private double CalculateNextX(Random rnd, DoubleSeries s, PFSeriesConfig c, Function f, string fHead, long i)
{
double t = i / c.TimeQuotient;
var arg = ConfigurationParser.ParseArgument("t", t);
var periodicPart = ConfigurationParser.ComputeFunction(fHead, f, arg);
var ar_part_drivers = 0.0;
var ma_part_drivers = 0.0;
lock (seriesDict)
CalculateDriverParts(c.Drivers, out ar_part_drivers, out ma_part_drivers);
var et = rnd.NextGaussian_BoxMuller(c.Mean, c.StdDev); // next noise
var xt = c.C + periodicPart + ar_part_drivers + ma_part_drivers + et;
lock (seriesDict) {
if (s.X.Count > MAX_BUFFER_SIZE)
{
s.X.RemoveAt(0);
}
s.X.Add(xt);
}
return(xt);
}
private double CalculateNextXSimple(Random rnd, DoubleSeries s, PFSeriesConfig c, Function f, string fHead, long i)
{
double t = i / c.TimeQuotient;
var arg = ConfigurationParser.ParseArgument("t", t);
var xt = ConfigurationParser.ComputeFunction(fHead, f, arg);
s.X.Add(xt);
return(xt);
}
private void StreamSeries(StreamingJob job, PFSeriesConfig c)
{
DateTime dtts = new DateTime(1000, 1, 1, 0, 0, 0, 0);
string fHead = $"PF({string.Join(",", c.Arguments)})";
Function f = ConfigurationParser.ParseFunction(fHead, c.Expression);
for (long i = 0; true; i++)
{
job.Token.ThrowIfCancellationRequested();
double xt = 0.0;
lock (seriesDict)
xt = CalculateNextX(rnd, series, c, f, fHead, i);
if (c.Export && i > c.Delay)
{
double outlierCandidate = rnd.NextDouble();
if (outlierCandidate < c.OutlierRatio3s)
{
xt = GenerateOutlier(rnd, xt, series.X, 3, 4);
}
else if (outlierCandidate < c.OutlierRatio2s)
{
xt = GenerateOutlier(rnd, xt, series.X, 2, 3);
}
// string timestamp = DateTime.Now.ToString(DATETIME_FORMAT); // v1
string timestamp = dtts.ToString(generatorConfig.DateTimeFormat); // v2
var msg = JsonConvert.SerializeObject(GenerateMessage(c, group, timestamp, xt));
job.Client.Publish(config.Topic, Encoding.UTF8.GetBytes(msg));
Thread.Sleep(c.Interval);
dtts = dtts.AddMilliseconds(c.Interval); // v2
}
else if (i > c.Delay)
{
Thread.Sleep(c.Interval);
}
}
}
