def stdev(seriesList, time):
count = 0
for series in seriesList:
stddevs = TimeSeries("stddev(%s,%.1f)" % (series.name, float(time)),
series.start, series.end, series.step, [])
stddevs.pathExpression = "stddev(%s,%.1f)" % (series.name, float(time))
avg = safeDiv(safeSum(series[:time]), time)
sumOfSquares = sum(map(lambda (x): x * x, series[:time]))
(sd, sumOfSquares) = doStdDev(sumOfSquares, 0, 0, time, avg)
stddevs.append(sd)
for (index, el) in enumerate(series[time:]):
if el is None:
continue
toDrop = series[index]
if toDrop is None:
toDrop = 0
s = safeSum([safeMul(time, avg), el, -toDrop])
avg = safeDiv(s, time)
(sd, sumOfSquares) = doStdDev(sumOfSquares, toDrop,
series[index + time], time, avg)
stddevs.append(sd)
for i in range(0, time - 1):
stddevs.insert(0, None)
seriesList[count] = stddevs
count = count + 1
return seriesList
def stdev(seriesList,time):
count = 0
for series in seriesList:
stddevs = TimeSeries("stddev(%s,%.1f)" % (series.name,float(time)),series.start,series.end,series.step,[])
stddevs.pathExpression = "stddev(%s,%.1f)" % (series.name,float(time))
avg = safeDiv(safeSum(series[:time]), time)
sumOfSquares = sum(map(lambda(x): x * x, series[:time]))
(sd, sumOfSquares) = doStdDev(sumOfSquares, 0, 0, time, avg)
stddevs.append(sd)
for (index, el) in enumerate(series[time:]):
if el is None:
continue
toDrop = series[index]
if toDrop is None:
toDrop = 0
s = safeSum([safeMul(time, avg), el, -toDrop])
avg = safeDiv(s, time)
(sd, sumOfSquares) = doStdDev(sumOfSquares, toDrop, series[index+time], time, avg)
stddevs.append(sd)
for i in range(0, time-1):
stddevs.insert(0, None)
seriesList[count] = stddevs
count = count + 1
return seriesList
def movingAverage(seriesList,time):
count = 0
for series in seriesList:
movAvg = TimeSeries("movingAverage(%s,%.1f)" % (series.name,float(time)),series.start,series.end,series.step,[])
movAvg.pathExpression = "movingAverage(%s,%.1f)" % (series.name,float(time))
avg = safeDiv(safeSum(series[:time]), time)
movAvg.append(avg)
for (index, el) in enumerate(series[time:]):
if el is None:
continue
toDrop = series[index]
if toDrop is None:
toDrop = 0
s = safeSum([safeMul(time, avg), el, -toDrop])
avg = safeDiv(s, time)
movAvg.append(avg)
for i in range(0, time-1):
movAvg.insert(0, None)
seriesList[count] = movAvg
count = count + 1
return seriesList
def movingAverage(seriesList, time):
count = 0
for series in seriesList:
movAvg = TimeSeries(
"movingAverage(%s,%.1f)" % (series.name, float(time)),
series.start, series.end, series.step, [])
movAvg.pathExpression = "movingAverage(%s,%.1f)" % (series.name,
float(time))
avg = safeDiv(safeSum(series[:time]), time)
movAvg.append(avg)
for (index, el) in enumerate(series[time:]):
if el is None:
continue
toDrop = series[index]
if toDrop is None:
toDrop = 0
s = safeSum([safeMul(time, avg), el, -toDrop])
avg = safeDiv(s, time)
movAvg.append(avg)
for i in range(0, time - 1):
movAvg.insert(0, None)
seriesList[count] = movAvg
count = count + 1
return seriesList