protected async Task <double?> Approximate(DateTime date, TimeSpan step)
{
switch (IfDataNotExist)
{
case IfDataNotExist.TakeNearLeft:
var last = (await Collector.List(date - TimeSpan.FromDays(365) * 3, date, step)).LastOrDefault();
if (last is null)
{
return(null);
}
return(Converter(last, GetNear(last, step)));
case IfDataNotExist.Aproximated:
var leftValues = await Collector.List(date - TimeSpan.FromDays(365) * 3, date, step);
if (leftValues.Count > 0)
{
var rightValues = await Collector.List(date + step, date + TimeSpan.FromDays(365) * 3, step);
if (rightValues.Count > 0)
{
var values = new List <Entity>()
{
leftValues.Last(), rightValues.First()
}; // leftValues.TakeLast(1).Union(rightValues.Take(1)).ToList();
var interpolator = new LinearInterpolation(
new KeyValuePair <double, double>(values[0].Date.Ticks, Converter(values[0], GetNear(values[0], step))),
new KeyValuePair <double, double>(values[1].Date.Ticks, Converter(values[1], GetNear(values[1], step)))
);
var interpolated = interpolator.GetValue(date.Ticks);
return(interpolated);
}
if (!(Extrapolator is null))
{
var previous = leftValues.LastOrDefault();
var extrapolatedNeural = Extrapolator.GetValue(Converter(previous, GetNear(previous, step)), previous.Date, date);
return(extrapolatedNeural);
}
var extrapolator = new LagrangeApproximation(leftValues
.TakeLast(2)
.Select(x => new KeyValuePair <double, double>(x.Date.Ticks, Converter(x, GetNear(x, step))))
.ToList()
);
var extrapolated = extrapolator.GetValue(date.Ticks);
return(extrapolated);
}
return(null);
case IfDataNotExist.Crush:
return(null);
}
return(null);
}
protected double GetNear(Entity current, TimeSpan step)
{
if (Collector.TryGet(current.Date - step, step, out var result))
{
return(result.Selector());
}
var previous = Collector.GetNearLeft(current.Date);
var interpolation = new LinearInterpolation(
new KeyValuePair <double, double>(previous.Date.Ticks, previous.Selector()),
new KeyValuePair <double, double>(current.Date.Ticks, current.Selector())
);
var interpolatedResult = interpolation.GetValue((current.Date - step).Ticks);
return(interpolatedResult);
}
