Ejemplo n.º 1
0
void
date_intersection(const CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >& cont,
                  II output_dates)
{
    std::vector<TDATE> inBuff;
    std::vector<TDATE> outBuff;

    typename CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >::const_iterator it = cont.begin();

    // pre-load dates for first series
    std::copy(it->getDates(),it->getDates() + it->nrow(),
              std::inserter(inBuff,inBuff.begin()));

    for(it = cont.begin() + 1; it != cont.end(); it++) {
        outBuff.clear();
        set_intersection(inBuff.begin(),inBuff.end(),
                         it->getDates(),it->getDates() + it->nrow(),
                         std::inserter(outBuff,outBuff.begin()));
        // swap buffs
        inBuff.clear();
        std::copy(outBuff.begin(),outBuff.end(),
                  std::inserter(inBuff,inBuff.begin()));
    }
    std::copy(outBuff.begin(),outBuff.end(),output_dates);
}
Ejemplo n.º 2
0
TSDIM
cbind_max_nrow(const CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >& cont)
{
    std::vector<TSDIM> nrows;
    typename CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >::const_iterator it;
    for(it = cont.begin(); it != cont.end(); it++) {
        nrows.push_back(it->nrow());
    }
    return *max_element(nrows.begin(), nrows.end());
}
Ejemplo n.º 3
0
TSDIM
cbind_total_cols(const CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >& cont)
{
    TSDIM ans = 0;
    typename CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >::const_iterator it;
    for(it = cont.begin(); it != cont.end(); it++) {
        ans += it->ncol();
    }
    return ans;
}
Ejemplo n.º 4
0
void
date_union(const CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >& cont,
           II output_dates)
{
    std::set<TDATE> ans;
    typename CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >::const_iterator it;

    // walk through all tseries adding all dates
    // let std::set drop dups for us
    for(it = cont.begin(); it != cont.end(); it++) {
        TDATE* dts = it->getDates();
        for(TSDIM i = 0; i < it->nrow(); i++) {
            ans.insert(dts[i]);
        }
    }
    std::copy(ans.begin(), ans.end(), output_dates);
}
Ejemplo n.º 5
0
TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy>
cbind(const CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >& cont,
      const bool intersection)
{
    size_t sz = cont.size();
    if(sz == 0) {
        return TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy>();
    }
    if(sz == 1) {
        return *cont.begin();
    }

    std::vector<TDATE> ans_dates;
    if(intersection) {
        date_intersection(cont,std::inserter(ans_dates,ans_dates.begin()));
    } else {
        date_union(cont,std::inserter(ans_dates,ans_dates.begin()));
    }

    if(ans_dates.size() == 0) {
        return TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy>();
    }

    TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> ans(ans_dates.size(),cbind_total_cols(cont));
    std::copy(ans_dates.begin(), ans_dates.end(), ans.getDates());
    // FIXME: set colnames

    // if union, then we must initialize the values of ans to NA
    if(!intersection) {
        for(TSDIM i = 0; i < ans.nrow() * ans.ncol(); i++) {
            ans.getData()[i] = numeric_traits<TDATA>::NA();
        }
    }

    typename CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >::const_iterator it = cont.begin();

    // walk along iterator and map values into ans
    TSDIM offset = 0;
    while(it != cont.end()) {
        cbind_map_values(ans, *it, offset);
        offset += it->ncol();
        ++it;
    }
    return ans;
}
Ejemplo n.º 6
0
void cbind_create_colnames(const CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >& cont,
                           II new_colnames)
{
    typename CONT<TSeries<TDATE,TDATA,TSDIM,TSDATABACKEND,DatePolicy> >::const_iterator it;
    for(it = cont.begin(); it != cont.end(); it++) {
        std::vector<std::string> this_cnames;
        // if series has non-empty colnames, pad them into new_colnames
        // otherwise pad empty strings

        //FIXME: add a test for all series having empty colnames, then ans should not have blnk strings set as colnames
        if(this_cnames.size()) {
            for(std::vector<std::string>::const_iterator cn_it = this_cnames.begin(); it != this_cnames.end(); cn_it++) {
                *new_colnames++ = *cn_it;
            }
        } else {
            for(int i = 0; i < it->ncol(); i++) {
                *new_colnames++ = std::string("");
            }
        }
    }

}