/// <inheritdoc/>
public override InterpolationResult <T> Interpolate(DateTime interpolationTime, IEnumerable <Message <T> > messages, DateTime?closedOriginatingTime)
{
// If no messages available,
if (messages.Count() == 0)
{
// Then depending on orDefault, either create a default value or return does not exist.
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, DateTime.MinValue) :
InterpolationResult <T> .DoesNotExist(DateTime.MinValue));
}
Message <T> nearestMatch = default;
TimeSpan minDistance = TimeSpan.MaxValue;
DateTime upperBound = (this.relativeTimeInterval.Right < TimeSpan.Zero) ? interpolationTime.BoundedAdd(this.relativeTimeInterval.Right) : interpolationTime;
foreach (var message in messages)
{
var delta = message.OriginatingTime - interpolationTime;
// Determine if the message is on the right side of the window start
var messageIsAfterWindowStart = this.relativeTimeInterval.LeftEndpoint.Inclusive ? delta >= this.relativeTimeInterval.Left : delta > this.relativeTimeInterval.Left;
// Only consider messages that occur within the lookback window.
if (messageIsAfterWindowStart)
{
// Determine if the message is outside the window end
var messageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? delta > this.relativeTimeInterval.Right : delta >= this.relativeTimeInterval.Right;
// We stop searching either when we reach a message that is beyond the lookahead
// window or when the distance (absolute delta) exceeds the best distance.
var distance = delta.Duration();
if (messageIsOutsideWindowEnd || (distance > minDistance))
{
break;
}
// keep track of the nearest match so far and its delta
nearestMatch = message;
minDistance = distance;
}
}
// If minDistance is anything other than MaxValue, we found a nearest matching message.
if (minDistance < TimeSpan.MaxValue)
{
// Return the matching message value as the matched result.
// All messages before the matching message are obsolete.
return(InterpolationResult <T> .Create(nearestMatch.Data, nearestMatch.OriginatingTime));
}
else
{
// o/w, that means no match was found. In that case, either return
// DoesNotExist or the default value (according to the parameter)
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, upperBound) :
InterpolationResult <T> .DoesNotExist(upperBound));
}
}
/// <inheritdoc/>
public override InterpolationResult <T> Interpolate(DateTime interpolationTime, IEnumerable <Message <T> > messages, DateTime?closedOriginatingTime)
{
// If no messages available,
if (messages.Count() == 0)
{
// Then depending on orDefault, either create a default value or return does not exist.
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, DateTime.MinValue) :
InterpolationResult <T> .DoesNotExist(DateTime.MinValue));
}
Message <T> firstMessage = default;
bool found = false;
foreach (var message in messages)
{
var delta = message.OriginatingTime - interpolationTime;
// Determine if the message is on the right side of the window start
var messageIsAfterWindowStart = this.relativeTimeInterval.LeftEndpoint.Inclusive ? delta >= this.relativeTimeInterval.Left : delta > this.relativeTimeInterval.Left;
// Only consider messages that occur within the lookback window.
if (messageIsAfterWindowStart)
{
// Determine if the message is outside the window end
var messageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? delta > this.relativeTimeInterval.Right : delta >= this.relativeTimeInterval.Right;
// We stop searching either when we reach a message that is beyond the lookahead window
if (messageIsOutsideWindowEnd)
{
break;
}
// keep track of message and exit the loop as we found the first one
firstMessage = message;
found = true;
break;
}
}
// If we found a first message in the window
if (found)
{
// Return the matching message value as the matched result.
// All messages before the matching message are obsolete.
return(InterpolationResult <T> .Create(firstMessage.Data, firstMessage.OriginatingTime));
}
else
{
// o/w, that means no match was found, which implies there was no message in the
// window. In that case, either return DoesNotExist or the default value.
var windowLeft = interpolationTime.BoundedAdd(this.relativeTimeInterval.Left);
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, windowLeft) :
InterpolationResult <T> .DoesNotExist(windowLeft));
}
}
/// <inheritdoc/>
public override InterpolationResult <TOut> Interpolate(DateTime interpolationTime, IEnumerable <Message <TIn> > messages, DateTime?closedOriginatingTime)
{
// If no messages available,
if (messages.Count() == 0)
{
// If stream is closed,
if (closedOriginatingTime.HasValue)
{
// Then no other value or better match will appear, so depending on orDefault,
// either create a default value or return does not exist.
return(this.orDefault ?
InterpolationResult <TOut> .Create(this.defaultValue, DateTime.MinValue) :
InterpolationResult <TOut> .DoesNotExist(DateTime.MinValue));
}
else
{
// otherwise if the stream is not closed yet, insufficient data
return(InterpolationResult <TOut> .InsufficientData());
}
}
Message <TIn> lastMessage = default;
foreach (var message in messages)
{
// If we have a message past or at the interpolation time
if (message.OriginatingTime >= interpolationTime)
{
// Then if we have a previous message
if (lastMessage != default)
{
// Then interpolate and return the result
var ratio = (interpolationTime - lastMessage.OriginatingTime).Ticks / (double)(message.OriginatingTime - lastMessage.OriginatingTime).Ticks;
return(InterpolationResult <TOut> .Create(
this.interpolator(lastMessage.Data, message.Data, ratio),
message.OriginatingTime == interpolationTime?message.OriginatingTime : lastMessage.OriginatingTime));
}
else if (message.OriginatingTime == interpolationTime)
{
// O/w if the message is right at the interpolation time, we don't need the previous
// message
return(InterpolationResult <TOut> .Create(this.interpolator(default, message.Data, 1), message.OriginatingTime));
/// <inheritdoc/>
public override InterpolationResult <T> Interpolate(DateTime interpolationTime, IEnumerable <Message <T> > messages, DateTime?closedOriginatingTime)
{
// If no messages available,
if (messages.Count() == 0)
{
// If stream is closed,
if (closedOriginatingTime.HasValue)
{
// Then no other value or better match will appear, so depending on orDefault,
// either create a default value or return does not exist.
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, DateTime.MinValue) :
InterpolationResult <T> .DoesNotExist(DateTime.MinValue));
}
else
{
// otherwise if the stream is not closed yet, insufficient data
return(InterpolationResult <T> .InsufficientData());
}
}
// Look for the last match that's stil within the window
Message <T> lastMatchingMessage = default;
bool found = false;
foreach (var message in messages)
{
var delta = message.OriginatingTime - interpolationTime;
// Determine if the message is on the right side of the window start
var messageIsAfterWindowStart = this.relativeTimeInterval.LeftEndpoint.Inclusive ? delta >= this.relativeTimeInterval.Left : delta > this.relativeTimeInterval.Left;
// Only consider messages that occur within the lookback window.
if (messageIsAfterWindowStart)
{
// Determine if the message is outside the window end
var messageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? delta > this.relativeTimeInterval.Right : delta >= this.relativeTimeInterval.Right;
// We stop searching when we reach a message that is beyond the window end
if (messageIsOutsideWindowEnd)
{
break;
}
// keep track of the best match so far and its delta
lastMatchingMessage = message;
found = true;
}
}
// Compute whether the last available message is beyond the lookup window
var lastMessageDelta = messages.Last().OriginatingTime - interpolationTime;
var lastMessageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? lastMessageDelta > this.relativeTimeInterval.Right : lastMessageDelta >= this.relativeTimeInterval.Right;
// If we found a last message in the lookup window
if (found)
{
// Then we need to make sure it is indeed provably the last message we will see in
// that window. For this to be the case, either the stream has to be closed, or the
// last matching message has to be on the right end of an inclusive window, or the
// last message we have available must be beyond the right end of the lookup window.
var provablyLast =
closedOriginatingTime.HasValue ||
(this.relativeTimeInterval.RightEndpoint.Inclusive && (lastMatchingMessage.OriginatingTime - interpolationTime == this.relativeTimeInterval.Right)) ||
lastMessageIsOutsideWindowEnd;
// If we can prove this is indeed the last message
if (provablyLast)
{
// Return the matching message value as the matched result.
// All messages strictly before the matching message are obsolete.
return(InterpolationResult <T> .Create(lastMatchingMessage.Data, lastMatchingMessage.OriginatingTime));
}
else
{
// O/w return insufficient data.
return(InterpolationResult <T> .InsufficientData());
}
}
// If we arrive here, it means we did not find a last message in the lookup window,
// which also means there is no message in the loopkup window.
// If the stream was closed or last message is at or past the upper search bound,
if (closedOriginatingTime.HasValue || lastMessageIsOutsideWindowEnd)
{
// Then no future messages will match better, so return DoesNotExist or the default value
// (according to the parameter)
var windowLeftDateTime = interpolationTime.BoundedAdd(this.relativeTimeInterval.Left);
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, windowLeftDateTime) :
InterpolationResult <T> .DoesNotExist(windowLeftDateTime));
}
else
{
// Otherwise signal insufficient data.
return(InterpolationResult <T> .InsufficientData());
}
}
/// <inheritdoc/>
public override InterpolationResult <T> Interpolate(DateTime interpolationTime, IEnumerable <Message <T> > messages, DateTime?closedOriginatingTime)
{
var count = messages.Count();
// If no messages available
if (count == 0)
{
// If stream is closed,
if (closedOriginatingTime.HasValue)
{
// Then no other value or better match will appear, so depending on orDefault,
// either create a default value or return does not exist.
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, DateTime.MinValue) :
InterpolationResult <T> .DoesNotExist(DateTime.MinValue));
}
else
{
// otherwise if the stream is not closed yet, insufficient data
return(InterpolationResult <T> .InsufficientData());
}
}
// Look for the nearest match
Message <T> nearestMatch = default;
TimeSpan minDistance = TimeSpan.MaxValue;
DateTime upperBound = (this.relativeTimeInterval.Right < TimeSpan.Zero) ? interpolationTime.BoundedAdd(this.relativeTimeInterval.Right) : interpolationTime;
int i = 0;
foreach (var message in messages)
{
var delta = message.OriginatingTime - interpolationTime;
// Determine if the message is on the right side of the window start
var messageIsAfterWindowStart = this.relativeTimeInterval.LeftEndpoint.Inclusive ? delta >= this.relativeTimeInterval.Left : delta > this.relativeTimeInterval.Left;
// Only consider messages that occur within the lookback window.
if (messageIsAfterWindowStart)
{
// Determine if the message is outside the window end
var messageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? delta > this.relativeTimeInterval.Right : delta >= this.relativeTimeInterval.Right;
var distance = delta.Duration();
// We stop searching either when we reach a message that is beyond the window end
// when the distance (absolute delta) exceeds the minimum distance.
if (messageIsOutsideWindowEnd || (distance > minDistance))
{
break;
}
// keep track of the nearest match so far and its delta
nearestMatch = message;
minDistance = distance;
}
i++;
}
// If minDistance is anything other than MaxValue, we found a nearest matching message.
if (minDistance < TimeSpan.MaxValue)
{
// Check if we need to satisfy additional conditions
// If the nearest match is the last available message and the stream has not closed
if ((i == count) && !closedOriginatingTime.HasValue)
{
// Then other messages might arrive that might constitute an even better match.
// We need to guarantee that nearestMatch is indeed provably the nearest match. If it has an
// originating time that occurs at or after the interpolation time (or the
// upper boundary of the window, whichever occurs earlier in time), then this
// must be true as we will never see a closer match in any of the messages
// that may arrive in the future (if the stream was closed then we know that no
// messages may arrive in the future). However if it is before the interpolation time,
// then we will need to see a message beyond the match/window time to
// be sure that there is no closer match (i.e. as long as we haven't seen a
// message at or past the match/window time, it is always possible that
// a future message will show up with a distance that is closer to the
// interpolation time.)
if (nearestMatch.OriginatingTime < upperBound)
{
// Signal insufficient data to continue waiting for more messages.
return(InterpolationResult <T> .InsufficientData());
}
}
// Return the matching message value as the matched result.
// All messages strictly before the matching message are obsolete.
return(InterpolationResult <T> .Create(nearestMatch.Data, nearestMatch.OriginatingTime));
}
// If we arrive here, it means no suitable match was found among the messages.
// If the stream is closed, or if the last message is at or past the upper search bound
// then it is the case that no future messages will be closer.
if (closedOriginatingTime.HasValue || messages.Last().OriginatingTime >= upperBound)
{
// Then, no matched value exists at that time, and we either return DoesNotExist or
// the default value (according to the parameter)
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, upperBound) :
InterpolationResult <T> .DoesNotExist(upperBound));
}
else
{
// Otherwise a better future message might arrive, therefore we signal insufficient data.
return(InterpolationResult <T> .InsufficientData());
}
}
/// <inheritdoc/>
public override InterpolationResult <T> Interpolate(DateTime interpolationTime, IEnumerable <Message <T> > messages, DateTime?closedOriginatingTime)
{
// If no messages available,
if (messages.Count() == 0)
{
// If stream is closed,
if (closedOriginatingTime.HasValue)
{
// Then no other value or better match will appear, so depending on orDefault,
// either create a default value or return does not exist.
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, DateTime.MinValue) :
InterpolationResult <T> .DoesNotExist(DateTime.MinValue));
}
else
{
// otherwise insufficient data
return(InterpolationResult <T> .InsufficientData());
}
}
// Look for the first message in the window
Message <T> foundMessage = default;
bool found = false;
foreach (var message in messages)
{
var delta = message.OriginatingTime - interpolationTime;
// Determine if the message is on the right side of the window start
var messageIsAfterWindowStart = this.relativeTimeInterval.LeftEndpoint.Inclusive ? delta >= this.relativeTimeInterval.Left : delta > this.relativeTimeInterval.Left;
// Only consider messages that occur within the lookback window.
if (messageIsAfterWindowStart)
{
// Determine if the message is outside the window end
var messageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? delta > this.relativeTimeInterval.Right : delta >= this.relativeTimeInterval.Right;
// We stop searching when we reach a message that is beyond the window end
if (messageIsOutsideWindowEnd)
{
break;
}
// o/w we have found a message
foundMessage = message;
found = true;
break;
}
}
// If we found a first message
if (found)
{
// Return the matching message value as the matched result.
// All messages strictly before the matching message are obsolete.
return(InterpolationResult <T> .Create(foundMessage.Data, foundMessage.OriginatingTime));
}
// If we arrive here, it means no suitable match was found among the messages. This also
// implies there is no message in the lookup window. If the stream is closed, or if the last
// message is at or past the upper search bound then it is the case that no future messages
// will match better.
var lastMessageDelta = messages.Last().OriginatingTime - interpolationTime;
var lastMessageIsOutsideWindowEnd = this.relativeTimeInterval.RightEndpoint.Inclusive ? lastMessageDelta > this.relativeTimeInterval.Right : lastMessageDelta >= this.relativeTimeInterval.Right;
// If the stream was closed or last message is at or past the upper search bound,
if (closedOriginatingTime.HasValue || lastMessageIsOutsideWindowEnd)
{
// Then no future messages will match better, so return DoesNotExist or the default value
// (according to the parameter)
var windowLeftDateTime = interpolationTime.BoundedAdd(this.relativeTimeInterval.Left);
return(this.orDefault ?
InterpolationResult <T> .Create(this.defaultValue, windowLeftDateTime) :
InterpolationResult <T> .DoesNotExist(windowLeftDateTime));
}
else
{
// Otherwise signal insufficient data.
return(InterpolationResult <T> .InsufficientData());
}
}