
-		return time.Time{}
-	}
-
-	start := times[0]
-	for _, t := range times[1:] {
-		if t.Before(start) {
-			start = t
-		}
-	}
-	return start
-}
-
-// Start returns the earliest (min) time in a list of times.
-func (d date) End(times []time.Time) time.Time {
-	if len(times) == 0 {
-		return time.Time{}
-	}
-
-	end := times[0]
-	for _, t := range times[1:] {
-		if t.After(end) {
-			end = t
-		}
-	}
-	return end
-}

util/date_posix.go

@@ -1,6 +1,6 @@
 // +build !windows
 
-package chart
+package util
 
 import "time"
 

util/date_test.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"testing"
@@ -237,34 +237,6 @@ func TestDateIsNYSEHoliday(t *testing.T) {
 	assert.Equal(holidays, 55)
 }
 
-func TestTimeStart(t *testing.T) {
-	assert := assert.New(t)
-
-	times := []time.Time{
-		time.Now().AddDate(0, 0, -4),
-		time.Now().AddDate(0, 0, -2),
-		time.Now().AddDate(0, 0, -1),
-		time.Now().AddDate(0, 0, -3),
-		time.Now().AddDate(0, 0, -5),
-	}
-
-	assert.InTimeDelta(Date.Start(times), times[4], time.Millisecond)
-}
-
-func TestTimeEnd(t *testing.T) {
-	assert := assert.New(t)
-
-	times := []time.Time{
-		time.Now().AddDate(0, 0, -4),
-		time.Now().AddDate(0, 0, -2),
-		time.Now().AddDate(0, 0, -1),
-		time.Now().AddDate(0, 0, -3),
-		time.Now().AddDate(0, 0, -5),
-	}
-
-	assert.InTimeDelta(Date.End(times), times[2], time.Millisecond)
-}
-
 func TestDateDiffDays(t *testing.T) {
 	assert := assert.New(t)
 

util/date_windows.go

@@ -1,6 +1,6 @@
 // +build windows
 
-package chart
+package util
 
 import "time"
 

util/file_util.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"bufio"

util/math.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"math"
@@ -47,7 +47,7 @@ func (m mathUtil) MinAndMax(values ...float64) (min float64, max float64) {
 	}
 	min = values[0]
 	max = values[0]
-	for _, v := range values {
+	for _, v := range values[1:] {
 		if max < v {
 			max = v
 		}
@@ -68,7 +68,7 @@ func (m mathUtil) MinAndMaxOfTime(values ...time.Time) (min time.Time, max time.
 	min = values[0]
 	max = values[0]
 
-	for _, v := range values {
+	for _, v := range values[1:] {
 		if max.Before(v) {
 			max = v
 		}

util/math_test.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import (
 	"testing"

util/time.go

@@ -1,4 +1,4 @@
-package chart
+package util
 
 import "time"
 

value.go

@@ -1,5 +1,7 @@
 package chart
 
+import util "github.com/blendlabs/go-util"
+
 // Value is a chart value.
 type Value struct {
 	Style Style
@@ -21,7 +23,7 @@ func (vs Values) Values() []float64 {
 
 // ValuesNormalized returns normalized values.
 func (vs Values) ValuesNormalized() []float64 {
-	return Math.Normalize(vs.Values()...)
+	return util.Math.Normalize(vs.Values()...)
 }
 
 // Normalize returns the values normalized.
@@ -38,7 +40,7 @@ func (vs Values) Normalize() []Value {
 			output = append(output, Value{
 				Style: v.Style,
 				Label: v.Label,
-				Value: Math.RoundDown(v.Value/total, 0.0001),
+				Value: util.Math.RoundDown(v.Value/total, 0.0001),
 			})
 		}
 	}

value_formatter_test.go

@@ -5,13 +5,14 @@ import (
 	"time"
 
 	"github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/util"
 )
 
 func TestTimeValueFormatterWithFormat(t *testing.T) {
 	assert := assert.New(t)
 
 	d := time.Now()
-	di := Time.ToFloat64(d)
+	di := util.Time.ToFloat64(d)
 	df := float64(di)
 
 	s := formatTime(d, DefaultDateFormat)

value_provider.go

@@ -2,38 +2,38 @@ package chart
 
 import "github.com/wcharczuk/go-chart/drawing"
 
-// ValueProvider is a type that produces values.
-type ValueProvider interface {
+// ValuesProvider is a type that produces values.
+type ValuesProvider interface {
 	Len() int
-	GetValue(index int) (float64, float64)
+	GetValues(index int) (float64, float64)
 }
 
-// BoundedValueProvider allows series to return a range.
-type BoundedValueProvider interface {
+// BoundedValuesProvider allows series to return a range.
+type BoundedValuesProvider interface {
 	Len() int
-	GetBoundedValue(index int) (x, y1, y2 float64)
+	GetBoundedValues(index int) (x, y1, y2 float64)
 }
 
-// LastValueProvider is a special type of value provider that can return it's (potentially computed) last value.
-type LastValueProvider interface {
-	GetLastValue() (x, y float64)
+// LastValuesProvider is a special type of value provider that can return it's (potentially computed) last value.
+type LastValuesProvider interface {
+	GetLastValues() (x, y float64)
 }
 
-// BoundedLastValueProvider is a special type of value provider that can return it's (potentially computed) bounded last value.
-type BoundedLastValueProvider interface {
-	GetBoundedLastValue() (x, y1, y2 float64)
+// BoundedLastValuesProvider is a special type of value provider that can return it's (potentially computed) bounded last value.
+type BoundedLastValuesProvider interface {
+	GetBoundedLastValues() (x, y1, y2 float64)
 }
 
-// FullValueProvider is an interface that combines `ValueProvider` and `LastValueProvider`
-type FullValueProvider interface {
-	ValueProvider
-	LastValueProvider
+// FullValuesProvider is an interface that combines `ValuesProvider` and `LastValuesProvider`
+type FullValuesProvider interface {
+	ValuesProvider
+	LastValuesProvider
 }
 
-// FullBoundedValueProvider is an interface that combines `BoundedValueProvider` and `BoundedLastValueProvider`
-type FullBoundedValueProvider interface {
-	BoundedValueProvider
-	BoundedLastValueProvider
+// FullBoundedValuesProvider is an interface that combines `BoundedValuesProvider` and `BoundedLastValuesProvider`
+type FullBoundedValuesProvider interface {
+	BoundedValuesProvider
+	BoundedLastValuesProvider
 }
 
 // SizeProvider is a provider for integer size.

vector_renderer.go

@@ -9,6 +9,7 @@ import (
 
 	"golang.org/x/image/font"
 
+	util "github.com/blendlabs/go-util"
 	"github.com/golang/freetype/truetype"
 	"github.com/wcharczuk/go-chart/drawing"
 )
@@ -89,8 +90,8 @@ func (vr *vectorRenderer) QuadCurveTo(cx, cy, x, y int) {
 }
 
 func (vr *vectorRenderer) ArcTo(cx, cy int, rx, ry, startAngle, delta float64) {
-	startAngle = Math.RadianAdd(startAngle, _pi2)
-	endAngle := Math.RadianAdd(startAngle, delta)
+	startAngle = util.Math.RadianAdd(startAngle, _pi2)
+	endAngle := util.Math.RadianAdd(startAngle, delta)
 
 	startx := cx + int(rx*math.Sin(startAngle))
 	starty := cy - int(ry*math.Cos(startAngle))
@@ -104,7 +105,7 @@ func (vr *vectorRenderer) ArcTo(cx, cy int, rx, ry, startAngle, delta float64) {
 	endx := cx + int(rx*math.Sin(endAngle))
 	endy := cy - int(ry*math.Cos(endAngle))
 
-	dd := Math.RadiansToDegrees(delta)
+	dd := util.Math.RadiansToDegrees(delta)
 
 	vr.p = append(vr.p, fmt.Sprintf("A %d %d %0.2f 0 1 %d %d", int(rx), int(ry), dd, endx, endy))
 }
@@ -176,7 +177,7 @@ func (vr *vectorRenderer) MeasureText(body string) (box Box) {
 		if vr.c.textTheta == nil {
 			return
 		}
-		box = box.Corners().Rotate(Math.RadiansToDegrees(*vr.c.textTheta)).Box()
+		box = box.Corners().Rotate(util.Math.RadiansToDegrees(*vr.c.textTheta)).Box()
 	}
 	return
 }
@@ -231,7 +232,7 @@ func (c *canvas) Text(x, y int, body string, style Style) {
 	if c.textTheta == nil {
 		c.w.Write([]byte(fmt.Sprintf(`<text x="%d" y="%d" style="%s">%s</text>`, x, y, c.styleAsSVG(style), body)))
 	} else {
-		transform := fmt.Sprintf(` transform="rotate(%0.2f,%d,%d)"`, Math.RadiansToDegrees(*c.textTheta), x, y)
+		transform := fmt.Sprintf(` transform="rotate(%0.2f,%d,%d)"`, util.Math.RadiansToDegrees(*c.textTheta), x, y)
 		c.w.Write([]byte(fmt.Sprintf(`<text x="%d" y="%d" style="%s"%s>%s</text>`, x, y, c.styleAsSVG(style), transform, body)))
 	}
 }

xaxis.go

@@ -1,6 +1,10 @@
 package chart
 
-import "math"
+import (
+	"math"
+
+	util "github.com/wcharczuk/go-chart/util"
+)
 
 // XAxis represents the horizontal axis.
 type XAxis struct {
@@ -101,9 +105,9 @@ func (xa XAxis) Measure(r Renderer, canvasBox Box, ra Range, defaults Style, tic
 			break
 		}
 
-		left = Math.MinInt(left, ltx)
-		right = Math.MaxInt(right, rtx)
-		bottom = Math.MaxInt(bottom, ty)
+		left = util.Math.MinInt(left, ltx)
+		right = util.Math.MaxInt(right, rtx)
+		bottom = util.Math.MaxInt(bottom, ty)
 	}
 
 	if xa.NameStyle.Show && len(xa.Name) > 0 {
@@ -155,7 +159,7 @@ func (xa XAxis) Render(r Renderer, canvasBox Box, ra Range, defaults Style, tick
 				ty = canvasBox.Bottom + (2 * DefaultXAxisMargin)
 			}
 			Draw.Text(r, t.Label, tx, ty, tickWithAxisStyle)
-			maxTextHeight = Math.MaxInt(maxTextHeight, tb.Height())
+			maxTextHeight = util.Math.MaxInt(maxTextHeight, tb.Height())
 			break
 		case TickPositionBetweenTicks:
 			if index > 0 {
@@ -171,7 +175,7 @@ func (xa XAxis) Render(r Renderer, canvasBox Box, ra Range, defaults Style, tick
 				}, finalTickStyle)
 
 				ftb := Text.MeasureLines(r, Text.WrapFit(r, t.Label, tx-ltx, finalTickStyle), finalTickStyle)
-				maxTextHeight = Math.MaxInt(maxTextHeight, ftb.Height())
+				maxTextHeight = util.Math.MaxInt(maxTextHeight, ftb.Height())
 			}
 			break
 		}

yaxis.go

@@ -1,6 +1,10 @@
 package chart
 
-import "math"
+import (
+	"math"
+
+	util "github.com/wcharczuk/go-chart/util"
+)
 
 // YAxis is a veritcal rule of the range.
 // There can be (2) y-axes; a primary and secondary.
@@ -101,18 +105,18 @@ func (ya YAxis) Measure(r Renderer, canvasBox Box, ra Range, defaults Style, tic
 			finalTextX = tx - tb.Width()
 		}
 
-		maxTextHeight = Math.MaxInt(tb.Height(), maxTextHeight)
+		maxTextHeight = util.Math.MaxInt(tb.Height(), maxTextHeight)
 
 		if ya.AxisType == YAxisPrimary {
 			minx = canvasBox.Right
-			maxx = Math.MaxInt(maxx, tx+tb.Width())
+			maxx = util.Math.MaxInt(maxx, tx+tb.Width())
 		} else if ya.AxisType == YAxisSecondary {
-			minx = Math.MinInt(minx, finalTextX)
-			maxx = Math.MaxInt(maxx, tx)
+			minx = util.Math.MinInt(minx, finalTextX)
+			maxx = util.Math.MaxInt(maxx, tx)
 		}
 
-		miny = Math.MinInt(miny, ly-tbh2)
-		maxy = Math.MaxInt(maxy, ly+tbh2)
+		miny = util.Math.MinInt(miny, ly-tbh2)
+		maxy = util.Math.MaxInt(maxy, ly+tbh2)
 	}
 
 	if ya.NameStyle.Show && len(ya.Name) > 0 {