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Engine Table: Implementation and closely-coupled utilities
package io.deephaven.engine.table.impl.updateby.em;
import io.deephaven.api.updateby.BadDataBehavior;
import io.deephaven.api.updateby.OperationControl;
import io.deephaven.engine.rowset.RowSet;
import io.deephaven.engine.table.ColumnSource;
import io.deephaven.engine.table.Table;
import io.deephaven.engine.table.impl.MatchPair;
import io.deephaven.engine.table.impl.locations.TableDataException;
import io.deephaven.engine.table.impl.sources.ReinterpretUtils;
import io.deephaven.engine.table.impl.updateby.UpdateByOperator;
import io.deephaven.engine.table.impl.updateby.internal.BaseDoubleUpdateByOperator;
import io.deephaven.engine.table.impl.util.RowRedirection;
import org.jetbrains.annotations.NotNull;
import org.jetbrains.annotations.Nullable;
import static io.deephaven.util.QueryConstants.NULL_LONG;
public abstract class BasePrimitiveEMOperator extends BaseDoubleUpdateByOperator {
protected final OperationControl control;
/** For EM operators, we can allow floating-point tick/time units. */
protected final double reverseWindowScaleUnits;
protected final double opAlpha;
protected ColumnSource> valueSource;
protected double opOneMinusAlpha;
final EmFunction aggFunction;
public interface EmFunction {
double apply(double prevVal, double curVal, double alpha, double oneMinusAlpha);
}
public abstract class Context extends BaseDoubleUpdateByOperator.Context {
double alpha;
double oneMinusAlpha;
long lastDt = NULL_LONG;
long lastStamp = NULL_LONG;
Context(final int chunkSize) {
super(chunkSize);
}
@Override
public void reset() {
super.reset();
lastStamp = NULL_LONG;
}
}
/**
* An operator that computes an EM output from an input column using an exponential decay function.
*
* @param pair the {@link MatchPair} that defines the input/output for this operation
* @param affectingColumns the names of the columns that affect this ema
* @param control the control parameters for EM operator
* @param timestampColumnName an optional timestamp column. If this is null, it will be assumed time is measured in
* integer ticks.
* @param windowScaleUnits the smoothing window for the EM operator. If no {@code timestampColumnName} is provided,
* this is measured in ticks, otherwise it is measured in nanoseconds.
*/
public BasePrimitiveEMOperator(
@NotNull final MatchPair pair,
@NotNull final String[] affectingColumns,
@NotNull final OperationControl control,
@Nullable final String timestampColumnName,
final double windowScaleUnits,
@NotNull final EmFunction aggFunction) {
super(pair, affectingColumns, timestampColumnName, 0, 0, false);
this.control = control;
this.aggFunction = aggFunction;
this.reverseWindowScaleUnits = windowScaleUnits;
opAlpha = Math.exp(-1.0 / reverseWindowScaleUnits);
opOneMinusAlpha = 1 - opAlpha;
}
@Override
public void initializeSources(@NotNull final Table source, @Nullable final RowRedirection rowRedirection) {
super.initializeSources(source, rowRedirection);
valueSource = ReinterpretUtils.maybeConvertToPrimitive(source.getColumnSource(pair.rightColumn));
}
@Override
public void initializeCumulative(
@NotNull final UpdateByOperator.Context updateContext,
final long firstUnmodifiedKey,
final long firstUnmodifiedTimestamp,
@NotNull final RowSet bucketRowSet) {
super.initializeCumulative(updateContext, firstUnmodifiedKey, firstUnmodifiedTimestamp, bucketRowSet);
final Context ctx = (Context) updateContext;
// rely on the caller to validate this is a valid timestamp (or NULL_LONG when appropriate)
ctx.lastStamp = firstUnmodifiedTimestamp;
}
void handleBadData(
@NotNull final Context ctx,
final boolean isNull,
final boolean isNan) {
boolean doReset = false;
if (isNull) {
if (control.onNullValueOrDefault() == BadDataBehavior.THROW) {
throw new TableDataException("Encountered null value during Exponential Moving output processing");
}
doReset = control.onNullValueOrDefault() == BadDataBehavior.RESET;
} else if (isNan) {
if (control.onNanValueOrDefault() == BadDataBehavior.THROW) {
throw new TableDataException("Encountered NaN value during Exponential Moving output processing");
} else if (control.onNanValueOrDefault() == BadDataBehavior.POISON) {
ctx.curVal = Double.NaN;
} else {
doReset = control.onNanValueOrDefault() == BadDataBehavior.RESET;
}
}
if (doReset) {
ctx.reset();
}
}
}
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