Added year-on-year transform.

Dependencies

• [2] YMV7RPQ5 Improved csv reading and cleanup up serialization.
• [3] P6XNTWNX Added GPL2 license.
• [4] IYW574EK Created RegularTimeSeriesIter.
• [5] XIWTRGR6 Prepare to make external iterator for TimeSeries.
• [6] XCCNAGMZ Created with_range() fn on RegularTimeSeries.
• [7] QYLGEDIV First record.

Change contents

• file move: src (dxwrxwrx-r) → src (d--r------)
  [1.0]

  [4.6]
• file move: lib.rs (-xw-xw-x--) → lib.rs (----------)
  [4.6]

  [4.16]
• edit in src/lib.rs at line 1
  [4.16]

  [4.0]
  + #![deny(missing_docs)]

  +
• replacement in src/lib.rs at line 6
  [4.46]→[4.46:78](∅→∅),[4.78]→[2.0:1](∅→∅)
  − #![feature(min_const_generics)]

  −
  [4.46]

  [2.1]
  + ///
• edit in src/lib.rs at line 25
  [4.246]

  [4.358]
  +

  + /// A duration between two `MonthlyDates`. The value can be positive or negative.

  + #[derive(Clone, Copy, Debug, Eq, PartialEq)]

  + pub struct Duration(isize);

  +

  + impl Duration {

  + fn months(n: isize) -> Self {

  + Duration(n)

  + }

  +

  + fn quarters(n: isize) -> Self {

  + Duration(3 * n)

  + }

  +

  + fn year(n: isize) -> Self {

  + Duration(12 * n)

  + }

  +

  + /// Return the duration between two dates.

  + fn between(min: MonthlyDate, max: MonthlyDate) -> Self {

  + Duration(max.as_isize() - min.as_isize())

  + }

  +

  + fn is_not_positive(&self) -> bool {

  + self.0 <= 0

  + }

  + }
• replacement in src/lib.rs at line 59
  [4.59]→[4.567:602](∅→∅),[4.527]→[4.567:602](∅→∅),[4.567]→[4.567:602](∅→∅)
  − pub struct MonthlyDate(pub usize);
  [4.527]

  [4.602]
  + pub struct MonthlyDate(pub isize);
• edit in src/lib.rs at line 61
  [4.603]

  [4.603]
  + // Currently only checked for positive inner value.
• replacement in src/lib.rs at line 64
  [4.657]→[4.657:691](∅→∅)
  − pub fn year(&self) -> usize {
  [4.657]

  [4.691]
  + pub fn year(&self) -> isize {
• replacement in src/lib.rs at line 70
  [4.789]→[2.39:63](∅→∅)
  − self.0 % 12 + 1
  [4.789]

  [4.809]
  + (self.0 % 12 + 1_isize) as usize
• replacement in src/lib.rs at line 75
  [4.933]→[4.933:968](∅→∅)
  − pub fn inner(&self) -> usize {
  [4.933]

  [4.968]
  + pub fn as_isize(&self) -> isize {
• replacement in src/lib.rs at line 80
  [4.1043]→[4.1043:1133](∅→∅)
  − pub fn ym(year: usize, month: usize) -> Self {

  − MonthlyDate(year * 12 + month)
  [4.1043]

  [4.1133]
  + pub fn ym(year: isize, month: usize) -> Self {

  + MonthlyDate(year * 12 + month as isize)
• replacement in src/lib.rs at line 110
  [4.1490]→[4.1490:1517](∅→∅)
  − impl Add for MonthlyDate {
  [4.1490]

  [4.1517]
  + impl Add<Duration> for MonthlyDate {
• replacement in src/lib.rs at line 113
  [4.1549]→[4.1549:1639](∅→∅)
  − fn add(self, other: Self) -> Self {

  − MonthlyDate(self.inner() + other.inner())
  [4.1549]

  [4.1639]
  + fn add(self, duration: Duration) -> Self {

  + MonthlyDate(self.as_isize() + duration.0)
• replacement in src/lib.rs at line 118
  [4.1648]→[4.1648:1675](∅→∅)
  − impl Sub for MonthlyDate {
  [4.1648]

  [4.1675]
  + impl Sub<Duration> for MonthlyDate {
• replacement in src/lib.rs at line 121
  [4.1707]→[4.1707:1797](∅→∅)
  − fn sub(self, other: Self) -> Self {

  − MonthlyDate(self.inner() - other.inner())
  [4.1707]

  [4.1797]
  + fn sub(self, duration: Duration) -> Self {

  + MonthlyDate(self.as_isize() - duration.0)
• replacement in src/lib.rs at line 220
  [4.3969]→[4.3969:4253](∅→∅)
  − /// Return true if the durations between Points are all equal.

  − pub fn is_regular(&self, duration: &MonthlyDate) -> bool {

  − self.0.as_slice().windows(2).all(|datapoint_pair| {

  − datapoint_pair[1].date() - datapoint_pair[0].date() == *duration

  − })

  − }
  [4.3969]

  [4.4253]
  + // /// Return true if the durations between Points are all equal.

  + // pub fn is_regular(&self, duration: &MonthlyDate) -> bool {

  + // if self.len < 2 {

  + // return false

  + // } else {

  + // self.0.as_slice().windows(2).all(|datapoint_pair| {

  + // datapoint_pair[1].date() - datapoint_pair[0].date() == *duration

  + // })

  + // }

  + // }
• replacement in src/lib.rs at line 232
  [4.4319]→[4.4319:4384](∅→∅)
  − pub fn first_duration(&self) -> Result<MonthlyDate, Error> {
  [4.4319]

  [2.1523]
  + pub fn first_duration(&self) -> Result<Duration, Error> {

  +
• replacement in src/lib.rs at line 236
  [2.1671]→[4.4510:4562](∅→∅),[4.4510]→[4.4510:4562](∅→∅)
  − Ok((self.0)[1].date() - (self.0)[0].date())
  [2.1671]

  [4.4562]
  +

  + let first_date = self.0[0].date();

  + let second_date = self.0[1].date();

  +

  + let duration = Duration::between(second_date, first_date);

  + if duration.is_not_positive() {

  + return Err(

  + expected_positive_duration(

  + &format!("{}-{}-01", first_date.year(), first_date.month()),

  + &format!("{}-{}-01", second_date.year(), second_date.month()),

  + )

  + )

  + };

  + Ok(duration)
• edit in src/lib.rs at line 267
  [4.786]

  [4.786]
  + // The only way to construct a RegularTimeSeries is by try_into() from a

  + // TimeSeries, because this checks sufficient length and consistent duration.

  + /// An iterator over a `RegularTimeSeries`.
• replacement in src/lib.rs at line 322
  [4.2430]→[4.2430:2493](∅→∅)
  − let date_range = DateRange::new(Some(date2), Some(date4));
  [4.2430]

  [4.2493]
  + let date_range = DateRange::new(&Some(date2), &Some(date4));
• replacement in src/lib.rs at line 330
  [4.4995]→[4.4995:5184](∅→∅)
  − /// A `RegularTimeSeries` has an additional requirements over `TimeSeries` in

  − /// the time interval between successive `DatePoints` has the same `Duration`.

  − /// This also ensures ordering.
  [4.4995]

  [2.1672]
  + /// A `RegularTimeSeries` has an additional requirements over `TimeSeries` in the time interval

  + /// between successive `DatePoints` has the same `Duration`. This also ensures ordering. A

  + /// `RegularTimeSeries` is guaranteed to have two or more data points.
• replacement in src/lib.rs at line 335
  [4.5259]→[4.5259:5288](∅→∅)
  − duration: MonthlyDate,
  [4.5259]

  [4.5288]
  + duration: Duration,
• replacement in src/lib.rs at line 352
  [4.525]→[4.525:591](∅→∅)
  − /// the result is empty, return an empty `RegularTimeSeries`.
  [4.525]

  [4.2727]
  + /// result has less than two data points then fail.
• replacement in src/lib.rs at line 365
  [4.1117]→[4.1117:1193](∅→∅)
  − let date_range = DateRange::new(Some(first_date), Some(last_date));
  [4.1117]

  [4.1193]
  + let date_range = DateRange::new(&Some(first_date), &Some(last_date));
• edit in src/lib.rs at line 376
  [4.1488]

  [4.1488]
  +
• replacement in src/lib.rs at line 414
  [4.1099]→[4.1099:1162](∅→∅)
  − let date_range = DateRange::new(Some(date2), Some(date4));
  [4.1099]

  [4.1162]
  + let date_range = DateRange::new(&Some(date2), &Some(date4));
• replacement in src/lib.rs at line 418
  [4.1198]→[4.1198:1255](∅→∅)
  − let mut iter = rts.iter(DateRange::new(None, None));
  [4.1198]

  [4.1255]
  + let mut iter = rts.iter(DateRange::new(&None, &None));
• edit in src/lib.rs at line 426
  [4.5366]

  [4.1550]
  +

  + /// Return the datapoint for the given date or error if that date is not in `Self`.

  + pub fn datepoint_from_date(&self, date: MonthlyDate) -> Result<DatePoint::<N>, Error> {

  +

  + if date < self.first_date() || date > self.last_date(){

  + return Err(

  + date_not_in_timeseries(

  + &format!(

  + "{}-{:02}-01",

  + date.year(),

  + date.month()

  + )

  + )

  + )};

  +

  + let months_delta = date.as_isize() - self.first_date().as_isize();

  +

  + if months_delta % self.duration.0 != 0 {

  + return Err(

  + date_not_in_timeseries(

  + &format!(

  + "{}-{:02}-01",

  + date.year(),

  + date.month()

  + )

  + )

  + )};

  +

  + let index = date.as_isize() - self.first_date().as_isize() / self.duration.0;
• edit in src/lib.rs at line 456
  [4.1551]

  [4.2864]
  + Ok(self.ts.0[index as usize])

  + }

  +

  + /// Iterate over the data points in a `RegularTimeSeries`.
• replacement in src/lib.rs at line 484
  [4.5410]→[4.5410:5454](∅→∅)
  − pub fn duration(&self) -> MonthlyDate {
  [4.5410]

  [4.5454]
  + pub fn duration(&self) -> Duration {
• replacement in src/lib.rs at line 502
  [4.6201]→[4.6201:6292](∅→∅)
  − let x = self.ts.0.iter().map(|dp| dp.date().inner() as f64).collect::<Vec<f64>>();
  [4.6201]

  [4.6292]
  + let x = self.ts.0.iter().map(|dp| dp.date().as_isize() as f64).collect::<Vec<f64>>();
• replacement in src/lib.rs at line 508
  [4.6463]→[4.6463:6535](∅→∅)
  − for i in self.first_date().inner()..=self.last_date().inner() {
  [4.6463]

  [4.6535]
  + for i in self.first_date().as_isize()..=self.last_date().as_isize() {
• edit in src/lib.rs at line 514
  [4.6712]

  [4.6714]
  +

  + /// Transform a `RegularTimeSeries` into quarterly data.

  + pub fn to_quarterly(&self, n: usize) -> RegularTimeSeries<1> {

  +

  + let x = self.ts.0.iter().map(|dp| dp.date().as_isize() as f64).collect::<Vec<f64>>();

  + let y = self.ts.0.iter().map(|dp| dp.value(n) as f64).collect::<Vec<f64>>();
• edit in src/lib.rs at line 521
  [4.6715]

  [4.6759]
  + let spline = CubicSpline::from_nodes(x, y);

  +

  + let (add_year, month) = match self.first_date().month() {

  + 1 => (0, 1),

  + 2 | 3 | 4 => (0, 4),

  + 5 | 6 | 7 => (0, 7),

  + 8 | 9 | 10 => (0, 10),

  + 11 | 12 => (1, 1),

  + _ => panic!(),

  + };

  +

  + let mut date = MonthlyDate::ym(self.first_date().year() + add_year, month);

  +

  + let mut v = Vec::new();

  + while date <= self.last_date() {

  + let dp = DatePoint::<1>::new(date, [spline.eval(date.as_isize() as f64) as f32]);

  + v.push(dp);

  + date = MonthlyDate(date.0 + 3);

  + };

  + TimeSeries::new(v).try_into().unwrap()

  + }

  +

  + /// Transform a `RegularTimeSeries` into year-on-year percentage change over the previous year.

  + pub fn to_year_on_year(&self, n: usize) -> Result<RegularTimeSeries<1>, Error> {

  +

  + let mut v = Vec::new();

  +

  + let mut date = self.first_date();

  + while let Ok(dp2) = self.datepoint_from_date(date + Duration::year(1)) {

  + let dp1 = self.datepoint_from_date(date).unwrap();

  +

  + let yoy = (dp2.value(0) - dp1.value(n)) * 100.0 / dp1.value(n);

  + let dp = DatePoint::<1>::new(date + Duration::year(1), [yoy]);

  + v.push(dp);

  + date = date + self.duration;

  + }

  + TimeSeries::new(v).try_into()

  + }

  +
• replacement in src/lib.rs at line 588
  [4.1949]→[4.7650:7673](∅→∅),[4.7650]→[4.7650:7673](∅→∅)
  − #[derive(Clone, Copy)]
  [4.1949]

  [4.7673]
  + #[derive(Clone, Copy, Debug)]
• replacement in src/lib.rs at line 596
  [4.1951]→[4.1951:2083](∅→∅)
  − pub fn new(start_date: Option<MonthlyDate>, end_date: Option<MonthlyDate>) -> Self {

  − DateRange { start_date, end_date }
  [4.1951]

  [4.2083]
  + /// Return a new `DateRange`.

  + pub fn new(start_date: &Option<MonthlyDate>, end_date: &Option<MonthlyDate>) -> Self {

  + DateRange {

  + start_date: start_date.clone(),

  + end_date: end_date.clone()

  + }
• replacement in src/lib.rs at line 606
  [4.7875]→[4.7875:7899](∅→∅)
  − self.start_date
  [4.7875]

  [4.7899]
  + self.start_date.map(|md| MonthlyDate(md.0))
• replacement in src/lib.rs at line 611
  [4.7990]→[4.7990:8012](∅→∅)
  − self.end_date
  [4.7990]

  [4.8012]
  + self.end_date.map(|md| MonthlyDate(md.0))
• edit in src/lib.rs at line 625
  [2.2081]

  [4.8317]
  +

  + // This will fail if self has less that 2 datapoints.
• replacement in src/lib.rs at line 628
  [4.8362]→[4.8362:8597](∅→∅),[4.8597]→[2.2082:2140](∅→∅),[2.2140]→[4.8642:8652](∅→∅),[4.8642]→[4.8642:8652](∅→∅)
  − match ts.is_regular(&duration) {

  − true => {

  − Ok(RegularTimeSeries::<N> {

  − duration: duration.clone(),

  − ts: ts,

  − })

  − },

  − false => Err(expected_regular_time_series()),

  − }
  [4.8362]

  [4.8652]
  + Ok(RegularTimeSeries::<N> { duration, ts })
• file move: error.rs (-xw-xw-x--) → error.rs (----------)
  [4.6]

  [2.2497]
• edit in src/error.rs at line 11
  [2.2713]

  [2.2713]
  + }

  +

  + ///

  + pub fn date_not_in_timeseries(date: &str) -> Error {

  + Error(format!(

  + "[time_series:01] Date {} not in time-series.",

  + date

  + ))
• edit in src/error.rs at line 22
  [2.2720]

  [2.2720]
  + pub fn expected_positive_duration(date1: &str, date2: &str) -> Error {

  + Error(format!(

  + "[time_series:01] Expected positive duration between {} and {}.",

  + date1,

  + date2

  + ))

  + }

  +

  + ///
• edit in src/error.rs at line 57
  [2.3349]

  [2.3349]
  + ///
• edit in src/error.rs at line 64
  [2.3489]

  [2.3489]
  + ///
• file move: LICENSE (-xw-xw-x--) → LICENSE (----------)
  [1.0]

  [3.258]
• file move: Cargo.toml (-xw-xw-x--) → Cargo.toml (----------)
  [1.0]

  [4.10483]