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Engine Table: Implementation and closely-coupled utilities
package io.deephaven.engine.table.impl.updateby;
import io.deephaven.api.Pair;
import io.deephaven.api.updateby.ColumnUpdateOperation;
import io.deephaven.api.updateby.OperationControl;
import io.deephaven.api.updateby.UpdateByControl;
import io.deephaven.api.updateby.UpdateByOperation;
import io.deephaven.api.updateby.spec.*;
import io.deephaven.engine.table.ColumnDefinition;
import io.deephaven.engine.table.TableDefinition;
import io.deephaven.engine.table.impl.MatchPair;
import io.deephaven.engine.table.impl.select.FormulaColumn;
import io.deephaven.engine.table.impl.updateby.delta.*;
import io.deephaven.engine.table.impl.updateby.em.*;
import io.deephaven.engine.table.impl.updateby.emstd.*;
import io.deephaven.engine.table.impl.updateby.fill.*;
import io.deephaven.engine.table.impl.updateby.minmax.*;
import io.deephaven.engine.table.impl.updateby.prod.*;
import io.deephaven.engine.table.impl.updateby.rollingavg.*;
import io.deephaven.engine.table.impl.updateby.rollingcount.*;
import io.deephaven.engine.table.impl.updateby.rollingformula.*;
import io.deephaven.engine.table.impl.updateby.rollinggroup.RollingGroupOperator;
import io.deephaven.engine.table.impl.updateby.rollingminmax.*;
import io.deephaven.engine.table.impl.updateby.rollingproduct.*;
import io.deephaven.engine.table.impl.updateby.rollingstd.*;
import io.deephaven.engine.table.impl.updateby.rollingsum.*;
import io.deephaven.engine.table.impl.updateby.rollingwavg.*;
import io.deephaven.engine.table.impl.updateby.sum.*;
import io.deephaven.hash.KeyedObjectHashMap;
import io.deephaven.hash.KeyedObjectKey;
import org.jetbrains.annotations.NotNull;
import java.math.BigDecimal;
import java.math.BigInteger;
import java.math.MathContext;
import java.time.Instant;
import java.util.*;
import java.util.stream.Collectors;
import java.util.stream.Stream;
import static io.deephaven.util.BooleanUtils.NULL_BOOLEAN_AS_BYTE;
import static io.deephaven.util.QueryConstants.NULL_BYTE;
/**
* A factory to visit all of the {@link UpdateByOperation}s to produce a set of {@link UpdateByOperator}s that
* {@link UpdateBy} can use to produce a result.
*/
public class UpdateByOperatorFactory {
private final TableDefinition tableDef;
private final MatchPair[] groupByColumns;
@NotNull
private final UpdateByControl control;
public UpdateByOperatorFactory(
@NotNull final TableDefinition tableDef,
@NotNull final MatchPair[] groupByColumns,
@NotNull final UpdateByControl control) {
this.tableDef = tableDef;
this.groupByColumns = groupByColumns;
this.control = control;
}
/**
* Create a collection of operator output column names from a list of {@link UpdateByOperation operator specs}.
*
* @param specs the collection of {@link UpdateByOperation specs} to create
* @return a collection of {@link String column names}
*/
final Collection getOutputColumns(@NotNull final Collection specs) {
final OutputColumnVisitor v = new OutputColumnVisitor();
specs.forEach(s -> s.walk(v));
return v.outputColumns;
}
/**
* Create a collection of operators from a list of {@link UpdateByOperation operator specs}. This operation assumes
* that the {@link UpdateByOperation specs} are window-compatible, i.e. will share cumulative vs. rolling properties
* and window parameters.
*
* @param specs the collection of {@link UpdateByOperation specs} to create
* @return a organized collection of {@link UpdateByOperator operations} where each operator can share resources
* within the collection
*/
final Collection getOperators(@NotNull final Collection specs) {
final OperationVisitor v = new OperationVisitor();
specs.forEach(s -> s.walk(v));
// Do we have a combined rolling group operator to create?
if (v.rollingGroupSpec != null) {
v.ops.add(v.makeRollingGroupOperator(v.rollingGroupPairs, tableDef, v.rollingGroupSpec));
}
// Each EmStd operator needs to be paired with an Ema operator. If one already exists for the input column,
// use it. Otherwise create one but hide the output columns.
return v.ops;
}
/**
* Organize the {@link UpdateByOperation operator specs} into windows so that the operators that can share
* processing resources are stored within the same collection. Generally, this collects cumulative operators
* together and collects rolling operators with the same parameters together.
*
* @param specs the collection of {@link UpdateByOperation specs} to organize
* @return a organized collection of {@link List operation lists} where the operator specs
* can share resources within the collection
*/
final Collection> getWindowOperatorSpecs(
@NotNull final Collection specs) {
final WindowVisitor v = new WindowVisitor();
specs.forEach(s -> s.walk(v));
return v.windowMap.values();
}
static MatchPair[] parseMatchPairs(final List columns) {
return columns.stream()
.map(MatchPair::of)
.toArray(MatchPair[]::new);
}
/**
* If the input columns to add is an empty array, create a new one that maps each column to itself in the result
*
* @param tableDef the source table definition
* @param columnsToAdd the list of {@link MatchPair}s for the result columns
* @return the input columns to add if it was non-empty, or a new one that maps each source column 1:1 to the
* output.
*/
@NotNull
static MatchPair[] createColumnsToAddIfMissing(
@NotNull final TableDefinition tableDef,
@NotNull final MatchPair[] columnsToAdd,
@NotNull final UpdateBySpec spec,
final MatchPair[] groupByColumns) {
if (columnsToAdd.length == 0) {
return createOneToOneMatchPairs(tableDef, groupByColumns, spec);
}
return columnsToAdd;
}
/**
* Create a new {@link MatchPair} array that maps each input column to itself on the output side.
*
* @param tableDef the source table definition
* @param groupByColumns the columns to group the tableDef by
* @return A new {@link MatchPair}[] that maps each source column 1:1 to the output.
*/
@NotNull
static MatchPair[] createOneToOneMatchPairs(
@NotNull final TableDefinition tableDef,
final MatchPair[] groupByColumns,
@NotNull final UpdateBySpec spec) {
final Set usedGroupColumns = groupByColumns.length == 0 ? Collections.emptySet()
: Arrays.stream(groupByColumns)
.map(MatchPair::rightColumn).collect(Collectors.toSet());
return tableDef.getColumnStream()
.filter(c -> !usedGroupColumns.contains(c.getName()) && spec.applicableTo(c.getDataType()))
.map(c -> new MatchPair(c.getName(), c.getName()))
.toArray(MatchPair[]::new);
}
public String describe(Collection clauses) {
final Describer d = new Describer();
clauses.forEach(c -> c.walk(d));
return d.descriptionBuilder.toString();
}
private static class Describer implements UpdateByOperation.Visitor {
final StringBuilder descriptionBuilder = new StringBuilder();
@Override
public Void visit(ColumnUpdateOperation clause) {
final MatchPair[] pairs = parseMatchPairs(clause.columns());
final String columnStr;
if (pairs.length == 0) {
columnStr = "[All]";
} else {
columnStr = MatchPair.matchString(pairs);
}
descriptionBuilder.append(clause.spec().toString()).append("(").append(columnStr).append("), ");
return null;
}
}
private class OutputColumnVisitor implements UpdateByOperation.Visitor {
final List outputColumns = new ArrayList<>();
@Override
public Void visit(@NotNull final ColumnUpdateOperation clause) {
final UpdateBySpec spec = clause.spec();
final MatchPair[] pairs =
createColumnsToAddIfMissing(tableDef, parseMatchPairs(clause.columns()), spec, groupByColumns);
for (MatchPair pair : pairs) {
outputColumns.add(pair.leftColumn);
}
return null;
}
}
private static class WindowVisitor implements UpdateByOperation.Visitor {
boolean created = false;
// We will divide the operators into similar windows for efficient processing.
final KeyedObjectHashMap> windowMap =
new KeyedObjectHashMap<>(new KeyedObjectKey<>() {
@Override
public ColumnUpdateOperation getKey(final List clauseList) {
return clauseList.get(0);
}
@Override
public int hashKey(final ColumnUpdateOperation clause) {
final UpdateBySpec spec = clause.spec();
final boolean windowed = spec instanceof RollingOpSpec;
int hash = Boolean.hashCode(windowed);
// Treat all cumulative ops with the same input columns as identical, even if they rely on
// timestamps
if (!windowed) {
return hash;
}
final RollingOpSpec rollingSpec = (RollingOpSpec) spec;
// Leverage ImmutableWindowScale.hashCode() function.
hash = 31 * hash + Objects.hashCode(rollingSpec.revWindowScale());
hash = 31 * hash + Objects.hashCode(rollingSpec.fwdWindowScale());
return hash;
}
@Override
public boolean equalKey(final ColumnUpdateOperation clauseA,
final List clauseList) {
final ColumnUpdateOperation clauseB = clauseList.get(0);
final UpdateBySpec specA = clauseA.spec();
final UpdateBySpec specB = clauseB.spec();
// Equivalent if both are cumulative, not equivalent if only one is cumulative
boolean aRolling = specA instanceof RollingOpSpec;
boolean bRolling = specB instanceof RollingOpSpec;
if (!aRolling && !bRolling) {
return true;
} else if (aRolling != bRolling) {
return false;
}
final RollingOpSpec rsA = (RollingOpSpec) specA;
final RollingOpSpec rsB = (RollingOpSpec) specB;
// Rolling ops are equivalent when they share a time or row based accumulation and the same
// fwd/prev units
if (!Objects.equals(rsA.revWindowScale().timestampCol(), rsB.revWindowScale().timestampCol())) {
return false;
}
// Leverage ImmutableWindowScale.equals() functions.
return Objects.equals(rsA.revWindowScale(), rsB.revWindowScale()) &&
Objects.equals(rsA.fwdWindowScale(), rsB.fwdWindowScale());
}
});
@Override
public Void visit(@NotNull final ColumnUpdateOperation clause) {
created = false;
final List opList = windowMap.putIfAbsent(clause,
(newOpListOp) -> {
final List newOpList = new ArrayList<>();
newOpList.add(clause);
created = true;
return newOpList;
});
if (!created) {
opList.add(clause);
}
return null;
}
}
private class OperationVisitor implements UpdateBySpec.Visitor, UpdateByOperation.Visitor {
private final List ops = new ArrayList<>();
private MatchPair[] pairs;
// Storage for delayed RollingGroup creation.
RollingGroupSpec rollingGroupSpec;
MatchPair[] rollingGroupPairs;
/**
* Check if the supplied type is one of the supported time types.
*
* @param type the type
* @return true if the type is one of the useable time types
*/
public boolean isTimeType(@NotNull final Class type) {
// TODO: extend time handling similar to enterprise (ZonedDateTime, LocalDate, LocalTime)
return type == Instant.class;
}
@Override
public Void visit(@NotNull final ColumnUpdateOperation clause) {
final UpdateBySpec spec = clause.spec();
pairs = createColumnsToAddIfMissing(tableDef, parseMatchPairs(clause.columns()), spec, groupByColumns);
spec.walk(this);
pairs = null;
return null;
}
@Override
public Void visit(@NotNull final EmaSpec es) {
final boolean isTimeBased = es.windowScale().isTimeBased();
final String timestampCol = es.windowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeEmaOperator(fc,
tableDef,
es))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final EmsSpec spec) {
final boolean isTimeBased = spec.windowScale().isTimeBased();
final String timestampCol = spec.windowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeEmsOperator(fc,
tableDef,
spec))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final EmMinMaxSpec spec) {
final boolean isTimeBased = spec.windowScale().isTimeBased();
final String timestampCol = spec.windowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeEmMinMaxOperator(fc,
tableDef,
spec))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final EmStdSpec spec) {
final boolean isTimeBased = spec.windowScale().isTimeBased();
final String timestampCol = spec.windowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeEmStdOperator(fc,
tableDef,
spec))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final FillBySpec fbs) {
Arrays.stream(pairs)
.map(fc -> makeForwardFillOperator(fc, tableDef))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final CumSumSpec css) {
Arrays.stream(pairs)
.map(fc -> makeCumSumOperator(fc, tableDef))
.forEach(ops::add);
return null;
}
@Override
public Void visit(CumMinMaxSpec cmms) {
Arrays.stream(pairs)
.map(fc -> makeCumMinMaxOperator(fc, tableDef, cmms.isMax()))
.forEach(ops::add);
return null;
}
@Override
public Void visit(CumProdSpec cps) {
Arrays.stream(pairs)
.map(fc -> makeCumProdOperator(fc, tableDef))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final DeltaSpec spec) {
Arrays.stream(pairs)
.map(fc -> makeDeltaOperator(fc, tableDef, spec))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingSumSpec rss) {
final boolean isTimeBased = rss.revWindowScale().isTimeBased();
final String timestampCol = rss.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingSumOperator(fc,
tableDef,
rss))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingGroupSpec rgs) {
// Delay the creation of the operator until we combine all the pairs together.
if (rollingGroupSpec == null) {
rollingGroupSpec = rgs;
rollingGroupPairs = pairs;
return null;
}
// The specs are identical and we can accumulate the pairs. We are not testing for uniqueness because
// subsequent checks will catch collisions.
final MatchPair[] newPairs = Arrays.copyOf(rollingGroupPairs, rollingGroupPairs.length + pairs.length);
System.arraycopy(pairs, 0, newPairs, rollingGroupPairs.length, pairs.length);
rollingGroupPairs = newPairs;
return null;
}
@Override
public Void visit(@NotNull final RollingProductSpec rps) {
final boolean isTimeBased = rps.revWindowScale().isTimeBased();
final String timestampCol = rps.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingProductOperator(fc,
tableDef,
rps))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingAvgSpec rs) {
final boolean isTimeBased = rs.revWindowScale().isTimeBased();
final String timestampCol = rs.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingAvgOperator(fc,
tableDef,
rs))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingMinMaxSpec rmm) {
final boolean isTimeBased = rmm.revWindowScale().isTimeBased();
final String timestampCol = rmm.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingMinMaxOperator(fc,
tableDef,
rmm))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingWAvgSpec rws) {
final boolean isTimeBased = rws.revWindowScale().isTimeBased();
final String timestampCol = rws.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingWAvgOperator(fc,
tableDef,
rws))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingStdSpec spec) {
final boolean isTimeBased = spec.revWindowScale().isTimeBased();
final String timestampCol = spec.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingStdOperator(fc,
tableDef,
spec))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingCountSpec spec) {
final boolean isTimeBased = spec.revWindowScale().isTimeBased();
final String timestampCol = spec.revWindowScale().timestampCol();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingCountOperator(fc,
tableDef,
spec))
.forEach(ops::add);
return null;
}
@Override
public Void visit(@NotNull final RollingFormulaSpec spec) {
final boolean isTimeBased = spec.revWindowScale().isTimeBased();
final String timestampCol = spec.revWindowScale().timestampCol();
// These operators can re-use formula columns when the types match.
final Map, FormulaColumn> formulaColumnMap = new HashMap<>();
Arrays.stream(pairs)
.filter(p -> !isTimeBased || !p.rightColumn().equals(timestampCol))
.map(fc -> makeRollingFormulaOperator(fc, tableDef, formulaColumnMap, spec))
.forEach(ops::add);
return null;
}
private UpdateByOperator makeEmaOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final EmaSpec spec) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (spec.windowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {spec.windowScale().timestampCol(), pair.rightColumn};
}
// use the correct units from the EmaSpec (depending on if Time or Tick based)
final double timeScaleUnits = spec.windowScale().getFractionalTimeScaleUnits();
final OperationControl control = spec.controlOrDefault();
final MathContext mathCtx = control.bigValueContextOrDefault();
final BasePrimitiveEMOperator.EmFunction doubleFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final double decayedVal = prev * alpha;
return decayedVal + (oneMinusAlpha * cur);
};
final BaseBigNumberEMOperator.EmFunction bdFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final BigDecimal decayedVal = prev.multiply(alpha, mathCtx);
return decayedVal.add(cur.multiply(oneMinusAlpha, mathCtx), mathCtx);
};
if (csType == byte.class || csType == Byte.class) {
return new ByteEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == short.class || csType == Short.class) {
return new ShortEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == int.class || csType == Integer.class) {
return new IntEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == long.class || csType == Long.class) {
return new LongEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == float.class || csType == Float.class) {
return new FloatEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == double.class || csType == Double.class) {
return new DoubleEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == BigDecimal.class) {
return new BigDecimalEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, bdFunction);
} else if (csType == BigInteger.class) {
return new BigIntegerEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, bdFunction);
}
throw new IllegalArgumentException("Can not perform EMA on type " + csType);
}
private UpdateByOperator makeEmsOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final EmsSpec spec) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (spec.windowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {spec.windowScale().timestampCol(), pair.rightColumn};
}
// use the correct units from the EmsSpec (depending on if Time or Tick based)
final double timeScaleUnits = spec.windowScale().getFractionalTimeScaleUnits();
final OperationControl control = spec.controlOrDefault();
final MathContext mathCtx = control.bigValueContextOrDefault();
final BasePrimitiveEMOperator.EmFunction doubleFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final double decayedVal = prev * alpha;
return decayedVal + cur;
};
final BaseBigNumberEMOperator.EmFunction bdFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final BigDecimal decayedVal = prev.multiply(alpha, mathCtx);
return decayedVal.add(cur, mathCtx);
};
if (csType == byte.class || csType == Byte.class) {
return new ByteEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == short.class || csType == Short.class) {
return new ShortEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == int.class || csType == Integer.class) {
return new IntEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == long.class || csType == Long.class) {
return new LongEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == float.class || csType == Float.class) {
return new FloatEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == double.class || csType == Double.class) {
return new DoubleEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == BigDecimal.class) {
return new BigDecimalEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, bdFunction);
} else if (csType == BigInteger.class) {
return new BigIntegerEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, bdFunction);
}
throw new IllegalArgumentException("Can not perform EMS on type " + csType);
}
private UpdateByOperator makeEmMinMaxOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final EmMinMaxSpec spec) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (spec.windowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {spec.windowScale().timestampCol(), pair.rightColumn};
}
// use the correct units from the EmMinMaxSpec (depending on if Time or Tick based)
final double timeScaleUnits = spec.windowScale().getFractionalTimeScaleUnits();
final OperationControl control = spec.controlOrDefault();
final MathContext mathCtx = control.bigValueContextOrDefault();
final BasePrimitiveEMOperator.EmFunction doubleFunction;
final BaseBigNumberEMOperator.EmFunction bdFunction;
if (spec.isMax()) {
doubleFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final double decayedVal = prev * alpha;
return Math.max(decayedVal, cur);
};
bdFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final BigDecimal decayedVal = prev.multiply(alpha, mathCtx);
return decayedVal.compareTo(cur) > 0
? decayedVal
: cur;
};
} else {
doubleFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final double decayedVal = prev * alpha;
return Math.min(decayedVal, cur);
};
bdFunction = (prev, cur, alpha, oneMinusAlpha) -> {
final BigDecimal decayedVal = prev.multiply(alpha, mathCtx);
return decayedVal.compareTo(cur) < 0
? decayedVal
: cur;
};
}
if (csType == byte.class || csType == Byte.class) {
return new ByteEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == short.class || csType == Short.class) {
return new ShortEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == int.class || csType == Integer.class) {
return new IntEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == long.class || csType == Long.class) {
return new LongEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == float.class || csType == Float.class) {
return new FloatEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == double.class || csType == Double.class) {
return new DoubleEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, doubleFunction);
} else if (csType == BigDecimal.class) {
return new BigDecimalEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, bdFunction);
} else if (csType == BigInteger.class) {
return new BigIntegerEMOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, bdFunction);
}
throw new IllegalArgumentException("Can not perform EmMinMax on type " + csType);
}
private UpdateByOperator makeEmStdOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final EmStdSpec spec) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (spec.windowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {spec.windowScale().timestampCol(), pair.rightColumn};
}
// use the correct units from the EmaSpec (depending on if Time or Tick based)
final double timeScaleUnits = spec.windowScale().getFractionalTimeScaleUnits();
final OperationControl control = spec.controlOrDefault();
final MathContext mathCtx = control.bigValueContextOrDefault();
if (csType == byte.class || csType == Byte.class) {
return new ByteEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits);
} else if (csType == short.class || csType == Short.class) {
return new ShortEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits);
} else if (csType == int.class || csType == Integer.class) {
return new IntEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits);
} else if (csType == long.class || csType == Long.class) {
return new LongEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits);
} else if (csType == float.class || csType == Float.class) {
return new FloatEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits);
} else if (csType == double.class || csType == Double.class) {
return new DoubleEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits);
} else if (csType == BigDecimal.class) {
return new BigDecimalEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, mathCtx);
} else if (csType == BigInteger.class) {
return new BigIntegerEmStdOperator(pair, affectingColumns, control,
spec.windowScale().timestampCol(), timeScaleUnits, mathCtx);
}
throw new IllegalArgumentException("Can not perform EmStd on type " + csType);
}
private UpdateByOperator makeCumProdOperator(MatchPair pair, TableDefinition tableDef) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
if (csType == byte.class || csType == Byte.class) {
return new ByteCumProdOperator(pair, NULL_BYTE);
} else if (csType == short.class || csType == Short.class) {
return new ShortCumProdOperator(pair);
} else if (csType == int.class || csType == Integer.class) {
return new IntCumProdOperator(pair);
} else if (csType == long.class || csType == Long.class) {
return new LongCumProdOperator(pair);
} else if (csType == float.class || csType == Float.class) {
return new FloatCumProdOperator(pair);
} else if (csType == double.class || csType == Double.class) {
return new DoubleCumProdOperator(pair);
} else if (csType == BigDecimal.class) {
return new BigDecimalCumProdOperator(pair, control.mathContextOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerCumProdOperator(pair);
}
throw new IllegalArgumentException("Can not perform Cumulative Min/Max on type " + csType);
}
private UpdateByOperator makeCumMinMaxOperator(MatchPair pair, TableDefinition tableDef, boolean isMax) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
if (csType == byte.class || csType == Byte.class) {
return new ByteCumMinMaxOperator(pair, isMax, NULL_BYTE);
} else if (csType == short.class || csType == Short.class) {
return new ShortCumMinMaxOperator(pair, isMax);
} else if (csType == int.class || csType == Integer.class) {
return new IntCumMinMaxOperator(pair, isMax);
} else if (csType == long.class || csType == Long.class || isTimeType(csType)) {
return new LongCumMinMaxOperator(pair, isMax, csType);
} else if (csType == float.class || csType == Float.class) {
return new FloatCumMinMaxOperator(pair, isMax);
} else if (csType == double.class || csType == Double.class) {
return new DoubleCumMinMaxOperator(pair, isMax);
} else if (Comparable.class.isAssignableFrom(csType)) {
return new ComparableCumMinMaxOperator(pair, isMax, csType);
}
throw new IllegalArgumentException("Can not perform Cumulative Min/Max on type " + csType);
}
private UpdateByOperator makeCumSumOperator(MatchPair pair, TableDefinition tableDef) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
if (csType == Boolean.class || csType == boolean.class) {
return new ByteCumSumOperator(pair, NULL_BOOLEAN_AS_BYTE);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteCumSumOperator(pair, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharCumSumOperator(pair);
} else if (csType == short.class || csType == Short.class) {
return new ShortCumSumOperator(pair);
} else if (csType == int.class || csType == Integer.class) {
return new IntCumSumOperator(pair);
} else if (csType == long.class || csType == Long.class) {
return new LongCumSumOperator(pair);
} else if (csType == float.class || csType == Float.class) {
return new FloatCumSumOperator(pair);
} else if (csType == double.class || csType == Double.class) {
return new DoubleCumSumOperator(pair);
} else if (csType == BigDecimal.class) {
return new BigDecimalCumSumOperator(pair, control.mathContextOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerCumSumOperator(pair);
}
throw new IllegalArgumentException("Can not perform Cumulative Sum on type " + csType);
}
private UpdateByOperator makeForwardFillOperator(MatchPair pair, TableDefinition tableDef) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
if (csType == char.class || csType == Character.class) {
return new CharFillByOperator(pair);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteFillByOperator(pair);
} else if (csType == short.class || csType == Short.class) {
return new ShortFillByOperator(pair);
} else if (csType == int.class || csType == Integer.class) {
return new IntFillByOperator(pair);
} else if (csType == long.class || csType == Long.class || isTimeType(csType)) {
return new LongFillByOperator(pair, csType);
} else if (csType == float.class || csType == Float.class) {
return new FloatFillByOperator(pair);
} else if (csType == double.class || csType == Double.class) {
return new DoubleFillByOperator(pair);
} else if (csType == boolean.class || csType == Boolean.class) {
return new BooleanFillByOperator(pair);
} else {
return new ObjectFillByOperator<>(pair, csType);
}
}
private UpdateByOperator makeDeltaOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final DeltaSpec ds) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
if (csType == Character.class || csType == char.class) {
return new CharDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == byte.class || csType == Byte.class) {
return new ByteDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == short.class || csType == Short.class) {
return new ShortDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == int.class || csType == Integer.class) {
return new IntDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == long.class || csType == Long.class || isTimeType(csType)) {
return new LongDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == float.class || csType == Float.class) {
return new FloatDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == double.class || csType == Double.class) {
return new DoubleDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == BigDecimal.class) {
return new BigDecimalDeltaOperator(pair, ds.deltaControlOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerDeltaOperator(pair, ds.deltaControlOrDefault());
}
throw new IllegalArgumentException("Can not perform Delta on type " + csType);
}
private UpdateByOperator makeRollingSumOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final RollingSumSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == Boolean.class || csType == boolean.class) {
return new ByteRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BOOLEAN_AS_BYTE);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == long.class || csType == Long.class) {
return new LongRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == BigDecimal.class) {
return new BigDecimalRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, control.mathContextOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerRollingSumOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
}
throw new IllegalArgumentException("Can not perform RollingSum on type " + csType);
}
private UpdateByOperator makeRollingGroupOperator(@NotNull final MatchPair[] pairs,
@NotNull final TableDefinition tableDef,
@NotNull final RollingGroupSpec rg) {
Stream inputColumnStream = Arrays.stream(pairs).map(MatchPair::rightColumn);
if (rg.revWindowScale().timestampCol() != null) {
// Include the timestamp column in the affecting list
inputColumnStream = Stream.concat(Stream.of(rg.revWindowScale().timestampCol()), inputColumnStream);
}
final String[] affectingColumns = inputColumnStream.toArray(String[]::new);
final long prevWindowScaleUnits = rg.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rg.fwdWindowScale().getTimeScaleUnits();
return new RollingGroupOperator(pairs, affectingColumns,
rg.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, tableDef);
}
private UpdateByOperator makeRollingAvgOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final RollingAvgSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == Boolean.class || csType == boolean.class) {
return new ByteRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BOOLEAN_AS_BYTE);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == long.class || csType == Long.class) {
return new LongRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == BigDecimal.class) {
return new BigDecimalRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, control.mathContextOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerRollingAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, control.mathContextOrDefault());
}
throw new IllegalArgumentException("Can not perform RollingSum on type " + csType);
}
private UpdateByOperator makeRollingMinMaxOperator(@NotNull MatchPair pair,
@NotNull TableDefinition tableDef,
@NotNull RollingMinMaxSpec rmm) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rmm.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rmm.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rmm.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rmm.fwdWindowScale().getTimeScaleUnits();
if (csType == byte.class || csType == Byte.class) {
return new ByteRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (csType == char.class || csType == Character.class) {
return new CharRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (csType == long.class || csType == Long.class || isTimeType(csType)) {
return new LongRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingMinMaxOperator(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax());
} else if (Comparable.class.isAssignableFrom(csType)) {
return new ComparableRollingMinMaxOperator<>(pair, affectingColumns,
rmm.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rmm.isMax(), csType);
}
throw new IllegalArgumentException("Can not perform Rolling Min/Max on type " + csType);
}
private UpdateByOperator makeRollingProductOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final RollingProductSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == byte.class || csType == Byte.class) {
return new ByteRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == char.class || csType == Character.class) {
return new CharRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == long.class || csType == Long.class) {
return new LongRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == BigDecimal.class) {
return new BigDecimalRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, control.mathContextOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerRollingProductOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
}
throw new IllegalArgumentException("Can not perform RollingProduct on type " + csType);
}
private UpdateByOperator makeRollingCountOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final RollingCountSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == boolean.class || csType == Boolean.class) {
return new ByteRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BOOLEAN_AS_BYTE);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == long.class || csType == Long.class) {
return new LongRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else {
return new ObjectRollingCountOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
}
}
private UpdateByOperator makeRollingStdOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final RollingStdSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == Boolean.class || csType == boolean.class) {
return new ByteRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BOOLEAN_AS_BYTE);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, NULL_BYTE);
} else if (csType == char.class || csType == Character.class) {
return new CharRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == long.class || csType == Long.class) {
return new LongRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits);
} else if (csType == BigDecimal.class) {
return new BigDecimalRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, control.mathContextOrDefault());
} else if (csType == BigInteger.class) {
return new BigIntegerRollingStdOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, control.mathContextOrDefault());
}
throw new IllegalArgumentException("Can not perform RollingStd on type " + csType);
}
private UpdateByOperator makeRollingWAvgOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final RollingWAvgSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final ColumnDefinition weightColumnDef = tableDef.getColumn(rs.weightCol());
final Class weightCsType = weightColumnDef.getDataType();
if (!rs.weightColumnApplicableTo(weightCsType)) {
throw new IllegalArgumentException("Can not perform RollingWAvg on weight column type " + weightCsType);
}
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn, rs.weightCol()};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn, rs.weightCol()};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == BigDecimal.class || csType == BigInteger.class ||
weightCsType == BigDecimal.class || weightCsType == BigInteger.class) {
// We need to produce a BigDecimal result output. All input columns will be cast to BigDecimal so
// there is no distinction between input types.
return new BigDecimalRollingWAvgOperator<>(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol(), control.mathContextOrDefault());
}
if (csType == byte.class || csType == Byte.class) {
return new ByteRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
} else if (csType == char.class || csType == Character.class) {
return new CharRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
} else if (csType == long.class || csType == Long.class) {
return new LongRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingWAvgOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.weightCol());
}
throw new IllegalArgumentException("Can not perform RollingWAvg on type " + csType);
}
private UpdateByOperator makeRollingFormulaOperator(@NotNull final MatchPair pair,
@NotNull final TableDefinition tableDef,
@NotNull final Map, FormulaColumn> formulaColumnMap,
@NotNull final RollingFormulaSpec rs) {
final ColumnDefinition columnDef = tableDef.getColumn(pair.rightColumn);
final Class csType = columnDef.getDataType();
final String[] affectingColumns;
if (rs.revWindowScale().timestampCol() == null) {
affectingColumns = new String[] {pair.rightColumn};
} else {
affectingColumns = new String[] {rs.revWindowScale().timestampCol(), pair.rightColumn};
}
final long prevWindowScaleUnits = rs.revWindowScale().getTimeScaleUnits();
final long fwdWindowScaleUnits = rs.fwdWindowScale().getTimeScaleUnits();
if (csType == boolean.class || csType == Boolean.class) {
return new BooleanRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == byte.class || csType == Byte.class) {
return new ByteRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == char.class || csType == Character.class) {
return new CharRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == short.class || csType == Short.class) {
return new ShortRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == int.class || csType == Integer.class) {
return new IntRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == long.class || csType == Long.class) {
return new LongRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == float.class || csType == Float.class) {
return new FloatRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
} else if (csType == double.class || csType == Double.class) {
return new DoubleRollingFormulaOperator(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
}
return new ObjectRollingFormulaOperator<>(pair, affectingColumns,
rs.revWindowScale().timestampCol(),
prevWindowScaleUnits, fwdWindowScaleUnits, rs.formula(), rs.paramToken(),
formulaColumnMap, tableDef);
}
}
}
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