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use crate::dataframe::DataFrame;
use crate::VeloxxError;
#[cfg(test)]
use crate::series::Series;
#[cfg(test)]
use crate::types::Value;
#[cfg(test)]
use indexmap::IndexMap;
impl DataFrame {
/// Applies rolling mean to specified numeric columns in the DataFrame.
///
/// This method creates new columns with rolling mean calculations for the specified columns.
/// The new columns are named with the pattern "{original_name}_rolling_mean_{window_size}".
///
/// # Arguments
///
/// * `columns` - A vector of column names to apply rolling mean to
/// * `window_size` - The size of the rolling window
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new rolling mean columns
///
/// # Examples
///
/// ```rust
/// use veloxx::dataframe::DataFrame;
/// use veloxx::series::Series;
/// use indexmap::IndexMap;
///
/// let mut columns = IndexMap::new();
/// columns.insert("price".to_string(), Series::new_f64("price", vec![Some(10.0), Some(15.0), Some(12.0), Some(18.0)]));
/// let df = DataFrame::new(columns);
///
/// let result = df.rolling_mean(vec!["price".to_string()], 3).unwrap();
/// ```
pub fn rolling_mean(
&self,
columns: Vec<String>,
window_size: usize,
) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let rolling_series = series.rolling_mean(window_size)?;
new_columns.insert(rolling_series.name().to_string(), rolling_series);
}
Ok(DataFrame::new(new_columns))
}
/// Applies rolling sum to specified numeric columns in the DataFrame.
///
/// This method creates new columns with rolling sum calculations for the specified columns.
/// The new columns are named with the pattern "{original_name}_rolling_sum_{window_size}".
///
/// # Arguments
///
/// * `columns` - A vector of column names to apply rolling sum to
/// * `window_size` - The size of the rolling window
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new rolling sum columns
pub fn rolling_sum(
&self,
columns: Vec<String>,
window_size: usize,
) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let rolling_series = series.rolling_sum(window_size)?;
new_columns.insert(rolling_series.name().to_string(), rolling_series);
}
Ok(DataFrame::new(new_columns))
}
/// Applies rolling minimum to specified numeric columns in the DataFrame.
///
/// This method creates new columns with rolling minimum calculations for the specified columns.
/// The new columns are named with the pattern "{original_name}_rolling_min_{window_size}".
///
/// # Arguments
///
/// * `columns` - A vector of column names to apply rolling minimum to
/// * `window_size` - The size of the rolling window
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new rolling minimum columns
pub fn rolling_min(
&self,
columns: Vec<String>,
window_size: usize,
) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let rolling_series = series.rolling_min(window_size)?;
new_columns.insert(rolling_series.name().to_string(), rolling_series);
}
Ok(DataFrame::new(new_columns))
}
/// Applies rolling maximum to specified numeric columns in the DataFrame.
///
/// This method creates new columns with rolling maximum calculations for the specified columns.
/// The new columns are named with the pattern "{original_name}_rolling_max_{window_size}".
///
/// # Arguments
///
/// * `columns` - A vector of column names to apply rolling maximum to
/// * `window_size` - The size of the rolling window
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new rolling maximum columns
pub fn rolling_max(
&self,
columns: Vec<String>,
window_size: usize,
) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let rolling_series = series.rolling_max(window_size)?;
new_columns.insert(rolling_series.name().to_string(), rolling_series);
}
Ok(DataFrame::new(new_columns))
}
/// Applies rolling standard deviation to specified numeric columns in the DataFrame.
///
/// This method creates new columns with rolling standard deviation calculations for the specified columns.
/// The new columns are named with the pattern "{original_name}_rolling_std_{window_size}".
///
/// # Arguments
///
/// * `columns` - A vector of column names to apply rolling standard deviation to
/// * `window_size` - The size of the rolling window (must be at least 2)
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new rolling standard deviation columns
pub fn rolling_std(
&self,
columns: Vec<String>,
window_size: usize,
) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let rolling_series = series.rolling_std(window_size)?;
new_columns.insert(rolling_series.name().to_string(), rolling_series);
}
Ok(DataFrame::new(new_columns))
}
/// Calculates percentage change between consecutive values for specified numeric columns.
///
/// This method creates new columns with percentage change calculations.
/// The new columns are named with the pattern "{original_name}_pct_change".
///
/// # Arguments
///
/// * `columns` - A vector of column names to calculate percentage change for
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new percentage change columns
///
/// # Examples
///
/// ```rust
/// use veloxx::dataframe::DataFrame;
/// use veloxx::series::Series;
/// use indexmap::IndexMap;
///
/// let mut columns = IndexMap::new();
/// columns.insert("price".to_string(), Series::new_f64("price", vec![Some(100.0), Some(110.0), Some(99.0)]));
/// let df = DataFrame::new(columns);
///
/// let result = df.pct_change(vec!["price".to_string()]).unwrap();
/// ```
pub fn pct_change(&self, columns: Vec<String>) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let pct_change_series = series.pct_change()?;
new_columns.insert(pct_change_series.name().to_string(), pct_change_series);
}
Ok(DataFrame::new(new_columns))
}
/// Calculates cumulative sum for specified numeric columns.
///
/// This method creates new columns with cumulative sum calculations.
/// The new columns are named with the pattern "{original_name}_cumsum".
///
/// # Arguments
///
/// * `columns` - A vector of column names to calculate cumulative sum for
///
/// # Returns
///
/// A new `DataFrame` with the original columns plus the new cumulative sum columns
pub fn cumsum(&self, columns: Vec<String>) -> Result<DataFrame, VeloxxError> {
let mut new_columns = self.columns.clone();
for column_name in columns {
let series = self
.get_column(&column_name)
.ok_or_else(|| VeloxxError::ColumnNotFound(column_name.clone()))?;
let cumsum_series = series.cumsum()?;
new_columns.insert(cumsum_series.name().to_string(), cumsum_series);
}
Ok(DataFrame::new(new_columns))
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_dataframe_rolling_mean() {
let mut columns = IndexMap::new();
columns.insert(
"price".to_string(),
Series::new_f64(
"price",
vec![Some(10.0), Some(15.0), Some(12.0), Some(18.0), Some(20.0)],
),
);
columns.insert(
"volume".to_string(),
Series::new_i32(
"volume",
vec![Some(100), Some(150), Some(120), Some(180), Some(200)],
),
);
let df = DataFrame::new(columns);
let result = df
.rolling_mean(vec!["price".to_string(), "volume".to_string()], 3)
.unwrap();
assert_eq!(result.column_count(), 4); // original 2 + 2 new rolling mean columns
assert!(result
.column_names()
.contains(&"price_rolling_mean_3".to_string()));
assert!(result
.column_names()
.contains(&"volume_rolling_mean_3".to_string()));
let price_rolling = result.get_column("price_rolling_mean_3").unwrap();
// Check rolling mean values using get_value method
assert_eq!(price_rolling.get_value(0), None);
assert_eq!(price_rolling.get_value(1), None);
if let Some(val) = price_rolling.get_value(2) {
if let Value::F64(v) = val {
assert!((v - 12.333333333333334).abs() < 1e-10); // (10+15+12)/3
} else {
panic!("Expected F64 value");
}
} else {
panic!("Expected Some value");
}
}
#[test]
fn test_dataframe_pct_change() {
let mut columns = IndexMap::new();
columns.insert(
"price".to_string(),
Series::new_f64(
"price",
vec![Some(100.0), Some(110.0), Some(99.0), Some(108.9)],
),
);
let df = DataFrame::new(columns);
let result = df.pct_change(vec!["price".to_string()]).unwrap();
assert_eq!(result.column_count(), 2); // original 1 + 1 new pct_change column
assert!(result
.column_names()
.contains(&"price_pct_change".to_string()));
let pct_change = result.get_column("price_pct_change").unwrap();
// Check pct_change values using get_value method
assert_eq!(pct_change.get_value(0), None);
if let Some(val) = pct_change.get_value(1) {
if let Value::F64(v) = val {
assert!((v - 0.1).abs() < 1e-10); // 10% increase
} else {
panic!("Expected F64 value");
}
} else {
panic!("Expected Some value for index 1");
}
if let Some(val) = pct_change.get_value(2) {
if let Value::F64(v) = val {
assert!((v - (-0.1)).abs() < 1e-10); // 10% decrease
} else {
panic!("Expected F64 value");
}
} else {
panic!("Expected Some value for index 2");
}
}
#[test]
fn test_dataframe_cumsum() {
let mut columns = IndexMap::new();
columns.insert(
"sales".to_string(),
Series::new_i32("sales", vec![Some(10), Some(20), Some(15), Some(25)]),
);
let df = DataFrame::new(columns);
let result = df.cumsum(vec!["sales".to_string()]).unwrap();
assert_eq!(result.column_count(), 2); // original 1 + 1 new cumsum column
assert!(result.column_names().contains(&"sales_cumsum".to_string()));
let cumsum = result.get_column("sales_cumsum").unwrap();
// Check cumsum values using get_value method
if let Some(val) = cumsum.get_value(0) {
if let Value::I32(v) = val {
assert_eq!(v, 10);
} else {
panic!("Expected I32 value");
}
} else {
panic!("Expected Some value for index 0");
}
if let Some(val) = cumsum.get_value(1) {
if let Value::I32(v) = val {
assert_eq!(v, 30);
} else {
panic!("Expected I32 value");
}
} else {
panic!("Expected Some value for index 1");
}
if let Some(val) = cumsum.get_value(2) {
if let Value::I32(v) = val {
assert_eq!(v, 45);
} else {
panic!("Expected I32 value");
}
} else {
panic!("Expected Some value for index 2");
}
if let Some(val) = cumsum.get_value(3) {
if let Value::I32(v) = val {
assert_eq!(v, 70);
} else {
panic!("Expected I32 value");
}
} else {
panic!("Expected Some value for index 3");
}
}
#[test]
fn test_dataframe_rolling_operations_error() {
let mut columns = IndexMap::new();
columns.insert(
"price".to_string(),
Series::new_f64("price", vec![Some(10.0), Some(15.0)]),
);
let df = DataFrame::new(columns);
// Test with non-existent column
let result = df.rolling_mean(vec!["non_existent".to_string()], 2);
assert!(result.is_err());
// Test with window size larger than data
let result = df.rolling_mean(vec!["price".to_string()], 5);
assert!(result.is_err());
}
}