You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and dots ('.'), can be up to 35 characters long. Letters must be lowercase.
169 lines
5.4 KiB
169 lines
5.4 KiB
/////////////////////////////////////////////////////////////////////////////// |
|
// rolling_window.hpp |
|
// |
|
// Copyright 2008 Eric Niebler. Distributed under the Boost |
|
// Software License, Version 1.0. (See accompanying file |
|
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
|
|
|
#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008 |
|
#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008 |
|
|
|
#include <cstddef> |
|
#include <boost/version.hpp> |
|
#include <boost/assert.hpp> |
|
#include <boost/circular_buffer.hpp> |
|
#include <boost/range/iterator_range.hpp> |
|
#include <boost/accumulators/framework/extractor.hpp> |
|
#include <boost/accumulators/framework/depends_on.hpp> |
|
#include <boost/accumulators/framework/accumulator_base.hpp> |
|
#include <boost/accumulators/framework/parameters/sample.hpp> |
|
#include <boost/accumulators/framework/parameters/accumulator.hpp> |
|
#include <boost/accumulators/numeric/functional.hpp> |
|
#include <boost/accumulators/statistics_fwd.hpp> |
|
|
|
namespace boost { namespace accumulators |
|
{ |
|
|
|
/////////////////////////////////////////////////////////////////////////////// |
|
// tag::rolling_window::size named parameter |
|
BOOST_PARAMETER_NESTED_KEYWORD(tag, rolling_window_size, window_size) |
|
|
|
namespace impl |
|
{ |
|
/////////////////////////////////////////////////////////////////////////////// |
|
// rolling_window_plus1_impl |
|
// stores the latest N+1 samples, where N is specified at construction time |
|
// with the rolling_window_size named parameter |
|
template<typename Sample> |
|
struct rolling_window_plus1_impl |
|
: accumulator_base |
|
{ |
|
typedef typename circular_buffer<Sample>::const_iterator const_iterator; |
|
typedef iterator_range<const_iterator> result_type; |
|
|
|
template<typename Args> |
|
rolling_window_plus1_impl(Args const & args) |
|
: buffer_(args[rolling_window_size] + 1) |
|
{} |
|
|
|
#if BOOST_VERSION < 103600 |
|
// Before Boost 1.36, copying a circular buffer didn't copy |
|
// it's capacity, and we need that behavior. |
|
rolling_window_plus1_impl(rolling_window_plus1_impl const &that) |
|
: buffer_(that.buffer_) |
|
{ |
|
this->buffer_.set_capacity(that.buffer_.capacity()); |
|
} |
|
|
|
rolling_window_plus1_impl &operator =(rolling_window_plus1_impl const &that) |
|
{ |
|
this->buffer_ = that.buffer_; |
|
this->buffer_.set_capacity(that.buffer_.capacity()); |
|
} |
|
#endif |
|
|
|
template<typename Args> |
|
void operator ()(Args const &args) |
|
{ |
|
this->buffer_.push_back(args[sample]); |
|
} |
|
|
|
bool full() const |
|
{ |
|
return this->buffer_.full(); |
|
} |
|
|
|
// The result of a shifted rolling window is the range including |
|
// everything except the most recently added element. |
|
result_type result(dont_care) const |
|
{ |
|
return result_type(this->buffer_.begin(), this->buffer_.end()); |
|
} |
|
|
|
private: |
|
circular_buffer<Sample> buffer_; |
|
}; |
|
|
|
template<typename Args> |
|
bool is_rolling_window_plus1_full(Args const &args) |
|
{ |
|
return find_accumulator<tag::rolling_window_plus1>(args[accumulator]).full(); |
|
} |
|
|
|
/////////////////////////////////////////////////////////////////////////////// |
|
// rolling_window_impl |
|
// stores the latest N samples, where N is specified at construction type |
|
// with the rolling_window_size named parameter |
|
template<typename Sample> |
|
struct rolling_window_impl |
|
: accumulator_base |
|
{ |
|
typedef typename circular_buffer<Sample>::const_iterator const_iterator; |
|
typedef iterator_range<const_iterator> result_type; |
|
|
|
rolling_window_impl(dont_care) |
|
{} |
|
|
|
template<typename Args> |
|
result_type result(Args const &args) const |
|
{ |
|
return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args)); |
|
} |
|
}; |
|
|
|
} // namespace impl |
|
|
|
/////////////////////////////////////////////////////////////////////////////// |
|
// tag::rolling_window_plus1 |
|
// tag::rolling_window |
|
// |
|
namespace tag |
|
{ |
|
struct rolling_window_plus1 |
|
: depends_on<> |
|
, tag::rolling_window_size |
|
{ |
|
/// INTERNAL ONLY |
|
/// |
|
typedef accumulators::impl::rolling_window_plus1_impl< mpl::_1 > impl; |
|
|
|
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED |
|
/// tag::rolling_window::size named parameter |
|
static boost::parameter::keyword<tag::rolling_window_size> const window_size; |
|
#endif |
|
}; |
|
|
|
struct rolling_window |
|
: depends_on< rolling_window_plus1 > |
|
{ |
|
/// INTERNAL ONLY |
|
/// |
|
typedef accumulators::impl::rolling_window_impl< mpl::_1 > impl; |
|
|
|
#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED |
|
/// tag::rolling_window::size named parameter |
|
static boost::parameter::keyword<tag::rolling_window_size> const window_size; |
|
#endif |
|
}; |
|
|
|
} // namespace tag |
|
|
|
/////////////////////////////////////////////////////////////////////////////// |
|
// extract::rolling_window_plus1 |
|
// extract::rolling_window |
|
// |
|
namespace extract |
|
{ |
|
extractor<tag::rolling_window_plus1> const rolling_window_plus1 = {}; |
|
extractor<tag::rolling_window> const rolling_window = {}; |
|
|
|
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window_plus1) |
|
BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_window) |
|
} |
|
|
|
using extract::rolling_window_plus1; |
|
using extract::rolling_window; |
|
|
|
}} // namespace boost::accumulators |
|
|
|
#endif
|
|
|