time sequence stuff

seq/array.go

@@ -1,5 +1,7 @@
 package seq
 
+import "time"
+
 // NewArray creates a new array.
 func NewArray(values ...float64) Array {
 	return Array(values)
@@ -17,3 +19,16 @@ func (a Array) Len() int {
 func (a Array) GetValue(index int) float64 {
 	return a[index]
 }
+
+// ArrayOfTimes wraps an array of times as a sequence provider.
+type ArrayOfTimes []time.Time
+
+// Len returns the length of the array.
+func (aot ArrayOfTimes) Len() int {
+	return len(aot)
+}
+
+// GetValue returns the time at the given index as a time.Time.
+func (aot ArrayOfTimes) GetValue(index int) time.Time {
+	return aot[index]
+}

seq/provider.go

@@ -0,0 +1,15 @@
+package seq
+
+import "time"
+
+// Provider is a provider for values for a seq.
+type Provider interface {
+	Len() int
+	GetValue(int) float64
+}
+
+// TimeProvider is a provider for values for a seq.
+type TimeProvider interface {
+	Len() int
+	GetValue(int) time.Time
+}

seq/random.go

@@ -11,7 +11,7 @@ func RandomValues(count int) []float64 {
 	return Seq{NewRandom().WithLen(count)}.Array()
 }
 
-// RandomValuesWithAverage returns an array of random values with a given average.
+// RandomValuesWithMax 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()
 }

seq/seq.go

@@ -15,12 +15,6 @@ 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
@@ -28,12 +22,13 @@ type Seq struct {
 
 // Array enumerates the seq into a slice.
 func (s Seq) Array() (output []float64) {
-	if s.Len() == 0 {
+	slen := s.Len()
+	if slen == 0 {
 		return
 	}
 
-	output = make([]float64, s.Len())
-	for i := 0; i < s.Len(); i++ {
+	output = make([]float64, slen)
+	for i := 0; i < slen; i++ {
 		output[i] = s.GetValue(i)
 	}
 	return
@@ -149,7 +144,43 @@ func (s Seq) Sort() Seq {
 		return s
 	}
 	values := s.Array()
-	sort.Float64s(values)
+	sort.Slice(values, func(i, j int) bool {
+		return values[i] < values[j]
+	})
+	return Seq{Provider: Array(values)}
+}
+
+// SortDescending returns the seq sorted in descending order.
+// This fully enumerates the seq.
+func (s Seq) SortDescending() Seq {
+	if s.Len() == 0 {
+		return s
+	}
+	values := s.Array()
+	sort.Slice(values, func(i, j int) bool {
+		return values[i] > values[j]
+	})
+	return Seq{Provider: Array(values)}
+}
+
+// Reverse reverses the sequence's order.
+func (s Seq) Reverse() Seq {
+	slen := s.Len()
+	if slen == 0 {
+		return s
+	}
+
+	slen2 := slen >> 1
+	values := s.Array()
+
+	i := 0
+	j := slen - 1
+	for i < slen2 {
+		values[i], values[j] = values[j], values[i]
+		i++
+		j--
+	}
+
 	return Seq{Provider: Array(values)}
 }
 

seq/time.go

@@ -6,21 +6,12 @@ import (
 	"github.com/wcharczuk/go-chart/util"
 )
 
-// Time is a utility singleton with helper functions for time seq generation.
-var Time timeSequence
+// TimeUtil is a utility singleton with helper functions for time seq generation.
+var TimeUtil timeUtil
 
-type timeSequence struct{}
+type timeUtil 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 {
+func (tu timeUtil) 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)
@@ -41,7 +32,7 @@ func (ts timeSequence) MarketHours(from, to time.Time, marketOpen, marketClose t
 	return times
 }
 
-func (ts timeSequence) MarketHourQuarters(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+func (tu timeUtil) 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)
@@ -62,7 +53,7 @@ func (ts timeSequence) MarketHourQuarters(from, to time.Time, marketOpen, market
 	return times
 }
 
-func (ts timeSequence) MarketDayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+func (tu timeUtil) 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)
@@ -78,7 +69,7 @@ func (ts timeSequence) MarketDayCloses(from, to time.Time, marketOpen, marketClo
 	return times
 }
 
-func (ts timeSequence) MarketDayAlternateCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+func (tu timeUtil) 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)
@@ -94,7 +85,7 @@ func (ts timeSequence) MarketDayAlternateCloses(from, to time.Time, marketOpen,
 	return times
 }
 
-func (ts timeSequence) MarketDayMondayCloses(from, to time.Time, marketOpen, marketClose time.Time, isHoliday util.HolidayProvider) []time.Time {
+func (tu timeUtil) 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)
@@ -109,7 +100,7 @@ func (ts timeSequence) MarketDayMondayCloses(from, to time.Time, marketOpen, mar
 	return times
 }
 
-func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
+func (tu timeUtil) Hours(start time.Time, totalHours int) []time.Time {
 	times := make([]time.Time, totalHours)
 
 	last := start
@@ -122,13 +113,12 @@ func (ts timeSequence) Hours(start time.Time, totalHours int) []time.Time {
 }
 
 // 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)
+func (tu timeUtil) HoursFilled(xdata []time.Time, ydata []float64) ([]time.Time, []float64) {
+	start, end := Times(xdata...).MinAndMax()
 
 	totalHours := util.Math.AbsInt(util.Date.DiffHours(start, end))
 
-	finalTimes := ts.Hours(start, totalHours+1)
+	finalTimes := tu.Hours(start, totalHours+1)
 	finalValues := make([]float64, totalHours+1)
 
 	var hoursFromStart int
@@ -139,33 +129,3 @@ func (ts timeSequence) HoursFilled(xdata []time.Time, ydata []float64) ([]time.T
 
 	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_seq.go

@@ -0,0 +1,261 @@
+package seq
+
+import (
+	"sort"
+	"time"
+)
+
+var (
+	// TimeZero is the zero time.
+	TimeZero = time.Time{}
+)
+
+// Times returns a new time sequence.
+func Times(values ...time.Time) TimeSeq {
+	return TimeSeq{TimeProvider: ArrayOfTimes(values)}
+}
+
+// TimeSeq is a sequence of times.
+type TimeSeq struct {
+	TimeProvider
+}
+
+// Array converts the sequence to times.
+func (ts TimeSeq) Array() (output []time.Time) {
+	slen := ts.Len()
+	if slen == 0 {
+		return
+	}
+
+	output = make([]time.Time, slen)
+	for i := 0; i < slen; i++ {
+		output[i] = ts.GetValue(i)
+	}
+	return
+}
+
+// Each applies the `mapfn` to all values in the value provider.
+func (ts TimeSeq) Each(mapfn func(int, time.Time)) {
+	for i := 0; i < ts.Len(); i++ {
+		mapfn(i, ts.GetValue(i))
+	}
+}
+
+// Map applies the `mapfn` to all values in the value provider,
+// returning a new seq.
+func (ts TimeSeq) Map(mapfn func(int, time.Time) time.Time) TimeSeq {
+	output := make([]time.Time, ts.Len())
+	for i := 0; i < ts.Len(); i++ {
+		mapfn(i, ts.GetValue(i))
+	}
+	return TimeSeq{ArrayOfTimes(output)}
+}
+
+// FoldLeft collapses a seq from left to right.
+func (ts TimeSeq) FoldLeft(mapfn func(i int, v0, v time.Time) time.Time) (v0 time.Time) {
+	tslen := ts.Len()
+	if tslen == 0 {
+		return TimeZero
+	}
+
+	if tslen == 1 {
+		return ts.GetValue(0)
+	}
+
+	v0 = ts.GetValue(0)
+	for i := 1; i < tslen; i++ {
+		v0 = mapfn(i, v0, ts.GetValue(i))
+	}
+	return
+}
+
+// FoldRight collapses a seq from right to left.
+func (ts TimeSeq) FoldRight(mapfn func(i int, v0, v time.Time) time.Time) (v0 time.Time) {
+	tslen := ts.Len()
+	if tslen == 0 {
+		return TimeZero
+	}
+
+	if tslen == 1 {
+		return ts.GetValue(0)
+	}
+
+	v0 = ts.GetValue(tslen - 1)
+	for i := tslen - 2; i >= 0; i-- {
+		v0 = mapfn(i, v0, ts.GetValue(i))
+	}
+	return
+}
+
+// Sort returns the seq in ascending order.
+func (ts TimeSeq) Sort() TimeSeq {
+	if ts.Len() == 0 {
+		return ts
+	}
+
+	values := ts.Array()
+	sort.Slice(values, func(i, j int) bool {
+		return values[i].Before(values[j])
+	})
+	return TimeSeq{TimeProvider: ArrayOfTimes(values)}
+}
+
+// SortDescending returns the seq in descending order.
+func (ts TimeSeq) SortDescending() TimeSeq {
+	if ts.Len() == 0 {
+		return ts
+	}
+
+	values := ts.Array()
+	sort.Slice(values, func(i, j int) bool {
+		return values[i].After(values[j])
+	})
+	return TimeSeq{TimeProvider: ArrayOfTimes(values)}
+}
+
+// Min returns the minimum (or earliest) time in the sequence.
+func (ts TimeSeq) Min() (min time.Time) {
+	tslen := ts.Len()
+	if tslen == 0 {
+		return
+	}
+	min = ts.GetValue(0)
+	var tv time.Time
+	for i := 1; i < tslen; i++ {
+		tv = ts.GetValue(i)
+		if tv.Before(min) {
+			min = tv
+		}
+	}
+	return
+}
+
+// Start is an alias to `Min`.
+func (ts TimeSeq) Start() time.Time {
+	return ts.Min()
+}
+
+// Max returns the maximum (or latest) time in the sequence.
+func (ts TimeSeq) Max() (max time.Time) {
+	tslen := ts.Len()
+	if tslen == 0 {
+		return
+	}
+	max = ts.GetValue(0)
+	var tv time.Time
+	for i := 1; i < tslen; i++ {
+		tv = ts.GetValue(i)
+		if tv.After(max) {
+			max = tv
+		}
+	}
+	return
+}
+
+// End is an alias to `Max`.
+func (ts TimeSeq) End() time.Time {
+	return ts.Max()
+}
+
+// First returns the first value in the sequence.
+func (ts TimeSeq) First() time.Time {
+	if ts.Len() == 0 {
+		return TimeZero
+	}
+
+	return ts.GetValue(0)
+}
+
+// Last returns the last value in the sequence.
+func (ts TimeSeq) Last() time.Time {
+	if ts.Len() == 0 {
+		return TimeZero
+	}
+
+	return ts.GetValue(ts.Len() - 1)
+}
+
+// MinAndMax returns both the earliest and latest value from a sequence in one pass.
+func (ts TimeSeq) MinAndMax() (min, max time.Time) {
+	tslen := ts.Len()
+	if tslen == 0 {
+		return
+	}
+	min = ts.GetValue(0)
+	max = ts.GetValue(0)
+	var tv time.Time
+	for i := 1; i < tslen; i++ {
+		tv = ts.GetValue(i)
+		if tv.Before(min) {
+			min = tv
+		}
+		if tv.After(max) {
+			max = tv
+		}
+	}
+	return
+}
+
+// MapDistinct maps values given a map function to their distinct outputs.
+func (ts TimeSeq) MapDistinct(mapFn func(time.Time) time.Time) TimeSeq {
+	tslen := ts.Len()
+	if tslen == 0 {
+		return TimeSeq{}
+	}
+
+	var output []time.Time
+	hourLookup := SetOfTime{}
+
+	// add the initial value
+	tv := ts.GetValue(0)
+	tvh := mapFn(tv)
+	hourLookup.Add(tvh)
+	output = append(output, tvh)
+
+	for i := 1; i < tslen; i++ {
+		tv = ts.GetValue(i)
+		tvh = mapFn(tv)
+		if !hourLookup.Has(tvh) {
+			hourLookup.Add(tvh)
+			output = append(output, tvh)
+		}
+	}
+
+	return TimeSeq{ArrayOfTimes(output)}
+}
+
+// Hours returns times in each distinct hour represented by the sequence.
+func (ts TimeSeq) Hours() TimeSeq {
+	return ts.MapDistinct(ts.trimToHour)
+}
+
+// Days returns times in each distinct day represented by the sequence.
+func (ts TimeSeq) Days() TimeSeq {
+	return ts.MapDistinct(ts.trimToDay)
+}
+
+// Months returns times in each distinct months represented by the sequence.
+func (ts TimeSeq) Months() TimeSeq {
+	return ts.MapDistinct(ts.trimToMonth)
+}
+
+// Years returns times in each distinc year represented by the sequence.
+func (ts TimeSeq) Years() TimeSeq {
+	return ts.MapDistinct(ts.trimToYear)
+}
+
+func (ts TimeSeq) trimToHour(tv time.Time) time.Time {
+	return time.Date(tv.Year(), tv.Month(), tv.Day(), tv.Hour(), 0, 0, 0, tv.Location())
+}
+
+func (ts TimeSeq) trimToDay(tv time.Time) time.Time {
+	return time.Date(tv.Year(), tv.Month(), tv.Day(), 0, 0, 0, 0, tv.Location())
+}
+
+func (ts TimeSeq) trimToMonth(tv time.Time) time.Time {
+	return time.Date(tv.Year(), tv.Month(), 1, 0, 0, 0, 0, tv.Location())
+}
+
+func (ts TimeSeq) trimToYear(tv time.Time) time.Time {
+	return time.Date(tv.Year(), 1, 1, 0, 0, 0, 0, tv.Location())
+}

seq/time_seq_test.go

@@ -0,0 +1,60 @@
+package seq
+
+import (
+	"testing"
+	"time"
+
+	assert "github.com/blendlabs/go-assert"
+)
+
+func TestTimeSeqTimes(t *testing.T) {
+	assert := assert.New(t)
+
+	seq := Times(time.Now(), time.Now(), time.Now())
+	assert.Equal(3, seq.Len())
+}
+
+func parseTime(str string) time.Time {
+	tv, _ := time.Parse("2006-01-02 15:04:05", str)
+	return tv
+}
+
+func TestTimeSeqSort(t *testing.T) {
+	assert := assert.New(t)
+
+	seq := Times(
+		parseTime("2016-05-14 12:00:00"),
+		parseTime("2017-05-14 12:00:00"),
+		parseTime("2015-05-14 12:00:00"),
+		parseTime("2017-05-13 12:00:00"),
+	)
+
+	sorted := seq.Sort()
+	assert.Equal(4, sorted.Len())
+	min, max := sorted.MinAndMax()
+	assert.Equal(parseTime("2015-05-14 12:00:00"), min)
+	assert.Equal(parseTime("2017-05-14 12:00:00"), max)
+
+	first, last := sorted.First(), sorted.Last()
+	assert.Equal(min, first)
+	assert.Equal(max, last)
+}
+
+func TestTimeSeqDays(t *testing.T) {
+	assert := assert.New(t)
+
+	seq := Times(
+		parseTime("2017-05-10 12:00:00"),
+		parseTime("2017-05-10 16:00:00"),
+		parseTime("2017-05-11 12:00:00"),
+		parseTime("2015-05-12 12:00:00"),
+		parseTime("2015-05-12 16:00:00"),
+		parseTime("2017-05-13 12:00:00"),
+		parseTime("2017-05-14 12:00:00"),
+	)
+
+	days := seq.Days()
+	assert.Equal(5, days.Len())
+	assert.Equal(10, days.First().Day())
+	assert.Equal(14, days.Last().Day())
+}

seq/time_test.go

@@ -12,7 +12,7 @@ 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)
+	mh := TimeUtil.MarketHours(today, today, util.NYSEOpen(), util.NYSEClose(), util.Date.IsNYSEHoliday)
 	assert.Len(mh, 8)
 	assert.Equal(util.Date.Eastern(), mh[0].Location())
 }
@@ -20,7 +20,7 @@ func TestTimeMarketHours(t *testing.T) {
 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)
+	mh := TimeUtil.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())
@@ -39,9 +39,9 @@ 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)
+	seq := TimeUtil.Hours(today, 24)
 
-	end := Time.End(seq)
+	end := Times(seq...).Max()
 	assert.Len(seq, 24)
 	assert.Equal(2016, end.Year())
 	assert.Equal(07, int(end.Month()))
@@ -72,8 +72,8 @@ func TestSequenceHoursFill(t *testing.T) {
 		0.6,
 	}
 
-	filledTimes, filledValues := Time.HoursFilled(xdata, ydata)
-	assert.Len(filledTimes, util.Date.DiffHours(Time.Start(xdata), Time.End(xdata))+1)
+	filledTimes, filledValues := TimeUtil.HoursFilled(xdata, ydata)
+	assert.Len(filledTimes, util.Date.DiffHours(Times(xdata...).Start(), Times(xdata...).End())+1)
 	assert.Equal(len(filledValues), len(filledTimes))
 
 	assert.NotZero(filledValues[0])
@@ -93,7 +93,7 @@ func TestTimeStart(t *testing.T) {
 		time.Now().AddDate(0, 0, -5),
 	}
 
-	assert.InTimeDelta(Time.Start(times), times[4], time.Millisecond)
+	assert.InTimeDelta(Times(times...).Start(), times[4], time.Millisecond)
 }
 
 func TestTimeEnd(t *testing.T) {
@@ -107,5 +107,5 @@ func TestTimeEnd(t *testing.T) {
 		time.Now().AddDate(0, 0, -5),
 	}
 
-	assert.InTimeDelta(Time.End(times), times[2], time.Millisecond)
+	assert.InTimeDelta(Times(times...).End(), times[2], time.Millisecond)
 }

seq/util.go

@@ -1,6 +1,11 @@
 package seq
 
-import "math"
+import (
+	"math"
+	"time"
+
+	"github.com/wcharczuk/go-chart/util"
+)
 
 func round(input float64, places int) (rounded float64) {
 	if math.IsNaN(input) {
@@ -30,3 +35,22 @@ func f64i(value float64) int {
 	r := round(value, 0)
 	return int(r)
 }
+
+// SetOfTime is a simple hash set for timestamps as float64s.
+type SetOfTime map[float64]bool
+
+// Add adds the value to the hash set.
+func (sot SetOfTime) Add(tv time.Time) {
+	sot[util.Time.ToFloat64(tv)] = true
+}
+
+// Has returns if the set contains a given time.
+func (sot SetOfTime) Has(tv time.Time) bool {
+	_, hasValue := sot[util.Time.ToFloat64(tv)]
+	return hasValue
+}
+
+// Remove removes the value from the set.
+func (sot SetOfTime) Remove(tv time.Time) {
+	delete(sot, util.Time.ToFloat64(tv))
+}