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openalloc/SwiftSeriesResampler 1.0.2
Transform a series of coordinate values into a new series with uniform intervals
⭐️ 0
🕓 1 week ago
macOS
.package(url: "https://github.com/openalloc/SwiftSeriesResampler.git", from: "1.0.2")

SwiftSeriesResampler

Transform a series of coordinate values into a new series with uniform intervals.

Why SwiftSeriesResampler? A typical use is to prepare a set of coordinates for plotting in a chart, where that chart requires uniform intervals along the x-axis, such as in a time series.

Available as an open source Swift library to be incorporated in other apps.

SwiftSeriesResampler is part of the OpenAlloc family of open source Swift software tools.

SeriesResampler

This example shows the resampling of market value data in a time series from 5 non-uniform intervals to 8 uniform intervals in the target, as depicted in the charts.

let df = ISO8601DateFormatter()
let d1 = df.date(from: "2020-06-01T10:00:00Z")!
let d2 = df.date(from: "2020-06-20T08:00:00Z")!
let d3 = df.date(from: "2020-06-28T09:00:00Z")!
let d4 = df.date(from: "2020-07-18T11:00:00Z")!
let d5 = df.date(from: "2020-07-30T13:00:00Z")!

let intervals = [d1, d2, d3, d4, d5].map { $0.timeIntervalSinceReferenceDate }
let marketValues = [1300.0, 1600.0, 1200.0, 800.0, 1500.0]

let s = LerpResampler(intervals, targetCount: 8)!
let targetMVs = s.resample(marketValues)

for pair in zip(s.targetVals, targetMVs) {
    let d = Date(timeIntervalSinceReferenceDate: pair.0)
    print(String(format: "%@: $%5.0f", df.string(from: d), pair.1))
}

=>
 "2020-06-01T10:00:00Z: $ 1300"
 "2020-06-09T20:42:51Z: $ 1434"
 "2020-06-18T07:25:42Z: $ 1568"
 "2020-06-26T18:08:34Z: $ 1281"
 "2020-07-05T04:51:25Z: $ 1064"
 "2020-07-13T15:34:17Z: $  896"
 "2020-07-22T02:17:08Z: $ 1011"
 "2020-07-30T13:00:00Z: $ 1500"

Code for the AccelLerpResamplerD isn't shown, but is easily reproduced by replacing LerpResampler with it.

Resamplers

Two resamplers are currently offered, both based on linear interpolation technique.

As depicted above, the behavior between the two resamplers differs, as they handle the interpolation differently.

LerpResampler

A basic resampler that employs a pure-Swift linear interpolator (aka lerp).

AccelLerpResampler

Actually two resamplers that employ a linear interpolator from Apple's Accelerate framework.

The single-precision version, AccelLerpResamplerS, is for use with Float and similar data types.

The double-precision version, AccelLerpResamplerD, is for use with Double and similar data types. Notably with TimeInterval which is handy for charting time series.

Base Instance Properties and Methods

All resamplers are derived from the BaseResampler class, which offers the following public properties and methods.

Derived resamplers may offer additional public properties and methods.

Initializer

  • init?(_ xVals: [T], targetCount: Int) - create a new resampler instance

Where T is your BinaryFloatingPoint data type. Note that some resamplers have fixed types.

Initialization is conditional, returning nil if the parameters are nonsensical, such as if the xVals are not in ascending order.

The initialization values are also available as properties:

  • let xVals: [T] - the original coordinates along the x-axis. They do not need to be uniform in spacing.

  • let targetCount: Int - the number of uniformly-spaced coordinates along the x-axis to target in the resampling.

Instance Properties

Computed properties are lazy, meaning that they are only calculated when first needed.

  • var horizontalExtent: T - The distance separating the first and last xVal.

  • var relativeDistances: [T] - xVal distances from first xVal. The first is 0. The last is equal to horizontalExtent.

  • var targetInterval: T - The width of each interval between the resampled coordinates.

  • var targetStride: [T] - The resampled x-axis coordinates, as a stride object. They are uniformly-spaced.

  • var targetVals: [T] - The resampled x-axis coordinates, as an array object. They are uniformly-spaced.

Instance Methods

  • func resample(yVals: [T]) -> [T] - Resample the specified array of y-coordinate values for the original xVals provided when initializing the resampler. Returns targetCount resampled y-coordinate values.

See Also

Swift open-source libraries (by the same author):

  • AllocData - standardized data formats for investing-focused apps and tools
  • FINporter - library and command-line tool to transform various specialized finance-related formats to the standardized schema of AllocData
  • SwiftCompactor - formatters for the concise display of Numbers, Currency, and Time Intervals
  • SwiftModifiedDietz - A tool for calculating portfolio performance using the Modified Dietz method
  • SwiftNiceScale - generate 'nice' numbers for label ticks over a range, such as for y-axis on a chart
  • SwiftRegressor - a linear regression tool that’s flexible and easy to use
  • SwiftSimpleTree - a nested data structure that’s flexible and easy to use

And commercial apps using this library (by the same author):

  • FlowAllocator - portfolio rebalancing tool for macOS
  • FlowWorth - a new portfolio performance and valuation tracking tool for macOS

License

Copyright 2021 FlowAllocator LLC

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

Contributing

Other contributions are welcome too. You are encouraged to submit pull requests to fix bugs, improve documentation, or offer new features.

The pull request need not be a production-ready feature or fix. It can be a draft of proposed changes, or simply a test to show that expected behavior is buggy. Discussion on the pull request can proceed from there.

Contributions should ultimately have adequate test coverage. See tests for current entities to see what coverage is expected.

GitHub

link
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Last commit: 1 week ago
jonrohan Something's broken? Yell at me @ptrpavlik. Praise and feedback (and money) is also welcome.

Release Notes

Fix some awkward phrasing in README
1 week ago

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