sequence => seq

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

@@ -0,0 +1,192 @@
+package seq
+
+import (
+	"testing"
+
+	"github.com/blendlabs/go-assert"
+)
+
+func TestBuffer(t *testing.T) {
+	assert := assert.New(t)
+
+	buffer := NewBuffer()
+
+	buffer.Enqueue(1)
+	assert.Equal(1, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(1, buffer.PeekBack())
+
+	buffer.Enqueue(2)
+	assert.Equal(2, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(2, buffer.PeekBack())
+
+	buffer.Enqueue(3)
+	assert.Equal(3, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(3, buffer.PeekBack())
+
+	buffer.Enqueue(4)
+	assert.Equal(4, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(4, buffer.PeekBack())
+
+	buffer.Enqueue(5)
+	assert.Equal(5, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(5, buffer.PeekBack())
+
+	buffer.Enqueue(6)
+	assert.Equal(6, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(6, buffer.PeekBack())
+
+	buffer.Enqueue(7)
+	assert.Equal(7, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(7, buffer.PeekBack())
+
+	buffer.Enqueue(8)
+	assert.Equal(8, buffer.Len())
+	assert.Equal(1, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value := buffer.Dequeue()
+	assert.Equal(1, value)
+	assert.Equal(7, buffer.Len())
+	assert.Equal(2, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(2, value)
+	assert.Equal(6, buffer.Len())
+	assert.Equal(3, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(3, value)
+	assert.Equal(5, buffer.Len())
+	assert.Equal(4, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(4, value)
+	assert.Equal(4, buffer.Len())
+	assert.Equal(5, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(5, value)
+	assert.Equal(3, buffer.Len())
+	assert.Equal(6, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(6, value)
+	assert.Equal(2, buffer.Len())
+	assert.Equal(7, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(7, value)
+	assert.Equal(1, buffer.Len())
+	assert.Equal(8, buffer.Peek())
+	assert.Equal(8, buffer.PeekBack())
+
+	value = buffer.Dequeue()
+	assert.Equal(8, value)
+	assert.Equal(0, buffer.Len())
+	assert.Zero(buffer.Peek())
+	assert.Zero(buffer.PeekBack())
+}
+
+func TestBufferClear(t *testing.T) {
+	assert := assert.New(t)
+
+	buffer := NewBuffer()
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+	buffer.Enqueue(1)
+
+	assert.Equal(8, buffer.Len())
+
+	buffer.Clear()
+	assert.Equal(0, buffer.Len())
+	assert.Zero(buffer.Peek())
+	assert.Zero(buffer.PeekBack())
+}
+
+func TestBufferArray(t *testing.T) {
+	assert := assert.New(t)
+
+	buffer := NewBuffer()
+	buffer.Enqueue(1)
+	buffer.Enqueue(2)
+	buffer.Enqueue(3)
+	buffer.Enqueue(4)
+	buffer.Enqueue(5)
+
+	contents := buffer.Array()
+	assert.Len(contents, 5)
+	assert.Equal(1, contents[0])
+	assert.Equal(2, contents[1])
+	assert.Equal(3, contents[2])
+	assert.Equal(4, contents[3])
+	assert.Equal(5, contents[4])
+}
+
+func TestBufferEach(t *testing.T) {
+	assert := assert.New(t)
+
+	buffer := NewBuffer()
+
+	for x := 1; x < 17; x++ {
+		buffer.Enqueue(float64(x))
+	}
+
+	called := 0
+	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 +1,78 @@
+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 RandomValuesWithAverage(average float64, count int) []float64 {
+	return Seq{NewRandom().WithAverage(average).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
+	scale   *float64
+	average *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.average != nil && r.scale != nil {
+		return *r.average + *r.scale - (r.rnd.Float64() * (2 * *r.scale))
+	} else if r.scale != nil {
+		return r.rnd.Float64() * *r.scale
+	}
+	return r.rnd.Float64()
+}
+
+// WithLen sets a maximum len
+func (r *Random) WithLen(length int) *Random {
+	r.len = &length
+	return r
+}
+
+// Scale returns the scale.
+func (r Random) Scale() *float64 {
+	return r.scale
+}
+
+// WithScale sets the scale and returns the Random.
+func (r *Random) WithScale(scale float64) *Random {
+	r.scale = &scale
+	return r
+}
+
+// Average returns the average.
+func (r Random) Average() *float64 {
+	return r.average
+}
+
+// WithAverage sets the average and returns the Random.
+func (r *Random) WithAverage(average float64) *Random {
+	r.average = &average
+	return r
+}

seq/random_test.go

@@ -0,0 +1,18 @@
+package seq
+
+import (
+	"testing"
+
+	assert "github.com/blendlabs/go-assert"
+)
+
+func TestRandomRegression(t *testing.T) {
+	assert := assert.New(t)
+
+	randomProvider := NewRandom().WithLen(100).WithAverage(256)
+	assert.Equal(100, randomProvider.Len())
+	assert.Equal(256, *randomProvider.Average())
+
+	randomValues := New(randomProvider).Array()
+	assert.Len(randomValues, 100)
+}

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)
+}