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Engine Table: Implementation and closely-coupled utilities
/*
* ---------------------------------------------------------------------------------------------------------------------
* AUTO-GENERATED CLASS - DO NOT EDIT MANUALLY - for any changes edit CharRollingStdOperator and regenerate
* ---------------------------------------------------------------------------------------------------------------------
*/
package io.deephaven.engine.table.impl.updateby.rollingstd;
import io.deephaven.base.ringbuffer.AggregatingDoubleRingBuffer;
import io.deephaven.base.verify.Assert;
import io.deephaven.chunk.IntChunk;
import io.deephaven.chunk.Chunk;
import io.deephaven.chunk.attributes.Values;
import io.deephaven.engine.table.impl.MatchPair;
import io.deephaven.engine.table.impl.updateby.UpdateByOperator;
import io.deephaven.engine.table.impl.updateby.internal.BaseDoubleUpdateByOperator;
import org.jetbrains.annotations.NotNull;
import org.jetbrains.annotations.Nullable;
import static io.deephaven.util.QueryConstants.NULL_INT;
import static io.deephaven.util.QueryConstants.NULL_DOUBLE;
public class IntRollingStdOperator extends BaseDoubleUpdateByOperator {
private static final int BUFFER_INITIAL_CAPACITY = 128;
// region extra-fields
// endregion extra-fields
protected class Context extends BaseDoubleUpdateByOperator.Context {
protected IntChunk extends Values> influencerValuesChunk;
protected AggregatingDoubleRingBuffer valueBuffer;
protected AggregatingDoubleRingBuffer valueSquareBuffer;
@SuppressWarnings("unused")
protected Context(final int affectedChunkSize, final int influencerChunkSize) {
super(affectedChunkSize);
valueBuffer = new AggregatingDoubleRingBuffer(BUFFER_INITIAL_CAPACITY, 0.0,
Double::sum,
((a, b) -> {
if (a == NULL_DOUBLE && b == NULL_DOUBLE) {
return 0.0; // identity value
} else if (a == NULL_DOUBLE) {
return b;
} else if (b == NULL_DOUBLE) {
return a;
}
return a + b;
}));
valueSquareBuffer = new AggregatingDoubleRingBuffer(BUFFER_INITIAL_CAPACITY, 0.0,
Double::sum,
((a, b) -> {
if (a == NULL_DOUBLE && b == NULL_DOUBLE) {
return 0.0; // identity value
} else if (a == NULL_DOUBLE) {
return b;
} else if (b == NULL_DOUBLE) {
return a;
}
return a + b;
}));
}
@Override
public void close() {
super.close();
valueBuffer = null;
}
@Override
public void setValueChunks(@NotNull final Chunk extends Values>[] valueChunks) {
influencerValuesChunk = valueChunks[0].asIntChunk();
}
@Override
public void push(int pos, int count) {
valueBuffer.ensureRemaining(count);
valueSquareBuffer.ensureRemaining(count);
for (int ii = 0; ii < count; ii++) {
final int val = influencerValuesChunk.get(pos + ii);
if (val != NULL_INT) {
// Add the value and its square to the buffers.
valueBuffer.addUnsafe(val);
valueSquareBuffer.addUnsafe((double)val * val);
} else {
// Add null to the buffers and increment the count.
valueBuffer.addUnsafe(NULL_DOUBLE);
valueSquareBuffer.addUnsafe(NULL_DOUBLE);
nullCount++;
}
}
}
@Override
public void pop(int count) {
Assert.geq(valueBuffer.size(), "valueBuffer.size()", count);
Assert.geq(valueSquareBuffer.size(), "valueSquareBuffer.size()", count);
for (int ii = 0; ii < count; ii++) {
final double val = valueBuffer.removeUnsafe();
final double valSquare = valueSquareBuffer.removeUnsafe();
if (val == NULL_DOUBLE || valSquare == NULL_DOUBLE) {
nullCount--;
}
}
}
@Override
public void writeToOutputChunk(int outIdx) {
if (valueBuffer.size() == 0) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = valueBuffer.size() - nullCount;
if (count <= 1) {
outputValues.set(outIdx, Double.NaN);
return;
}
final double valueSquareSum = valueSquareBuffer.evaluate();
final double valueSum = valueBuffer.evaluate();
if (Double.isNaN(valueSquareSum)
|| Double.isNaN(valueSum)
|| Double.isInfinite(valueSquareSum)
|| Double.isInfinite(valueSum)) {
outputValues.set(outIdx, Double.NaN);
return;
}
// Perform the calculation in a way that minimizes the impact of floating point error.
final double eps = Math.ulp(valueSquareSum);
final double vs2bar = valueSum * (valueSum / count);
final double delta = valueSquareSum - vs2bar;
final double rel_eps = delta / eps;
// Assign zero when the variance is leq the floating point error.
final double variance = Math.abs(rel_eps) > 1.0 ? delta / (count - 1) : 0.0;
final double std = Math.sqrt(variance);
outputValues.set(outIdx, std);
}
}
@Override
public void reset() {
super.reset();
valueBuffer.clear();
valueSquareBuffer.clear();
}
}
@NotNull
@Override
public UpdateByOperator.Context makeUpdateContext(final int affectedChunkSize, final int influencerChunkSize) {
return new Context(affectedChunkSize, influencerChunkSize);
}
public IntRollingStdOperator(
@NotNull final MatchPair pair,
@NotNull final String[] affectingColumns,
@Nullable final String timestampColumnName,
final long reverseWindowScaleUnits,
final long forwardWindowScaleUnits
// region extra-constructor-args
// endregion extra-constructor-args
) {
super(pair, affectingColumns, timestampColumnName, reverseWindowScaleUnits, forwardWindowScaleUnits, true);
// region constructor
// endregion constructor
}
@Override
public UpdateByOperator copy() {
return new IntRollingStdOperator(
pair,
affectingColumns,
timestampColumnName,
reverseWindowScaleUnits,
forwardWindowScaleUnits
// region extra-copy-args
// endregion extra-copy-args
);
}
}
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