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author | Chris Cannam |
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date | Tue, 30 Jul 2019 12:25:44 +0100 |
parents | 2665513ce2d3 |
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/////////////////////////////////////////////////////////////////////////////// // 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/accumulators_fwd.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) BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_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