boost/accumulators/statistics/rolling_window.hpp

   1 ///////////////////////////////////////////////////////////////////////////////
   2 // rolling_window.hpp
   3 //
   4 // Copyright 2008 Eric Niebler. Distributed under the Boost
   5 // Software License, Version 1.0. (See accompanying file
   6 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   7
   8 #ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008
   9 #define BOOST_ACCUMULATORS_STATISTICS_ROLLING_WINDOW_HPP_EAN_26_12_2008
  10
  11 #include <cstddef>
  12 #include <boost/version.hpp>
  13 #include <boost/assert.hpp>
  14 #include <boost/circular_buffer.hpp>
  15 #include <boost/range/iterator_range.hpp>
  16 #include <boost/accumulators/framework/extractor.hpp>
  17 #include <boost/accumulators/framework/depends_on.hpp>
  18 #include <boost/accumulators/framework/accumulator_base.hpp>
  19 #include <boost/accumulators/framework/parameters/sample.hpp>
  20 #include <boost/accumulators/framework/parameters/accumulator.hpp>
  21 #include <boost/accumulators/numeric/functional.hpp>
  22
  23 namespace boost { namespace accumulators
  24 {
  25
  26 ///////////////////////////////////////////////////////////////////////////////
  27 // tag::rolling_window::size named parameter
  28 BOOST_PARAMETER_NESTED_KEYWORD(tag, rolling_window_size, window_size)
  29
  30 namespace impl
  31 {
  32     ///////////////////////////////////////////////////////////////////////////////
  33     // rolling_window_plus1_impl
  34     //    stores the latest N+1 samples, where N is specified at construction time
  35     //    with the rolling_window_size named parameter
  36     template<typename Sample>
  37     struct rolling_window_plus1_impl
  38       : accumulator_base
  39     {
  40         typedef typename circular_buffer<Sample>::const_iterator const_iterator;
  41         typedef iterator_range<const_iterator> result_type;
  42
  43         template<typename Args>
  44         rolling_window_plus1_impl(Args const & args)
  45           : buffer_(args[rolling_window_size] + 1)
  46         {}
  47
  48         #if BOOST_VERSION < 103600
  49         // Before Boost 1.36, copying a circular buffer didn't copy
  50         // it's capacity, and we need that behavior.
  51         rolling_window_plus1_impl(rolling_window_plus1_impl const &that)
  52           : buffer_(that.buffer_)
  53         {
  54             this->buffer_.set_capacity(that.buffer_.capacity());
  55         }
  56
  57         rolling_window_plus1_impl &operator =(rolling_window_plus1_impl const &that)
  58         {
  59             this->buffer_ = that.buffer_;
  60             this->buffer_.set_capacity(that.buffer_.capacity());
  61         }
  62         #endif
  63
  64         template<typename Args>
  65         void operator ()(Args const &args)
  66         {
  67             this->buffer_.push_back(args[sample]);
  68         }
  69
  70         bool full() const
  71         {
  72             return this->buffer_.full();
  73         }
  74
  75         // The result of a shifted rolling window is the range including
  76         // everything except the most recently added element.
  77         result_type result(dont_care) const
  78         {
  79             return result_type(this->buffer_.begin(), this->buffer_.end());
  80         }
  81
  82     private:
  83         circular_buffer<Sample> buffer_;
  84     };
  85
  86     template<typename Args>
  87     bool is_rolling_window_plus1_full(Args const &args)
  88     {
  89         return find_accumulator<tag::rolling_window_plus1>(args[accumulator]).full();
  90     }
  91
  92     ///////////////////////////////////////////////////////////////////////////////
  93     // rolling_window_impl
  94     //    stores the latest N samples, where N is specified at construction type
  95     //    with the rolling_window_size named parameter
  96     template<typename Sample>
  97     struct rolling_window_impl
  98       : accumulator_base
  99     {
 100         typedef typename circular_buffer<Sample>::const_iterator const_iterator;
 101         typedef iterator_range<const_iterator> result_type;
 102
 103         rolling_window_impl(dont_care)
 104         {}
 105
 106         template<typename Args>
 107         result_type result(Args const &args) const
 108         {
 109             return rolling_window_plus1(args).advance_begin(is_rolling_window_plus1_full(args));
 110         }
 111     };
 112
 113 } // namespace impl
 114
 115 ///////////////////////////////////////////////////////////////////////////////
 116 // tag::rolling_window_plus1
 117 // tag::rolling_window
 118 //
 119 namespace tag
 120 {
 121     struct rolling_window_plus1
 122       : depends_on<>
 123       , tag::rolling_window_size
 124     {
 125         /// INTERNAL ONLY
 126         ///
 127         typedef accumulators::impl::rolling_window_plus1_impl< mpl::_1 > impl;
 128
 129         #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
 130         /// tag::rolling_window::size named parameter
 131         static boost::parameter::keyword<tag::rolling_window_size> const window_size;
 132         #endif
 133     };
 134
 135     struct rolling_window
 136       : depends_on< rolling_window_plus1 >
 137     {
 138         /// INTERNAL ONLY
 139         ///
 140         typedef accumulators::impl::rolling_window_impl< mpl::_1 > impl;
 141
 142         #ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
 143         /// tag::rolling_window::size named parameter
 144         static boost::parameter::keyword<tag::rolling_window_size> const window_size;
 145         #endif
 146     };
 147
 148 } // namespace tag
 149
 150 ///////////////////////////////////////////////////////////////////////////////
 151 // extract::rolling_window_plus1
 152 // extract::rolling_window
 153 //
 154 namespace extract
 155 {
 156     extractor<tag::rolling_window_plus1> const rolling_window_plus1 = {};
 157     extractor<tag::rolling_window> const rolling_window = {};
 158 }
 159
 160 using extract::rolling_window_plus1;
 161 using extract::rolling_window;
 162
 163 }} // namespace boost::accumulators
 164
 165 #endif