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authorTomás Touceda <chiiph@leap.se>2014-06-06 14:11:24 -0300
committerTomás Touceda <chiiph@leap.se>2014-06-06 14:11:24 -0300
commit03b4ed07d1c55770d9c5b0ed8e7d42dd08f80272 (patch)
tree1c57c8e0076e5be7b2d34ca085a4a04a0e681c4f /scripts/profiling/movingaverage.py
parent5cb40a959af827e4eadde1c047664c4f4c0ae01d (diff)
parent4dc1cd8662a34893051d2f520b73a0bd0774215c (diff)
Merge branch 'release-0.5.2'0.5.2
Diffstat (limited to 'scripts/profiling/movingaverage.py')
-rw-r--r--scripts/profiling/movingaverage.py209
1 files changed, 209 insertions, 0 deletions
diff --git a/scripts/profiling/movingaverage.py b/scripts/profiling/movingaverage.py
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+#!/usr/bin/env python
+#
+# Sean Reifschneider, tummy.com, ltd. <jafo@tummy.com>
+# Released into the Public Domain, 2011-02-06
+
+import itertools
+from itertools import islice
+from collections import deque
+
+
+#########################################################
+def movingaverage(data, subset_size, data_is_list = None,
+ avoid_fp_drift = True):
+ '''Return the moving averages of the data, with a window size of
+ `subset_size`. `subset_size` must be an integer greater than 0 and
+ less than the length of the input data, or a ValueError will be raised.
+
+ `data_is_list` can be used to tune the algorithm for list or iteratable
+ as an input. The default value, `None` will auto-detect this.
+ The algorithm used if `data` is a list is almost twice as fast as if
+ it is an iteratable.
+
+ `avoid_fp_drift`, if True (the default) sums every sub-set rather than
+ keeping a "rolling sum" (which may be subject to floating-point drift).
+ While more correct, it is also dramatically slower for subset sizes
+ much larger than 20.
+
+ NOTE: You really should consider setting `avoid_fp_drift = False` unless
+ you are dealing with very small numbers (say, far smaller than 0.00001)
+ or require extreme accuracy at the cost of execution time. For
+ `subset_size` < 20, the performance difference is very small.
+ '''
+ if subset_size < 1:
+ raise ValueError('subset_size must be 1 or larger')
+
+ if data_is_list is None:
+ data_is_list = hasattr(data, '__getslice__')
+
+ divisor = float(subset_size)
+ if data_is_list:
+ # This only works if we can re-access old elements, but is much faster.
+ # In other words, it can't be just an iterable, it needs to be a list.
+
+ if subset_size > len(data):
+ raise ValueError('subset_size must be smaller than data set size')
+
+ if avoid_fp_drift:
+ for x in range(subset_size, len(data) + 1):
+ yield sum(data[x - subset_size:x]) / divisor
+ else:
+ cur = sum(data[0:subset_size])
+ yield cur / divisor
+ for x in range(subset_size, len(data)):
+ cur += data[x] - data[x - subset_size]
+ yield cur / divisor
+ else:
+ # Based on the recipe at:
+ # http://docs.python.org/library/collections.html#deque-recipes
+ it = iter(data)
+ d = deque(islice(it, subset_size))
+
+ if subset_size > len(d):
+ raise ValueError('subset_size must be smaller than data set size')
+
+ if avoid_fp_drift:
+ yield sum(d) / divisor
+ for elem in it:
+ d.popleft()
+ d.append(elem)
+ yield sum(d) / divisor
+ else:
+ s = sum(d)
+ yield s / divisor
+ for elem in it:
+ s += elem - d.popleft()
+ d.append(elem)
+ yield s / divisor
+
+
+##########################
+if __name__ == '__main__':
+ import unittest
+
+ class TestMovingAverage(unittest.TestCase):
+ ####################
+ def test_List(self):
+ try:
+ list(movingaverage([1,2,3], 0))
+ self.fail('Did not raise ValueError on subset_size=0')
+ except ValueError:
+ pass
+
+ try:
+ list(movingaverage([1,2,3,4,5,6], 7))
+ self.fail('Did not raise ValueError on subset_size > len(data)')
+ except ValueError:
+ pass
+
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 1)), [1,2,3,4,5,6])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 2)),
+ [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage(map(float, [1,2,3,4,5,6]), 2)),
+ [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 3)), [2,3,4,5])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 4)), [2.5,3.5,4.5])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 5)), [3,4])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 6)), [3.5])
+
+ self.assertEqual(list(movingaverage([40, 30, 50, 46, 39, 44],
+ 3, False)), [40.0,42.0,45.0,43.0])
+ self.assertEqual(list(movingaverage([40, 30, 50, 46, 39, 44],
+ 3, True)), [40.0,42.0,45.0,43.0])
+
+
+ ######################
+ def test_XRange(self):
+ try:
+ list(movingaverage(xrange(1, 4), 0))
+ self.fail('Did not raise ValueError on subset_size=0')
+ except ValueError:
+ pass
+
+ try:
+ list(movingaverage(xrange(1, 7), 7))
+ self.fail('Did not raise ValueError on subset_size > len(data)')
+ except ValueError:
+ pass
+
+ self.assertEqual(list(movingaverage(xrange(1, 7), 1)), [1,2,3,4,5,6])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 2)),
+ [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage(iter(map(float, xrange(1, 7))),
+ 2)), [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 3)), [2,3,4,5])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 4)), [2.5,3.5,4.5])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 5)), [3,4])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 6)), [3.5])
+
+
+ ###########################
+ def test_ListRolling(self):
+ try:
+ list(movingaverage([1,2,3], 0, avoid_fp_drift = False))
+ self.fail('Did not raise ValueError on subset_size=0')
+ except ValueError:
+ pass
+
+ try:
+ list(movingaverage([1,2,3,4,5,6], 7, avoid_fp_drift = False))
+ self.fail('Did not raise ValueError on subset_size > len(data)')
+ except ValueError:
+ pass
+
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 1,
+ avoid_fp_drift = False)), [1,2,3,4,5,6])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 2,
+ avoid_fp_drift = False)),
+ [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage(map(float, [1,2,3,4,5,6]), 2,
+ avoid_fp_drift = False)), [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 3,
+ avoid_fp_drift = False)), [2,3,4,5])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 4,
+ avoid_fp_drift = False)), [2.5,3.5,4.5])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 5,
+ avoid_fp_drift = False)), [3,4])
+ self.assertEqual(list(movingaverage([1,2,3,4,5,6], 6,
+ avoid_fp_drift = False)), [3.5])
+
+ self.assertEqual(list(movingaverage([40, 30, 50, 46, 39, 44],
+ 3, False, avoid_fp_drift = False)), [40.0,42.0,45.0,43.0])
+ self.assertEqual(list(movingaverage([40, 30, 50, 46, 39, 44],
+ 3, True, avoid_fp_drift = False)), [40.0,42.0,45.0,43.0])
+
+
+ #############################
+ def test_XRangeRolling(self):
+ try:
+ list(movingaverage(xrange(1, 4), 0, avoid_fp_drift = False))
+ self.fail('Did not raise ValueError on subset_size=0')
+ except ValueError:
+ pass
+
+ try:
+ list(movingaverage(xrange(1, 7), 7, avoid_fp_drift = False))
+ self.fail('Did not raise ValueError on subset_size > len(data)')
+ except ValueError:
+ pass
+
+ self.assertEqual(list(movingaverage(xrange(1, 7), 1,
+ avoid_fp_drift = False)), [1,2,3,4,5,6])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 2,
+ avoid_fp_drift = False)), [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage(iter(map(float, xrange(1, 7))),
+ 2, avoid_fp_drift = False)), [1.5,2.5,3.5,4.5,5.5])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 3,
+ avoid_fp_drift = False)), [2,3,4,5])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 4,
+ avoid_fp_drift = False)), [2.5,3.5,4.5])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 5,
+ avoid_fp_drift = False)), [3,4])
+ self.assertEqual(list(movingaverage(xrange(1, 7), 6,
+ avoid_fp_drift = False)), [3.5])
+
+
+ ######################################################################
+ suite = unittest.TestLoader().loadTestsFromTestCase(TestMovingAverage)
+ unittest.TextTestRunner(verbosity = 2).run(suite)
+