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Add
RollingAvg feature to UpdateBy (#3503)
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113 changes: 113 additions & 0 deletions
113
...java/io/deephaven/engine/table/impl/updateby/rollingavg/BigDecimalRollingAvgOperator.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,113 @@ | ||
| package io.deephaven.engine.table.impl.updateby.rollingavg; | ||
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| import io.deephaven.base.RingBuffer; | ||
| import io.deephaven.chunk.Chunk; | ||
| import io.deephaven.chunk.ObjectChunk; | ||
| import io.deephaven.chunk.attributes.Values; | ||
| import io.deephaven.engine.table.MatchPair; | ||
| import io.deephaven.engine.table.impl.updateby.UpdateByOperator; | ||
| import io.deephaven.engine.table.impl.updateby.internal.BaseObjectUpdateByOperator; | ||
| import io.deephaven.engine.table.impl.util.RowRedirection; | ||
| import org.jetbrains.annotations.NotNull; | ||
| import org.jetbrains.annotations.Nullable; | ||
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| import java.math.BigDecimal; | ||
| import java.math.MathContext; | ||
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| public final class BigDecimalRollingAvgOperator extends BaseObjectUpdateByOperator<BigDecimal> { | ||
| private static final int RING_BUFFER_INITIAL_CAPACITY = 128; | ||
| @NotNull | ||
| private final MathContext mathContext; | ||
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| protected class Context extends BaseObjectUpdateByOperator<BigDecimal>.Context { | ||
| protected ObjectChunk<BigDecimal, ? extends Values> objectInfluencerValuesChunk; | ||
| protected RingBuffer<BigDecimal> objectWindowValues; | ||
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| protected Context(final int chunkSize) { | ||
| super(chunkSize); | ||
| objectWindowValues = new RingBuffer<>(RING_BUFFER_INITIAL_CAPACITY); | ||
| } | ||
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| @Override | ||
| public void close() { | ||
| super.close(); | ||
| objectWindowValues = null; | ||
| } | ||
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| @Override | ||
| public void setValuesChunk(@NotNull final Chunk<? extends Values> valuesChunk) { | ||
| objectInfluencerValuesChunk = valuesChunk.asObjectChunk(); | ||
| } | ||
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| @Override | ||
| public void push(int pos, int count) { | ||
| for (int ii = 0; ii < count; ii++) { | ||
| BigDecimal val = objectInfluencerValuesChunk.get(pos + ii); | ||
| objectWindowValues.add(val); | ||
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| // increase the running sum | ||
| if (val != null) { | ||
| if (curVal == null) { | ||
| curVal = val; | ||
| } else { | ||
| curVal = curVal.add(val, mathContext); | ||
| } | ||
| } else { | ||
| nullCount++; | ||
| } | ||
| } | ||
| } | ||
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| @Override | ||
| public void pop(int count) { | ||
| for (int ii = 0; ii < count; ii++) { | ||
| BigDecimal val = objectWindowValues.remove(); | ||
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| // reduce the running sum | ||
| if (val != null) { | ||
| curVal = curVal.subtract(val, mathContext); | ||
| } else { | ||
| nullCount--; | ||
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| } | ||
| } | ||
| } | ||
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| @Override | ||
| public void writeToOutputChunk(int outIdx) { | ||
| if (objectWindowValues.size() == nullCount) { | ||
| outputValues.set(outIdx, null); | ||
| curVal = null; | ||
| } else { | ||
| final BigDecimal count = new BigDecimal(objectWindowValues.size() - nullCount); | ||
| outputValues.set(outIdx, curVal.divide(count, mathContext)); | ||
| } | ||
| } | ||
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| @Override | ||
| public void reset() { | ||
| super.reset(); | ||
| objectWindowValues.clear(); | ||
| } | ||
| } | ||
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| @NotNull | ||
| @Override | ||
| public UpdateByOperator.Context makeUpdateContext(final int chunkSize) { | ||
| return new Context(chunkSize); | ||
| } | ||
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| public BigDecimalRollingAvgOperator(@NotNull final MatchPair pair, | ||
| @NotNull final String[] affectingColumns, | ||
| @Nullable final RowRedirection rowRedirection, | ||
| @Nullable final String timestampColumnName, | ||
| final long reverseWindowScaleUnits, | ||
| final long forwardWindowScaleUnits, | ||
| @NotNull final MathContext mathContext) { | ||
| super(pair, affectingColumns, rowRedirection, timestampColumnName, reverseWindowScaleUnits, | ||
| forwardWindowScaleUnits, true, BigDecimal.class); | ||
| this.mathContext = mathContext; | ||
| } | ||
| } |
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