public double GetDataSimple(GekkoTime_1_2 t)
{
//for Normal or Timeless series, not Light
//if out of bounds, a NaN is returned, no error is issued
//this is fine if it is not an expression, for instance if it is taken directly from a databank
return(GetData(t));
}
public int FromGekkoTimeToArrayIndex(GekkoTime_1_2 gt)
{
// ----------------------------------------------------------------------------
// OFFSET SAFE: dataOffsetLag is handled in GetAnchorPeriodPositionInArray()
// ----------------------------------------------------------------------------
return(FromGekkoTimeToArrayIndexAbstract(gt, this.data.anchorPeriod, this.GetAnchorPeriodPositionInArray()));
}
// -----------------------------------------------------------------------------
// ----------------- private methods -------------------------------------------
// -----------------------------------------------------------------------------
//Not intended for outside use
public int GetArrayIndex(GekkoTime_1_2 gt)
{
// ----------------------------------------------------------------------------
// OFFSET SAFE: dataOffsetLag is handled in GetAnchorPeriodPositionInArray()
// ----------------------------------------------------------------------------
int rv = FromGekkoTimeToArrayIndexAbstract(gt, new GekkoTime_1_2(this.freq, this.data.anchorPeriod.super, this.data.anchorPeriod.sub), this.GetAnchorPeriodPositionInArray());
return(rv);
}
/// <summary>
/// Gets the timeseries value corresponding to the given period.
/// </summary>
/// <param name="t">The period.</param>
/// <returns>The value (double.NaN if missing)</returns>
/// <exception cref="GekkoException">Exception if frequency of timeseries and period do not match.</exception>
//smpl so that tooSmall/tooLarge error can be raised (set to null if irrelevant)
//set smpl = null if tooSmall/tooLarge is irrelevant (no light series used)
public double GetData(GekkoTime_1_2 t)
{
// ----------------------------------------------------------------------------
// OFFSET SAFE: dataOffsetLag is handled in GetArrayIndex() which is safe
// ----------------------------------------------------------------------------
//Instead of GetData(null, t), please use GetDataNonLight(t)
double rv = double.NaN;
if (this.freq != t.freq)
{
FreqError(t);
}
if (this.data.GetDataArray_ONLY_INTERNAL_USE() == null)
{
//If no data has been added to the timeseries, NaN will always be returned.
if (this.type == ESeriesType.ArraySuper)
{
G.Writeln2("*** ERROR: The variable '" + this.name + "' is an array-timeseries,");
G.Writeln(" but is used as a normal timeseries here (without []-indexer)", Color.Red);
Program.ArrayTimeseriesTip(this.name);
throw new GekkoException();
}
else
{
goto End;
}
}
if (this.type == ESeriesType.Timeless)
{
rv = this.data.GetDataArray_ONLY_INTERNAL_USE()[0];
goto End;
}
else
{
int index = GetArrayIndex(t);
int tooSmall = 0; int tooLarge = 0;
this.TooSmallOrTooLarge(index, out tooSmall, out tooLarge);
if (tooSmall > 0 || tooLarge > 0)
{
goto End; //out of bounds, we return a missing value (NaN)
}
else
{
rv = this.data.GetDataArray_ONLY_INTERNAL_USE()[index];
goto End;
}
}
End:
//if (MissingZero(this))
//{
// if (G.isNumericalError(rv)) rv = 0d;
//}
return(rv);
}
private int ResizeDataArray(GekkoTime_1_2 gt, bool adjustStartEndDates)
{
// ----------------------------------------------------------------------------
// OFFSET SAFE: dataOffsetLag is handled in GetArrayIndex() which is safe
// ----------------------------------------------------------------------------
int index = GetArrayIndex(gt);
while (index < 0 || index >= this.data.GetDataArray_ONLY_INTERNAL_USE().Length)
{
//Resize data array
//Keeps on going until the array is large enough.
double n = Math.Max(this.data.GetDataArray_ONLY_INTERNAL_USE().Length, 4); //the length could be 1 (or maybe even 0), so we translate 0, 1, 2, 3 into 4 which will become 6 with 1.5 times expandRate.
double[] newDataArray = new double[(int)(n * Globals.defaultExpandRateForDataArrays)];
InitializeDataArray(newDataArray);
if (index >= this.data.GetDataArray_ONLY_INTERNAL_USE().Length)
{
//new periods after end
System.Array.Copy(this.data.GetDataArray_ONLY_INTERNAL_USE(), newDataArray, this.data.GetDataArray_ONLY_INTERNAL_USE().Length);
}
else
{
//new periods added before start
int diffSize = newDataArray.Length - this.data.GetDataArray_ONLY_INTERNAL_USE().Length;
System.Array.Copy(this.data.GetDataArray_ONLY_INTERNAL_USE(), 0, newDataArray, diffSize, this.data.GetDataArray_ONLY_INTERNAL_USE().Length);
this.data.anchorPeriodPositionInArray += diffSize;
if (adjustStartEndDates) //only for setting data
{
if (this.meta != null)
{
if (this.meta.firstPeriodPositionInArray != Globals.firstPeriodPositionInArrayNull)
{
this.meta.firstPeriodPositionInArray += diffSize;
}
if (this.meta.lastPeriodPositionInArray != Globals.lastPeriodPositionInArrayNull)
{
this.meta.lastPeriodPositionInArray += diffSize;
}
}
}
}
//this.data.GetDataArray_ONLY_FOR_INTERNAL_USE() = newDataArray;
//this.data.SetDataArray_ONLY_FOR_INTERNAL_USE(newDataArray);
this.data.SetDataarray_ONLY_INTERNAL_USE(newDataArray);
index = GetArrayIndex(gt);
}
return(index);
}
//NOT for outside use, note that it is not safe regarding .dataOffsetLag!
private static int FromGekkoTimeToArrayIndexAbstract(GekkoTime_1_2 gt, GekkoTime_1_2 anchorPeriod, int anchorPeriodPositionInArray)
{
// ----------------------------------------------------------------------------
// !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
// !!! NOTE: OFFSET UNSAFE !!!!!!!!!
// !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
// ----------------------------------------------------------------------------
//Static method not relying on the Series object
//NO .dataOffsetLag here, must be added afterwards
if (gt.freq != anchorPeriod.freq)
{
G.Writeln2("*** ERROR: Frequency mismatch");
throw new GekkoException();
}
//this.anchorPeriod.sub is always 1 at the moment, and will always be 1 for Annual.
//but we cannot count on anchorSubPeriod being 1 forever (for instance for daily obs)
int rv = -12345;
if (anchorPeriod.freq == EFreq_1_2.A)
{
//Special treatment in order to make it fast.
//undated freq could return fast in the same way as this??
rv = anchorPeriodPositionInArray + gt.super - anchorPeriod.super;
}
else
{
//Non-annual
int subPeriods = 1;
if (anchorPeriod.freq == EFreq_1_2.Q)
{
subPeriods = 4;
}
else if (anchorPeriod.freq == EFreq_1_2.M)
{
subPeriods = 12;
}
else if (anchorPeriod.freq == EFreq_1_2.U)
{
subPeriods = 1;
}
//For quarterly data for instance, each super period amounts to 4 observations. Therefore the multiplication.
int dif = subPeriods * (gt.super - anchorPeriod.super) + (gt.sub - anchorPeriod.sub);
int index = anchorPeriodPositionInArray + dif;
rv = index;
}
return(rv);
}
/// <summary>
/// Gets the period (GekkoTime) corresponding to a particular index in the data array.
/// </summary>
/// <param name="indexInDataArray">The index in the data array.</param>
/// <returns>The period (GekkoTime).</returns>
public GekkoTime_1_2 GetPeriod(int indexInDataArray)
{
// ----------------------------------------------------------------------------
// OFFSET SAFE: dataOffsetLag is handled in GetAnchorPeriodPositionInArray()
// ----------------------------------------------------------------------------
if (this.type == ESeriesType.Timeless)
{
G.Writeln2("*** ERROR: Timeless variable error #7");
throw new GekkoException();
}
//The inverse method is GetArrayIndex()
//Should maybe be private method? But then how to unit-test?
//see also AddToPeriod()
//DimensionCheck();
int subPeriods = 1;
if (this.freq == EFreq_1_2.Q)
{
subPeriods = 4;
}
else if (this.freq == EFreq_1_2.M)
{
subPeriods = 12;
}
else if (this.freq == EFreq_1_2.U)
{
subPeriods = 1;
}
//Calculates the period by means of using the anchor. Uses integer division, so there is an
//implicit modulo calculation here.
int sub1 = this.data.anchorPeriod.sub + (indexInDataArray - this.GetAnchorPeriodPositionInArray());
int addPer = (sub1 - 1) / subPeriods;
int addSub = (indexInDataArray - this.GetAnchorPeriodPositionInArray()) - subPeriods * addPer;
int resultSuperPer = this.data.anchorPeriod.super + addPer;
int resultSubPer = this.data.anchorPeriod.sub + addSub;
//This code below fixes a bug (1.4 suffers from it: only affects non-annual timeseries), bug fixed in 1.5.8
if (resultSubPer < 1) //this may happen, probaby because of "/" on integer not behaving as expected
{
resultSuperPer -= 1;
resultSubPer += subPeriods;
}
GekkoTime_1_2 t = new GekkoTime_1_2(this.freq, resultSuperPer, resultSubPer);
return(t);
}
private void InitDataArray(GekkoTime_1_2 t)
{
if (this.type == ESeriesType.Timeless)
{
G.Writeln2("*** ERROR: Timeless error #10");
throw new GekkoException();
}
else
{
//The anchor is set in the middle of the array, and the anchor date is set to gt.
this.data.SetDataarray_ONLY_INTERNAL_USE(new double[Globals.defaultPeriodsWhenCreatingTimeSeries]);
this.data.anchorPeriodPositionInArray = Globals.defaultPeriodsWhenCreatingTimeSeries / 2; //possible to simulate 100 years forwards, and have data 100 years back.
InitializeDataArray(this.data.GetDataArray_ONLY_INTERNAL_USE()); //may fill it with NaN's
//the following two will always be fixed to what they
//were for the very first observation entering the double[] array (unless the array is resized).
this.data.anchorPeriod = t;
}
}
private int ResizeDataArray(GekkoTime_1_2 gt)
{
return(ResizeDataArray(gt, true));
}
private void FreqError(GekkoTime_1_2 t)
{
G.Writeln2("*** ERROR: Frequency mismatch: " + (this.freq.ToString()) + " versus " + (t.freq.ToString()));
throw new GekkoException();
}
