io.deephaven.engine.table.impl.updateby.rollingwavg.BigDecimalRollingWAvgOperator Maven / Gradle / Ivy
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Engine Table: Implementation and closely-coupled utilities
package io.deephaven.engine.table.impl.updateby.rollingwavg;
import io.deephaven.base.ringbuffer.AggregatingObjectRingBuffer;
import io.deephaven.base.verify.Assert;
import io.deephaven.chunk.Chunk;
import io.deephaven.chunk.ObjectChunk;
import io.deephaven.chunk.attributes.Any;
import io.deephaven.chunk.attributes.Values;
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.sources.ReinterpretUtils;
import io.deephaven.engine.table.impl.updateby.UpdateByOperator;
import io.deephaven.engine.table.impl.updateby.internal.BaseObjectUpdateByOperator;
import io.deephaven.engine.table.impl.util.RowRedirection;
import io.deephaven.engine.table.impl.util.cast.ToBigDecimalCast;
import org.jetbrains.annotations.NotNull;
import org.jetbrains.annotations.Nullable;
import java.math.BigDecimal;
import java.math.MathContext;
public class BigDecimalRollingWAvgOperator extends BaseObjectUpdateByOperator {
private static final int BUFFER_INITIAL_CAPACITY = 128;
@NotNull
final MathContext mathContext;
@NotNull
final String weightColumnName;
@NotNull
protected ColumnSource> weightColumnSource;
@NotNull
protected ColumnSource> valueColumnSource;
protected class Context extends BaseObjectUpdateByOperator.Context {
ObjectChunk influencerValuesChunk;
ObjectChunk influencerWeightValuesChunk;
AggregatingObjectRingBuffer windowValues;
AggregatingObjectRingBuffer windowWeightValues;
ToBigDecimalCast valueCast;
ToBigDecimalCast weightCast;
protected Context(final int affectedChunkSize, final int influencerChunkSize) {
super(affectedChunkSize);
windowValues = new AggregatingObjectRingBuffer<>(BUFFER_INITIAL_CAPACITY, BigDecimal.ZERO,
BigDecimal::add,
(a, b) -> {
if (a == null && b == null) {
// Return the identity value.
return BigDecimal.ZERO;
} else if (a == null) {
return b;
} else if (b == null) {
return a;
}
return a.add(b);
});
windowWeightValues = new AggregatingObjectRingBuffer<>(BUFFER_INITIAL_CAPACITY, BigDecimal.ZERO,
BigDecimal::add,
(a, b) -> {
if (a == null && b == null) {
// Return the identity value.
return BigDecimal.ZERO;
} else if (a == null) {
return b;
} else if (b == null) {
return a;
}
return a.add(b);
});
// Create casting helpers for the weight and value sources.
weightCast = ToBigDecimalCast.makeToBigDecimalCast(weightColumnSource.getChunkType(),
weightColumnSource.getType(), influencerChunkSize);
valueCast = ToBigDecimalCast.makeToBigDecimalCast(valueColumnSource.getChunkType(),
valueColumnSource.getType(), influencerChunkSize);
}
@Override
public void close() {
super.close();
windowValues = null;
windowWeightValues = null;
valueCast.close();
weightCast.close();
}
@Override
public void setValueChunks(@NotNull final Chunk extends Values>[] valueChunks) {
influencerValuesChunk = valueCast.cast(valueChunks[0]);
influencerWeightValuesChunk = weightCast.cast(valueChunks[1]);
}
@Override
public void pop(int count) {
Assert.geq(windowValues.size(), "windowValues.size()", count);
Assert.geq(windowWeightValues.size(), "windowWeightValues.size()", count);
for (int ii = 0; ii < count; ii++) {
final BigDecimal val = windowValues.removeUnsafe();
windowWeightValues.removeUnsafe();
if (val == null) {
nullCount--;
}
}
}
@Override
public void push(int pos, int count) {
windowValues.ensureRemaining(count);
windowWeightValues.ensureRemaining(count);
for (int ii = 0; ii < count; ii++) {
final BigDecimal val = influencerValuesChunk.get(pos + ii);
final BigDecimal weight = influencerWeightValuesChunk.get(pos + ii);
if (val == null || weight == null) {
windowValues.addUnsafe(null);
windowWeightValues.addUnsafe(null);
nullCount++;
} else {
// Compute the product and add to the agg buffer.
final BigDecimal weightedVal = weight.multiply(val, mathContext);
windowValues.addUnsafe(weightedVal);
windowWeightValues.addUnsafe(weight);
}
}
}
@Override
public void writeToOutputChunk(int outIdx) {
if (windowValues.size() == nullCount) {
// This is inconsistent with the primitives, but BigDecimal cannot represent NaN.
outputValues.set(outIdx, null);
} else {
final BigDecimal weightSum = windowWeightValues.evaluate();
// Divide by zero will result in null.
if (!weightSum.equals(BigDecimal.ZERO)) {
final BigDecimal weightedValSum = windowValues.evaluate();
outputValues.set(outIdx, weightedValSum.divide(weightSum, mathContext));
} else {
outputValues.set(outIdx, null);
}
}
}
@Override
public void reset() {
super.reset();
windowValues.clear();
windowWeightValues.clear();
}
}
@NotNull
@Override
public UpdateByOperator.Context makeUpdateContext(final int affectedChunkSize, final int influencerChunkSize) {
return new Context(affectedChunkSize, influencerChunkSize);
}
public BigDecimalRollingWAvgOperator(
@NotNull final MatchPair pair,
@NotNull final String[] affectingColumns,
@Nullable final String timestampColumnName,
final long reverseWindowScaleUnits,
final long forwardWindowScaleUnits,
@NotNull final String weightColumnName,
@NotNull final MathContext mathContext) {
super(pair, affectingColumns, timestampColumnName, reverseWindowScaleUnits,
forwardWindowScaleUnits, true, BigDecimal.class);
this.weightColumnName = weightColumnName;
this.mathContext = mathContext;
}
@Override
public void initializeSources(@NotNull final Table source, @Nullable final RowRedirection rowRedirection) {
super.initializeSources(source, rowRedirection);
valueColumnSource = ReinterpretUtils.maybeConvertToPrimitive(source.getColumnSource(pair.rightColumn));
weightColumnSource = ReinterpretUtils.maybeConvertToPrimitive(source.getColumnSource(weightColumnName));
}
@Override
public UpdateByOperator copy() {
return new BigDecimalRollingWAvgOperator(
pair,
affectingColumns,
timestampColumnName,
reverseWindowScaleUnits,
forwardWindowScaleUnits,
weightColumnName,
mathContext);
}
/**
* Get the names of the input column(s) for this operator.
*
* @return the names of the input column
*/
@NotNull
@Override
protected String[] getInputColumnNames() {
return new String[] {pair.rightColumn, weightColumnName};
}
}
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