1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317
/**
* Series module.
* @module lib/series
*/
const Ajv = require("ajv");
const { Range } = require("immutable");
const is = require("is_js");
const { jStat } = require("jStat");
const math = require("mathjs");
const moment = require("moment");
const R = require("ramda");
const { randomInt } = require("./random");
const Ratio = require("./ratio");
/* Enum of Types */
const TYPE_MONOSPACED = "monospaced";
const TYPE_RANDOM = "random";
/**
* Class generating time series data.
* @example
* const from = '2016-01-01T00:00:00Z';
* const until = '2016-01-01T01:00:00Z';
* const interval = 5 * 60; // seconds
* const keyName = 'favorite name';
* new Series({ from, until, interval, keyName}); // => Series' instance
* new Series({type: 'monospaced', from, until, interval, keyName}); // => same as above
* @example
* const from = '2016-01-01T00:00:00Z';
* const until = '2016-01-01T01:00:00Z';
* const numOfData = 5 * 60; // seconds
* const keyName = 'favorite name';
* new Series({type: 'random', from, until, numOfData, keyName}); // => Series' instance
*/
class Series {
/**
* Create a series.
* @param {Object} [options={}]
* @param {(integer|string)} [options.type='monospaced'] - 'monospaced' or 'random'.
* @param {(integer|string)} [options.from=<now - 1 hour>] - Lower bound of date range.
* @param {string} [options.until=<now>] - Upper bound of date range.
* @param {integer} [options.interval=5 * 60] - ('monospaced' only) Intervel of seconds between two data. [1 <= interval]
* @param {integer} [options.numOfData=10] - ('random' only) Number of data. [0 <= numOfData]
* @param {string} [options.keyName='value'] - Value's key name of result.
*/
constructor(options = {}) {
const now = moment().startOf("second");
const defaults = {
type: TYPE_MONOSPACED,
from: moment(now)
.subtract(1, "hour")
.toISOString(),
until: now.toISOString(),
interval: 5 * 60, // seconds
numOfData: 10,
keyName: "value"
};
const schema = {
$schema: "http://json-schema.org/schema#",
type: "object",
properties: {
type: {
type: "string",
enum: [TYPE_MONOSPACED, TYPE_RANDOM],
default: defaults.type
},
from: {
type: ["integer", "string"],
format: "date-time",
default: defaults.from
},
until: {
type: ["integer", "string"],
format: "date-time",
default: defaults.until
},
interval: { type: "integer", minimum: 1, default: defaults.interval },
numOfData: { type: "integer", minimum: 0, default: defaults.numOfData },
keyName: { type: "string", default: defaults.keyName }
},
additionalProperties: false
};
const ajv = new Ajv({ useDefaults: true });
const isValid = ajv.validate(schema, options);
if (!isValid) {
const error = ajv.errors[0];
throw Error(`options${error.dataPath} ${error.message}`);
}
this.type = options.type;
this.from = is.integer(options.from)
? moment.unix(options.from)
: moment(options.from);
this.until = is.integer(options.until)
? moment.unix(options.until)
: moment(options.until);
this.interval = moment.duration(options.interval, "seconds");
this.numOfData = options.numOfData;
this.keyName = options.keyName;
}
/**
* Clone self instance.
* @param {Object} [options={}]
* @param {string} [options.type=this.type] - 'monospaced' or 'random'.
* @param {(integer|string)} [options.from=this.from] - Lower bound of date range.
* @param {(integer|string)} [options.until=this.until] - Upper bound of date range.
* @param {integer} [options.interval=this.interval] - ('monospaced' only) Intervel of seconds between two data. [1 <= interval]
* @param {integer} [options.numOfData=this.numOfData] - ('random' only) Number of data. [0 <= numOfData]
* @param {string} [options.keyName=this.keyName] - Value's key name of result.
* @return {Series}
* @example
* new Series().clone({keyName: 'changed name'}); // => Series' instance with keyName 'changed name'
*/
clone(options = {}) {
const defaults = {
type: this.type,
from: this.from.unix(),
until: this.until.unix(),
interval: this.interval.asSeconds(),
numOfData: this.numOfData,
keyName: this.keyName
};
return new Series(is.json(options) ? R.merge(defaults, options) : options);
}
/**
* (Private) Create UNIX timestamps.
*/
_timestamps() {
switch (this.type) {
case TYPE_MONOSPACED: {
return Range(
this.from.unix(),
this.until.unix() + 1,
this.interval.asSeconds()
);
}
case TYPE_RANDOM: {
const min = this.from.unix();
const max = this.until.unix();
return Range(0, this.numOfData)
.map(() => randomInt(min, max))
.sort();
}
default: {
throw Error("Illegal use of Series");
}
}
}
/**
* Return time series data by any functions using UNIX timestamp.
* @param {function} func - (unixTimestamp) => any
* @return {Array.<{timestamp: string, (string): any}>}
* @example
* new Series().generate((unix) => unix); // => [{timestamp: '2017-05-31T02:43:57.000Z', value: 1496198637}, ...]
*/
generate(func) {
if (is.not.function(func)) {
throw new Error("1st argument(func) must be function");
}
return this._timestamps()
.map(unix =>
R.assoc(this.keyName, func(unix), {
timestamp: moment.unix(unix).toISOString()
})
)
.toJSON();
}
/**
* (Private) Return time series data by trigonometric functions.
*/
_trigonometric(func, options = {}) {
const defaults = {
coefficient: 1.0,
constant: 0.0,
decimalDigits: 2,
period: 1 * 60 * 60 // seconds
};
const schema = {
$schema: "http://json-schema.org/schema#",
type: "object",
properties: {
coefficient: { type: "number", default: defaults.coefficient },
constant: { type: "number", default: defaults.constant },
decimalDigits: {
type: "integer",
minimum: 0,
maximum: 10,
default: defaults.decimalDigits
},
period: { type: "integer", minimum: 1, default: defaults.period }
},
additionalProperties: false
};
const ajv = new Ajv({ useDefaults: true });
const isValid = ajv.validate(schema, options);
if (!isValid) {
const error = ajv.errors[0];
throw Error(`options${error.dataPath} ${error.message}`);
}
const scale = (2 * Math.PI) / options.period;
return this.generate(unix => {
const value = options.coefficient * func(unix * scale) + options.constant;
return math.round(value, options.decimalDigits);
});
}
/**
* Return time series data describing sine curve.
* @param {Object} [options={}]
* @param {number} [options.coefficient=1.0] - Coefficient of sine curve.
* @param {number} [options.constant=0.0] - Constant of sine curve.
* @param {integer} [options.decimalDigits=2] - Number of decimal places. [0 <= decimalDigits <= 10]
* @param {integer} [options.period=1 * 60 * 60] - Period of sine curve. [1 <= period]
* @return {Array.<{timestamp: string, (string): number}>}
* @example
* const coefficient = 1;
* const constant = 1;
* const decimalDigits = 3;
* const period = 1 * 60 * 60; // seconds
* new Series().sin({coefficient, constant, decimalDigits, period})); // => [{timestamp: '2017-05-31T02:17:23.000Z', value: 1.969}, ...]
*/
sin(options) {
return this._trigonometric(Math.sin, options);
}
/**
* Return time series data describing cosine curve.
* @param {Object} [options={}]
* @param {number} [options.coefficient=1.0] - Coefficient of cosine curve.
* @param {number} [options.constant=0.0] - Constant of cosine curve.
* @param {integer} [options.decimalDigits=2] - Number of decimal places. [0 <= decimalDigits <= 10]
* @param {integer} [options.period=1 * 60 * 60] - Period of cosine curve. [1 <= period]
* @return {Array.<{timestamp: string, (string): number}>}
* @example
* const coefficient = 1;
* const constant = 1;
* const decimalDigits = 3;
* const period = 1 * 60 * 60; // seconds
* new Series().cos({coefficient, constant, decimalDigits, period})); // => [{timestamp: '2017-05-31T02:20:48.000Z', value: 0.429}, ...]
*/
cos(options) {
return this._trigonometric(Math.cos, options);
}
/**
* Return time series data by normal distribution.
* @param {Object} [options={}]
* @param {number} [options.mean=10] - Mean of normal distribution.
* @param {number} [options.variance=1] - Variance of normal distribution.
* @param {integer} [options.decimalDigits=2] - Number of decimal places. [0 <= decimalDigits <= 10]
* @return {Array.<{timestamp: string, (string): number}>}
* @example
* const mean = 5;
* const variance = 1.5;
* const decimalDigits = 3;
* new Series().gaussian({mean, variance, decimalDigits}); // => [{timestamp: '2017-05-31T02:25:38.000Z', value: 2.56}, ...]
*/
gaussian(options = {}) {
const defaults = {
mean: 10.0,
variance: 1.0,
decimalDigits: 2
};
const schema = {
$schema: "http://json-schema.org/schema#",
type: "object",
properties: {
mean: { type: "number", default: defaults.mean },
variance: { type: "number", default: defaults.variance },
decimalDigits: {
type: "integer",
minimum: 0,
maximum: 10,
default: defaults.decimalDigits
}
},
additionalProperties: false
};
const ajv = new Ajv({ useDefaults: true });
const isValid = ajv.validate(schema, options);
if (!isValid) {
const error = ajv.errors[0];
throw Error(`options${error.dataPath} ${error.message}`);
}
return this.generate(() => {
const value = jStat.normal.sample(options.mean, options.variance);
return math.round(value, options.decimalDigits);
});
}
/**
* Return time series data by ratio.
* @param {Object.<string, integer>} weights - Map representing pairs of key and weight.
* @return {Array.<{timestamp: string, (string): string}>}
* @example
* const weights = {
* rock : 1,
* scissors: 2,
* paper : 1,
* };
* new Series().ratio(weights); // => [{timestamp: '2017-05-31T02:30:25.000Z', value: 'rock'}, ...]
*/
ratio(weights) {
const ratio = new Ratio(weights);
return this.generate(() => ratio.sample());
}
}
module.exports = Series;