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Replace timer-based SMA with a timer-less implementation

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This commit is contained in:
Ingo Oppermann
2024-10-23 11:08:13 +02:00
parent 2dda47b81f
commit df30a6b8e3
17 changed files with 543 additions and 371 deletions
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301
math/average/sma_test.go Normal file
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@@ -0,0 +1,301 @@
package average
import (
"testing"
"time"
timesrc "github.com/datarhei/core/v16/time"
"github.com/stretchr/testify/require"
)
func TestNewSMA(t *testing.T) {
_, err := NewSMA(time.Second, time.Second)
require.Error(t, err)
require.ErrorIs(t, err, ErrMultiplier)
_, err = NewSMA(time.Second, 2*time.Second)
require.Error(t, err)
require.ErrorIs(t, err, ErrMultiplier)
_, err = NewSMA(3*time.Second, 2*time.Second)
require.Error(t, err)
require.ErrorIs(t, err, ErrMultiplier)
_, err = NewSMA(0, time.Second)
require.Error(t, err)
require.ErrorIs(t, err, ErrWindow)
_, err = NewSMA(time.Second, 0)
require.Error(t, err)
require.ErrorIs(t, err, ErrGranularity)
sme, err := NewSMA(10*time.Second, time.Second)
require.NoError(t, err)
require.NotNil(t, sme)
}
func TestAddSMA(t *testing.T) {
ts := &timesrc.TestSource{
N: time.Unix(0, 0),
}
sme := &SMA{
ts: ts,
window: time.Second.Nanoseconds(),
granularity: time.Millisecond.Nanoseconds(),
}
sme.init()
sme.Add(42)
total, samplecount := sme.Total()
require.Equal(t, float64(42), total)
require.Equal(t, int(time.Second/time.Millisecond), samplecount)
sme.Add(5)
total, samplecount = sme.Total()
require.Equal(t, float64(47), total)
require.Equal(t, int(time.Second/time.Millisecond), samplecount)
ts.Set(5, 0)
total, samplecount = sme.Total()
require.Equal(t, float64(0), total)
require.Equal(t, int(time.Second/time.Millisecond), samplecount)
}
func TestAverageSMA(t *testing.T) {
ts := &timesrc.TestSource{
N: time.Unix(0, 0),
}
sme := &SMA{
ts: ts,
window: time.Second.Nanoseconds(),
granularity: time.Millisecond.Nanoseconds(),
}
sme.init()
sme.Add(42)
avg := sme.Average()
require.Equal(t, 42.0/1000, avg)
sme.Add(5)
avg = sme.Average()
require.Equal(t, 47.0/1000, avg)
ts.Set(5, 0)
avg = sme.Average()
require.Equal(t, .0/1000, avg)
}
func TestAddAndAverageSMA(t *testing.T) {
ts := &timesrc.TestSource{
N: time.Unix(0, 0),
}
sme := &SMA{
ts: ts,
window: time.Second.Nanoseconds(),
granularity: time.Millisecond.Nanoseconds(),
}
sme.init()
avg := sme.AddAndAverage(42)
require.Equal(t, 42.0/1000, avg)
avg = sme.AddAndAverage(5)
require.Equal(t, 47.0/1000, avg)
ts.Set(5, 0)
avg = sme.Average()
require.Equal(t, .0/1000, avg)
}
func TestAverageSeriesSMA(t *testing.T) {
ts := &timesrc.TestSource{
N: time.Unix(0, 0),
}
sme := &SMA{
ts: ts,
window: 10 * time.Second.Nanoseconds(),
granularity: time.Second.Nanoseconds(),
}
sme.init()
sme.Add(42) // [42, 0, 0, 0, 0, 0, 0, 0, 0, 0]
ts.Set(1, 0)
sme.Add(5) // [5, 42, 0, 0, 0, 0, 0, 0, 0, 0]
ts.Set(2, 0)
sme.Add(18) // [18, 5, 42, 0, 0, 0, 0, 0, 0, 0]
ts.Set(3, 0)
sme.Add(47) // [47, 18, 5, 42, 0, 0, 0, 0, 0, 0]
ts.Set(4, 0)
sme.Add(92) // [92, 47, 18, 5, 42, 0, 0, 0, 0, 0]
ts.Set(5, 0)
sme.Add(2) // [2, 92, 47, 18, 5, 42, 0, 0, 0, 0]
ts.Set(6, 0)
sme.Add(75) // [75, 2, 92, 47, 18, 5, 42, 0, 0, 0]
ts.Set(7, 0)
sme.Add(33) // [33, 75, 2, 92, 47, 18, 5, 42, 0, 0]
ts.Set(8, 0)
sme.Add(89) // [89, 33, 75, 2, 92, 47, 18, 5, 42, 0]
ts.Set(9, 0)
sme.Add(12) // [12, 89, 33, 75, 2, 92, 47, 18, 5, 42]
avg := sme.Average()
require.Equal(t, (12+89+33+75+2+92+47+18+5+42)/10., avg)
ts.Set(10, 0)
avg = sme.Average()
require.Equal(t, (12+89+33+75+2+92+47+18+5)/10., avg)
ts.Set(15, 0)
avg = sme.Average()
require.Equal(t, (12+89+33+75)/10., avg)
ts.Set(19, 0)
avg = sme.Average()
require.Equal(t, (0)/10., avg)
}
func TestResetSMA(t *testing.T) {
ts := &timesrc.TestSource{
N: time.Unix(0, 0),
}
sme := &SMA{
ts: ts,
window: 10 * time.Second.Nanoseconds(),
granularity: time.Second.Nanoseconds(),
}
sme.init()
sme.Add(42) // [42, 0, 0, 0, 0, 0, 0, 0, 0, 0]
ts.Set(1, 0)
sme.Add(5) // [5, 42, 0, 0, 0, 0, 0, 0, 0, 0]
ts.Set(2, 0)
sme.Add(18) // [18, 5, 42, 0, 0, 0, 0, 0, 0, 0]
ts.Set(3, 0)
sme.Add(47) // [47, 18, 5, 42, 0, 0, 0, 0, 0, 0]
ts.Set(4, 0)
sme.Add(92) // [92, 47, 18, 5, 42, 0, 0, 0, 0, 0]
ts.Set(5, 0)
sme.Add(2) // [2, 92, 47, 18, 5, 42, 0, 0, 0, 0]
ts.Set(6, 0)
sme.Add(75) // [75, 2, 92, 47, 18, 5, 42, 0, 0, 0]
ts.Set(7, 0)
sme.Add(33) // [33, 75, 2, 92, 47, 18, 5, 42, 0, 0]
ts.Set(8, 0)
sme.Add(89) // [89, 33, 75, 2, 92, 47, 18, 5, 42, 0]
ts.Set(9, 0)
sme.Add(12) // [12, 89, 33, 75, 2, 92, 47, 18, 5, 42]
avg := sme.Average()
require.Equal(t, (12+89+33+75+2+92+47+18+5+42)/10., avg)
sme.Reset()
avg = sme.Average()
require.Equal(t, 0/10., avg)
}
func TestTotalSMA(t *testing.T) {
ts := &timesrc.TestSource{
N: time.Unix(0, 0),
}
sme := &SMA{
ts: ts,
window: 10 * time.Second.Nanoseconds(),
granularity: time.Second.Nanoseconds(),
}
sme.init()
sme.Add(42) // [42, 0, 0, 0, 0, 0, 0, 0, 0, 0]
ts.Set(1, 0)
sme.Add(5) // [5, 42, 0, 0, 0, 0, 0, 0, 0, 0]
ts.Set(2, 0)
sme.Add(18) // [18, 5, 42, 0, 0, 0, 0, 0, 0, 0]
ts.Set(3, 0)
sme.Add(47) // [47, 18, 5, 42, 0, 0, 0, 0, 0, 0]
ts.Set(4, 0)
sme.Add(92) // [92, 47, 18, 5, 42, 0, 0, 0, 0, 0]
ts.Set(5, 0)
sme.Add(2) // [2, 92, 47, 18, 5, 42, 0, 0, 0, 0]
ts.Set(6, 0)
sme.Add(75) // [75, 2, 92, 47, 18, 5, 42, 0, 0, 0]
ts.Set(7, 0)
sme.Add(33) // [33, 75, 2, 92, 47, 18, 5, 42, 0, 0]
ts.Set(8, 0)
sme.Add(89) // [89, 33, 75, 2, 92, 47, 18, 5, 42, 0]
ts.Set(9, 0)
sme.Add(12) // [12, 89, 33, 75, 2, 92, 47, 18, 5, 42]
total, nsamples := sme.Total()
require.Equal(t, float64(12+89+33+75+2+92+47+18+5+42), total)
require.Equal(t, 10, nsamples)
}