tests.
This commit is contained in:
parent
4f381fa4dc
commit
6533e951e7
8 changed files with 309 additions and 16 deletions
42
examples/linear_regression/main.go
Normal file
42
examples/linear_regression/main.go
Normal file
|
@ -0,0 +1,42 @@
|
||||||
|
package main
|
||||||
|
|
||||||
|
import (
|
||||||
|
"net/http"
|
||||||
|
|
||||||
|
"github.com/wcharczuk/go-chart"
|
||||||
|
)
|
||||||
|
|
||||||
|
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.Seq(1.0, 100.0), //generates a []float64 from 1.0 to 100.0 in 1.0 step increments, or 100 elements.
|
||||||
|
YValues: chart.SeqRand(100, 100), //generates a []float64 randomly from 0 to 100 with 100 elements.
|
||||||
|
}
|
||||||
|
|
||||||
|
// note we create a LinearRegressionSeries series by assignin the inner series.
|
||||||
|
// we need to use a reference because `.Render()` needs to modify state within the series.
|
||||||
|
linRegSeries := &chart.LinearRegressionSeries{
|
||||||
|
InnerSeries: mainSeries,
|
||||||
|
} // we can optionally set the `WindowSize` property which alters how the moving average is calculated.
|
||||||
|
|
||||||
|
graph := chart.Chart{
|
||||||
|
Series: []chart.Series{
|
||||||
|
mainSeries,
|
||||||
|
linRegSeries,
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
res.Header().Set("Content-Type", "image/png")
|
||||||
|
graph.Render(chart.PNG, res)
|
||||||
|
}
|
||||||
|
|
||||||
|
func main() {
|
||||||
|
http.HandleFunc("/", drawChart)
|
||||||
|
http.ListenAndServe(":8080", nil)
|
||||||
|
}
|
135
linear_regression_series.go
Normal file
135
linear_regression_series.go
Normal file
|
@ -0,0 +1,135 @@
|
||||||
|
package chart
|
||||||
|
|
||||||
|
// LinearRegressionSeries is a series that plots the n-nearest neighbors
|
||||||
|
// linear regression for the values.
|
||||||
|
type LinearRegressionSeries struct {
|
||||||
|
Name string
|
||||||
|
Style Style
|
||||||
|
YAxis YAxisType
|
||||||
|
|
||||||
|
Window int
|
||||||
|
Offset int
|
||||||
|
InnerSeries ValueProvider
|
||||||
|
|
||||||
|
m float64
|
||||||
|
b float64
|
||||||
|
avgx float64
|
||||||
|
stddevx float64
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetName returns the name of the time series.
|
||||||
|
func (lrs LinearRegressionSeries) GetName() string {
|
||||||
|
return lrs.Name
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetStyle returns the line style.
|
||||||
|
func (lrs LinearRegressionSeries) GetStyle() Style {
|
||||||
|
return lrs.Style
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetYAxis returns which YAxis the series draws on.
|
||||||
|
func (lrs LinearRegressionSeries) GetYAxis() YAxisType {
|
||||||
|
return lrs.YAxis
|
||||||
|
}
|
||||||
|
|
||||||
|
// Len returns the number of elements in the series.
|
||||||
|
func (lrs LinearRegressionSeries) Len() int {
|
||||||
|
return lrs.InnerSeries.Len()
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetWindow returns the window size.
|
||||||
|
func (lrs LinearRegressionSeries) GetWindow() int {
|
||||||
|
if lrs.Window == 0 {
|
||||||
|
return lrs.InnerSeries.Len()
|
||||||
|
}
|
||||||
|
return lrs.Window
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetEffectiveWindowEnd returns the effective window end.
|
||||||
|
func (lrs LinearRegressionSeries) GetEffectiveWindowEnd() int {
|
||||||
|
offset := lrs.GetOffset()
|
||||||
|
windowEnd := offset + lrs.GetWindow()
|
||||||
|
return MinInt(windowEnd, lrs.Len()-1)
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetOffset returns the data offset.
|
||||||
|
func (lrs LinearRegressionSeries) GetOffset() int {
|
||||||
|
if lrs.Offset == 0 {
|
||||||
|
return 0
|
||||||
|
}
|
||||||
|
return lrs.Offset
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetValue gets a value at a given index.
|
||||||
|
func (lrs *LinearRegressionSeries) GetValue(index int) (x, y float64) {
|
||||||
|
if lrs.InnerSeries == nil {
|
||||||
|
return
|
||||||
|
}
|
||||||
|
if lrs.m == 0 && lrs.b == 0 {
|
||||||
|
lrs.computeCoefficients()
|
||||||
|
}
|
||||||
|
offset := lrs.GetOffset()
|
||||||
|
x, y = lrs.InnerSeries.GetValue(index + offset)
|
||||||
|
y = (lrs.m * lrs.normalize(x)) + lrs.b
|
||||||
|
return
|
||||||
|
}
|
||||||
|
|
||||||
|
// GetLastValue computes the last moving average value but walking back window size samples,
|
||||||
|
// and recomputing the last moving average chunk.
|
||||||
|
func (lrs *LinearRegressionSeries) GetLastValue() (x, y float64) {
|
||||||
|
if lrs.InnerSeries == nil {
|
||||||
|
return
|
||||||
|
}
|
||||||
|
if lrs.m == 0 && lrs.b == 0 {
|
||||||
|
lrs.computeCoefficients()
|
||||||
|
}
|
||||||
|
endIndex := lrs.GetEffectiveWindowEnd()
|
||||||
|
x, y = lrs.InnerSeries.GetValue(endIndex)
|
||||||
|
y = (lrs.m * lrs.normalize(x)) + lrs.b
|
||||||
|
return
|
||||||
|
}
|
||||||
|
|
||||||
|
func (lrs *LinearRegressionSeries) normalize(xvalue float64) float64 {
|
||||||
|
return (xvalue - lrs.avgx) / lrs.stddevx
|
||||||
|
}
|
||||||
|
|
||||||
|
// computeCoefficients computes the `m` and `b` terms in the linear formula given by `y = mx+b`.
|
||||||
|
func (lrs *LinearRegressionSeries) computeCoefficients() {
|
||||||
|
|
||||||
|
startIndex := lrs.GetOffset()
|
||||||
|
endIndex := lrs.GetEffectiveWindowEnd()
|
||||||
|
|
||||||
|
valueCount := endIndex - startIndex
|
||||||
|
|
||||||
|
p := float64(endIndex - startIndex)
|
||||||
|
|
||||||
|
xvalues := NewRingBufferWithCapacity(valueCount)
|
||||||
|
for index := startIndex; index < endIndex; index++ {
|
||||||
|
x, _ := lrs.InnerSeries.GetValue(index)
|
||||||
|
xvalues.Enqueue(x)
|
||||||
|
}
|
||||||
|
|
||||||
|
lrs.avgx = xvalues.Average()
|
||||||
|
lrs.stddevx = xvalues.StdDev()
|
||||||
|
|
||||||
|
var sumx, sumy, sumxx, sumxy float64
|
||||||
|
for index := startIndex; index < endIndex; index++ {
|
||||||
|
x, y := lrs.InnerSeries.GetValue(index)
|
||||||
|
|
||||||
|
x = lrs.normalize(x)
|
||||||
|
|
||||||
|
sumx += x
|
||||||
|
sumy += y
|
||||||
|
sumxx += x * x
|
||||||
|
sumxy += x * y
|
||||||
|
}
|
||||||
|
|
||||||
|
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)
|
||||||
|
DrawLineSeries(r, canvasBox, xrange, yrange, style, lrs)
|
||||||
|
}
|
75
linear_regression_series_test.go
Normal file
75
linear_regression_series_test.go
Normal file
|
@ -0,0 +1,75 @@
|
||||||
|
package chart
|
||||||
|
|
||||||
|
import (
|
||||||
|
"testing"
|
||||||
|
|
||||||
|
assert "github.com/blendlabs/go-assert"
|
||||||
|
)
|
||||||
|
|
||||||
|
func TestLinearRegressionSeries(t *testing.T) {
|
||||||
|
assert := assert.New(t)
|
||||||
|
|
||||||
|
mainSeries := ContinuousSeries{
|
||||||
|
Name: "A test series",
|
||||||
|
XValues: Seq(1.0, 100.0),
|
||||||
|
YValues: Seq(1.0, 100.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
linRegSeries := &LinearRegressionSeries{
|
||||||
|
InnerSeries: mainSeries,
|
||||||
|
}
|
||||||
|
|
||||||
|
lrx0, lry0 := linRegSeries.GetValue(0)
|
||||||
|
assert.InDelta(1.0, lrx0, 0.0000001)
|
||||||
|
assert.InDelta(1.0, lry0, 0.0000001)
|
||||||
|
|
||||||
|
lrxn, lryn := linRegSeries.GetLastValue()
|
||||||
|
assert.InDelta(100.0, lrxn, 0.0000001)
|
||||||
|
assert.InDelta(100.0, lryn, 0.0000001)
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestLinearRegressionSeriesDesc(t *testing.T) {
|
||||||
|
assert := assert.New(t)
|
||||||
|
|
||||||
|
mainSeries := ContinuousSeries{
|
||||||
|
Name: "A test series",
|
||||||
|
XValues: Seq(100.0, 1.0),
|
||||||
|
YValues: Seq(100.0, 1.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
linRegSeries := &LinearRegressionSeries{
|
||||||
|
InnerSeries: mainSeries,
|
||||||
|
}
|
||||||
|
|
||||||
|
lrx0, lry0 := linRegSeries.GetValue(0)
|
||||||
|
assert.InDelta(100.0, lrx0, 0.0000001)
|
||||||
|
assert.InDelta(100.0, lry0, 0.0000001)
|
||||||
|
|
||||||
|
lrxn, lryn := linRegSeries.GetLastValue()
|
||||||
|
assert.InDelta(1.0, lrxn, 0.0000001)
|
||||||
|
assert.InDelta(1.0, lryn, 0.0000001)
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestLinearRegressionSeriesWindowAndOffset(t *testing.T) {
|
||||||
|
assert := assert.New(t)
|
||||||
|
|
||||||
|
mainSeries := ContinuousSeries{
|
||||||
|
Name: "A test series",
|
||||||
|
XValues: Seq(100.0, 1.0),
|
||||||
|
YValues: Seq(100.0, 1.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
linRegSeries := &LinearRegressionSeries{
|
||||||
|
InnerSeries: mainSeries,
|
||||||
|
Offset: 10,
|
||||||
|
Window: 10,
|
||||||
|
}
|
||||||
|
|
||||||
|
lrx0, lry0 := linRegSeries.GetValue(0)
|
||||||
|
assert.InDelta(90.0, lrx0, 0.0000001)
|
||||||
|
assert.InDelta(90.0, lry0, 0.0000001)
|
||||||
|
|
||||||
|
lrxn, lryn := linRegSeries.GetLastValue()
|
||||||
|
assert.InDelta(80.0, lrxn, 0.0000001)
|
||||||
|
assert.InDelta(80.0, lryn, 0.0000001)
|
||||||
|
}
|
|
@ -55,7 +55,7 @@ func TestMarketHoursRangeGetTicks(t *testing.T) {
|
||||||
|
|
||||||
ticks := r.GetTicks(TimeValueFormatter)
|
ticks := r.GetTicks(TimeValueFormatter)
|
||||||
assert.NotEmpty(ticks)
|
assert.NotEmpty(ticks)
|
||||||
assert.Len(ticks, 5)
|
assert.Len(ticks, 6)
|
||||||
assert.NotEqual(TimeToFloat64(r.Min), ticks[0].Value)
|
assert.NotEqual(TimeToFloat64(r.Min), ticks[0].Value)
|
||||||
assert.NotEmpty(ticks[0].Label)
|
assert.NotEmpty(ticks[0].Label)
|
||||||
}
|
}
|
||||||
|
|
|
@ -2,6 +2,7 @@ package chart
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"fmt"
|
"fmt"
|
||||||
|
"math"
|
||||||
"strings"
|
"strings"
|
||||||
)
|
)
|
||||||
|
|
||||||
|
@ -200,6 +201,40 @@ func (rb *RingBuffer) String() string {
|
||||||
return strings.Join(values, " <= ")
|
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) {
|
func arrayClear(source []interface{}, index, length int) {
|
||||||
for x := 0; x < length; x++ {
|
for x := 0; x < length; x++ {
|
||||||
absoluteIndex := x + index
|
absoluteIndex := x + index
|
||||||
|
|
|
@ -35,6 +35,17 @@ func (sma SMASeries) Len() int {
|
||||||
return sma.InnerSeries.Len()
|
return sma.InnerSeries.Len()
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// GetPeriod returns the window size.
|
||||||
|
func (sma SMASeries) GetPeriod(defaults ...int) int {
|
||||||
|
if sma.Period == 0 {
|
||||||
|
if len(defaults) > 0 {
|
||||||
|
return defaults[0]
|
||||||
|
}
|
||||||
|
return DefaultSimpleMovingAveragePeriod
|
||||||
|
}
|
||||||
|
return sma.Period
|
||||||
|
}
|
||||||
|
|
||||||
// GetValue gets a value at a given index.
|
// GetValue gets a value at a given index.
|
||||||
func (sma SMASeries) GetValue(index int) (x, y float64) {
|
func (sma SMASeries) GetValue(index int) (x, y float64) {
|
||||||
if sma.InnerSeries == nil {
|
if sma.InnerSeries == nil {
|
||||||
|
@ -59,17 +70,6 @@ func (sma SMASeries) GetLastValue() (x, y float64) {
|
||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
// GetPeriod returns the window size.
|
|
||||||
func (sma SMASeries) GetPeriod(defaults ...int) int {
|
|
||||||
if sma.Period == 0 {
|
|
||||||
if len(defaults) > 0 {
|
|
||||||
return defaults[0]
|
|
||||||
}
|
|
||||||
return DefaultSimpleMovingAveragePeriod
|
|
||||||
}
|
|
||||||
return sma.Period
|
|
||||||
}
|
|
||||||
|
|
||||||
func (sma SMASeries) getAverage(index int) float64 {
|
func (sma SMASeries) getAverage(index int) float64 {
|
||||||
period := sma.GetPeriod()
|
period := sma.GetPeriod()
|
||||||
floor := MaxInt(0, index-period)
|
floor := MaxInt(0, index-period)
|
||||||
|
|
7
xaxis.go
7
xaxis.go
|
@ -28,8 +28,11 @@ func (xa XAxis) GetStyle() Style {
|
||||||
return xa.Style
|
return xa.Style
|
||||||
}
|
}
|
||||||
|
|
||||||
// GetTicks returns the ticks for a series. It coalesces between user provided ticks and
|
// GetTicks returns the ticks for a series.
|
||||||
// generated ticks.
|
// The coalesce priority is:
|
||||||
|
// - User Supplied Ticks (i.e. Ticks array on the axis itself).
|
||||||
|
// - Range ticks (i.e. if the range provides ticks).
|
||||||
|
// - Generating continuous ticks based on minimum spacing and canvas width.
|
||||||
func (xa XAxis) GetTicks(r Renderer, ra Range, defaults Style, vf ValueFormatter) []Tick {
|
func (xa XAxis) GetTicks(r Renderer, ra Range, defaults Style, vf ValueFormatter) []Tick {
|
||||||
if len(xa.Ticks) > 0 {
|
if len(xa.Ticks) > 0 {
|
||||||
return xa.Ticks
|
return xa.Ticks
|
||||||
|
|
7
yaxis.go
7
yaxis.go
|
@ -35,8 +35,11 @@ func (ya YAxis) GetStyle() Style {
|
||||||
return ya.Style
|
return ya.Style
|
||||||
}
|
}
|
||||||
|
|
||||||
// GetTicks returns the ticks for a series. It coalesces between user provided ticks and
|
// GetTicks returns the ticks for a series.
|
||||||
// generated ticks.
|
// The coalesce priority is:
|
||||||
|
// - User Supplied Ticks (i.e. Ticks array on the axis itself).
|
||||||
|
// - Range ticks (i.e. if the range provides ticks).
|
||||||
|
// - Generating continuous ticks based on minimum spacing and canvas width.
|
||||||
func (ya YAxis) GetTicks(r Renderer, ra Range, defaults Style, vf ValueFormatter) []Tick {
|
func (ya YAxis) GetTicks(r Renderer, ra Range, defaults Style, vf ValueFormatter) []Tick {
|
||||||
if len(ya.Ticks) > 0 {
|
if len(ya.Ticks) > 0 {
|
||||||
return ya.Ticks
|
return ya.Ticks
|
||||||
|
|
Loading…
Reference in a new issue