data-pipelines/src/windows.rs

use std::collections::VecDeque;

#[derive(Debug, Clone)]
pub struct WeightedPoint {
    pub time: u64,
    /// value * weight. 
    ///
    /// when purging expired items, do not subtract `wt_val * wt`, as `wt_val`
    /// has already been multiplied by `wt`. Instead, simply substract `wt_val`
    /// from `w_sum`.
    pub wt_val: f64,
    pub wt: f64,
}

#[derive(Clone)]
pub struct WeightedAvgWindow {
    size: u64,
    items: VecDeque<WeightedPoint>,
    w_sum: f64,
    sum_w: f64,
    //w_mean: f64,
}

impl WeightedAvgWindow {
    pub fn new(size: u64) -> Self {
        Self {
            size,
            items: Default::default(),
            w_sum: 0.0,
            sum_w: 0.0,
        }
    }

    /// Removes expired items and updates incremental calculations.
    ///
    /// Returns `true` if any items were removed.
    pub fn purge(&mut self, time: u64) -> bool {
        let mut n_remove = 0;

        {
            let items = &self.items;
            let w_sum = &mut self.w_sum;
            let sum_w = &mut self.sum_w;
            let size = self.size;

            for expired in items.iter().take_while(|x| time - x.time > size) {
                *w_sum -= expired.wt_val;
                *sum_w -= expired.wt;
                n_remove += 1;
            }
        }

        for _ in 0..n_remove { self.items.pop_front(); }

        // when items is empty, set w_sum, sum_w to 0.0
        let zeroer: f64 = ( ! self.items.is_empty()) as u8 as f64;
        self.w_sum *= zeroer;
        self.sum_w *= zeroer;

        n_remove > 0
    }

    /// Add a new item, updating incremental calculations in the process.
    pub fn push(&mut self, time: u64, val: f64, wt: f64) {
        let wt_val: f64 = val * wt;
        self.w_sum += wt_val;
        self.sum_w += wt;
        self.items.push_back(WeightedPoint { time, wt_val, wt });
    }

    /// Calculate the weighted mean from current state of incremental
    /// accumulators.
    ///
    /// Note; this value is not cached.
    pub fn wt_mean(&self) -> f64 {
        self.w_sum / self.sum_w
    }

    /// Checks whether items `is_empty` before trying to calculate.
    /// Returns None if items is empty.
    pub fn checked_wt_mean(&self) -> Option<f64> {
        match self.is_empty() {
            true => None,
            false => Some(self.w_sum / self.sum_w),
        }
    }

    /// Purge, push and get `checked_wt_mean`, all in one convenient step.
    pub fn update(&mut self, time: u64, val: f64, wt: f64) -> Option<f64> {
        self.purge(time);
        self.push(time, val, wt);
        self.checked_wt_mean()
    }

    pub fn len(&self) -> usize { self.items.len() }

    pub fn is_empty(&self) -> bool { self.items.is_empty() }
}