# Copyright 2008, 2009, 2011, 2012 Kevin Ryde
# This file is part of Chart.
#
# Chart is free software; you can redistribute it and/or modify it under the
# terms of the GNU General Public License as published by the Free Software
# Foundation; either version 3, or (at your option) any later version.
#
# Chart is distributed in the hope that it will be useful, but WITHOUT ANY
# WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License along
# with Chart. If not, see <http://www.gnu.org/licenses/>.
package App::Chart::Series::Derived::Median;
use 5.010;
use strict;
use warnings;
use Carp;
use List::Util qw(min max);
use POSIX ();
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Derived::SMA;
sub longname { __('Moving Median') }
sub shortname { __('Median') }
sub manual { __p('manual-node','Moving Median') }
use constant
{ type => 'average',
priority => -10,
parameter_info => [ { name => __('Days'),
key => 'median_days',
type => 'integer',
minimum => 1,
default => 20 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "Median bad N: $N";
return $class->SUPER::new
(parent => $parent,
N => $N,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
sub proc {
my ($class_or_self, $N) = @_;
$N = max ($N, 1);
my @array;
my @sorted;
my $mid1 = 0;
my $mid2 = 0;
return sub {
my ($value) = @_;
# add new
unshift @array, $value;
# drop old
if (@array > $N) {
pop @array;
} else {
# odd elems eg. 5 indexes 0,1,2,3,4 gives mid1==mid2==2 (N-1)/2
# even elems eg. 4 indexes 0,1,2,3 gives mid1==1,mid2==2 f/c of (N-1)/2
$mid1 = POSIX::floor ((@array - 1) / 2);
$mid2 = POSIX::ceil ((@array - 1) / 2);
}
@sorted = sort {$a<=>$b} @array;
return ($sorted[$mid1] + $sorted[$mid2]) / 2;
};
}
1;
__END__
# # maintaining seq ...
# #
# sub fill_part {
# my ($self, $lo, $hi) = @_;
# my $parent = $self->{'parent'};
# my $N = $self->{'N'};
#
# my $start = $parent->find_before ($lo, $N-1);
# $parent->fill ($start, $hi);
# my $s = $self->values_array;
# my $p = $parent->values_array;
#
# $hi = min ($hi, $#$p);
# if ($#$s < $hi) { $#$s = $hi; } # pre-extend
#
# my $pos = 0;
# my @seq;
#
# foreach my $i ($start .. $lo-1) {
# my $value = $p->[$i] // next;
# $seq[$pos++] = [ $value ];
# }
# my $count = $pos;
#
# my @sorted = sort {$a->[0] <=> $b->[0]} @seq;
# $#seq = $N-1; # pre-extend
# $#sorted = $N-1; # pre-extend
# ### warmup to count: $count
#
# foreach my $t ($lo .. $hi) {
# my $value = $p->[$t] // next;
#
# my $elem = $seq[$pos++];
# if ($pos >= $N) { $pos = 0; }
# if ($count < $N) { $count++; }
#
# if ($elem) {
# @sorted = grep {$_ != $elem} @sorted;
# $elem->[0] = $value;
# } else {
# $elem = [ $value ];
# }
#
# my $i;
# for ($i = 0; $i < $#sorted; $i++) {
# if ($sorted[0]->[0] >= $value) {
# last;
# }
# }
# splice @sorted, $i,0, $elem;
#
# $s->[$t] = $sorted[$count/2]->[0];
# }
# }
# =head1 NAME
#
# App::Chart::Series::Derived::Median -- moving median
#
# =head1 SYNOPSIS
#
# my $series = $parent->median($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut