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sequence tweaks, removing market hours anything

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This commit is contained in:
Will Charczuk 2018-09-10 13:08:20 -07:00
parent 1a09989055
commit 0e849b11bb
17 changed files with 413 additions and 877 deletions
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63
linear_regression_series.go
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@ -9,9 +9,10 @@ import (
// Interface Assertions.
var (
_ Series = (*LinearRegressionSeries)(nil)
_ FirstValuesProvider = (*LinearRegressionSeries)(nil)
_ LastValuesProvider = (*LinearRegressionSeries)(nil)
_ Series = (*LinearRegressionSeries)(nil)
_ FirstValuesProvider = (*LinearRegressionSeries)(nil)
_ LastValuesProvider = (*LinearRegressionSeries)(nil)
_ LinearCoefficientProvider = (*LinearRegressionSeries)(nil)
)
// LinearRegressionSeries is a series that plots the n-nearest neighbors
@ -31,6 +32,19 @@ type LinearRegressionSeries struct {
stddevx float64
}
// Coefficients returns the linear coefficients for the series.
func (lrs LinearRegressionSeries) Coefficients() (m, b, stdev, avg float64) {
if lrs.IsZero() {
lrs.computeCoefficients()
}
m = lrs.m
b = lrs.b
stdev = lrs.stddevx
avg = lrs.avgx
return
}
// GetName returns the name of the time series.
func (lrs LinearRegressionSeries) GetName() string {
return lrs.Name
@ -79,7 +93,7 @@ func (lrs *LinearRegressionSeries) GetValues(index int) (x, y float64) {
if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
return
}
if lrs.m == 0 && lrs.b == 0 {
if lrs.IsZero() {
lrs.computeCoefficients()
}
offset := lrs.GetOffset()
@ -94,7 +108,7 @@ func (lrs *LinearRegressionSeries) GetFirstValues() (x, y float64) {
if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
return
}
if lrs.m == 0 && lrs.b == 0 {
if lrs.IsZero() {
lrs.computeCoefficients()
}
x, y = lrs.InnerSeries.GetValues(0)
@ -107,7 +121,7 @@ func (lrs *LinearRegressionSeries) GetLastValues() (x, y float64) {
if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
return
}
if lrs.m == 0 && lrs.b == 0 {
if lrs.IsZero() {
lrs.computeCoefficients()
}
endIndex := lrs.GetEndIndex()
@ -116,6 +130,29 @@ func (lrs *LinearRegressionSeries) GetLastValues() (x, y float64) {
return
}
// Render renders the series.
func (lrs *LinearRegressionSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := lrs.Style.InheritFrom(defaults)
Draw.LineSeries(r, canvasBox, xrange, yrange, style, lrs)
}
// Validate validates the series.
func (lrs *LinearRegressionSeries) Validate() error {
if lrs.InnerSeries == nil {
return fmt.Errorf("linear regression series requires InnerSeries to be set")
}
return nil
}
// IsZero returns if we've computed the coefficients or not.
func (lrs *LinearRegressionSeries) IsZero() bool {
return lrs.m == 0 && lrs.b == 0
}
//
// internal helpers
//
func (lrs *LinearRegressionSeries) normalize(xvalue float64) float64 {
return (xvalue - lrs.avgx) / lrs.stddevx
}
@ -151,17 +188,3 @@ func (lrs *LinearRegressionSeries) computeCoefficients() {
lrs.m = (p*sumxy - sumx*sumy) / (p*sumxx - sumx*sumx)
lrs.b = (sumy / p) - (lrs.m * sumx / p)
}
// Render renders the series.
func (lrs *LinearRegressionSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := lrs.Style.InheritFrom(defaults)
Draw.LineSeries(r, canvasBox, xrange, yrange, style, lrs)
}
// Validate validates the series.
func (lrs *LinearRegressionSeries) Validate() error {
if lrs.InnerSeries == nil {
return fmt.Errorf("linear regression series requires InnerSeries to be set")
}
return nil
}