datatypes::timeseries::TTimeSeries¶

A template for univariate, single realisasion time series. More...

#include <time_series.hpp>

Public Types¶

	Name
using T	ElementType The type of each element in this time series.

Public Functions¶

	Name
bool	IsMissingValue(const T & value) const
T	GetMissingValue() const
	TTimeSeries(StoragePolicy< T > * storage =nullptr, MissingValuePolicy< T > * mvp =nullptr)
	TTimeSeries(T default_value, size_t length, const ptime & startDate, const TimeStep & timeStep =TimeStep::GetHourly(), StoragePolicy< T > * storage =nullptr, MissingValuePolicy< T > * mvp =nullptr)
	TTimeSeries(size_t length, const ptime & startDate, const TimeStep & timeStep =TimeStep::GetHourly(), StoragePolicy< T > * storage =nullptr, MissingValuePolicy< T > * mvp =nullptr)
	TTimeSeries(const vector< T > & values, const ptime & startDate, const TimeStep & timeStep =TimeStep::GetHourly(), StoragePolicy< T > * storage =nullptr, MissingValuePolicy< T > * mvp =nullptr)
	TTimeSeries(const T * values, size_t length, const ptime & startDate, const TimeStep & timeStep =TimeStep::GetHourly(), StoragePolicy< T > * storage =nullptr, MissingValuePolicy< T > * mvp =nullptr)
	TTimeSeries(std::function< T(size_t)> & valueGen, size_t length, const ptime & startDate, const TimeStep & timeStep =TimeStep::GetHourly(), StoragePolicy< T > * storage =nullptr, MissingValuePolicy< T > * mvp =nullptr)
	TTimeSeries(const TTimeSeries< T > & src)
	TTimeSeries(const TTimeSeries< T > & src, StoragePolicy< T > * storage)
	TTimeSeries(const TTimeSeries< T > * src)
	TTimeSeries(TTimeSeries< T > && src) Constructor using the move semantics.
TTimeSeries< T > &	operator=(TTimeSeries< T > && src)
TTimeSeries< T > &	operator=(const TTimeSeries< T > & src)
virtual	~TTimeSeries()
T	GetValueNoConst(const size_t & index)
const T &	GetValueConst(const size_t & index) const
T	GetValue(const size_t & index)
const T &	GetValue(const size_t & index) const
T	GetValueNoConst(const ptime & instant)
T	GetValue(const ptime & instant)
const T &	GetValue(const ptime & instant) const
T	GetLastValue()
void	CopyTo(T * dest, size_t from =0, size_t to =-1) const
void	CopyWithMissingValueTo(T * dest, const T & missingValueValue, size_t from =0, size_t to =-1) const
void	CopyValues(const TTimeSeries< T > & src)
void	CopyTo(vector< T > & dest, size_t from =0, size_t to =-1) const
T *	GetValues(size_t from =0, size_t to =std::numeric_limits< size_t >::max()) const
vector< T >	GetValuesVector(size_t from =0, size_t to =std::numeric_limits< size_t >::max()) const
TTimeSeries< T >	Subset(size_t from =0, size_t to =std::numeric_limits< size_t >::max()) const
void	SetValue(size_t index, T value)
void	SetValue(const ptime & instant, T value)
void	Reset(size_t length, const ptime & startDate, const TimeStep & timeStep)
void	Reset(size_t length, const ptime & startDate, const T * values =nullptr)
void	Reset(size_t length, const ptime & startDate, T value)
void	Reset(const vector< T > & values, const ptime & startDate)
void	Reset(const vector< T > & values, const ptime & startDate, const TimeStep & timeStep)
size_t	GetLength() const
ptime	GetStartDate() const
ptime	GetEndDate() const
TimeStep	GetTimeStep() const
void	SetTimeStep(const TimeStep & timeStep)
void	SetStartDate(const ptime & start)
ptime	TimeForIndex(size_t timeIndex) const
vector< ptime >	TimeIndices() const
size_t	IndexForTime(const ptime & instant) const
size_t	UpperIndexForTime(const ptime & instant) const
size_t	LowerIndexForTime(const ptime & instant) const
string	GetSummary() const
T &	operator[](const ptime & instant)
T &	operator[](const size_t i)
const T &	operator[](const ptime & instant) const
const T &	operator[](const size_t i) const
TTimeSeries< T >	operator+(const TTimeSeries< T > & rhs) const
TTimeSeries< T >	operator+(T value) const
template <typename M > TTimeSeries< T >	operator*(M multiplicator) const
int	NumInstances()

Protected Functions¶

	Name
T	GetNACode() const

Public Attributes¶

	Name
string	Tag

Detailed Description¶

template <typename T  =double>
class datatypes::timeseries::TTimeSeries;

A template for univariate, single realisasion time series.

Template Parameters:

T Element type, typically double or float, but possibly a more complicated type such as another TTimeSeries.

Public Types Documentation¶

using ElementType¶

using datatypes::timeseries::TTimeSeries< T >::ElementType =  T;

The type of each element in this time series.

Public Functions Documentation¶

function IsMissingValue¶

inline bool IsMissingValue(
    const T & value
) const

function GetMissingValue¶

inline T GetMissingValue() const

function TTimeSeries¶

inline TTimeSeries(
    StoragePolicy< T > * storage =nullptr,
    MissingValuePolicy< T > * mvp =nullptr
)

function TTimeSeries¶

inline TTimeSeries(
    T default_value,
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep =TimeStep::GetHourly(),
    StoragePolicy< T > * storage =nullptr,
    MissingValuePolicy< T > * mvp =nullptr
)

function TTimeSeries¶

inline TTimeSeries(
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep =TimeStep::GetHourly(),
    StoragePolicy< T > * storage =nullptr,
    MissingValuePolicy< T > * mvp =nullptr
)

function TTimeSeries¶

inline TTimeSeries(
    const vector< T > & values,
    const ptime & startDate,
    const TimeStep & timeStep =TimeStep::GetHourly(),
    StoragePolicy< T > * storage =nullptr,
    MissingValuePolicy< T > * mvp =nullptr
)

function TTimeSeries¶

inline TTimeSeries(
    const T * values,
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep =TimeStep::GetHourly(),
    StoragePolicy< T > * storage =nullptr,
    MissingValuePolicy< T > * mvp =nullptr
)

function TTimeSeries¶

inline TTimeSeries(
    std::function< T(size_t)> & valueGen,
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep =TimeStep::GetHourly(),
    StoragePolicy< T > * storage =nullptr,
    MissingValuePolicy< T > * mvp =nullptr
)

function TTimeSeries¶

inline TTimeSeries(
    const TTimeSeries< T > & src
)

function TTimeSeries¶

inline TTimeSeries(
    const TTimeSeries< T > & src,
    StoragePolicy< T > * storage
)

function TTimeSeries¶

inline TTimeSeries(
    const TTimeSeries< T > * src
)

function TTimeSeries¶

inline TTimeSeries(
    TTimeSeries< T > && src
)

Constructor using the move semantics.

Parameters:

src time series from which to move data.

Remark: C++ for the Impatient Appendix A. A Painless Introduction to Rvalue References (C++11) See also http://stackoverflow.com/a/3109981/2752565 for information on move semantic

function operator=¶

inline TTimeSeries< T > & operator=(
    TTimeSeries< T > && src
)

function operator=¶

inline TTimeSeries< T > & operator=(
    const TTimeSeries< T > & src
)

function ~TTimeSeries¶

inline virtual ~TTimeSeries()

function GetValueNoConst¶

inline T GetValueNoConst(
    const size_t & index
)

function GetValueConst¶

inline const T & GetValueConst(
    const size_t & index
) const

function GetValue¶

inline T GetValue(
    const size_t & index
)

function GetValue¶

inline const T & GetValue(
    const size_t & index
) const

function GetValueNoConst¶

inline T GetValueNoConst(
    const ptime & instant
)

function GetValue¶

inline T GetValue(
    const ptime & instant
)

function GetValue¶

inline const T & GetValue(
    const ptime & instant
) const

function GetLastValue¶

inline T GetLastValue()

function CopyTo¶

inline void CopyTo(
    T * dest,
    size_t from =0,
    size_t to =-1
) const

function CopyWithMissingValueTo¶

inline void CopyWithMissingValueTo(
    T * dest,
    const T & missingValueValue,
    size_t from =0,
    size_t to =-1
) const

function CopyValues¶

inline void CopyValues(
    const TTimeSeries< T > & src
)

function CopyTo¶

inline void CopyTo(
    vector< T > & dest,
    size_t from =0,
    size_t to =-1
) const

function GetValues¶

inline T * GetValues(
    size_t from =0,
    size_t to =std::numeric_limits< size_t >::max()
) const

function GetValuesVector¶

inline vector< T > GetValuesVector(
    size_t from =0,
    size_t to =std::numeric_limits< size_t >::max()
) const

function Subset¶

inline TTimeSeries< T > Subset(
    size_t from =0,
    size_t to =std::numeric_limits< size_t >::max()
) const

function SetValue¶

inline void SetValue(
    size_t index,
    T value
)

function SetValue¶

inline void SetValue(
    const ptime & instant,
    T value
)

function Reset¶

inline void Reset(
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep
)

function Reset¶

inline void Reset(
    size_t length,
    const ptime & startDate,
    const T * values =nullptr
)

function Reset¶

inline void Reset(
    size_t length,
    const ptime & startDate,
    T value
)

function Reset¶

inline void Reset(
    const vector< T > & values,
    const ptime & startDate
)

function Reset¶

inline void Reset(
    const vector< T > & values,
    const ptime & startDate,
    const TimeStep & timeStep
)

function GetLength¶

inline size_t GetLength() const

function GetStartDate¶

inline ptime GetStartDate() const

function GetEndDate¶

inline ptime GetEndDate() const

function GetTimeStep¶

inline TimeStep GetTimeStep() const

function SetTimeStep¶

inline void SetTimeStep(
    const TimeStep & timeStep
)

function SetStartDate¶

inline void SetStartDate(
    const ptime & start
)

function TimeForIndex¶

inline ptime TimeForIndex(
    size_t timeIndex
) const

function TimeIndices¶

inline vector< ptime > TimeIndices() const

function IndexForTime¶

inline size_t IndexForTime(
    const ptime & instant
) const

function UpperIndexForTime¶

inline size_t UpperIndexForTime(
    const ptime & instant
) const

function LowerIndexForTime¶

inline size_t LowerIndexForTime(
    const ptime & instant
) const

function GetSummary¶

inline string GetSummary() const

function operator[]¶

inline T & operator[](
    const ptime & instant
)

function operator[]¶

inline T & operator[](
    const size_t i
)

function operator[]¶

inline const T & operator[](
    const ptime & instant
) const

function operator[]¶

inline const T & operator[](
    const size_t i
) const

function operator+¶

inline TTimeSeries< T > operator+(
    const TTimeSeries< T > & rhs
) const

function operator+¶

inline TTimeSeries< T > operator+(
    T value
) const

function operator*¶

template <typename M >
inline TTimeSeries< T > operator*(
    M multiplicator
) const

function NumInstances¶

static inline int NumInstances()

Protected Functions Documentation¶

function GetNACode¶

inline T GetNACode() const

Public Attributes Documentation¶

variable Tag¶

string Tag;

Updated on 2022-08-21 at 18:10:33 +1000