public static TimeSeriesValues OperateWith(TimeSeriesValues seq, TimeSeriesValues operand, Func <decimal?, decimal?, decimal?> operation)
{
if (operand == null)
{
throw new ArgumentNullException("operand", "'operand' cannot be null");
}
int count = Math.Min(seq.ColumnCount, operand.ColumnCount);
TimeSeriesValues ret = new TimeSeriesValues(seq.ColumnNames.Take(count).ToArray());
using (IEnumerator <KeyValuePair <decimal, decimal?[]> > one = seq.Enumerate().GetEnumerator())
using (IEnumerator <KeyValuePair <decimal, decimal?[]> > another = operand.Enumerate().GetEnumerator()) {
bool oneAlive = one.MoveNext();
bool anotherAlive = another.MoveNext();
while (oneAlive && anotherAlive)
{
decimal?[] values = new decimal?[count];
for (int i = 0; i < count; i++)
{
if (one.Current.Value[i].HasValue && another.Current.Value[i].HasValue)
{
values[i] = operation(one.Current.Value[i].Value, another.Current.Value[i].Value);
}
}
// 後にある時刻のところに値を入れる
// 前にある方を進める
if (one.Current.Key < another.Current.Key)
{
ret.SetValue(another.Current.Key, values);
oneAlive = one.MoveNext();
}
else
{
ret.SetValue(one.Current.Key, values);
anotherAlive = another.MoveNext();
}
}
}
return(ret);
}
public static TimeSeriesValues FrameMean(TimeSeriesValues seq, int meanLength)
{
using (seq.Lock.GetReadLock()) {
if (meanLength <= 0)
{
throw new ArgumentOutOfRangeException("meanLength", "meanLength > 0");
}
TimeSeriesValues ret = new TimeSeriesValues(seq.ColumnNames.Select(n => "mean " + n).ToArray());
for (int i = 0; i < seq.SequenceLength - meanLength; i++)
{
decimal?[] mean = new decimal?[seq.ColumnCount];
for (int j = 0; j < seq.ColumnCount; j++)
{
mean[j] = 0;
}
for (int j = 0; j < seq.ColumnCount; j++)
{
mean[j] = 0;
for (int k = 0; k < meanLength; k++)
{
decimal?value = seq[i + k][j];
if (value.HasValue)
{
mean[j] += value.Value;
}
else
{
mean[j] = null;
break;
}
}
if (mean[j].HasValue)
{
mean[j] /= meanLength;
}
}
decimal time;
if (seq.TryGetTimeFromIndex(i, out time))
{
ret.SetValue(time, mean);
}
}
return(ret);
}
}
